Sean/ARM64
1
0
Fork 0
Code Issues Pull Requests Actions 2 Packages Projects Releases Wiki Activity

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.

Browse Source
This commit is contained in:
Sean
2025-05-31 11:58:48 -04:00
parent 7061395694
commit bbbaff3095
11 changed files with 461 additions and 441 deletions
Download Patch File Download Diff File Expand all files Collapse all files

3
MarketData/MarketDataLib/Generator/CMMomentum/CMBacktest.cs
View File

@@ -331,8 +331,9 @@ namespace MarketData.Generator.CMMomentum
CMSessionParams sessionParams = null;
Cycle = 0;
if (Utility.IsEpoch(AnalysisDate)) AnalysisDate = dateGenerator.GetPrevBusinessDay(Today());
else AnalysisDate = dateGenerator.GetPrevBusinessDay(AnalysisDate);
if (AnalysisDate.Date > Today().Date) return backTestResult;
if (Utility.IsEpoch(AnalysisDate)) AnalysisDate = Today();
TradeDate = dateGenerator.GetCurrentMonthEnd(StartDate);
if (TradeDate > AnalysisDate)
{