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Fix purchase dates that fall on weekend..moved them to the next business day.

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Sean
2025-02-25 07:57:27 -05:00
parent 6155ac7998
commit 3bfe3ddc14
1 changed files with 3 additions and 3 deletions
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6
Sessions/CM20191031.txt
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@@ -8,9 +8,9 @@ CashBalance=0
NonTradeableCash=13400.66
DayCount=90|AnalysisDate=1/2/2025|TradeDate=2/2/2025|DailyReturnLimit=0.15|MovingAverageConstraintDays=100|FallbackCandidateBestOf=SHV,NEAR,BIL,GSY,AGG,ACWX,GSY,SCHF,IXUS,DBEF,IEFA,TLT|Benchmark=SPY|BenchmarkMovingAverageDays=200|HoldingPeriod=3|MaxPositions=3|NoTradeSymbols=YPF,ALGT,CXO,EE,APLP,SE,GBTC,YOKU,PNY,RFMD,ASAZY|InitialCash=5000|TargetBeta=1|BetaMonths=6|MarketCapLowerLimit=1000000000|MaxBeta=10|UseMaxBeta=False|FallbackMaxAlloc=1000|UseOverExtendedIndicator=True|UseOverExtendedIndicatorDays=10|UseOverExtendedIndicatorViolationThreshhold=1|UseOverExtendedIndicatorMarginPercent=1|UseMaxPositionBucketWeight=True|UseMaxPositionBucketWeightMaxWeight=0.65|UseCNN=True|UseCNNHost=http://127.0.0.1:5000|UseCNNDayCount=270|UseCNNRewardPercentDecimal=0.25
TotalActivePositions=9
Slot=0|Symbol=SMWB|PurchaseDate=2/2/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=206|PurchasePrice=16.45|Beta=3.38499371733422|BetaMonths=6|SharpeRatio=0.278304196572116|RiskAdjustedWeight=0.297224436836141|RiskAdjustedAllocation=3342.31910911496|TargetBetaOverBeta=0.295421523200796|Score=0|CNNPrediction=True
Slot=0|Symbol=SOFI|PurchaseDate=2/2/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=165|PurchasePrice=14.95|Beta=4.33452144655686|BetaMonths=6|SharpeRatio=0.0332380177160441|RiskAdjustedWeight=0.232113940081606|RiskAdjustedAllocation=2610.14493183955|TargetBetaOverBeta=0.230705975810629|Score=0|CNNPrediction=True
Slot=0|Symbol=CRK|PurchaseDate=2/2/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=285|PurchasePrice=19.20|Beta=2.1376351968954|BetaMonths=6|SharpeRatio=0.195903755384412|RiskAdjustedWeight=0.470661623082253|RiskAdjustedAllocation=5292.63795904548|TargetBetaOverBeta=0.467806668533693|Score=0|CNNPrediction=True
Slot=0|Symbol=SMWB|PurchaseDate=2/3/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=206|PurchasePrice=16.45|Beta=3.38499371733422|BetaMonths=6|SharpeRatio=0.278304196572116|RiskAdjustedWeight=0.297224436836141|RiskAdjustedAllocation=3342.31910911496|TargetBetaOverBeta=0.295421523200796|Score=0|CNNPrediction=True
Slot=0|Symbol=SOFI|PurchaseDate=2/3/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=165|PurchasePrice=14.95|Beta=4.33452144655686|BetaMonths=6|SharpeRatio=0.0332380177160441|RiskAdjustedWeight=0.232113940081606|RiskAdjustedAllocation=2610.14493183955|TargetBetaOverBeta=0.230705975810629|Score=0|CNNPrediction=True
Slot=0|Symbol=CRK|PurchaseDate=2/3/2025 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=285|PurchasePrice=19.20|Beta=2.1376351968954|BetaMonths=6|SharpeRatio=0.195903755384412|RiskAdjustedWeight=0.470661623082253|RiskAdjustedAllocation=5292.63795904548|TargetBetaOverBeta=0.467806668533693|Score=0|CNNPrediction=True
Slot=1|Symbol=UAL|PurchaseDate=11/29/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=53|PurchasePrice=97.24|Beta=0.478618874065434|BetaMonths=6|SharpeRatio=0.233151135976314|RiskAdjustedWeight=0.581751393741123|RiskAdjustedAllocation=5217.27642354833|TargetBetaOverBeta=2.08934510147063|Score=0|CNNPrediction=False
Slot=1|Symbol=AS|PurchaseDate=11/29/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=39|PurchasePrice=26.33|Beta=2.42082650321074|BetaMonths=6|SharpeRatio=0.0073637393338266|RiskAdjustedWeight=0.115017411073897|RiskAdjustedAllocation=1031.50182973251|TargetBetaOverBeta=0.413082060475504|Score=0|CNNPrediction=True
Slot=1|Symbol=GEV|PurchaseDate=11/29/2024 12:00:00 AM|SellDate=1/1/0001 12:00:00 AM|Shares=8|PurchasePrice=335.73|Beta=0.918234012462068|BetaMonths=6|SharpeRatio=0.638142725834839|RiskAdjustedWeight=0.30323119518498|RiskAdjustedAllocation=2719.44508005249|TargetBetaOverBeta=1.08904700373567|Score=0|CNNPrediction=False