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Ensure GetModelPerformance does not short return when a price is missing.

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Sean
2026-03-10 12:47:14 -04:00
parent 9062965aa0
commit 5c1dd6b2c5
2 changed files with 5 additions and 3 deletions
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5
MarketDataLib/Generator/CMMomentum/CMBacktest.cs
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@@ -146,8 +146,9 @@ namespace MarketData.Generator.CMMomentum
price=PricingDA.GetPrice(openPosition.Symbol,currentDate); price=PricingDA.GetPrice(openPosition.Symbol,currentDate);
if(null==price) if(null==price)
{ {
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("No price for {0} on {1}",openPosition.Symbol,currentDate.ToShortDateString())); MDTrace.WriteLine(LogLevel.DEBUG,String.Format("CMBacktest::GetModelPerformance No price for {0} on {1}",openPosition.Symbol,currentDate.ToShortDateString()));
return null; continue;
// return null;
} }
LocalPriceCache.GetInstance().Add(price); LocalPriceCache.GetInstance().Add(price);
} }

3
MarketDataLib/Generator/CMTrend/CMTTrendModel..cs
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@@ -150,7 +150,8 @@ namespace MarketData.Generator.CMTrend
if(null==price) if(null==price)
{ {
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("******************* No price for {0} on {1} *****************",openPosition.Symbol,currentDate.ToShortDateString())); MDTrace.WriteLine(LogLevel.DEBUG,String.Format("******************* No price for {0} on {1} *****************",openPosition.Symbol,currentDate.ToShortDateString()));
return performanceSeries; continue;
// return performanceSeries;
} }
gainLoss+=((price.Close*openPosition.Shares)-(openPosition.PurchasePrice*openPosition.Shares)); gainLoss+=((price.Close*openPosition.Shares)-(openPosition.PurchasePrice*openPosition.Shares));
marketValue+=(price.Close*openPosition.Shares); marketValue+=(price.Close*openPosition.Shares);