From 323b259fc5cb8e25fc0163e28a177c88542d7d4f Mon Sep 17 00:00:00 2001 From: Sean Date: Tue, 14 Jan 2025 12:44:57 -0500 Subject: [PATCH] Removed references to SharpeRatioRiskAllocation --- .../Generator/Momentum/MGConfiguration.cs | 19 ------------------- 1 file changed, 19 deletions(-) diff --git a/MarketDataLib/Generator/Momentum/MGConfiguration.cs b/MarketDataLib/Generator/Momentum/MGConfiguration.cs index 798b81f..c7f7944 100644 --- a/MarketDataLib/Generator/Momentum/MGConfiguration.cs +++ b/MarketDataLib/Generator/Momentum/MGConfiguration.cs @@ -1,20 +1,10 @@ using System; -using System.Collections.Generic; -using System.Text; -using MarketData.MarketDataModel; -using MarketData.DataAccess; using MarketData.Utils; -using System.Linq; -using MarketData.Helper; -using MarketData.Numerical; namespace MarketData.Generator.Momentum { public class MGConfiguration { -// public static double ATR_MULTIPLIER=3; - public static String RISK_ALLOCATION_SHARPE_RATIO = "SharpeRatio"; - public static String RISK_ALLOCATION_NONE = "None"; // Operational Settings public bool Verbose{get;set;} // Basic settings @@ -27,8 +17,6 @@ namespace MarketData.Generator.Momentum // Fundamental screenings public double MarketCapLowerLimit{get;set;} -// public String RiskAllocation { get; set; } // Valid values are "None"/"SharpeRatio" - public bool UsePEScreen{get;set;} // If set this filter will ignore any security that is either missing a PE or if the PE is present but less than 0 public bool UseMaxPEScreen{get;set;} // control Max PE range check @@ -76,7 +64,6 @@ namespace MarketData.Generator.Momentum public MGConfiguration() { Verbose=true; // user verbose output -// RiskAllocation = RISK_ALLOCATION_NONE; // Risk Allocation BenchmarkMode=false; // set this to true if you want to run the model using just the benchmark symbol to buy. BenchmarkModeSymbol="SPY"; // SPY is the default symbol to buy when testing HoldingPeriod=3; // 3 is the default @@ -154,7 +141,6 @@ namespace MarketData.Generator.Momentum nvpCollection.Add(new NVP("UseMaxPEScreen",UseMaxPEScreen.ToString())); nvpCollection.Add(new NVP("MaxPE",MaxPE.ToString())); nvpCollection.Add(new NVP("StrictMaxPE",StrictMaxPE.ToString())); -// nvpCollection.Add(new NVP("RiskAllocation", RiskAllocation.ToString())); nvpCollection.Add(new NVP("QualityIndicatorType",QualityIndicatorType.ToString())); nvpCollection.Add(new NVP("IncludeTradeMasterForSymbolsHeld",IncludeTradeMasterForSymbolsHeld.ToString())); return nvpCollection; @@ -194,9 +180,6 @@ namespace MarketData.Generator.Momentum mgConfiguration.FallbackCandidate=nvpDictionary["FallbackCandidate"].Get(); mgConfiguration.FallbackCandidateBestOf=nvpDictionary["FallbackCandidateBestOf"].Get(); - //if (nvpDictionary.ContainsKey("RiskAllocation")) mgConfiguration.RiskAllocation = nvpDictionary["RiskAllocation"].Get(); - //else mgConfiguration.RiskAllocation = RISK_ALLOCATION_NONE; - if(nvpDictionary.ContainsKey("QualityIndicatorType")) mgConfiguration.QualityIndicatorType=nvpDictionary["QualityIndicatorType"].Get(); else mgConfiguration.QualityIndicatorType=QualityIndicator.ToString(QualityIndicator.QualityType.IDIndicator); @@ -244,8 +227,6 @@ namespace MarketData.Generator.Momentum MDTrace.WriteLine(LogLevel.DEBUG,String.Format("BenchmarkMode,{0}",BenchmarkMode)); MDTrace.WriteLine(LogLevel.DEBUG,String.Format("BenchmarkSymbol,{0}",BenchmarkModeSymbol)); -// MDTrace.WriteLine(LogLevel.DEBUG, String.Format("RiskAllocation,{0}", RiskAllocation)); - MDTrace.WriteLine(LogLevel.DEBUG,String.Format("QualityIndicatorType,{0}",QualityIndicatorType)); MDTrace.WriteLine(LogLevel.DEBUG,String.Format("IncludeTradeMasterForSymbolsHeld,{0}",IncludeTradeMasterForSymbolsHeld));