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Reply To: news in AlgoQuant

#5068

Hello thanks for the response,

I am coming back to the problem of adding another event type, NEWS.

The dataset could have the form:

date1, sentiment11,sentiment21,sentiment31 …
date2, sentiment21,sentiment22,sentiment23 …

etc

I want to apply the same machinery as for prices: strategies with rtechnical indicators:

If acumulated sentiment greater than some threshold then buy (sell) the stock etc…

I see that basically I have to follow the same ideas developed for the type Depth and create another type
MyNews as suggested above.

I see that I have to repeat the process that was done for the type Depth. I have to define
NewsCaches (DepthCahes)
NewsCacheFactorybyMap(DepthCaheFactorybyMap)

etc…

Is there an easier way to do it or I have to follow the same logic as for Depth and repeat simjilar classes?

when I pass the information to the simulator, can I pass simultanelously?:

.withDepthUpdates(depthCaches)
.withNonDepthUpdates(newsCaches)
.withNonDepthUpdates(Timer)

thanks

I