Add logic to all models to avoid selling and immediately buying back the same security as this is considered a Wash Trade and is illegal.

This commit is contained in:
2026-03-19 19:46:19 -04:00
parent 682ba74241
commit 554f577803
7 changed files with 109 additions and 25 deletions

View File

@@ -123,6 +123,8 @@ namespace MarketData.ModelHelper
else cmParams.TargetBeta=1.00;
DateTime endDate=DateTime.Now;
if(commandArgs.Has("ENDDATE"))endDate=commandArgs.Get<DateTime>("ENDDATE");
String pathSessionFileName=commandArgs.Coalesce<String>("SESSIONFILE",null);
if(null!=pathSessionFileName) pathSessionFileName=pathSessionFileName.Trim();
cmParams.DisplayHeader();