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Add BetaCalc24. Fix some bugs

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Sean
2025-05-08 12:39:32 -04:00
parent 45f756e131
commit fbd3a081e0
5 changed files with 51 additions and 19 deletions
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3
MarketData/MarketDataLib/Helper/FundamentalMarketDataHelper.cs
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@@ -52,7 +52,6 @@ namespace MarketData.Helper
ThreadHelper fundamentalThreadHelper = new ThreadHelper(symbol,modified,availableEvents[index]);
fundamentalThreadHelper.UpdateManager=updateManager;
ThreadPool.QueueUserWorkItem(ThreadPoolCallbackLoadFundamental, fundamentalThreadHelper);
// try{Thread.Sleep(2000);}catch(Exception){;} // adding a short pause between requests
try{Thread.Sleep(1000);}catch(Exception){;} // changing this because I am going to run a test against TOR
}
else
@@ -221,6 +220,7 @@ namespace MarketData.Helper
Fundamental priorFundamental=FundamentalDA.GetFundamental(symbol);
fundamental.MergeFrom(priorFundamental); // if any fields are missing on this run then carry forward fields from previous run
fundamental.BetaCalc36=BetaGenerator.Beta(fundamental.Symbol,fundamental.AsOf,36);
fundamental.BetaCalc24=BetaGenerator.Beta(fundamental.Symbol,fundamental.AsOf,24);
fundamental.BetaCalc06=BetaGenerator.Beta(fundamental.Symbol,fundamental.AsOf,6);
FundamentalDA.InsertFundamental(fundamental);
MDTrace.WriteLine(LogLevel.DEBUG,Fundamental.Header);
@@ -247,6 +247,7 @@ namespace MarketData.Helper
Fundamental priorFundamental=FundamentalDA.GetFundamental(symbol);
fundamental.MergeFrom(priorFundamental); // if any fields are missing on this run then carry forward fields from previous run
fundamental.BetaCalc36=BetaGenerator.Beta(fundamental.Symbol,fundamental.AsOf,36);
fundamental.BetaCalc24=BetaGenerator.Beta(fundamental.Symbol,fundamental.AsOf,24);
fundamental.BetaCalc06=BetaGenerator.Beta(fundamental.Symbol,fundamental.AsOf,6);
FundamentalDA.InsertFundamental(fundamental);
MDTrace.WriteLine(LogLevel.DEBUG,Fundamental.Header);