PSP Class - Can't any get Close value past [1]

February 6th, 2022, 04:44 PM

I'm just starting with trying to work with the PriceSeriesProvider (PSP) Class.

I wrote the following code, but I get an error as soon as I tried to change PSP1.Close to anything beyond 0 or 1. (Eventually I want to get the value for PSP1.Clsoe[14] or something similar).

What am I doing wrong here that prevents me from looking at the value for anything greater than Close[1]?

Code

using elsystem ;
using tsdata.common ;
using tsdata.marketdata ;

var: PriceSeriesProvider PSP1(null), TestValue(null);

Input: SecondSymbol("SPY");

once
	begin
	PSP1 = new PriceSeriesProvider ;
	PSP1.Symbol = SecondSymbol ;
	PSP1.Interval.ChartType = DataChartType.Bars ;
	PSP1.Interval.IntervalType = DataIntervalType.Daily ;
	PSP1.Interval.IntervalSpan = 1 ;
	PSP1.Range.FirstDate = 
	DateTime.FromELDateAndTime( Date[MaxBarsBack], 
		Time[MaxBarsBack] ) ; 
	PSP1.Realtime = true;
	PSP1.Load = true ;
	end ;

TestValue = PSP1.Close[14];

plot1(TestValue, "PSP Close");

ABCTG · February 7th, 2022, 05:08 AM

CreativelyChris,

since PSPs load asynchronously your code might be trying to access values that are not yet present. As a safety net you can try checking the PSP has enough values using "PSP1.Count" before you access a certain index. For performance reasons you can use a boolean flag that you set to true once when the PSP has enough values. This way you avoid having to check this on every bar.

Depending on your MaxBarsBack setting it is also not guaranteed that the PSP holds 14 bars back when you try to access it on the first bar. The check mentioned above can help preventing the error message in that case, too.

Regards,

ABCTG

CreativelyChris

I'm just starting with trying to work with the PriceSeriesProvider (PSP) Class.

I wrote the following code, but I get an error as soon as I tried to change PSP1.Close to anything beyond 0 or 1. (Eventually I want to get the value for PSP1.Clsoe[14] or something similar).

What am I doing wrong here that prevents me from looking at the value for anything greater than Close[1]?

Code

using elsystem ;
using tsdata.common ;
using tsdata.marketdata ;

var: PriceSeriesProvider PSP1(null), TestValue(null);

Input: SecondSymbol("SPY");

once
	begin
	PSP1 = new PriceSeriesProvider ;
	PSP1.Symbol = SecondSymbol ;
	PSP1.Interval.ChartType = DataChartType.Bars ;
	PSP1.Interval.IntervalType = DataIntervalType.Daily ;
	PSP1.Interval.IntervalSpan = 1 ;
	PSP1.Range.FirstDate = 
	DateTime.FromELDateAndTime( Date[MaxBarsBack], 
		Time[MaxBarsBack] ) ; 
	PSP1.Realtime = true;
	PSP1.Load = true ;
	end ;

TestValue = PSP1.Close[14];

plot1(TestValue, "PSP Close");

PSP Class - Can't any get Close value past [1]

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PSP Class - Can't any get Close value past [1]