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Optimize CMTTrend model

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Sean
2025-04-09 23:02:30 -04:00
parent e83cf3d34b
commit c3729551a8
5 changed files with 49 additions and 5 deletions
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5
MarketData/MarketDataLib/Generator/CMTrend/CMTTrendGenerator.cs
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@@ -1,4 +1,5 @@
using MarketData.DataAccess;
using Axiom.Interpreter;
using MarketData.DataAccess;
using MarketData.MarketDataModel;
using MarketData.Utils;
using System;
@@ -20,6 +21,8 @@ namespace MarketData.Generator.CMTrend
try
{
List<String> symbols=PricingDA.GetSymbols();
Dictionary<String,DateTime> latestDates = PricingDA.GetLatestDates(symbols);
symbols=symbols.Where(x => latestDates.ContainsKey(x) && latestDates[x].Date>=tradeDate.Date).ToList();
for(int index=0;index<symbols.Count;index++)
{
String symbol=symbols[index];