History Quotes - a little OT

[Wm...]

Sat, 14 Nov 2015 07:23:43 <564727CF.5030900 at verizon.net>
Jean-David Beyer <jeandavid8 at verizon.net> wrote...

>In the past, I tried to build a backtesting program for testing out
>investing strategies. I never considered using GnuCash for this.
>Instead, I wrote programs in C++ and used postgreSQL for the database
>management system I required. Since I know C++ and SQL, I had no trouble
>writing the programs.
>
>The biggest problem was to get good historical quotes. I never found a
>satisfactory solution for this. The free sources are riddled with errors
>and omissions. Splits and dividends are often omitted. A major problem
>is that _companies change their ticker symbols_,
>and _the old ones are reused_ by other companies.

I might suggest that if your strategy was sufficiently refined the 
GnuCash database was a bad choice for your data storage based on time. 
The price db doesn't (or very shortly won't) know about intra-day 
pricing so is no good for some forms of trading analysis by definition.

>The best source of information of this kind is called CRSP and last I
>looked, it cost US$25,000 a year for the data subscriptions. Somehow, I
>imagine GnuCash will be unable to provide this.

Never, I suggest.

P.S. if anyone is interested there is a recent conversation in 
ledger-cli world about sub-day transaction detail recording and it has 
nothing to do with money
===
Newsgroups:     gmane.comp.finance.ledger.general
Subject:        Recording transaction time in addition to date
From:   Andrew Maffei
Date:   19 November 2015 22:12:38
===
I think some of the detail raised in the thread probably applies to 
GnuCash too, i.e. even if the seconds were recorded would the rest of 
the code know what to do with the additional precision.

Or to put it another way.

Both GnuCash and Ledger-CLI and relatives have good file formats.  Just 
don't expect them to deal with all inserts.

-- 
Wm...