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Add Edit/Close positions for MG and CM models. Remove the Fix for purchase date sell date fall on weekend. Dead code elimination

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Sean
2025-02-25 15:40:13 -05:00
parent 2cf653c2c1
commit 835c5be11a
6 changed files with 289 additions and 329 deletions
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38
MarketDataLib/Generator/CMTrend/CMTTrendModel..cs
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@@ -125,25 +125,25 @@ namespace MarketData.Generator.CMTrend
MarketData.Generator.CMTrend.Positions combinedPositions=sessionParams.GetCombinedPositions();
// Fix purchase date/sell date fall on weekend
foreach(MarketData.Generator.CMTrend.Position position in combinedPositions)
{
if(dateGenerator.IsWeekend(position.PurchaseDate))
{
while(true)
{
position.PurchaseDate=dateGenerator.GetPrevBusinessDay(position.PurchaseDate);
if(!HolidayDA.IsMarketHoliday(position.PurchaseDate)) break;
}
}
if(dateGenerator.IsWeekend(position.SellDate))
{
while(true)
{
position.SellDate=dateGenerator.GetNextBusinessDay(position.SellDate);
if(!HolidayDA.IsMarketHoliday(position.SellDate)) break;
}
}
}
//foreach(MarketData.Generator.CMTrend.Position position in combinedPositions)
//{
// if(dateGenerator.IsWeekend(position.PurchaseDate))
// {
// while(true)
// {
// position.PurchaseDate=dateGenerator.GetPrevBusinessDay(position.PurchaseDate);
// if(!HolidayDA.IsMarketHoliday(position.PurchaseDate)) break;
// }
// }
// if(dateGenerator.IsWeekend(position.SellDate))
// {
// while(true)
// {
// position.SellDate=dateGenerator.GetNextBusinessDay(position.SellDate);
// if(!HolidayDA.IsMarketHoliday(position.SellDate)) break;
// }
// }
//}
// ********************************************************
DateTime minDate=combinedPositions.Min(x => x.PurchaseDate);
DateTime maxDate=PricingDA.GetLatestDate();