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Code cleanup.

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Sean
2025-01-24 11:21:58 -05:00
parent 1dfabb5315
commit 84af4b6be5
3 changed files with 2 additions and 3 deletions
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2
MarketDataLib/Generator/Momentum/Backtest.cs
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@@ -106,7 +106,7 @@ namespace MarketData.Generator.Momentum
return null;
}
}
// Calcualtes the expectation for the model ( Percent of Winning Trades * Average Gain)/(Percent Losing Trades * Average Loss)
// Calculates the expectation for the model ( Percent of Winning Trades * Average Gain)/(Percent Losing Trades * Average Loss)
// The expectation should be above zero
public static ModelStatistics GetModelStatistics(MGSessionParams sessionParams)
{

1
MarketDataLib/MarketDataLib.csproj
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@@ -162,7 +162,6 @@
<Compile Include="Generator\Momentum\MGSessionParams.cs" />
<Compile Include="Generator\Momentum\QualityIndicator.cs" />
<Compile Include="Generator\Momentum\ScoreIndicator.cs" />
<Compile Include="Generator\Momentum\SRRiskAllocation.cs" />
<Compile Include="Generator\ParityGenerator.cs" />
<Compile Include="Generator\DCFGenerator.cs" />
<Compile Include="Generator\GainLoss\GainLossGenerator.cs" />

2
Program.cs
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@@ -187,7 +187,7 @@ namespace MarketData
MDTrace.WriteLine(LogLevel.DEBUG," MGLIQUIDATE /SESSIONFILE: /TRADEDATE: sells all positions in the session file with either the supplied tradedate or latestpricingdate if trade date omitted.");
MDTrace.WriteLine(LogLevel.DEBUG," MGCLOSEPOSITION /SESSIONFILE: /SYMBOL: /PURCHASEDATE: /SELLPRICE: /SELLDATE: sells the specified position in the session file with either the supplied sell date and sell price.");
MDTrace.WriteLine(LogLevel.DEBUG," MGUPDATEPRICE /SYMBOL: /TRADEDATE: /PRICE: /SESSIONFILE:");
MDTrace.WriteLine(LogLevel.DEBUG," RUNBACKTEST /STARTDATE: /MAXPOSITIONS: /INITIALCASH: /HOLDINGPERIOD: /{ENDDATE}: /SESSIONFILE: {/RISKALLOCATION:NONE/SHARPERATIO}");
MDTrace.WriteLine(LogLevel.DEBUG," RUNBACKTEST /STARTDATE: /MAXPOSITIONS: /INITIALCASH: /HOLDINGPERIOD: /{ENDDATE}: /SESSIONFILE:");
MDTrace.WriteLine(LogLevel.DEBUG, "*********** C L E N O W M O M E N T U M (C M M O M E N T U M )************");
MDTrace.WriteLine(LogLevel.DEBUG, " RUNCMBACKTEST /STARTDATE: /MAXPOSITIONS: /INITIALCASH: /HOLDINGPERIOD: /{USEBINBASEDPOSITIONSIZING}: /{USEBINBASEDPOSITIONSIZINGNUMBINS}: /{TARGETBETA}: /{ENDDATE}: /SESSIONFILE: /{USECNN}: /{USECNNHOST}: /{USECNNDAYCOUNT}:");
MDTrace.WriteLine(LogLevel.DEBUG, " CMSESSION /SESSIONFILE:");