From 22b8abd7f1b4c9e67ce3ac981b7c771cc8093d79 Mon Sep 17 00:00:00 2001 From: Sean Date: Sun, 2 Feb 2025 16:43:22 -0500 Subject: [PATCH] Removed --- .../Momentum/MomentumRejectionStatistics.cs | 131 ------------------ 1 file changed, 131 deletions(-) delete mode 100644 MarketDataLib/Generator/Momentum/MomentumRejectionStatistics.cs diff --git a/MarketDataLib/Generator/Momentum/MomentumRejectionStatistics.cs b/MarketDataLib/Generator/Momentum/MomentumRejectionStatistics.cs deleted file mode 100644 index 4572286..0000000 --- a/MarketDataLib/Generator/Momentum/MomentumRejectionStatistics.cs +++ /dev/null @@ -1,131 +0,0 @@ -using MarketData.Utils; -using System; -using System.Collections.Generic; -using System.Linq; -using System.Text; -using System.Threading.Tasks; - -namespace MarketData.Generator.Momentum -{ - public class MomentumRejectionStatistics - { - public MomentumRejectionStatistics() - { - TotalItems=0; - SymbolHeldList=new List(); - NoTradeListList=new List(); - NoFundamentalList=new List(); - MarketCapLimitList=new List(); - EBITDAScreenList=new List(); - PEScreenList=new List(); - MaxPEScreenList=new List(); - RevenuePerShareScreenList=new List(); - FinancialSectorScreenList=new List(); - OneDayPriceScreenList=new List(); - PennyStockScreenList=new List(); - TradeDateHistoricalPricingScreenList=new List(); - LiquidityScreenList=new List(); - LowSlopePricesScreenList=new List(); - HighBetaBenchmarkSlopeScreenList=new List(); - MACDWeakSellScreenList=new List(); - MACDStrongSellScreenList=new List(); - StochasticsStrongSellScreenList=new List(); - StochasticsWeakSellScreenList=new List(); - AnalystRatingsScreenList=new List(); - StartDateOfReturnsHistoricalPricingScreenList=new List(); - OutliersInReturnsScreenList=new List(); - NegativeReturnsScreenList=new List(); - OverExtendedScreenList=new List(); - } - public double TotalItems{get;set;} - public List SymbolHeldList{get;set;} - public List NoTradeListList{get;set;} - public List NoFundamentalList{get;set;} - public List MarketCapLimitList{get;set;} - public List EBITDAScreenList{get;set;} - public List PEScreenList{get;set;} - public List MaxPEScreenList{get;set;} - public List RevenuePerShareScreenList{get;set;} - public List FinancialSectorScreenList{get;set;} - public List OneDayPriceScreenList{get;set;} - public List PennyStockScreenList{get;set;} - public List TradeDateHistoricalPricingScreenList{get;set;} - public List LiquidityScreenList{get;set;} - public List LowSlopePricesScreenList{get;set;} - public List HighBetaBenchmarkSlopeScreenList{get;set;} - public List MACDWeakSellScreenList{get;set;} - public List MACDStrongSellScreenList{get;set;} - public List StochasticsStrongSellScreenList{get;set;} - public List StochasticsWeakSellScreenList{get;set;} - public List AnalystRatingsScreenList{get;set;} - public List StartDateOfReturnsHistoricalPricingScreenList{get;set;} - public List OutliersInReturnsScreenList{get;set;} - public List NegativeReturnsScreenList{get;set;} - public List OverExtendedScreenList { get; set; } - - public double Count(List list) - { - return list.Count; - } - public void DisplayStatistics(bool displayDetail=false) - { - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("**** Momentum Candidate Rejection Statistics ****")); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Total Candidates,{0}",TotalItems)); - - if(displayDetail) - { - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("SymbolHeld,{0},{1}%,{2}",Utility.FormatNumber(Count(SymbolHeldList),0,true),Utility.FormatNumber((Count(SymbolHeldList)/TotalItems)*100,3),Utility.ListToString(SymbolHeldList))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("NoTradeList,{0},{1}%,{2}",Utility.FormatNumber(Count(NoTradeListList),0,true),Utility.FormatNumber((Count(NoTradeListList)/TotalItems)*100,3),Utility.ListToString(NoTradeListList))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("NoFundamental,{0},{1}%,{2}",Utility.FormatNumber(Count(NoFundamentalList),0,true),Utility.FormatNumber((Count(NoFundamentalList)/TotalItems)*100,3),Utility.ListToString(NoFundamentalList))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("MarketCapLimit,{0},{1}%,{2}",Utility.FormatNumber(Count(MarketCapLimitList),0,true),Utility.FormatNumber((Count(MarketCapLimitList)/TotalItems)*100,3),Utility.ListToString(MarketCapLimitList))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("EBITDAScreen,{0},{1}%,{2}",Utility.FormatNumber(Count(EBITDAScreenList),0,true),Utility.FormatNumber((Count(EBITDAScreenList)/TotalItems)*100,3),Utility.ListToString(EBITDAScreenList))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("PEScreen,{0},{1}%,{2}",Utility.FormatNumber(Count(PEScreenList),0,true),Utility.FormatNumber((Count(PEScreenList)/TotalItems)*100,3),Utility.ListToString(PEScreenList))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("MaxPEScreen,{0},{1}%,{2}",Utility.FormatNumber(Count(MaxPEScreenList),0,true),Utility.FormatNumber((Count(MaxPEScreenList)/TotalItems)*100,3),Utility.ListToString(MaxPEScreenList))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("RevenuePerShareScreen,{0},{1}%,{2}",Utility.FormatNumber(Count(RevenuePerShareScreenList),0,true),Utility.FormatNumber((Count(RevenuePerShareScreenList)/TotalItems)*100,3),Utility.ListToString(RevenuePerShareScreenList))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("FinancialSectorScreen,{0},{1}%,{2}",Utility.FormatNumber(Count(FinancialSectorScreenList),0,true),Utility.FormatNumber((Count(FinancialSectorScreenList)/TotalItems)*100,3),Utility.ListToString(FinancialSectorScreenList))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("OneDayPriceScreen,{0},{1}%,{2}",Utility.FormatNumber(Count(OneDayPriceScreenList),0,true),Utility.FormatNumber((Count(OneDayPriceScreenList)/TotalItems)*100,3),Utility.ListToString(OneDayPriceScreenList))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("PennyStockScreen,{0},{1}%,{2}",Utility.FormatNumber(Count(PennyStockScreenList),0,true),Utility.FormatNumber((Count(PennyStockScreenList)/TotalItems)*100,3),Utility.ListToString(PennyStockScreenList))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("TradeDateHistoricalPricingScreen,{0},{1}%,{2}",Utility.FormatNumber(Count(TradeDateHistoricalPricingScreenList),0,true),Utility.FormatNumber((Count(TradeDateHistoricalPricingScreenList)/TotalItems)*100,3),Utility.ListToString(TradeDateHistoricalPricingScreenList))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("LiquidityScreen,{0},{1}%,{2}",Utility.FormatNumber(Count(LiquidityScreenList),0,true),Utility.FormatNumber((Count(LiquidityScreenList)/TotalItems)*100,3),Utility.ListToString(LiquidityScreenList))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("LowSlopePricesScreen,{0},{1}%,{2}",Utility.FormatNumber(Count(LowSlopePricesScreenList),0,true),Utility.FormatNumber((Count(LowSlopePricesScreenList)/TotalItems)*100,3),Utility.ListToString(LowSlopePricesScreenList))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("HighBetaBenchmarkSlopeScreen,{0},{1}%,{2}",Utility.FormatNumber(Count(HighBetaBenchmarkSlopeScreenList),0,true),Utility.FormatNumber((Count(HighBetaBenchmarkSlopeScreenList)/TotalItems)*100,3),Utility.ListToString(HighBetaBenchmarkSlopeScreenList))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("MACDWeakSellScreen,{0},{1}%,{2}",Utility.FormatNumber(Count(MACDWeakSellScreenList),0,true),Utility.FormatNumber((Count(MACDWeakSellScreenList)/TotalItems)*100,3),Utility.ListToString(MACDWeakSellScreenList))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("MACDStrongSellScreen,{0},{1}%,{2}",Utility.FormatNumber(Count(MACDStrongSellScreenList),0,true),Utility.FormatNumber((Count(MACDStrongSellScreenList)/TotalItems)*100,3),Utility.ListToString(MACDStrongSellScreenList))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("StochasticsStrongSellScreen,{0},{1}%,{2}",Utility.FormatNumber(Count(StochasticsStrongSellScreenList),0,true),Utility.FormatNumber((Count(StochasticsStrongSellScreenList)/TotalItems)*100,3),Utility.ListToString(StochasticsStrongSellScreenList))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("StochasticsWeakSellScreen,{0},{1}%,{2}",Utility.FormatNumber(Count(StochasticsWeakSellScreenList),0,true),Utility.FormatNumber((Count(StochasticsWeakSellScreenList)/TotalItems)*100,3),Utility.ListToString(StochasticsWeakSellScreenList))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("AnalystRatingsScreen,{0},{1}%,{2}",Utility.FormatNumber(Count(AnalystRatingsScreenList),0,true),Utility.FormatNumber((Count(AnalystRatingsScreenList)/TotalItems)*100,3),Utility.ListToString(AnalystRatingsScreenList))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("StartDateOfReturnsHistoricalPricingScreen,{0},{1}%,{2}",Utility.FormatNumber(Count(StartDateOfReturnsHistoricalPricingScreenList),0,true),Utility.FormatNumber((Count(StartDateOfReturnsHistoricalPricingScreenList)/TotalItems)*100,3),Utility.ListToString(StartDateOfReturnsHistoricalPricingScreenList))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("OutliersInReturnsScreen,{0},{1}%,{2}",Utility.FormatNumber(Count(OutliersInReturnsScreenList),0,true),Utility.FormatNumber((Count(OutliersInReturnsScreenList)/TotalItems)*100,3),Utility.ListToString(OutliersInReturnsScreenList))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("NegativeReturnsScreen,{0},{1}%,{2}",Utility.FormatNumber(Count(NegativeReturnsScreenList),0,true),Utility.FormatNumber((Count(NegativeReturnsScreenList)/TotalItems)*100,3),Utility.ListToString(NegativeReturnsScreenList))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("OverExtendedScreen,{0},{1}%,{2}",Utility.FormatNumber(Count(OverExtendedScreenList),0,true),Utility.FormatNumber((Count(OverExtendedScreenList)/TotalItems)*100,3),Utility.ListToString(OverExtendedScreenList))); - } - else - { - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("SymbolHeld,{0},{1}%",Utility.FormatNumber(Count(SymbolHeldList),0,true),Utility.FormatNumber((Count(SymbolHeldList)/TotalItems)*100,3))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("NoTradeList,{0},{1}%",Utility.FormatNumber(Count(NoTradeListList),0,true),Utility.FormatNumber((Count(NoTradeListList)/TotalItems)*100,3))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("NoFundamental,{0},{1}%",Utility.FormatNumber(Count(NoFundamentalList),0,true),Utility.FormatNumber((Count(NoFundamentalList)/TotalItems)*100,3))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("MarketCapLimit,{0},{1}%",Utility.FormatNumber(Count(MarketCapLimitList),0,true),Utility.FormatNumber((Count(MarketCapLimitList)/TotalItems)*100,3))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("EBITDAScreen,{0},{1}%",Utility.FormatNumber(Count(EBITDAScreenList),0,true),Utility.FormatNumber((Count(EBITDAScreenList)/TotalItems)*100,3))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("PEScreen,{0},{1}%",Utility.FormatNumber(Count(PEScreenList),0,true),Utility.FormatNumber((Count(PEScreenList)/TotalItems)*100,3))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("MaxPEScreen,{0},{1}%",Utility.FormatNumber(Count(MaxPEScreenList),0,true),Utility.FormatNumber((Count(MaxPEScreenList)/TotalItems)*100,3))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("RevenuePerShareScreen,{0},{1}%",Utility.FormatNumber(Count(RevenuePerShareScreenList),0,true),Utility.FormatNumber((Count(RevenuePerShareScreenList)/TotalItems)*100,3))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("FinancialSectorScreen,{0},{1}%",Utility.FormatNumber(Count(FinancialSectorScreenList),0,true),Utility.FormatNumber((Count(FinancialSectorScreenList)/TotalItems)*100,3))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("OneDayPriceScreen,{0},{1}%",Utility.FormatNumber(Count(OneDayPriceScreenList),0,true),Utility.FormatNumber((Count(OneDayPriceScreenList)/TotalItems)*100,3))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("PennyStockScreen,{0},{1}%",Utility.FormatNumber(Count(PennyStockScreenList),0,true),Utility.FormatNumber((Count(PennyStockScreenList)/TotalItems)*100,3))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("TradeDateHistoricalPricingScreen,{0},{1}%",Utility.FormatNumber(Count(TradeDateHistoricalPricingScreenList),0,true),Utility.FormatNumber((Count(TradeDateHistoricalPricingScreenList)/TotalItems)*100,3))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("LiquidityScreen,{0},{1}%",Utility.FormatNumber(Count(LiquidityScreenList),0,true),Utility.FormatNumber((Count(LiquidityScreenList)/TotalItems)*100,3))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("LowSlopePricesScreen,{0},{1}%",Utility.FormatNumber(Count(LowSlopePricesScreenList),0,true),Utility.FormatNumber((Count(LowSlopePricesScreenList)/TotalItems)*100,3))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("HighBetaBenchmarkSlopeScreen,{0},{1}%",Utility.FormatNumber(Count(HighBetaBenchmarkSlopeScreenList),0,true),Utility.FormatNumber((Count(HighBetaBenchmarkSlopeScreenList)/TotalItems)*100,3))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("MACDWeakSellScreen,{0},{1}%",Utility.FormatNumber(Count(MACDWeakSellScreenList),0,true),Utility.FormatNumber((Count(MACDWeakSellScreenList)/TotalItems)*100,3))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("MACDStrongSellScreen,{0},{1}%",Utility.FormatNumber(Count(MACDStrongSellScreenList),0,true),Utility.FormatNumber((Count(MACDStrongSellScreenList)/TotalItems)*100,3))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("StochasticsStrongSellScreen,{0},{1}%",Utility.FormatNumber(Count(StochasticsStrongSellScreenList),0,true),Utility.FormatNumber((Count(StochasticsStrongSellScreenList)/TotalItems)*100,3))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("StochasticsWeakSellScreen,{0},{1}%",Utility.FormatNumber(Count(StochasticsWeakSellScreenList),0,true),Utility.FormatNumber((Count(StochasticsWeakSellScreenList)/TotalItems)*100,3))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("AnalystRatingsScreen,{0},{1}%",Utility.FormatNumber(Count(AnalystRatingsScreenList),0,true),Utility.FormatNumber((Count(AnalystRatingsScreenList)/TotalItems)*100,3))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("StartDateOfReturnsHistoricalPricingScreen,{0},{1}%",Utility.FormatNumber(Count(StartDateOfReturnsHistoricalPricingScreenList),0,true),Utility.FormatNumber((Count(StartDateOfReturnsHistoricalPricingScreenList)/TotalItems)*100,3))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("OutliersInReturnsScreen,{0},{1}%",Utility.FormatNumber(Count(OutliersInReturnsScreenList),0,true),Utility.FormatNumber((Count(OutliersInReturnsScreenList)/TotalItems)*100,3))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("NegativeReturnsScreen,{0},{1}%",Utility.FormatNumber(Count(NegativeReturnsScreenList),0,true),Utility.FormatNumber((Count(NegativeReturnsScreenList)/TotalItems)*100,3))); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("OverExtendedScreen,{0},{1}%",Utility.FormatNumber(Count(OverExtendedScreenList),0,true),Utility.FormatNumber((Count(OverExtendedScreenList)/TotalItems)*100,3))); - } - } - } -}