Sean/ARM64
1
0
Fork 0
Code Issues Pull Requests Actions 2 Packages Projects Releases Wiki Activity

Fix AnalysisDate when Editing/Closing Positions

Browse Source
This commit is contained in:
Sean
2025-06-02 18:58:41 -04:00
parent ebe19e0ff3
commit 4f0f4e79f6
6 changed files with 58 additions and 40 deletions
Download Patch File Download Diff File Expand all files Collapse all files

14
MarketData/MarketData/Services/MainService.cs
View File

@@ -11,6 +11,9 @@ using MarketData.Cache;
using MarketData.Generator; using MarketData.Generator;
using MarketData.ModelHelper; using MarketData.ModelHelper;
using MarketData.Numerical; using MarketData.Numerical;
using MarketData.Generator.Momentum;
using MarketData.Generator.MGSHMomentum;
using MarketData.Generator.CMMomentum;
namespace MarketData.Services namespace MarketData.Services
{ {
@@ -100,6 +103,17 @@ namespace MarketData.Services
tasks.Add("ECHO",TaskEcho); tasks.Add("ECHO",TaskEcho);
GlobalConfig.Instance.Configuration = configuration; // This call sets up configuration stuff so it needs to be first. 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])) if (args.Length < 1 || String.IsNullOrEmpty(args[0]))
{ {
DisplayUsage(); DisplayUsage();

14
MarketData/MarketDataLib/Generator/CMMomentum/CMBacktest.cs
View File

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

4
MarketData/MarketDataLib/Generator/CMMomentum/CMSessionManager.cs
View File

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

0
MarketData/MarketDataLib/Generator/CMTrend/CMTTrendModel..cs → MarketData/MarketDataLib/Generator/CMTrend/CMTTrendModel.cs
View File

62
MarketData/MarketDataLib/Generator/Momentum/Backtest.cs
View File

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

2
MarketData/MarketDataLib/Generator/Momentum/MGSessionManager.cs
View File

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