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Code cleanup

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Sean
2025-04-25 17:55:06 -04:00
parent c71c9f6628
commit 9c5b04495d
2 changed files with 37 additions and 17 deletions
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30
MarketData/MarketData/Services/MainService.cs
View File

@@ -635,7 +635,7 @@ namespace MarketData.Services
} }
finally 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 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 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 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 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 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 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 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 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 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 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 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 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 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 finally
{ {
MDTrace.WriteLine(LogLevel.DEBUG,$"Done, total took {profiler.End}(ms)"); MDTrace.WriteLine(LogLevel.DEBUG,$"Done, total took {profiler.End()}(ms)");
} }
} }

24
MarketData/MarketDataLib/Generator/Momentum/Backtest.cs
View File

@@ -118,7 +118,6 @@ namespace MarketData.Generator.Momentum
double gainLossClosedPositions=0.00; double gainLossClosedPositions=0.00;
double exposure=0.00; double exposure=0.00;
double marketValue=0.00; double marketValue=0.00;
// if(HolidayDA.IsMarketHoliday(currentDate)) continue;
ModelPerformanceItem performanceItem=new ModelPerformanceItem(); ModelPerformanceItem performanceItem=new ModelPerformanceItem();
foreach(MarketData.Generator.Momentum.Position openPosition in openPositions) foreach(MarketData.Generator.Momentum.Position openPosition in openPositions)
{ {
@@ -190,7 +189,8 @@ namespace MarketData.Generator.Momentum
AllPositions.DisplayTopFive(); AllPositions.DisplayTopFive();
MDTrace.WriteLine(LogLevel.DEBUG, "************** T O P L O S S E R S *************"); MDTrace.WriteLine(LogLevel.DEBUG, "************** T O P L O S S E R S *************");
AllPositions.DisplayBottomFive(); AllPositions.DisplayBottomFive();
DisplayBalanceFromPositions(); // DisplayBalanceFromPositions();
DisplayLatestModelPerformance(paramPathSessionFileName);
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("StartDate:{0}",Utility.DateTimeToStringMMHDDHYYYY(StartDate))); 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("TradeDate:{0}",Utility.DateTimeToStringMMHDDHYYYY(TradeDate)));
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("AnalysisDate:{0}",Utility.DateTimeToStringMMHDDHYYYY(AnalysisDate))); 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 *********************************************** // ************************************************************ 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() private void DisplayBalance()
{ {
MDTrace.WriteLine(LogLevel.DEBUG,"*******************************************"); MDTrace.WriteLine(LogLevel.DEBUG,"*******************************************");