Add an eviction policy to the GBPriceCache.
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51
MarketData/MarketData/Models/runcmmomentumbacktest.sh
Executable file
51
MarketData/MarketData/Models/runcmmomentumbacktest.sh
Executable file
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#!/bin/bash
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# IDENTICAL RUN TO TEST8B. THE MODEL WAS RUN A 2ND TIME WITH DATABASE UPDATES TO BRING IT CURRENT.
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# THE PREVIOUS DATABASE ONLY CONTAINED DATA THROUGH 07/2025. THE NEW IMPORT
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# MAKES DATA AVAILABLE UP TO EARLY MARCH 2026
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# CNNClient.Model.CNNClient.Model.convnext upscaling 224 for the convneXt pretrained model and adding ^VIX volatility and using 90 days
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# THIS TEST USED A 25% REWARD FOR A POSITIVE PREDICTION
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# CNN TEST
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export DOTNET_ROOT=/opt/dotnet
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CNNDAYCOUNT=90
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VERSION=05
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USEMAXPOSITIONBUCKETWEIGHT=TRUE
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USEMAXPOSITIONBUCKETWEIGHTMAXWEIGHT=.65
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USEOVEREXTENDEDINDICATOR=TRUE
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DAYS=10
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VIOLATIONS=1
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MARGINPERCENT=1.00
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STARTDATE=10-31-2019
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CNNREWARD=.25
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PATHSESSIONFILE="CM${STARTDATE}_OI_${DAYS}_${VIOLATIONS}_MPBW_65_USEOV${USEOVEREXTENDEDINDICATOR}_V${VERSION}.TXT"
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if [ -f "$PATHSESSIONFILE" ]; then
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rm "$PATHSESSIONFILE"
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echo "Deleted existing session file: $PATHSESSIONFILE"
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else
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echo "Session file not found, proceeding: $PATHSESSIONFILE"
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fi
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# echo "RUNCMBACKTEST /USECNN:TRUE /USECNNCLIENT:TRUE /USECNNDAYCOUNT:${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:${MARGINPERCENT}"
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/home/pi/ARM64/MarketData/MarketData/bin/Debug/net8.0/mk RUNCMBACKTEST \
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/USECNN:TRUE \
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/USECNNCLIENT:TRUE \
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/USECNNDAYCOUNT:${CNNDAYCOUNT} \
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/USECNNHOST:10.0.0.240:5000 \
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/USECNNREWARDPERCENTDECIMAL:${CNNREWARD} \
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/USEMAXPOSITIONBUCKETWEIGHT:${USEMAXPOSITIONBUCKETWEIGHT} \
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/USEMAXPOSITIONBUCKETWEIGHTMAXWEIGHT:${USEMAXPOSITIONBUCKETWEIGHTMAXWEIGHT} \
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/STARTDATE:${STARTDATE} \
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/MAXPOSITIONS:3 \
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/INITIALCASH:10000 \
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/HOLDINGPERIOD:3 \
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/TARGETBETA:1 \
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/SESSIONFILE:${PATHSESSIONFILE} \
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/USEOVEREXTENDEDINDICATOR:${USEOVEREXTENDEDINDICATOR} \
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/USEOVEREXTENDEDINDICATORDAYS:${DAYS} \
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/USEOVEREXTENDEDINDICATORVIOLATIONTHRESHHOLD:${VIOLATIONS} \
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/USEOVEREXTENDEDINDICATORMARGINPERCENT:${MARGINPERCENT}
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exit 0
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