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Point database to Adrastea. Fix MGSHBacktest.cs PerformanceStatistics. Provide an optimized PricingDA.GetLatestPrices() for use with the UI TradeBlotter.

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Sean
2025-05-19 17:21:26 -04:00
parent c73043773f
commit 57f9f4857a
4 changed files with 71 additions and 6 deletions
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9
MarketDataLib/Generator/MGSHMomentum/MGSHBacktest.cs
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@@ -197,8 +197,13 @@ namespace MarketData.Generator.MGSHMomentum
double totalTrades=sessionParams.AllPositions.Count;
double winningTrades=sessionParams.AllPositions.Where(x => x.GainLoss>=0.00).Count();
double losingTrades=sessionParams.AllPositions.Where(x => x.GainLoss<0.00).Count();
double averageWinningTrade=sessionParams.AllPositions.Where(x => x.GainLoss>=0.00).Average(x => x.GainLossPcnt)*100.00;
double averageLosingTrade=sessionParams.AllPositions.Where(x => x.GainLoss<0.00).Average(x => x.GainLossPcnt)*100.00;
MGSHPositions winningTradeList = new MGSHPositions(sessionParams.AllPositions.Where(x => x.GainLoss>=0.00).ToList());
double averageWinningTrade = winningTradeList.Count>0?winningTradeList.Average(x => x.GainLossPcnt)*100.00:0.00;
// double averageWinningTrade=sessionParams.AllPositions.Where(x => x.GainLoss>=0.00).Average(x => x.GainLossPcnt)*100.00;
MGSHPositions losingTradeList = new MGSHPositions(sessionParams.AllPositions.Where(x => x.GainLoss<0.00).ToList());
double averageLosingTrade = losingTradeList.Count>0?losingTradeList.Average(x => x.GainLossPcnt)*100.00:0.00;
// double averageLosingTrade=sessionParams.AllPositions.Where(x => x.GainLoss<0.00).Average(x => x.GainLossPcnt)*100.00;
double percentWinningTrades=(winningTrades/(double)sessionParams.AllPositions.Count)*100.00;
double percentLosingTrades=(losingTrades/(double)sessionParams.AllPositions.Count)*100.00;
double expectation=(percentWinningTrades*averageWinningTrade)/(percentLosingTrades*Math.Abs(averageLosingTrade));