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I have been having problems with Saving and Loading candle data from local Binary storage. When I save a set of s# candles to local storage, then immediately reload that data into another list of candles - if I compare the two lists I see several short sequences of candles where the data is not the same and has been corrupted.
I have attached a small winforms program that demonstrates this issue. In this program there are 5 buttons which to the following actions:
- Delete Existing S# binary Storage Read a JSON file containing historical 5 minute candle data and and convert to S# Candles Save the S# candles to local Binary storage Load the local Binary storage to a second list of s# candles. Iterate over the two lists and print out any differences.
This has been causing me a great deal of problems with analyzing historical data since the data I am loaded has nonsense values and causes indicators to give wildly inaccurate values!
Please can you check the attached application and see if I am doiny anything wrong, or if there is indeed a problem with binary storage..
Thanks Sean Kenwrick
评论 (4)
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Thanks for the report.
It's very important message. Our binary storage do not work properly with highly fractional prices and volumes. We will fix it asap.
Btw did you seen our crypto campaign - http://crowd.stocksharp.com/product/crypto/ ? Poloniex is one of the exchanges. All crypto connectors will be unavailable for public so if you have a plans to work with Poloniex it should be interesting for you.
Try to apply this fix to your binaries - https://github.com/StockSharp/StockSharp/commit/2d56dae3cca53843d71018d7f628d94d81421d75
Hi Mikhail
Thanks for your prompt response! I will give this fix a try and see how it goes...
I will also check out your link about the crypto campaign..
Many thanks Sean Kenwrick
Hi Mikhail
That works now.. When will this appear in a new NuGet package version? It took my a while to get the repository to build and to reference it correctly from my project, so I would prefer to use the NuGet package when it becomes available..
Let me know
Sean