From 9c5b04495ddcc056ed655da66fa0bcaf18026c7d Mon Sep 17 00:00:00 2001
From: Sean <skessler1964@gmail.com>
Date: Fri, 25 Apr 2025 17:55:06 -0400
Subject: [PATCH] Code cleanup

---
 MarketData/MarketData/Services/MainService.cs | 30 +++++++++----------
 .../Generator/Momentum/Backtest.cs            | 24 +++++++++++++--
 2 files changed, 37 insertions(+), 17 deletions(-)

diff --git a/MarketData/MarketData/Services/MainService.cs b/MarketData/MarketData/Services/MainService.cs
index 9df858c..121e4fe 100755
--- a/MarketData/MarketData/Services/MainService.cs
+++ b/MarketData/MarketData/Services/MainService.cs
@@ -635,7 +635,7 @@ namespace MarketData.Services
       }
       finally
       {
-        MDTrace.WriteLine(LogLevel.DEBUG,$"Done, total took {profiler.End}(ms)");
+        MDTrace.WriteLine(LogLevel.DEBUG,$"Done, total took {profiler.End()}(ms)");
       }
     }   
 
@@ -654,7 +654,7 @@ namespace MarketData.Services
       }
       finally
       {
-        MDTrace.WriteLine(LogLevel.DEBUG,$"Done, total took {profiler.End}(ms).");
+        MDTrace.WriteLine(LogLevel.DEBUG,$"Done, total took {profiler.End()}(ms).");
       }
     }  
 
@@ -688,7 +688,7 @@ namespace MarketData.Services
       }
       finally
       {
-        MDTrace.WriteLine(LogLevel.DEBUG,$"Done, total took {profiler.End}(ms)");
+        MDTrace.WriteLine(LogLevel.DEBUG,$"Done, total took {profiler.End()}(ms)");
       }
     }  
     
@@ -714,7 +714,7 @@ namespace MarketData.Services
       }
       finally
       {
-         MDTrace.WriteLine(LogLevel.DEBUG,$"Done, total took {profiler.End}(ms)");
+         MDTrace.WriteLine(LogLevel.DEBUG,$"Done, total took {profiler.End()}(ms)");
       }
     }   
 
@@ -769,7 +769,7 @@ namespace MarketData.Services
       }
       finally
       {
-        MDTrace.WriteLine(LogLevel.DEBUG,$"Done, total took{profiler.End}(ms)");
+        MDTrace.WriteLine(LogLevel.DEBUG,$"Done, total took{profiler.End()}(ms)");
       }
     }
 
@@ -837,7 +837,7 @@ namespace MarketData.Services
       }
       finally
       {
-        MDTrace.WriteLine(LogLevel.DEBUG,$"Done, total took {profiler.End}(ms)");
+        MDTrace.WriteLine(LogLevel.DEBUG,$"Done, total took {profiler.End()}(ms)");
       }
     }    
 
@@ -857,7 +857,7 @@ namespace MarketData.Services
       }
       finally
       {
-        MDTrace.WriteLine(LogLevel.DEBUG,$"Done, total took {profiler.End}(ms)");
+        MDTrace.WriteLine(LogLevel.DEBUG,$"Done, total took {profiler.End()}(ms)");
       }
     }    
 
@@ -877,7 +877,7 @@ namespace MarketData.Services
       }
       finally
       {
-        MDTrace.WriteLine(LogLevel.DEBUG,$"Done, total took {profiler.End}(ms)");
+        MDTrace.WriteLine(LogLevel.DEBUG,$"Done, total took {profiler.End()}(ms)");
       }
     }    
 
@@ -896,7 +896,7 @@ namespace MarketData.Services
       }
       finally
       {
-        MDTrace.WriteLine(LogLevel.DEBUG,$"Done, total took {profiler.End}(ms)");
+        MDTrace.WriteLine(LogLevel.DEBUG,$"Done, total took {profiler.End()}(ms)");
       }
     }    
 
@@ -915,7 +915,7 @@ namespace MarketData.Services
       }
       finally
       {
-        MDTrace.WriteLine(LogLevel.DEBUG,$"Done, total took {profiler.End}(ms)");
+        MDTrace.WriteLine(LogLevel.DEBUG,$"Done, total took {profiler.End()}(ms)");
       }
     }   
 
@@ -935,7 +935,7 @@ namespace MarketData.Services
       }
       finally
       {
-        MDTrace.WriteLine(LogLevel.DEBUG,$"Done, total took {profiler.End}(ms)");
+        MDTrace.WriteLine(LogLevel.DEBUG,$"Done, total took {profiler.End()}(ms)");
       }
     }     
 
@@ -954,7 +954,7 @@ namespace MarketData.Services
       }
       finally
       {
-        MDTrace.WriteLine(LogLevel.DEBUG,$"Done, total took {profiler.End}(ms)");
+        MDTrace.WriteLine(LogLevel.DEBUG,$"Done, total took {profiler.End()}(ms)");
       }
     }    
 
@@ -973,7 +973,7 @@ namespace MarketData.Services
       }
       finally
       {
-        MDTrace.WriteLine(LogLevel.DEBUG,$"Done, total took {profiler.End}(ms)");
+        MDTrace.WriteLine(LogLevel.DEBUG,$"Done, total took {profiler.End()}(ms)");
       }
     }   
 
@@ -992,7 +992,7 @@ namespace MarketData.Services
       }
       finally
       {
-        MDTrace.WriteLine(LogLevel.DEBUG,$"Done, total took {profiler.End}(ms)");
+        MDTrace.WriteLine(LogLevel.DEBUG,$"Done, total took {profiler.End()}(ms)");
       }
     }  
 
@@ -1010,7 +1010,7 @@ namespace MarketData.Services
       }
       finally
       {
-        MDTrace.WriteLine(LogLevel.DEBUG,$"Done, total took {profiler.End}(ms)");
+        MDTrace.WriteLine(LogLevel.DEBUG,$"Done, total took {profiler.End()}(ms)");
       }
     }       
 
diff --git a/MarketData/MarketDataLib/Generator/Momentum/Backtest.cs b/MarketData/MarketDataLib/Generator/Momentum/Backtest.cs
index 696b1f1..c063218 100755
--- a/MarketData/MarketDataLib/Generator/Momentum/Backtest.cs
+++ b/MarketData/MarketDataLib/Generator/Momentum/Backtest.cs
@@ -118,7 +118,6 @@ namespace MarketData.Generator.Momentum
           double gainLossClosedPositions=0.00;
           double exposure=0.00;
           double marketValue=0.00;
-//          if(HolidayDA.IsMarketHoliday(currentDate)) continue;
           ModelPerformanceItem performanceItem=new ModelPerformanceItem();
           foreach(MarketData.Generator.Momentum.Position openPosition in openPositions)
           {
@@ -190,7 +189,8 @@ namespace MarketData.Generator.Momentum
       AllPositions.DisplayTopFive();
       MDTrace.WriteLine(LogLevel.DEBUG, "************** T O P  L O S S E R S   *************");
       AllPositions.DisplayBottomFive();
-      DisplayBalanceFromPositions();
+//      DisplayBalanceFromPositions();
+      DisplayLatestModelPerformance(paramPathSessionFileName);
       MDTrace.WriteLine(LogLevel.DEBUG,String.Format("StartDate:{0}",Utility.DateTimeToStringMMHDDHYYYY(StartDate)));
       MDTrace.WriteLine(LogLevel.DEBUG,String.Format("TradeDate:{0}",Utility.DateTimeToStringMMHDDHYYYY(TradeDate)));
       MDTrace.WriteLine(LogLevel.DEBUG,String.Format("AnalysisDate:{0}",Utility.DateTimeToStringMMHDDHYYYY(AnalysisDate)));
@@ -588,6 +588,26 @@ namespace MarketData.Generator.Momentum
 // *********************************************************************************************************************************************************************
 // ************************************************************ E N D   B U Y  P O S I T I O N S ***********************************************
 // *********************************************************************************************************************************************************************
+    private void DisplayLatestModelPerformance(String pathSessionFileName)
+    {
+      ModelPerformanceSeries performanceSeries=GetModelPerformance(pathSessionFileName);
+      if(null==performanceSeries || 0==performanceSeries.Count)return;
+      MDTrace.WriteLine("Date,Exposure,MarketValue,GainLossDoD,GainLoss,CumulativeGainLoss,R,(1+R),CumProd,CumProd-1,ClosedPositions");
+      ModelPerformanceItem modelPerformanceItem = performanceSeries[performanceSeries.Count-1];   // get the last record
+      MDTrace.WriteLine(LogLevel.DEBUG,String.Format("\"{0}\",\"{1}\",\"{2}\",\"{3}\",\"{4}\",\"{5}\",\"{6}\",\"{7}\",\"{8}\",\"{9}\",\"{10}\"",
+        modelPerformanceItem.Date.ToShortDateString(),
+        Utility.FormatCurrency(modelPerformanceItem.Exposure),                                                                         
+        Utility.FormatCurrency(modelPerformanceItem.MarketValue),                                                                     
+        Utility.FormatCurrency(modelPerformanceItem.GainLossDOD),
+        Utility.FormatCurrency(modelPerformanceItem.GainLoss), 
+        Utility.FormatCurrency(modelPerformanceItem.CumulativeGainLoss),
+        Utility.FormatNumber(modelPerformanceItem.R,4),
+        Utility.FormatNumber(modelPerformanceItem.OnePlusR,4),
+        Utility.FormatNumber(modelPerformanceItem.CumProd,4),
+        Utility.FormatNumber(modelPerformanceItem.CumProdMinusOne,4), 
+        modelPerformanceItem.ClosedPositions));        
+    }
+
     private void DisplayBalance()
     {
       MDTrace.WriteLine(LogLevel.DEBUG,"*******************************************");