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Daily updates. Code cleanup

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Sean
2025-05-07 19:57:56 -04:00
parent 8892f26b65
commit 1c44770d3e
4 changed files with 26 additions and 25 deletions
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12
MarketData/MarketDataLib/Generator/CMTrend/CMTTrendGenerator.cs
View File

@@ -26,34 +26,34 @@ namespace MarketData.Generator.CMTrend
Profiler profiler = new Profiler();
Dictionary<String,DateTime> latestDates = PricingDA.GetLatestDates(symbols);
symbols=symbols.Where(x => latestDates.ContainsKey(x) && latestDates[x].Date>=tradeDate.Date).ToList();
MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded pricing dates in {Utility.FormatNumber(profiler.End(),2)} (ms)");
MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded pricing dates in {Utility.FormatNumber(profiler.End(),0,true)} (ms)");
// Prefetch a subset of fundamentals where each fundamental.asof is no greater than tradeDate
profiler.Reset();
FundamentalsV2 fundamentals = FundamentalDA.GetFundamentalsMaxDateV2(tradeDate);
MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded fundamentals in {Utility.FormatNumber(profiler.End(),2)} (ms)");
MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded fundamentals in {Utility.FormatNumber(profiler.End(),0,true)} (ms)");
// Prefetch the Company Profiles
profiler.Reset();
Dictionary<String,CompanyProfile> companyProfiles = CompanyProfileDA.GetCompanyProfiles(symbols);
MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded company profiles in {Utility.FormatNumber(profiler.End(),2)} (ms)");
MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded company profiles in {Utility.FormatNumber(profiler.End(),0,true)} (ms)");
// Prefetch the pricing dates required for 200 day moving average.
profiler.Reset();
DateGenerator dateGenerator = new DateGenerator();
DateTime historicalDate=dateGenerator.GenerateHistoricalDate(tradeDate,cmtParams.DMA200Horizon+10);
List<DateTime> historicalDates=PricingDA.GetPricingDatesBetween(historicalDate,tradeDate);
MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded moving average dates in {Utility.FormatNumber(profiler.End(),2)} (ms)");
MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded moving average dates in {Utility.FormatNumber(profiler.End(),0,true)} (ms)");
// Prefetch the EPS time series
profiler.Reset();
Dictionary<String,TimeSeriesCollection> epsTimeSeriesCollectionDictionary = FundamentalDA.GetEPS(symbols,tradeDate,3);
MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded EPS Time Series in {Utility.FormatNumber(profiler.End(),2)} (ms)");
MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded EPS Time Series in {Utility.FormatNumber(profiler.End(),0,true)} (ms)");
// Prefetch the profit margin time series
profiler.Reset();
Dictionary<String,TimeSeriesCollection> profitMarginTimeSeriesCollectionDictionary = IncomeStatementDA.GetProfitMarginMaxAsOf(symbols,tradeDate,3,IncomeStatement.PeriodType.Quarterly);
MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded Profit Margin Time Series in {Utility.FormatNumber(profiler.End(),2)} (ms)");
MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded Profit Margin Time Series in {Utility.FormatNumber(profiler.End(),0,true)} (ms)");
for(int index=0;index<symbols.Count;index++)
{

10
MarketData/MarketDataLib/Generator/Momentum/MomentumGenerator.cs
View File

@@ -74,27 +74,27 @@ namespace MarketData.Generator.Momentum
Profiler profiler = new Profiler();
Dictionary<String,DateTime> latestDates = PricingDA.GetLatestDates(symbols);
symbols=symbols.Where(x => latestDates.ContainsKey(x) && latestDates[x].Date>=tradeDate.Date).ToList();
MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded Pricing Dates in {Utility.FormatNumber(profiler.End(),2)} (ms)");
MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded Pricing Dates in {Utility.FormatNumber(profiler.End(),0,true)} (ms)");
// Prefetch a subset of fundamentals where each fundamental.asof is no greater than tradeDate
profiler.Reset();
FundamentalsV2 fundamentals = FundamentalDA.GetFundamentalsMaxDateV2(tradeDate);
MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded Fundamentals in {Utility.FormatNumber(profiler.End(),2)} (ms)");
MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded Fundamentals in {Utility.FormatNumber(profiler.End(),0,true)} (ms)");
// Prefetch the Company Profiles
profiler.Reset();
Dictionary<String,CompanyProfile> companyProfiles = CompanyProfileDA.GetCompanyProfiles(symbols);
MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded Company Profiles in {Utility.FormatNumber(profiler.End(),2)} (ms)");
MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded Company Profiles in {Utility.FormatNumber(profiler.End(),0,true)} (ms)");
// Prefetch the Analyst Ratings
profiler.Reset();
Dictionary<String,AnalystRatings> analystRatingsDictionary = AnalystRatingsDA.GetAnalystRatingsDowngradesMaxDateNoZacks(symbols, tradeDate);
MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded Analyst Ratings in {Utility.FormatNumber(profiler.End(),2)} (ms)");
MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded Analyst Ratings in {Utility.FormatNumber(profiler.End(),0,true)} (ms)");
// Prefetch Zacks Ranks
profiler.Reset();
Dictionary<String,ZacksRank> zacksRanksDictionary = ZacksRankDA.GetZacksRankOnOrBefore(symbols, tradeDate);
MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded Zacks Ranks in {Utility.FormatNumber(profiler.End(),2)} (ms)");
MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded Zacks Ranks in {Utility.FormatNumber(profiler.End(),0,true)} (ms)");
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Generate momentum.. examining candidates"));
// Go through the universe of stocks