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Additional changes for MGSH

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This commit is contained in:
Sean
2025-04-08 22:27:47 -04:00
parent f4511419ba
commit 531fd61575
4 changed files with 29 additions and 15 deletions
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24
MarketData/MarketData/ModelHelper/MGSHMomentumHelper.cs
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@@ -12,7 +12,7 @@ namespace MarketData
{ {
if(!commandArgs.Has("SESSIONFILE")) if(!commandArgs.Has("SESSIONFILE"))
{ {
MDTrace.WriteLine(LogLevel.DEBUG,"Missing SESSIONFILE"); MDTrace.WriteLine(LogLevel.DEBUG,ConsoleColor.Red,"Missing SESSIONFILE");
return; return;
} }
MGSHMomentumBacktest momentumBacktest = new MGSHMomentumBacktest(); MGSHMomentumBacktest momentumBacktest = new MGSHMomentumBacktest();
@@ -24,14 +24,14 @@ namespace MarketData
DateGenerator dateGenerator = new DateGenerator(); DateGenerator dateGenerator = new DateGenerator();
if(!commandArgs.Has("SESSIONFILE,TRADEDATE")) if(!commandArgs.Has("SESSIONFILE,TRADEDATE"))
{ {
MDTrace.WriteLine(LogLevel.DEBUG,"SESSIONFILE and TRADEDATE are required parameters."); MDTrace.WriteLine(LogLevel.DEBUG,ConsoleColor.Red,"SESSIONFILE and TRADEDATE are required parameters.");
return; return;
} }
DateTime tradeDate = commandArgs.Get<DateTime>("TRADEDATE"); DateTime tradeDate = commandArgs.Get<DateTime>("TRADEDATE");
if(!dateGenerator.IsMarketOpen(tradeDate)) if(!dateGenerator.IsMarketOpen(tradeDate))
{ {
MDTrace.WriteLine(LogLevel.DEBUG,$"TRADEDATE {tradeDate.ToShortDateString()} is not a trading date."); MDTrace.WriteLine(LogLevel.DEBUG,ConsoleColor.Red,$"TRADEDATE {tradeDate.ToShortDateString()} is not a trading date.");
return; return;
} }
@@ -41,7 +41,7 @@ namespace MarketData
pathSessionFile = pathSessionFile.Trim(); pathSessionFile = pathSessionFile.Trim();
if(!File.Exists(pathSessionFile)) if(!File.Exists(pathSessionFile))
{ {
MDTrace.WriteLine(LogLevel.DEBUG,$"The specified file '{pathSessionFile}' does not exist."); MDTrace.WriteLine(LogLevel.DEBUG,ConsoleColor.Red,$"The specified file '{pathSessionFile}' does not exist.");
return; return;
} }
@@ -49,7 +49,7 @@ namespace MarketData
if(!dateGenerator.IsMarketOpen(tradeDate)) if(!dateGenerator.IsMarketOpen(tradeDate))
{ {
Console.WriteLine(String.Format("The market is closed today, please confirm Y/N:{0}?",tradeDate.ToShortDateString())); MDTrace.WriteLine(LogLevel.DEBUG,ConsoleColor.Red,String.Format("The market is closed today, please confirm Y/N:{0}?",tradeDate.ToShortDateString()));
String result=Console.ReadLine(); String result=Console.ReadLine();
if(null==result||!(result.ToUpper().Equals("Y")||result.ToUpper().Equals("YES")))return; if(null==result||!(result.ToUpper().Equals("Y")||result.ToUpper().Equals("YES")))return;
} }
@@ -62,10 +62,10 @@ namespace MarketData
MGSHConfiguration mgParams=new MGSHConfiguration(); MGSHConfiguration mgParams=new MGSHConfiguration();
if (!commandArgs.Has("STARTDATE,MAXPOSITIONS,INITIALCASH,HOLDINGPERIOD")) if (!commandArgs.Has("STARTDATE,MAXPOSITIONS,INITIALCASH,HOLDINGPERIOD"))
{ {
if (!commandArgs.Has("STARTDATE")) MDTrace.WriteLine(LogLevel.DEBUG, "Missing STARTDATE"); if (!commandArgs.Has("STARTDATE")) MDTrace.WriteLine(LogLevel.DEBUG,ConsoleColor.Red, "Missing STARTDATE");
if (!commandArgs.Has("MAXPOSITIONS")) MDTrace.WriteLine(LogLevel.DEBUG, "Missing MAXPOSITIONS"); if (!commandArgs.Has("MAXPOSITIONS")) MDTrace.WriteLine(LogLevel.DEBUG,ConsoleColor.Red, "Missing MAXPOSITIONS");
if (!commandArgs.Has("INITIALCASH")) MDTrace.WriteLine(LogLevel.DEBUG, "Missing INITIALCASH"); if (!commandArgs.Has("INITIALCASH")) MDTrace.WriteLine(LogLevel.DEBUG,ConsoleColor.Red, "Missing INITIALCASH");
if (!commandArgs.Has("HOLDINGPERIOD")) MDTrace.WriteLine(LogLevel.DEBUG, "Missing HOLDINGPERIOD"); if (!commandArgs.Has("HOLDINGPERIOD")) MDTrace.WriteLine(LogLevel.DEBUG,ConsoleColor.Red, "Missing HOLDINGPERIOD");
return; return;
} }
mgParams.MaxPositions=commandArgs.Coalesce<int>("MAXPOSITIONS"); mgParams.MaxPositions=commandArgs.Coalesce<int>("MAXPOSITIONS");
@@ -141,18 +141,18 @@ namespace MarketData
DateGenerator dateGenerator = new DateGenerator(); DateGenerator dateGenerator = new DateGenerator();
if(!dateGenerator.IsMarketOpen(startDate)) if(!dateGenerator.IsMarketOpen(startDate))
{ {
MDTrace.WriteLine(LogLevel.DEBUG,$"STARTDATE {startDate.ToShortDateString()} is not a trading date."); MDTrace.WriteLine(LogLevel.DEBUG,ConsoleColor.Red,$"STARTDATE {startDate.ToShortDateString()} is not a trading date.");
return; return;
} }
if(!dateGenerator.IsMarketOpen(endDate)) if(!dateGenerator.IsMarketOpen(endDate))
{ {
MDTrace.WriteLine(LogLevel.DEBUG,$"ENDDATE {endDate.ToShortDateString()} is not a trading date."); MDTrace.WriteLine(LogLevel.DEBUG,ConsoleColor.Red,$"ENDDATE {endDate.ToShortDateString()} is not a trading date.");
return; return;
} }
if(!commandArgs.Has("SESSIONFILE")) if(!commandArgs.Has("SESSIONFILE"))
{ {
MDTrace.WriteLine(LogLevel.DEBUG,$"SESSIONFILE is a required parameter."); MDTrace.WriteLine(LogLevel.DEBUG,ConsoleColor.Red,$"SESSIONFILE is a required parameter.");
return; return;
} }

2
MarketData/MarketData/Models/runmgshmomentum.sh
View File

@@ -1,5 +1,5 @@
#!/bin/bash #!/bin/bash
echo "THIS IS THE PRDUCTION FILE FOR MGSHMOMENTUM" echo "THIS IS THE PRODUCTION FILE FOR MGSHMOMENTUM"
echo "THIS MODEL STARTS TRADING 03/31/2025" echo "THIS MODEL STARTS TRADING 03/31/2025"
echo "RUNMGSHMOMENTUM MODE{DAILY|MONTHLY} TRADEDATE" echo "RUNMGSHMOMENTUM MODE{DAILY|MONTHLY} TRADEDATE"

2
MarketData/MarketDataLib/Generator/MGSHMomentum/MGSHBacktest.cs
View File

@@ -537,7 +537,7 @@ namespace MarketData.Generator.MGSHMomentum
if(startDate != TradeDate) if(startDate != TradeDate)
{ {
MDTrace.WriteLine(LogLevel.DEBUG,$"Unexpectd StartDate. Start Date:{startDate.ToShortDateString()} Trade Date:{TradeDate.ToShortDateString()}"); MDTrace.WriteLine(LogLevel.DEBUG,ConsoleColor.Red,$"Unexpectd StartDate. Start Date:{startDate.ToShortDateString()} Trade Date:{TradeDate.ToShortDateString()}");
return new MGSHBacktestResult(false, CashBalance); return new MGSHBacktestResult(false, CashBalance);
} }

14
MarketData/MarketDataLib/MDTrace.cs
View File

@@ -72,6 +72,20 @@ namespace MarketData
Console.WriteLine(message); Console.WriteLine(message);
Flush(); Flush();
} }
/// <summary>WriteLine - Writes a line of text to trace log.</summary>
/// <param name="message">string content of message to write.</param>
/// <returns>void</returns>
public static void WriteLine(LogLevel logLevel,ConsoleColor consoleColor,string message)
{
if(MDTrace.logLevel<logLevel)return;
Trace.WriteLine(GetCallerIP()+GetThreadRep()+GetLogLevelRep()+"["+DateTime.Now.ToString()+"]"+" "+GetMethodInfo()+message);
ConsoleColor currentColor=Console.ForegroundColor;
Console.ForegroundColor = consoleColor;
Console.WriteLine(message);
Console.ForegroundColor=currentColor;
Flush();
}
/// <summary>Indent - set trace log indentation.</summary> /// <summary>Indent - set trace log indentation.</summary>
/// <returns>void</returns> /// <returns>void</returns>
public static void Indent() public static void Indent()