diff --git a/Program.cs b/Program.cs index 08f1397..80b4e2d 100644 --- a/Program.cs +++ b/Program.cs @@ -986,63 +986,6 @@ namespace MarketData Trace.Listeners.Add(new TextWriterTraceListener(strLogFile)); DateTime currentDate=DateTime.Now; - //List candidatesList = new List(); - //List differenceItems = new List(); - //String benchmark = "SPY"; - //int lowSlopeBetaDays = 15; - //List symbols = PricingDA.GetSymbols(); - //DateTime tradeDateA = DateTime.Parse("12-31-2024"); - //for (int index = 0; index < symbols.Count; index++) - //{ - // if (0 == (index % 500)) MDTrace.WriteLine(LogLevel.DEBUG, $"Working...{index}"); - // String symbol = symbols[index]; - // if (symbol.StartsWith("^")) continue; - // Price price = GBPriceCache.GetInstance().GetPrice(symbol, tradeDateA); - // if (null == price) continue; - // Prices prices = GBPriceCache.GetInstance().GetPrices(symbol, tradeDateA, (int)252); - // if (null == prices || prices.Count < 252) continue; - // Fundamental fundamental = FundamentalDA.GetFundamentalMaxDate(symbol, tradeDateA); - // if (null == fundamental) continue; - // if (double.IsNaN(fundamental.PE) || fundamental.PE <= 0.00) continue; - - // double fundamentalBeta = fundamental.Beta; - // double beta = BetaGenerator.Beta(symbol, tradeDateA, 36); - // if (double.IsNaN(beta) || double.IsNaN(fundamental.Beta)) continue; - - // if (0 == fundamentalBeta) fundamentalBeta = .00000000000000000001; - - // double difference = Math.Abs(((beta - fundamentalBeta) / fundamentalBeta)); - // if (difference > .25) // greater than 5% - // { - // differenceItems.Add(symbol); - // } - - // if (beta >= 1.00) - // { - // double[] pricesArray = null; - // LeastSquaresResult leastSquaresResult; - // Prices benchmarkPrices = GBPriceCache.GetInstance().GetPrices(benchmark, tradeDateA, lowSlopeBetaDays); - // pricesArray = Numerics.ToDouble(benchmarkPrices.GetPricesLow()); - // leastSquaresResult = Numerics.LeastSquares(pricesArray); - // double slopeBmk = leastSquaresResult.Slope; - // if (slopeBmk < 0) - // { - // continue; - // } - // } - // candidatesList.Add(symbol); - // //if(double.IsNaN(beta)) - // //{ - // // MDTrace.WriteLine(LogLevel.DEBUG,$"No beta for {symbol}"); - // //} - //} - - - - - - - DateTime maxHolidayDate =HolidayDA.GetMaxHolidayDate(); if(currentDate>maxHolidayDate) {