Storing Backtest Reports in a Database

December 8th, 2013, 12:45 AM

Hello, does anyone know of a good way to store backtest reports in some type of database. I am thinking about using Microsoft Access to store my backtest reports.

December 11th, 2013, 04:44 PM

quantarb

Hello, does anyone know of a good way to store backtest reports in some type of database. I am thinking about using Microsoft Access to store my backtest reports.

I've done it with SQL Server, but am sure you can use Access as well. You will need to be able to use ADO.Net code. Here's some sample code to at least get you started:

Code

        protected override String GetDatabaseInsertString()
        {
            switch (databaseTableName)
            {
                case "MinuteDatas":
                    return (@"INSERT INTO " + databaseTableName +
                        "(Instrument_ID, DateTime, [Open], High, Low, [Close], Volume) VALUES ('" +
                        instrumentId + "','" +
                        Time[0] + "','" +
                        Open[0] + "','" +
                        High[0] + "','" +
                        Low[0] + "','" +
                        Close[0] + "','" +
                        Volume[0] + "');");
                case "TickDatas":
                    return (@"INSERT INTO " + databaseTableName +
                        "(Instrument_ID, DateTime, Price, Volume) VALUES('" +
                        instrumentId + "','" +
                        Time[0] + "','" +
                        Close[0] + "','" +
                        Volume[0] + "');");
               case "DayDatas":
                  return(@"INSERT INTO " + databaseTableName +
                        "(Instrument_ID, Date, [Open], High, Low, [Close], Volume) VALUES ('" +
                        instrumentId + "','" +
                        Time[0] + "','" +
                        Open[0] + "','" +
                        High[0] + "','" +
                        Low[0] + "','" +
                        Close[0] + "','" +
                        Volume[0] + "');");
                default:
                    return ("");
            }
        }   

     protected void InsertIntoDatabase(string s)
     {
         SqlCommand cmd = new SqlCommand(s, conn);
         cmd.ExecuteNonQuery();
      }

     conn = new SqlConnection("Data Source=" + databaseServer + ";Initial Catalog=" + initialCatalog + 
               ";Integrated Security=No; User ID=" + userId + ";Password=" + userPassword);
            try
            {
               conn.Open();
               SetDatabaseName();
               GetInstrumentPrimaryKey();
             }
            catch ....

I personally would rewrite the code differently if I did it again though and use a SQLCommand object parameters... but that's just me!

Hope that helps.....

Storing Backtest Reports in a Database

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Storing Backtest Reports in a Database