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:
@@ -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();
|
||||
|
||||
Reference in New Issue
Block a user