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Index tracking as 'units'

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JesusM
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Index tracking as 'units'

Wed Nov 24, 2021 10:16 am
Hello,

I was trying to track EURIBOR evolution, and since I didn't see a plug-in available, I created a small script to do it. It works fine, but ...

I created an UNIT called 'Euribor-3M' (for the three months index), I set the unit as 'index' and tried to download the values, and I got this:
Code: Select all
[ERR-5]: Download failed
[ERR-5]: Impossible to download unit EURIBOR-3M with Internet code 3-months on the source EuriborRates.
[ERR-8]: Value of a currency cannot be a negative value

But the thing is that the index is negative indeed, and it can be. So, how can I workaround this? And ... what's the difference from Skrooge point of view between 'index' and 'share' for example?

In case it helps, this is the output of the script execution:
Code: Select all
jesusm@liet:~/bin/Skrooge$ ./EuriborRates.pl 3-months
Date,Price
22/11/2021,-0.564
jesusm@liet:~/bin/Skrooge$ ./EuriborRates.pl 6-months
Date,Price
22/11/2021,-0.528


And by the way, equivalent error when I try to add manually the value:
Code: Select all
[ERR-5]: Unit value creation failed
[ERR-5]: Operation 'SKGDocumentBank::addOrModifyUnitValue' on 'EURIBOR-3M / 2021-11-22 / -0.564' failed
[ERR-8]: Value of a currency cannot be a negative value

Thanks
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smankowski
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Re: Index tracking as 'units'

Sat Dec 11, 2021 2:52 pm
Hi JesusM,

I can do a code change to remove this constrain but you will have it only in the next version.
Do you agree with that ?


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JesusM
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Re: Index tracking as 'units'

Sat Dec 11, 2021 3:03 pm
smankowski wrote:Hi JesusM,

I can do a code change to remove this constrain but you will have it only in the next version.
Do you agree with that ?


I am on 'current' version all the time, cloning with git and compiling when there is any change, so that is a perfect solution for me.

By the way, now that you are gonna change it ... the error message always says 'currency' when it actually can be shares, currencies, index, etc.

Thanks a lot!
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smankowski
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Re: Index tracking as 'units'

Sat Dec 11, 2021 3:54 pm
Commit done:
Unit values can be negative now (see viewtopic.php?f=210&t=173318)


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JesusM
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Re: Index tracking as 'units'

Sat Dec 11, 2021 4:14 pm
It's not working for me.

Due the requirement to get positive numbers, the script I use to download the Euribor rates had a workaround as easy as adding an offset:
Code: Select all
$EXprice += 0.75;    # temporary workaround for negative values
And executing it:
Code: Select all
/EuriborRates.pl 3-months
Date,Price
10/12/2021,0.162
jesusm@liet:~/bin/Skrooge$
Everything good.

Now, I remove the workaround by commenting that line, and executing the script from CLI:
Code: Select all
jesusm@liet:~/bin/Skrooge$ ./EuriborRates.pl 3-months
Date,Price
10/12/2021,-0.588
jesusm@liet:~/bin/Skrooge$

Apparently everything fine, but as soon as I try to download the unit from Skrooge I get this error:
[ERR-5]: Download failed
[ERR-5]: Impossible to download unit EURIBOR-3M with Internet code 3-months on the source EuriborRates.
[ERR-10019]: CHECK constraint failed: unitvalue Unable to fetch row
[ERR-10019]: UPDATE unitvalue SET d_date='2021-12-10',rd_unit_id='90',f_quantity='-0.588' WHERE d_date='2021-12-10' AND rd_unit_id=90

I get the same error if I try to update the value manually in Skrooge (not downloading but adding the value)

Could it be the database is defined to have only positive values in that field?

Thanks
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smankowski
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Re: Index tracking as 'units'  Topic is solved

Sat Dec 11, 2021 8:33 pm
I did a new commit.
Should be good now.


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JesusM
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Re: Index tracking as 'units'

Sat Dec 11, 2021 10:02 pm
Yes! Now it works perfectly fine. Thanks!


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