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Fixed problem with MG and CMM when running EOM on a weekend. The Trade date and Analysis date have been corrected to reflect the previous business day. Monthly updates.

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Sean
2025-05-31 11:58:48 -04:00
parent 7061395694
commit bbbaff3095
11 changed files with 461 additions and 441 deletions
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4
.vscode/launch.json vendored
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@@ -10,7 +10,9 @@
"request": "launch",
"preLaunchTask": "build",
"program": "${workspaceFolder}/MarketData/MarketData/bin/Debug/net8.0/mk.dll",
"args": [],
"args" : [],
// "args" : ["RUNCMBACKTEST", "/STARTDATE:10-31-2019", "/MAXPOSITIONS:3", "/INITIALCASH:5000", "/HOLDINGPERIOD:3", "/TARGETBETA:1", "/SESSIONFILE:/home/pi/ARM64/MarketData/MarketData/Models/CM20191031.TXT"],
// "args": ["RUNBACKTEST", "/STARTDATE:01-31-2018","/MAXPOSITIONS:3","/INITIALCASH:10000","/HOLDINGPERIOD:3","/INTRADAYMODE:FALSE","/SESSIONFILE:/home/pi/ARM64/MarketData/MarketData/Models/MG20180131.TXT"],
"cwd": "${workspaceFolder}/MarketData/MarketData",
"console": "internalConsole",
"stopAtEntry": false