Re: [GT] Re: How do you use scan.pl with a full "system"?

[Matthew J. <ma...@el...>]

Is anyone able to explain this behaviour?

 From sub backtest_single in BackTest.pm:

Original Code:
    my $p = GT::Portfolio->new;
    $pf_manager->set_portfolio($p);
    $p->set_initial_value(10000);

New Code:
    my $store_file="/tmp/portfoliofile";

    my $p = GT::Portfolio->new;
    $pf_manager->set_portfolio($p);
    $p->set_initial_value(10000);

    $p->store($store_file);
    my $p = GT::Portfolio->create_from_file($store_file);


Making these changes changes the way backtest works. It does not 
actually apply any orders to the portfolio. Why are these not 
equivalent? Why isn't ->create_from_file the reverse of ->store?


Raphael Hertzog wrote:

>Quoting Matthew Jurgens:
>  
>
>>What's going on with this:
>>./backtest.pl --start 2003-11-01 --end 2004-03-11 --store 
>>/opt/gt/portfolio/p5 MAJ1 osh.ax
>>
>>where
>>Aliases::Global::MAJ1     
>>SY:TFS|CS:OppositeSignal|CS:Stop:Fixed|MM:Basic|TF:LongOnly|OF:MarketPrice
>>and
>>Brokers::module Zebank
>>and
>>GT::Portfolio::Directory /opt/gt/portfolio
>>
>>This writes /opt/gt/portfolio/p5 as a portfolio file.
>>And then
>>./manage_portfolio.pl p5 report positions
>>Can't locate object method "init_after_load" via package 
>>"GT::Brokers::Zebank" at ../GT/Serializable.pm line 251.
>>
>>but if I use a portfolio file created with manage_portfolio.pl then it 
>>works fine.
>>    
>>
>
>That's because a portfolio created with manage_portfolio doesn't have
>any Broker module associated to it by default. If you launch
>./manage_portfolio p5 set broker Zebank
>you'll then encounter the same problem.
>
>However I have found the problem and I committed a fix. The
>serialization framework needs to load the module when re-creating the
>object from scratch, otherwise any function call will fail.
>
>Furthermore, the suggested fix for Brokers.pm is also required. Just cvs
>update and you'll be fine.
>
>Cheers,
>  
>