Commit Graph

37 Commits

Author SHA1 Message Date
eee0418271 Create GLPriceCache to be used by GainLoss Generator.
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2026-02-26 10:23:08 -05:00
182a2f8bf2 Monthly Processing and enhancement of buy/sell display
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2025-12-01 11:46:19 -05:00
7412152ac8 Sell Dates must have a timetsamp of 12:00 a.m. 2025-09-04 11:45:12 -04:00
e66352595e Fix MGSH Position Edit/Close for Hedge 2025-08-04 22:15:35 -04:00
21ca55f41a Fix issue with closing hedge positions in MGSHMomentum 2025-08-04 11:53:47 -04:00
c2596b40f4 Fix MGSHBacktest edit hedge position 2025-06-30 10:22:48 -04:00
4f0f4e79f6 Fix AnalysisDate when Editing/Closing Positions 2025-06-02 18:58:41 -04:00
305ff03c55 CMBackTest carry TradeDate, AnalysisDate to Parameters 2025-06-01 13:34:05 -04:00
bbbaff3095 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. 2025-05-31 11:58:48 -04:00
c153958ec2 Fix Statistics in MGSHMomentum, Adjust cash balance for 2 closed trades. 2025-05-14 20:29:27 -04:00
d8bc3c1af8 Code cleanup 2025-05-09 16:17:10 -04:00
316173b711 Add BetaCalc36 to MGMomentum 2025-05-09 13:40:13 -04:00
45f756e131 Merge remote-tracking branch 'origin/MKDT_0009' 2025-05-08 09:11:54 -04:00
8190fbe262 Momnentum Generator using precalculated BetaCalc36 2025-05-08 09:11:16 -04:00
1c44770d3e Daily updates. Code cleanup 2025-05-07 19:57:56 -04:00
40f4111d3b Optimizations for MGMomentum Backtest 2025-05-07 15:12:23 -04:00
9d154698e5 Trading update and some code cleanup 2025-05-01 21:33:37 -04:00
f9bf29ed53 Fix Cycle calculation in MGSHBacktest 2025-05-01 07:24:59 -04:00
919e4655a4 Updates for end of month 2025-04-30 22:59:55 -04:00
0343dc9d92 Optimize GetGainLossWithDetailByDateAndAccount 2025-04-30 13:00:59 -04:00
eff2a7a953 Optimize GainLossController 2025-04-29 23:13:41 -04:00
9c5b04495d Code cleanup 2025-04-25 17:55:06 -04:00
63f6f5a9f5 Add MGMomentum 2025-04-24 19:33:20 -04:00
51a207d690 Add the CMMomentum model 2025-04-24 16:51:09 -04:00
ee3f4a5169 Add profiling 2025-04-21 21:41:46 -04:00
14bd7651ca Optimizations for CMTrend 2025-04-21 18:03:07 -04:00
587b79b57c Daily 2025-04-15 21:48:42 -04:00
c3729551a8 Optimize CMTTrend model 2025-04-09 23:02:30 -04:00
e83cf3d34b Code cleanup 2025-04-09 20:28:15 -04:00
531fd61575 Additional changes for MGSH 2025-04-08 22:27:47 -04:00
f4511419ba Add scripts, run models 2025-04-08 22:04:31 -04:00
70340bdd25 Add CMTRend 2025-04-08 19:25:43 -04:00
eec147b974 Add MGSHMomentum Model Processing and Model File 2025-04-08 18:05:56 -04:00
d4944607ab More optimizations and code cleanup 2025-04-08 12:54:22 -04:00
7dafbc3af1 GetLatestDate uses cache 2025-04-08 07:18:13 -04:00
4c4a9b5cf9 Add LatestPricingDate to LocalPriceCache and optimize company name retrieval 2025-04-07 21:20:43 -04:00
30c33d3cfd Initial Commit 2025-03-25 21:42:32 -04:00