19. 9. 2022

Reading a variable value in a rule triggered on Strategy Init from your strategy settings

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In a rule triggered on Strategy Init, for each Assign function, StrategyQuant assign a “AssignVrbVleEntMlt” variable to your variable instead of a value.

Then, during initialization, it will give back the AssignVrbVleEntMlt value to your variable

From a strategy produced by the “H1388 Test Variable Template“, we can read in the code :

AssignVrbVleEntMlt = 210

AssignVrbVleEntMlt is receiving the value at the place MALength

Then AssignVrbVleEntMlt give back the value to MALength at Inialization.

1/ This Custom Analysis Code example show you how to get a value of your variable in a rule triggered on strategy Init

We get the value from a function “toInitValue“, from a ResultsGroup, and Rule name “Init“, and a variable name : MALength (In this example)

Then we are using rg.specialValues() function to set the value in “CA_MALength”

package SQ.CustomAnalysis;

import com.strategyquant.lib.*;
import java.util.ArrayList;
import com.strategyquant.datalib.*;
import com.strategyquant.tradinglib.*;
import SQ.Utils.Bouillant;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import java.util.*; 

// Created in France by Emmanuel Bouillant-Evrard
public class CA_InitStratsSettings extends CustomAnalysisMethod 
{
    public static final Logger Log = LoggerFactory.getLogger(CA_InitStratsSettings.class);

    public CA_InitStratsSettings() 
    {
        super("CA MALength Settings", TYPE_FILTER_STRATEGY);
    }
    
    //------------------------------------------------------------------------
    
    @Override
    public boolean filterStrategy(String project, String task, String databankName, ResultsGroup rg) throws Exception 
    {
        try 
        {
            Bouillant BouilltParaObj1 = new Bouillant();
            
            String IntTemp = BouilltParaObj1.toInitValue(rg, false,"Init", "MALength", 100); 
            rg.specialValues().set("CA_MALength", Double.parseDouble(IntTemp));

            return true;
      	} catch(Exception e)
        {
            Log.error("Error CA_InitStratsSettings", e);
            return false;																																							       // "Error: " + e.getMessage();
        }
    }
    
    
    //------------------------------------------------------------------------
    
    @Override
    public ArrayList<ResultsGroup> processDatabank(String project, String task, String databankName, ArrayList<ResultsGroup> databankRG) throws Exception {
        return databankRG;
    }
}

2 / Then the DatabankColumn code retrieve the value of the Custom Analysis

We are using rg.specialValues to retrive the value from CA_MALength

package SQ.Columns.Databanks;
import com.strategyquant.lib.*;
import com.strategyquant.datalib.*;
import com.strategyquant.tradinglib.*;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;

// Created in France by Emmanuel Bouillant-Evrard 
public class StratSettingsMALength extends DatabankColumn 
{
  public static final Logger Log = LoggerFactory.getLogger(StratSettingsMALength.class);
  public StratSettingsMALength()
  {
    super("MALength Settings", DatabankColumn.Decimal2, ValueTypes.Maximize, 0, 0, 100); 
  }
  
  //------------------------------------------------------------------------
  /**
   * This method should return computed value of this new column. You should typically compute it from the list of orders 
   * or from some already computed statistical values (other databank columns). 
   */
  @Override
  public String getValue(ResultsGroup rg, String resultKey, byte direction, byte plType, byte sampleType) throws Exception 
  {   
    try 
    {
      double value = rg.specialValues().getDouble("CA_MALength", -1);

      if(value == -1) 
      {
        // this means value was not set
        return NOT_AVAILABLE;
      } else 
      {
        // return value converted to String
        return java.lang.Double.toString(value);
      }
    } catch(Exception e)
    {
      Log.error("Error StratSettingsMALength", e);
      return "";																																							       // "Error: " + e.getMessage();
    }
  }
}