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Fix AnalysisDate when Editing/Closing Positions

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Sean
2025-06-02 18:58:41 -04:00
parent ebe19e0ff3
commit 4f0f4e79f6
6 changed files with 58 additions and 40 deletions
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16
MarketData/MarketData/Services/MainService.cs
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@@ -11,6 +11,9 @@ using MarketData.Cache;
using MarketData.Generator;
using MarketData.ModelHelper;
using MarketData.Numerical;
using MarketData.Generator.Momentum;
using MarketData.Generator.MGSHMomentum;
using MarketData.Generator.CMMomentum;
namespace MarketData.Services
{
@@ -100,9 +103,20 @@ namespace MarketData.Services
tasks.Add("ECHO",TaskEcho);
GlobalConfig.Instance.Configuration = configuration; // This call sets up configuration stuff so it needs to be first.
String pathSourceFile = "/home/pi/ARM64/MarketData/MarketData/Models/CM20191031.TXT";
String pathDstFile = "/home/pi/Boneyard/MG20180131.TXT";
MomentumBacktest backtest = new MomentumBacktest();
backtest.EditPosition("PSO", DateTime.Parse("4/30/2025"), 1.00, pathDstFile);
// CMMomentumBacktest backtest = new CMMomentumBacktest();
// backtest.EditPosition("IEFA", DateTime.Parse("4/30/2025"), 1.00, pathDstFile);
// MGSessionParams sessionParams = MGSessionManager.RestoreSession(pathSourceFile);
// MGSessionManager.SaveSession(sessionParams, pathDstFile);
if (args.Length < 1 || String.IsNullOrEmpty(args[0]))
{
DisplayUsage();
DisplayUsage();
return;
}

14
MarketData/MarketDataLib/Generator/CMMomentum/CMBacktest.cs
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@@ -743,9 +743,10 @@ namespace MarketData.Generator.CMMomentum
public void SaveSession()
{
DateGenerator dateGenerator = new DateGenerator();
MDTrace.WriteLine(LogLevel.DEBUG, String.Format("Saving session to '{0}'", PathSessionFileName));
CMSessionParams sessionParams = new CMSessionParams();
CMSessionManager sessionManager = new CMSessionManager();
if (Utility.IsEpoch(AnalysisDate)) AnalysisDate = dateGenerator.GetPrevBusinessDay(Today());
Parameters.TradeDate = TradeDate;
Parameters.AnalysisDate = AnalysisDate;
sessionParams.LastUpdated = Today();
@@ -758,16 +759,15 @@ namespace MarketData.Generator.CMMomentum
sessionParams.Cycle = Cycle;
sessionParams.CashBalance = CashBalance;
sessionParams.NonTradeableCash = NonTradeableCash;
sessionManager.SaveSession(sessionParams, PathSessionFileName);
CMSessionManager.SaveSession(sessionParams, PathSessionFileName);
}
public bool BackupSession()
{
String[] parts=PathSessionFileName.Split('.');
String backupFileName=parts[0]+"_"+Utility.DateTimeToStringYYYYMMDDMMSSTT(DateTime.Now)+".bak";
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Saving session to '{0}'",backupFileName));
String[] parts = PathSessionFileName.Split('.');
String backupFileName = parts[0] + "_" + Utility.DateTimeToStringYYYYMMDDMMSSTT(DateTime.Now) + ".bak";
MDTrace.WriteLine(LogLevel.DEBUG, String.Format("Saving session to '{0}'", backupFileName));
CMSessionParams sessionParams = new CMSessionParams();
CMSessionManager sessionManager = new CMSessionManager();
sessionParams.LastUpdated = Today();
sessionParams.TradeDate = TradeDate;
sessionParams.StartDate = StartDate;
@@ -778,7 +778,7 @@ namespace MarketData.Generator.CMMomentum
sessionParams.Cycle = Cycle;
sessionParams.CashBalance = CashBalance;
sessionParams.NonTradeableCash = NonTradeableCash;
return sessionManager.SaveSession(sessionParams, backupFileName);
return CMSessionManager.SaveSession(sessionParams, backupFileName);
}
}
}

4
MarketData/MarketDataLib/Generator/CMMomentum/CMSessionManager.cs
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@@ -29,11 +29,13 @@ namespace MarketData.Generator.CMMomentum
public class CMSessionManager
{
private static String SIGNATURE="CMSESSIONv1.00";
public bool SaveSession(CMSessionParams sessionParams, String pathSessionFile)
public static bool SaveSession(CMSessionParams sessionParams, String pathSessionFile)
{
try
{
DateGenerator dateGenerator = new DateGenerator();
if (null == pathSessionFile) return false;
if (Utility.IsEpoch(sessionParams.AnalysisDate)) sessionParams.AnalysisDate = dateGenerator.GetPrevBusinessDay(DateTime.Now);
pathSessionFile = GetSessionFileName(pathSessionFile);
FileStream outStream = new FileStream(pathSessionFile, FileMode.Create);
StreamWriter streamWriter = new StreamWriter(outStream);

0
MarketData/MarketDataLib/Generator/CMTrend/CMTTrendModel..cs → MarketData/MarketDataLib/Generator/CMTrend/CMTTrendModel.cs
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62
MarketData/MarketDataLib/Generator/Momentum/Backtest.cs
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@@ -680,40 +680,42 @@ namespace MarketData.Generator.Momentum
}
public void SaveSession()
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Saving session to '{0}'",PathSessionFileName));
MGSessionParams sessionParams=new MGSessionParams();
MGSessionManager sessionManager=new MGSessionManager();
sessionParams.LastUpdated=Today();
sessionParams.TradeDate=TradeDate;
sessionParams.StartDate=StartDate;
sessionParams.AnalysisDate=AnalysisDate;
sessionParams.Configuration=Configuration;
sessionParams.ActivePositions=ActivePositions;
sessionParams.AllPositions=AllPositions;
sessionParams.Cycle=Cycle;
sessionParams.CashBalance=CashBalance;
sessionParams.NonTradeableCash=NonTradeableCash;
sessionManager.SaveSession(sessionParams,PathSessionFileName);
DateGenerator dateGenerator = new DateGenerator();
MDTrace.WriteLine(LogLevel.DEBUG, String.Format("Saving session to '{0}'", PathSessionFileName));
MGSessionParams sessionParams = new MGSessionParams();
if (Utility.IsEpoch(AnalysisDate)) AnalysisDate = dateGenerator.GetPrevBusinessDay(Today());
sessionParams.LastUpdated = Today();
sessionParams.TradeDate = TradeDate;
sessionParams.StartDate = StartDate;
sessionParams.AnalysisDate = AnalysisDate;
sessionParams.Configuration = Configuration;
sessionParams.ActivePositions = ActivePositions;
sessionParams.AllPositions = AllPositions;
sessionParams.Cycle = Cycle;
sessionParams.CashBalance = CashBalance;
sessionParams.NonTradeableCash = NonTradeableCash;
MGSessionManager.SaveSession(sessionParams,PathSessionFileName);
}
public bool BackupSession()
{
String[] parts=PathSessionFileName.Split('.');
String backupFileName=parts[0]+"_"+Utility.DateTimeToStringYYYYMMDDMMSSTT(DateTime.Now)+".bak";
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Saving session to '{0}'",backupFileName));
MGSessionParams sessionParams=new MGSessionParams();
MGSessionManager sessionManager=new MGSessionManager();
sessionParams.LastUpdated=Today();
sessionParams.TradeDate=TradeDate;
sessionParams.StartDate=StartDate;
sessionParams.AnalysisDate=AnalysisDate;
sessionParams.Configuration=Configuration;
sessionParams.ActivePositions=ActivePositions;
sessionParams.AllPositions=AllPositions;
sessionParams.Cycle=Cycle;
sessionParams.CashBalance=CashBalance;
sessionParams.NonTradeableCash=NonTradeableCash;
return sessionManager.SaveSession(sessionParams,backupFileName);
DateGenerator dateGenerator = new DateGenerator();
String[] parts = PathSessionFileName.Split('.');
String backupFileName = parts[0] + "_" + Utility.DateTimeToStringYYYYMMDDMMSSTT(DateTime.Now) + ".bak";
MDTrace.WriteLine(LogLevel.DEBUG, String.Format("Saving session to '{0}'", backupFileName));
MGSessionParams sessionParams = new MGSessionParams();
if (Utility.IsEpoch(AnalysisDate)) AnalysisDate = dateGenerator.GetPrevBusinessDay(Today());
sessionParams.LastUpdated = Today();
sessionParams.TradeDate = TradeDate;
sessionParams.StartDate = StartDate;
sessionParams.AnalysisDate = AnalysisDate;
sessionParams.Configuration = Configuration;
sessionParams.ActivePositions = ActivePositions;
sessionParams.AllPositions = AllPositions;
sessionParams.Cycle = Cycle;
sessionParams.CashBalance = CashBalance;
sessionParams.NonTradeableCash = NonTradeableCash;
return MGSessionManager.SaveSession(sessionParams,backupFileName);
}
}
}

2
MarketData/MarketDataLib/Generator/Momentum/MGSessionManager.cs
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@@ -5,7 +5,7 @@ namespace MarketData.Generator.Momentum
// *****************************************************************************
public class MGSessionManager
{
public bool SaveSession(MGSessionParams sessionParams,String pathSessionFile)
public static bool SaveSession(MGSessionParams sessionParams,String pathSessionFile)
{
try
{