From a464132e14c1970e7dc3e4234aef929ae9c55259 Mon Sep 17 00:00:00 2001
From: Sean <skessler1964@gmail.com>
Date: Fri, 14 Feb 2025 19:00:38 -0500
Subject: [PATCH] BetaGenerator test code.

---
 Program.cs | 57 ++++++++++++++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 57 insertions(+)

diff --git a/Program.cs b/Program.cs
index 80b4e2d..08f1397 100644
--- a/Program.cs
+++ b/Program.cs
@@ -986,6 +986,63 @@ namespace MarketData
         Trace.Listeners.Add(new TextWriterTraceListener(strLogFile));
         DateTime currentDate=DateTime.Now;
 
+        //List<String> candidatesList = new List<String>();
+        //List<String> differenceItems = new List<String>();
+        //String benchmark = "SPY";
+        //int lowSlopeBetaDays = 15;
+        //List<String> symbols = PricingDA.GetSymbols();
+        //DateTime tradeDateA = DateTime.Parse("12-31-2024");
+        //for (int index = 0; index < symbols.Count; index++)
+        //{
+        //  if (0 == (index % 500)) MDTrace.WriteLine(LogLevel.DEBUG, $"Working...{index}");
+        //  String symbol = symbols[index];
+        //  if (symbol.StartsWith("^")) continue;
+        //  Price price = GBPriceCache.GetInstance().GetPrice(symbol, tradeDateA);
+        //  if (null == price) continue;
+        //  Prices prices = GBPriceCache.GetInstance().GetPrices(symbol, tradeDateA, (int)252);
+        //  if (null == prices || prices.Count < 252) continue;
+        //  Fundamental fundamental = FundamentalDA.GetFundamentalMaxDate(symbol, tradeDateA);
+        //  if (null == fundamental) continue;
+        //  if (double.IsNaN(fundamental.PE) || fundamental.PE <= 0.00) continue;
+
+        //  double fundamentalBeta = fundamental.Beta;
+        //  double beta = BetaGenerator.Beta(symbol, tradeDateA, 36);
+        //  if (double.IsNaN(beta) || double.IsNaN(fundamental.Beta)) continue;
+
+        //  if (0 == fundamentalBeta) fundamentalBeta = .00000000000000000001;
+
+        //  double difference = Math.Abs(((beta - fundamentalBeta) / fundamentalBeta));
+        //  if (difference > .25)  // greater than 5%
+        //  {
+        //    differenceItems.Add(symbol);
+        //  }
+
+        //  if (beta >= 1.00)
+        //  {
+        //    double[] pricesArray = null;
+        //    LeastSquaresResult leastSquaresResult;
+        //    Prices benchmarkPrices = GBPriceCache.GetInstance().GetPrices(benchmark, tradeDateA, lowSlopeBetaDays);
+        //    pricesArray = Numerics.ToDouble(benchmarkPrices.GetPricesLow());
+        //    leastSquaresResult = Numerics.LeastSquares(pricesArray);
+        //    double slopeBmk = leastSquaresResult.Slope;
+        //    if (slopeBmk < 0)
+        //    {
+        //      continue;
+        //    }
+        //  }
+        //  candidatesList.Add(symbol);
+        //  //if(double.IsNaN(beta))
+        //  //{
+        //  //  MDTrace.WriteLine(LogLevel.DEBUG,$"No beta for {symbol}");
+        //  //}
+        //}
+
+
+
+
+
+
+
         DateTime maxHolidayDate =HolidayDA.GetMaxHolidayDate();
         if(currentDate>maxHolidayDate)
         {