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Changes to display of Buys and Sells.

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This commit is contained in:
Sean
2025-12-01 19:45:58 -05:00
parent e4aa9c0403
commit 87f36345ff
4 changed files with 112 additions and 5 deletions
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33
MarketDataLib/Generator/Momentum/Backtest.cs
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@@ -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);
}
/// <summary>
/// This makes for easier reading of the sales
/// </summary>
/// <param name="positions"></param>
/// <param name="tradeDate"></param>
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()));
}
}
/// <summary>
/// This makes for easier reading of the purchases
/// </summary>
/// <param name="positions"></param>
/// <param name="tradeDate"></param>
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()));
}
}
}
}