From ee3f4a516949676a0ae5d46d8395187bcacd891a Mon Sep 17 00:00:00 2001
From: Sean <skessler1964@gmail.com>
Date: Mon, 21 Apr 2025 21:41:46 -0400
Subject: [PATCH] Add profiling

---
 .../Generator/CMTrend/CMTTrendGenerator.cs       | 14 +++++++++++++-
 .../Generator/CMTrend/CMTTrendModel..cs          | 16 ++++++++++++++--
 2 files changed, 27 insertions(+), 3 deletions(-)

diff --git a/MarketData/MarketDataLib/Generator/CMTrend/CMTTrendGenerator.cs b/MarketData/MarketDataLib/Generator/CMTrend/CMTTrendGenerator.cs
index b1fb47a..72dba87 100755
--- a/MarketData/MarketDataLib/Generator/CMTrend/CMTTrendGenerator.cs
+++ b/MarketData/MarketDataLib/Generator/CMTrend/CMTTrendGenerator.cs
@@ -23,25 +23,37 @@ namespace MarketData.Generator.CMTrend
         List<String> symbols=PricingDA.GetSymbols();
 
 // Filter out symbols where we do not have a price on trade date
+        Profiler profiler = new Profiler();
         Dictionary<String,DateTime> latestDates = PricingDA.GetLatestDates(symbols);
         symbols=symbols.Where(x => latestDates.ContainsKey(x) && latestDates[x].Date>=tradeDate.Date).ToList();
+        MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded pricing dates in {Utility.FormatNumber(profiler.End(),2)} (ms)");
 
 // Prefetch a subset of fundamentals where each fundamental.asof is no greater than tradeDate
+        profiler.Reset();
         FundamentalsV2 fundamentals = FundamentalDA.GetFundamentalsMaxDateV2(tradeDate);
+        MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded fundamentals in {Utility.FormatNumber(profiler.End(),2)} (ms)");
 
 // Prefetch the Company Profiles
+        profiler.Reset();
         Dictionary<String,CompanyProfile> companyProfiles = CompanyProfileDA.GetCompanyProfiles(symbols);
+        MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded company profiles in {Utility.FormatNumber(profiler.End(),2)} (ms)");
 
-// Prefetch the pricing dates requires for 200 day moving average.
+// Prefetch the pricing dates required for 200 day moving average.
+        profiler.Reset();
         DateGenerator dateGenerator = new DateGenerator();
         DateTime historicalDate=dateGenerator.GenerateHistoricalDate(tradeDate,cmtParams.DMA200Horizon+10);
         List<DateTime> historicalDates=PricingDA.GetPricingDatesBetween(historicalDate,tradeDate);
+        MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded moving average dates in {Utility.FormatNumber(profiler.End(),2)} (ms)");
 
 // Prefetch the EPS time series
+        profiler.Reset();
         Dictionary<String,TimeSeriesCollection> epsTimeSeriesCollectionDictionary = FundamentalDA.GetEPS(symbols,tradeDate,3);
+        MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded EPS Time Series in {Utility.FormatNumber(profiler.End(),2)} (ms)");
 
 // Prefetch the profit margin time series
+        profiler.Reset();
         Dictionary<String,TimeSeriesCollection> profitMarginTimeSeriesCollectionDictionary = IncomeStatementDA.GetProfitMarginMaxAsOf(symbols,tradeDate,3,IncomeStatement.PeriodType.Quarterly);
+        MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded Profit Margin Time Series in {Utility.FormatNumber(profiler.End(),2)} (ms)");
 
         for(int index=0;index<symbols.Count;index++)
         {
diff --git a/MarketData/MarketDataLib/Generator/CMTrend/CMTTrendModel..cs b/MarketData/MarketDataLib/Generator/CMTrend/CMTTrendModel..cs
index 7da164f..71a1e95 100755
--- a/MarketData/MarketDataLib/Generator/CMTrend/CMTTrendModel..cs
+++ b/MarketData/MarketDataLib/Generator/CMTrend/CMTTrendModel..cs
@@ -137,7 +137,6 @@ namespace MarketData.Generator.CMTrend
           double gainLossClosedPositions=0.00;
           double exposure=0.00;
           double marketValue=0.00;
-//          if(HolidayDA.IsMarketHoliday(currentDate)) continue;
           ModelPerformanceItem performanceItem=new ModelPerformanceItem();
           foreach(MarketData.Generator.CMTrend.Position openPosition in openPositions)
           {
@@ -800,25 +799,38 @@ namespace MarketData.Generator.CMTrend
         List<CMTCandidate> candidates=new List<CMTCandidate>();
 
 // Filter out symbols where we do not have a price on trade date
+        Profiler profiler = new Profiler();
         Dictionary<String,DateTime> latestDates = PricingDA.GetLatestDates(symbols);
         symbols=symbols.Where(x => latestDates.ContainsKey(x) && latestDates[x].Date>=analysisDate.Value.Date).ToList();
+        MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded pricing dates in {Utility.FormatNumber(profiler.End(),2)} (ms)");
+
 
 // Prefetch a subset of fundamentals where each fundamental.asof is no greater than tradeDate
+        profiler.Reset();
         FundamentalsV2 fundamentals = FundamentalDA.GetFundamentalsMaxDateV2(analysisDate.Value);
+        MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded fundamentals in {Utility.FormatNumber(profiler.End(),2)} (ms)");
 
 // Prefetch the company profiles
+        profiler.Reset();
         Dictionary<String,CompanyProfile> companyProfiles = CompanyProfileDA.GetCompanyProfiles(symbols);     
+        MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded company profiles in {Utility.FormatNumber(profiler.End(),2)} (ms)");
 
-// Prefetch the pricing dates requires for 200 day moving average.
+// Prefetch the pricing dates required for 200 day moving average.
+        profiler.Reset();
         DateGenerator dateGenerator = new DateGenerator();
         DateTime historicalDate=dateGenerator.GenerateHistoricalDate(analysisDate.Value,cmtParams.DMA200Horizon+10);
         List<DateTime> historicalDates=PricingDA.GetPricingDatesBetween(historicalDate,analysisDate.Value);   
+        MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded moving average dates in {Utility.FormatNumber(profiler.End(),2)} (ms)");
 
 // Prefetch the EPS time series
+        profiler.Reset();
         Dictionary<String,TimeSeriesCollection> epsTimeSeriesCollectionDictionary = FundamentalDA.GetEPS(symbols,analysisDate.Value,3);   
+        MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded EPS Time Series in {Utility.FormatNumber(profiler.End(),2)} (ms)");
 
 // Prefetch the profit margin time series
+        profiler.Reset();
         Dictionary<String,TimeSeriesCollection> profitMarginTimeSeriesCollectionDictionary = IncomeStatementDA.GetProfitMarginMaxAsOf(symbols,analysisDate.Value,3,IncomeStatement.PeriodType.Quarterly);
+        MDTrace.WriteLine(LogLevel.DEBUG,$"Loaded Profit Margin Time Series in {Utility.FormatNumber(profiler.End(),2)} (ms)");
 
         for(int index=0;index<symbols.Count;index++)
         {