I’m reviewing this implementation and notice setting IgnoreDataValidation = true, and then calling BarUtils.IsValidBar catches errors when values are invalid, e.g. Open is ‘0’, - per the prior post - but does not catch other invalid bar errors, e.g. Open is less than Low (only caught in ‘Bar Data Cleanup’).
How can I use all of the ‘Bar Data Cleanup’ functionality via a method call without throwing the exception noted in the prior post of this topic? Alternatively, what validation functionality is being checked in ‘Bar Data Cleanup’ that is not being done in IsValidBar? It is ideal to maintain all of the functionality in ‘Bar Data Cleanup’ as you may change this over time.
Checking data errors over a limited date range reduces validation time from hours to 10's of minutes. Further improvements can be accomplished via a multicore optimization plugin if a method call is available.
Additionally, downloads via IQFeed are re-populating previous deleted and/or fixed bars. How can this be prevented?
Thursday November 22 2012 by