Add an eviction policy to the GBPriceCache.
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2026-03-11 19:02:48 -04:00
parent 7e638cca05
commit 84ec9b31a3
3 changed files with 122 additions and 35 deletions

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#!/bin/bash
# IDENTICAL RUN TO TEST8B. THE MODEL WAS RUN A 2ND TIME WITH DATABASE UPDATES TO BRING IT CURRENT.
# THE PREVIOUS DATABASE ONLY CONTAINED DATA THROUGH 07/2025. THE NEW IMPORT
# MAKES DATA AVAILABLE UP TO EARLY MARCH 2026
# CNNClient.Model.CNNClient.Model.convnext upscaling 224 for the convneXt pretrained model and adding ^VIX volatility and using 90 days
# THIS TEST USED A 25% REWARD FOR A POSITIVE PREDICTION
# CNN TEST
export DOTNET_ROOT=/opt/dotnet
CNNDAYCOUNT=90
VERSION=05
USEMAXPOSITIONBUCKETWEIGHT=TRUE
USEMAXPOSITIONBUCKETWEIGHTMAXWEIGHT=.65
USEOVEREXTENDEDINDICATOR=TRUE
DAYS=10
VIOLATIONS=1
MARGINPERCENT=1.00
STARTDATE=10-31-2019
CNNREWARD=.25
PATHSESSIONFILE="CM${STARTDATE}_OI_${DAYS}_${VIOLATIONS}_MPBW_65_USEOV${USEOVEREXTENDEDINDICATOR}_V${VERSION}.TXT"
if [ -f "$PATHSESSIONFILE" ]; then
rm "$PATHSESSIONFILE"
echo "Deleted existing session file: $PATHSESSIONFILE"
else
echo "Session file not found, proceeding: $PATHSESSIONFILE"
fi
# echo "RUNCMBACKTEST /USECNN:TRUE /USECNNCLIENT:TRUE /USECNNDAYCOUNT:${CNNDAYCOUNT} /USECNNHOST:127.0.0.1:5000 /USECNNREWARDPERCENTDECIMAL:${CNNREWARD} /USEMAXPOSITIONBUCKETWEIGHT:${USEMAXPOSITIONBUCKETWEIGHT} /USEMAXPOSITIONBUCKETWEIGHTMAXWEIGHT:${USEMAXPOSITIONBUCKETWEIGHTMAXWEIGHT} /STARTDATE:${STARTDATE} /MAXPOSITIONS:3 /INITIALCASH:10000 /HOLDINGPERIOD:3 /TARGETBETA:1 /SESSIONFILE:${PATHSESSIONFILE} /USEOVEREXTENDEDINDICATOR:${USEOVEREXTENDEDINDICATOR} /USEOVEREXTENDEDINDICATORDAYS:${DAYS} /USEOVEREXTENDEDINDICATORVIOLATIONTHRESHHOLD:${VIOLATIONS} /USEOVEREXTENDEDINDICATORMARGINPERCENT:${MARGINPERCENT}"
/home/pi/ARM64/MarketData/MarketData/bin/Debug/net8.0/mk RUNCMBACKTEST \
/USECNN:TRUE \
/USECNNCLIENT:TRUE \
/USECNNDAYCOUNT:${CNNDAYCOUNT} \
/USECNNHOST:10.0.0.240:5000 \
/USECNNREWARDPERCENTDECIMAL:${CNNREWARD} \
/USEMAXPOSITIONBUCKETWEIGHT:${USEMAXPOSITIONBUCKETWEIGHT} \
/USEMAXPOSITIONBUCKETWEIGHTMAXWEIGHT:${USEMAXPOSITIONBUCKETWEIGHTMAXWEIGHT} \
/STARTDATE:${STARTDATE} \
/MAXPOSITIONS:3 \
/INITIALCASH:10000 \
/HOLDINGPERIOD:3 \
/TARGETBETA:1 \
/SESSIONFILE:${PATHSESSIONFILE} \
/USEOVEREXTENDEDINDICATOR:${USEOVEREXTENDEDINDICATOR} \
/USEOVEREXTENDEDINDICATORDAYS:${DAYS} \
/USEOVEREXTENDEDINDICATORVIOLATIONTHRESHHOLD:${VIOLATIONS} \
/USEOVEREXTENDEDINDICATORMARGINPERCENT:${MARGINPERCENT}
exit 0