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Populating an array of dynamic size on each run of run() #482425
02/04/21 09:08
02/04/21 09:08
Joined: Jan 2021
Posts: 22
Singapore
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strimp099 Offline OP
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strimp099  Offline OP
Newbie
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Joined: Jan 2021
Posts: 22
Singapore
Greetings,

My intent is to populate an array with option strikes for daily run. However I receive a syntax error when attempting to create an array like this:

Code
var strikes[NumContracts];


presumably because arrays are static and cannot be redeclared. According to the manual, using malloc to allocate space dynamically is slow. So something like this:

Code
var strikes = malloc(NumContracts*sizeof(var));


Is not recommended

Is there a standard way to dynamically create arrays during each run?

Re: Populating an array of dynamic size on each run of run() [Re: strimp099] #482426
02/04/21 10:48
02/04/21 10:48
Joined: May 2015
Posts: 390
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Grat Offline
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Grat  Offline
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Joined: May 2015
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Czech Republic
may be series?

Re: Populating an array of dynamic size on each run of run() [Re: Grat] #482428
02/04/21 11:30
02/04/21 11:30
Joined: Jan 2021
Posts: 22
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strimp099 Offline OP
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strimp099  Offline OP
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Joined: Jan 2021
Posts: 22
Singapore
I’m trying to create an array of strikes each day. Can I do that with a series?

Re: Populating an array of dynamic size on each run of run() [Re: strimp099] #482430
02/04/21 13:40
02/04/21 13:40
Joined: Feb 2017
Posts: 1,634
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AndrewAMD Online
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AndrewAMD  Online
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Joined: Feb 2017
Posts: 1,634
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Allocations are slow.

The trick is to use a fixed-size buffer and only use as many elements as you need per run.

Incidentally, the maximum number of contracts available at any given run is MAX_CONTRACTS, so use MAX_CONTRACTS for your number of fixed buffer elements.


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