Hi during testing and using dataparse functions, I receive dozens of the messages: parse.... as shown in the pic attached. Is there any way to avoid this?
That's an idea, I will give it a try to this workaround. On the other hand this is the only unexpected message received, others are printed only to the log file as it should be...
Some messages are also printed to the window when they normally appear only once. Parsing the same file multiple times is unusual, therefore the multiple messages.
I parse the file several time because I use it as a container of all the phantom trades during test and trade and than parse it in order to retrieve only the proper Asset/algo Combination. High level code structure is: -once delete the old file -every bar store the closed phantom trades in the file -every bar check if signal and then parse the file for proper Algo/Asset combination and read the numbers to decide if trade or not. Here is the parse call.
Do you think that this is not the best way to do it?
Possibly not. If you write that file anyway, you can store the info in a dataset rather than in a CSV file, and then save and load the dataset directly.