diff --git a/MarketDataLib/Generator/CMMomentum/CMBacktest.cs b/MarketDataLib/Generator/CMMomentum/CMBacktest.cs
index a135d4a..b0c48be 100644
--- a/MarketDataLib/Generator/CMMomentum/CMBacktest.cs
+++ b/MarketDataLib/Generator/CMMomentum/CMBacktest.cs
@@ -449,8 +449,12 @@ namespace MarketData.Generator.CMMomentum
// ***************************************************************************************************************************************************
// **************************************************************** S E L L P O S I T I O N S *****************************************************
// ***************************************************************************************************************************************************
-// These make the monthly process a bit easier to read
- private void DisplaySales(Positions positions,DateTime tradeDate)
+ ///
+ /// This makes for easier reading of the sales
+ ///
+ ///
+ ///
+ private static void DisplaySales(Positions positions,DateTime tradeDate)
{
MDTrace.WriteLine(LogLevel.DEBUG,"********* S E L L S *********");
foreach (Position position in positions)
@@ -459,12 +463,17 @@ namespace MarketData.Generator.CMMomentum
}
}
- private void DisplayPurchases(Positions positions, DateTime tradeDate)
+ ///
+ /// This makes for easier reading of the purchases
+ ///
+ ///
+ ///
+ private static void DisplayPurchases(Positions positions, DateTime tradeDate)
{
MDTrace.WriteLine(LogLevel.DEBUG,"********* B U Y S *********");
foreach (Position position in positions)
{
- MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Buy {0} {1} @ {2} on {3}",position.Symbol,Utility.FormatNumber(position.Shares,3),Utility.FormatCurrency(position.PurchasePrice,2),TradeDate.ToShortDateString()));
+ MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Buy {0} {1} @ {2} on {3}",position.Symbol,Utility.FormatNumber(position.Shares,3),Utility.FormatCurrency(position.PurchasePrice,2),tradeDate.ToShortDateString()));
}
}
diff --git a/MarketDataLib/Generator/CMTrend/CMTTrendModel..cs b/MarketDataLib/Generator/CMTrend/CMTTrendModel..cs
index 75461d2..7cbba41 100644
--- a/MarketDataLib/Generator/CMTrend/CMTTrendModel..cs
+++ b/MarketDataLib/Generator/CMTrend/CMTTrendModel..cs
@@ -652,6 +652,7 @@ namespace MarketData.Generator.CMTrend
return result;
}
ActivePositions.Add(positions);
+ DisplayPurchases(positions, TradeDate);
CashBalance-=positions.GetExposure();
}
DisplayRealtimeBlotter(TradeDate);
@@ -753,6 +754,7 @@ namespace MarketData.Generator.CMTrend
return result;
}
ActivePositions.Add(positions);
+ DisplayPurchases(positions, TradeDate);
CashBalance-=positions.GetExposure();
}
MDTrace.WriteLine(LogLevel.DEBUG,"\n");
@@ -884,7 +886,8 @@ namespace MarketData.Generator.CMTrend
private void ManageOpenPositions(DateTime tradeDate)
{
if(0==ActivePositions.Count) return;
- List closedPositions=new List();
+ Positions closedPositions = new Positions();
+ // List closedPositions=new List();
foreach(Position position in ActivePositions)
{
Price price=GBPriceCache.GetInstance().GetPrice(position.Symbol,tradeDate);
@@ -948,6 +951,7 @@ namespace MarketData.Generator.CMTrend
}
if(0!=closedPositions.Count)
{
+ DisplaySales(closedPositions, TradeDate);
MDTrace.WriteLine(LogLevel.DEBUG,"********************* S E L L *********************");
foreach(Position closedPosition in closedPositions)
{
@@ -1788,5 +1792,33 @@ namespace MarketData.Generator.CMTrend
sessionParams.NonTradeableCash=NonTradeableCash;
return CMTSessionManager.SaveSession(sessionParams,backupFileName);
}
+
+ ///
+ /// This makes for easier reading of the sales
+ ///
+ ///
+ ///
+ private static void DisplaySales(Positions positions,DateTime tradeDate)
+ {
+ MDTrace.WriteLine(LogLevel.DEBUG,"********* S E L L S *********");
+ foreach (Position position in positions)
+ {
+ MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Sell {0} {1} @ {2} on {3}",position.Symbol,Utility.FormatNumber(position.Shares,3),Utility.FormatCurrency(position.CurrentPrice,2),tradeDate.ToShortDateString()));
+ }
+ }
+
+ ///
+ /// This makes for easier reading of the purchases
+ ///
+ ///
+ ///
+ private static void DisplayPurchases(Positions positions, DateTime tradeDate)
+ {
+ MDTrace.WriteLine(LogLevel.DEBUG,"********* B U Y S *********");
+ foreach (Position position in positions)
+ {
+ MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Buy {0} {1} @ {2} on {3}",position.Symbol,Utility.FormatNumber(position.Shares,3),Utility.FormatCurrency(position.PurchasePrice,2),tradeDate.ToShortDateString()));
+ }
+ }
}
}
diff --git a/MarketDataLib/Generator/MGSHMomentum/MGSHBacktest.cs b/MarketDataLib/Generator/MGSHMomentum/MGSHBacktest.cs
index e040d0f..6102bf9 100644
--- a/MarketDataLib/Generator/MGSHMomentum/MGSHBacktest.cs
+++ b/MarketDataLib/Generator/MGSHMomentum/MGSHBacktest.cs
@@ -497,6 +497,7 @@ namespace MarketData.Generator.MGSHMomentum
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("********** Insufficient funds to make additional purchases.**************"));
return;
}
+ DisplayPurchases(positions,TradeDate);
ActivePositions.Add(slotIndex,positions);
CashBalance-=positions.Exposure;
SetInitialStopLimitsForNewPositions(TradeDate, positions);
@@ -511,6 +512,7 @@ namespace MarketData.Generator.MGSHMomentum
if(!Configuration.KeepSlotPositions) // if we are not configured to KeepSlotPositions then don't sell anything just buy to the max positions allowed for the slot
{
SellPositions(slotPositions,TradeDate);
+ DisplaySales(slotPositions, TradeDate);
MDTrace.WriteLine(LogLevel.DEBUG,"********************* S E L L *********************");
slotPositions.Display();
AllPositions.Add(slotPositions);
@@ -532,6 +534,7 @@ namespace MarketData.Generator.MGSHMomentum
MDTrace.WriteLine(LogLevel.DEBUG,"********************** B U Y ********************");
if(!ActivePositions.ContainsKey(slotIndex))ActivePositions.Add(slotIndex, positions);
else ActivePositions[slotIndex].AddRange(positions);
+ DisplayPurchases(positions, TradeDate);
CashBalance-=positions.Exposure;
SetInitialStopLimitsForNewPositions(TradeDate, positions);
ActivePositions[slotIndex].Display();
@@ -1398,5 +1401,35 @@ namespace MarketData.Generator.MGSHMomentum
sessionParams.HedgeCashBalance=HedgeCashBalance;
return MGSHSessionManager.SaveSession(sessionParams,backupFileName);
}
+
+ ///
+ /// This makes for easier reading of the sales
+ ///
+ ///
+ ///
+ private static void DisplaySales(MGSHPositions positions,DateTime tradeDate)
+ {
+ if(null == positions || 0==positions.Count)return;
+ MDTrace.WriteLine(LogLevel.DEBUG,"********* S E L L S *********");
+ foreach (MGSHPosition position in positions)
+ {
+ MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Sell {0} {1} @ {2} on {3}",position.Symbol,Utility.FormatNumber(position.Shares,3),Utility.FormatCurrency(position.CurrentPrice,2),tradeDate.ToShortDateString()));
+ }
+ }
+
+ ///
+ /// This makes for easier reading of the purchases
+ ///
+ ///
+ ///
+ private static void DisplayPurchases(MGSHPositions positions, DateTime tradeDate)
+ {
+ if(null == positions || 0==positions.Count)return;
+ MDTrace.WriteLine(LogLevel.DEBUG,"********* B U Y S *********");
+ foreach (MGSHPosition position in positions)
+ {
+ MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Buy {0} {1} @ {2} on {3}",position.Symbol,Utility.FormatNumber(position.Shares,3),Utility.FormatCurrency(position.PurchasePrice,2),tradeDate.ToShortDateString()));
+ }
+ }
}
}
diff --git a/MarketDataLib/Generator/Momentum/Backtest.cs b/MarketDataLib/Generator/Momentum/Backtest.cs
index 419c977..69ad222 100644
--- a/MarketDataLib/Generator/Momentum/Backtest.cs
+++ b/MarketDataLib/Generator/Momentum/Backtest.cs
@@ -228,6 +228,7 @@ namespace MarketData.Generator.Momentum
MDTrace.WriteLine(LogLevel.DEBUG, "********************* S E L L *********************");
slotPositions.Display();
AllPositions.Add(slotPositions);
+ DisplaySales(slotPositions, TradeDate);
CashBalance += slotPositions.MarketValue;
ActivePositions[slotIndex].Clear();
}
@@ -372,6 +373,7 @@ namespace MarketData.Generator.Momentum
}
positions.Display();
ActivePositions.Add(slotIndex,positions);
+ DisplayPurchases(positions,TradeDate);
CashBalance-=positions.Exposure;
DisplayBalance();
}
@@ -382,6 +384,7 @@ namespace MarketData.Generator.Momentum
MDTrace.WriteLine(LogLevel.DEBUG,"********************* S E L L *********************");
slotPositions.Display();
AllPositions.Add(slotPositions);
+ DisplaySales(slotPositions, TradeDate);
CashBalance+=slotPositions.MarketValue;
ActivePositions[slotIndex].Clear();
DisplayBalance();
@@ -398,6 +401,7 @@ namespace MarketData.Generator.Momentum
break;
}
ActivePositions[slotIndex]=positions;
+ DisplayPurchases(positions, TradeDate);
CashBalance-=positions.Exposure;
DisplayBalance();
}
@@ -415,6 +419,7 @@ namespace MarketData.Generator.Momentum
MDTrace.WriteLine(LogLevel.DEBUG,"********************* S E L L ********************");
slotPositions.Display();
AllPositions.Add(slotPositions);
+ DisplaySales(slotPositions, TradeDate);
CashBalance+=slotPositions.MarketValue;
ActivePositions[slotIndex].Clear();
}
@@ -720,5 +725,33 @@ namespace MarketData.Generator.Momentum
sessionParams.NonTradeableCash = NonTradeableCash;
return MGSessionManager.SaveSession(sessionParams,backupFileName);
}
+
+ ///
+ /// This makes for easier reading of the sales
+ ///
+ ///
+ ///
+ private static void DisplaySales(Positions positions,DateTime tradeDate)
+ {
+ MDTrace.WriteLine(LogLevel.DEBUG,"********* S E L L S *********");
+ foreach (Position position in positions)
+ {
+ MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Sell {0} {1} @ {2} on {3}",position.Symbol,Utility.FormatNumber(position.Shares,3),Utility.FormatCurrency(position.CurrentPrice,2),tradeDate.ToShortDateString()));
+ }
+ }
+
+ ///
+ /// This makes for easier reading of the purchases
+ ///
+ ///
+ ///
+ private static void DisplayPurchases(Positions positions, DateTime tradeDate)
+ {
+ MDTrace.WriteLine(LogLevel.DEBUG,"********* B U Y S *********");
+ foreach (Position position in positions)
+ {
+ MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Buy {0} {1} @ {2} on {3}",position.Symbol,Utility.FormatNumber(position.Shares,3),Utility.FormatCurrency(position.PurchasePrice,2),tradeDate.ToShortDateString()));
+ }
+ }
}
}