Posted By: kalmar
Error 060 Out of memory - 04/25/21 07:15
Hi all,
I have 10 years of minute data for 600 tickers. I was trying to look for gaps in quotes with a script below. But as expected I get the "Error 060: Out of memory". I wonder if it is possible to clean memory in the script, e.g. after 10 symbols are done? I was of course reducing # of assets and/or reducing period (e.g. 100 symbols for 2 years works), but I would like to avoid this manual work. Thank you.
I have 10 years of minute data for 600 tickers. I was trying to look for gaps in quotes with a script below. But as expected I get the "Error 060: Out of memory". I wonder if it is possible to clean memory in the script, e.g. after 10 symbols are done? I was of course reducing # of assets and/or reducing period (e.g. 100 symbols for 2 years works), but I would like to avoid this manual work. Thank you.
Code
function run() { StartDate = 20100101; EndDate = 20201231; BarPeriod = 1; LookBack = 0; string filename = "Stocks_gaps.csv"; if(is(INITRUN)) // specifying the header in the first run { char header[500]; sprintf(header, "Asset, UTCDate, DoW, Time, Gap_Minutes, \n"); file_delete(filename); file_append(filename, header); } assetList("AssetsMyStonks100.csv"); History = "*_us_stock.t6"; Detrend = NOPRICE; // prevents that asset and price data is checked and outliers are removed while(asset(loop(Assets))) { var tdiff = (wdate() - wdate(1)); // time difference in days of the last consecutive bars if(tdiff > (BarPeriod/1440)*2 && dow() == dow(1)) { char line[500]; sprintf(line, "%s, %d-%02d-%02d, %i, %02d:%02d, %i, \n", Asset, year(), month(), day(), dow(), hour(), minute(),minutesAgo(1)); file_append(filename, line); } } }