Changes to display of Buys and Sells.

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
+    /// <summary>
-    private void DisplaySales(Positions positions,DateTime tradeDate)
+    /// 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)
@@ -459,12 +463,17 @@ namespace MarketData.Generator.CMMomentum
       }
     }
 
-    private void DisplayPurchases(Positions positions, DateTime tradeDate)
+    /// <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()));
+        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()));
       }
     }
 

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<Position> closedPositions=new List<Position>();
+      Positions closedPositions = new Positions();
+     // List<Position> closedPositions=new List<Position>();
       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);
     }
+
+    /// <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()));
+      }
+    }  
   }
 }

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);
     }
+
+    /// <summary>
+    /// This makes for easier reading of the sales
+    /// </summary>
+    /// <param name="positions"></param>
+    /// <param name="tradeDate"></param>
+    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()));
+      }
+    }
+
+    /// <summary>
+    /// This makes for easier reading of the purchases
+    /// </summary>
+    /// <param name="positions"></param>
+    /// <param name="tradeDate"></param>
+    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()));
+      }
+    }
   }
 }

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);
     }
+
+    /// <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()));
+       }
+     }   
   }
 }