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Code cleanup.

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Sean
2025-03-03 19:41:45 -05:00
parent 32fe13f87f
commit 46e080923f
8 changed files with 32 additions and 26 deletions
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6
MarketDataLib/Generator/CMMomentum/CMBacktest.cs
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@@ -735,6 +735,11 @@ namespace MarketData.Generator.CMMomentum
// ****************************************************************************************************************************************
// **************************************************************** S E S S I O N M A N A G E M E N T ***********************************
// ****************************************************************************************************************************************
/// <summary>
/// Restore the session file from disk.
/// Take note that we do not restore AnalysisDate from the session file. The analysis date must always reflect the current analysis date.
/// </summary>
/// <returns></returns>
public CMSessionParams RestoreSession()
{
try
@@ -746,7 +751,6 @@ namespace MarketData.Generator.CMMomentum
TradeDate = sessionParams.TradeDate;
if (TradeDate.Date < AnalysisDate.Date) TradeDate = AnalysisDate;
StartDate = sessionParams.StartDate;
AnalysisDate = sessionParams.AnalysisDate;
Parameters = sessionParams.CMParams;
ActivePositions = sessionParams.ActivePositions;
AllPositions = sessionParams.AllPositions;

35
MarketDataLib/Generator/CMMomentum/CMCandidateGenerator.cs
View File

@@ -22,6 +22,24 @@ namespace MarketData.Generator.CMMomentum
{
CMCandidate cmCandidate = new CMCandidate();
// No trade symbols
if (null!=cmParams.NoTradeSymbolsList&&cmParams.NoTradeSymbolsList.Any(x => x.Equals(symbol)))
{
cmCandidate.Violation = true;
cmCandidate.Reason = String.Format("Candidate in the No-Trade list.");
cmCandidate.ReasonCategory = String.Format("Candidate in the No-Trade list.");
return cmCandidate;
}
// Check if the symbol is held in any open positions
if (null != symbolsHeld && symbolsHeld.Any(x => x.Equals(symbol, StringComparison.CurrentCultureIgnoreCase)))
{
cmCandidate.Violation = true;
cmCandidate.Reason = String.Format("Already held.");
cmCandidate.ReasonCategory = String.Format("Already held.");
return cmCandidate;
}
Fundamental fundamental = FundamentalDA.GetFundamentalMaxDate(symbol, tradeDate);
if (null == fundamental)
{
@@ -37,22 +55,7 @@ namespace MarketData.Generator.CMMomentum
cmCandidate.ReasonCategory = String.Format("MarketCapLowerLimit constraint violation.");
return cmCandidate;
}
// Check if the symbol is held in any open positions
if (null != symbolsHeld && symbolsHeld.Any(x => x.Equals(symbol)))
{
cmCandidate.Violation = true;
cmCandidate.Reason = String.Format("Already held.");
cmCandidate.ReasonCategory = String.Format("Already held.");
return cmCandidate;
}
// No trade symbols
if (null!=cmParams.NoTradeSymbolsList&&cmParams.NoTradeSymbolsList.Any(x => x.Equals(symbol)))
{
cmCandidate.Violation = true;
cmCandidate.Reason = String.Format("Candidate in the No-Trade list.");
cmCandidate.ReasonCategory = String.Format("Candidate in the No-Trade list.");
return cmCandidate;
}
// Equity check
CompanyProfile companyProfile = CompanyProfileDA.GetCompanyProfile(symbol);
if (!companyProfile.IsEquity)