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Code cleanup.
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Sean
2026-03-13 15:05:05 -04:00
parent 5fc0cf1961
commit b87dea3473
4 changed files with 9 additions and 112 deletions
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7
MarketData/MarketData/Models/runcmmomentumbacktest.sh
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@@ -10,7 +10,8 @@ export DOTNET_ROOT=/opt/dotnet
CNNDAYCOUNT=90
#VERSION=05
VERSION=06
#VERSION=06
VERSION=07
USEMAXPOSITIONBUCKETWEIGHT=TRUE
USEMAXPOSITIONBUCKETWEIGHTMAXWEIGHT=.65
USEOVEREXTENDEDINDICATOR=TRUE
@@ -18,6 +19,7 @@ DAYS=10
VIOLATIONS=1
MARGINPERCENT=1.00
STARTDATE=10-31-2019
ENDDATE=12-31-2025
CNNREWARD=.25
PATHSESSIONFILE="CM${STARTDATE}_OI_${DAYS}_${VIOLATIONS}_MPBW_65_USEOV${USEOVEREXTENDEDINDICATOR}_V${VERSION}.TXT"
@@ -28,7 +30,7 @@ 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:${MARGINPERCENT}"
echo "RUNCMBACKTEST /USECNN:TRUE /USECNNCLIENT:TRUE /USECNNDAYCOUNT:${CNNDAYCOUNT} /USECNNHOST:127.0.0.1:5000 /USECNNREWARDPERCENTDECIMAL:${CNNREWARD} /USEMAXPOSITIONBUCKETWEIGHT:${USEMAXPOSITIONBUCKETWEIGHT} /USEMAXPOSITIONBUCKETWEIGHTMAXWEIGHT:${USEMAXPOSITIONBUCKETWEIGHTMAXWEIGHT} /STARTDATE:${STARTDATE} /ENDDATE:${ENDDATE} /MAXPOSITIONS:3 /INITIALCASH:10000 /HOLDINGPERIOD:3 /TARGETBETA:1 /SESSIONFILE:${PATHSESSIONFILE} /USEOVEREXTENDEDINDICATOR:${USEOVEREXTENDEDINDICATOR} /USEOVEREXTENDEDINDICATORDAYS:${DAYS} /USEOVEREXTENDEDINDICATORVIOLATIONTHRESHHOLD:${VIOLATIONS} /USEOVEREXTENDEDINDICATORMARGINPERCENT:${MARGINPERCENT}"
/home/pi/ARM64/MarketData/MarketData/bin/Debug/net8.0/mk RUNCMBACKTEST \
/USECNN:TRUE \
@@ -39,6 +41,7 @@ fi
/USEMAXPOSITIONBUCKETWEIGHT:${USEMAXPOSITIONBUCKETWEIGHT} \
/USEMAXPOSITIONBUCKETWEIGHTMAXWEIGHT:${USEMAXPOSITIONBUCKETWEIGHTMAXWEIGHT} \
/STARTDATE:${STARTDATE} \
/ENDDATE:${ENDDATE} \
/MAXPOSITIONS:3 \
/INITIALCASH:10000 \
/HOLDINGPERIOD:3 \