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Fix AnalysisDate getting set to Epoch when editing or closing positions.

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This commit is contained in:
Sean
2025-06-02 19:07:11 -04:00
parent 874efdf416
commit b34722ec21
4 changed files with 46 additions and 42 deletions
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14
MarketDataLib/Generator/CMMomentum/CMBacktest.cs
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@@ -746,9 +746,10 @@ namespace MarketData.Generator.CMMomentum
public void SaveSession()
{
DateGenerator dateGenerator = new DateGenerator();
MDTrace.WriteLine(LogLevel.DEBUG, String.Format("Saving session to '{0}'", PathSessionFileName));
CMSessionParams sessionParams = new CMSessionParams();
CMSessionManager sessionManager = new CMSessionManager();
if (Utility.IsEpoch(AnalysisDate)) AnalysisDate = dateGenerator.GetPrevBusinessDay(Today());
Parameters.TradeDate = TradeDate;
Parameters.AnalysisDate = AnalysisDate;
sessionParams.LastUpdated = Today();
@@ -761,16 +762,15 @@ namespace MarketData.Generator.CMMomentum
sessionParams.Cycle = Cycle;
sessionParams.CashBalance = CashBalance;
sessionParams.NonTradeableCash = NonTradeableCash;
sessionManager.SaveSession(sessionParams, PathSessionFileName);
CMSessionManager.SaveSession(sessionParams, PathSessionFileName);
}
public bool BackupSession()
{
String[] parts=PathSessionFileName.Split('.');
String backupFileName=parts[0]+"_"+Utility.DateTimeToStringYYYYMMDDMMSSTT(DateTime.Now)+".bak";
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Saving session to '{0}'",backupFileName));
String[] parts = PathSessionFileName.Split('.');
String backupFileName = parts[0] + "_" + Utility.DateTimeToStringYYYYMMDDMMSSTT(DateTime.Now) + ".bak";
MDTrace.WriteLine(LogLevel.DEBUG, String.Format("Saving session to '{0}'", backupFileName));
CMSessionParams sessionParams = new CMSessionParams();
CMSessionManager sessionManager = new CMSessionManager();
sessionParams.LastUpdated = Today();
sessionParams.TradeDate = TradeDate;
sessionParams.StartDate = StartDate;
@@ -781,7 +781,7 @@ namespace MarketData.Generator.CMMomentum
sessionParams.Cycle = Cycle;
sessionParams.CashBalance = CashBalance;
sessionParams.NonTradeableCash = NonTradeableCash;
return sessionManager.SaveSession(sessionParams, backupFileName);
return CMSessionManager.SaveSession(sessionParams, backupFileName);
}
}
}

4
MarketDataLib/Generator/CMMomentum/CMSessionManager.cs
View File

@@ -36,11 +36,13 @@ namespace MarketData.Generator.CMMomentum
public class CMSessionManager
{
private static String SIGNATURE="CMSESSIONv1.00";
public bool SaveSession(CMSessionParams sessionParams, String pathSessionFile)
public static bool SaveSession(CMSessionParams sessionParams, String pathSessionFile)
{
try
{
DateGenerator dateGenerator = new DateGenerator();
if (null == pathSessionFile) return false;
if (Utility.IsEpoch(sessionParams.AnalysisDate)) sessionParams.AnalysisDate = dateGenerator.GetPrevBusinessDay(DateTime.Now);
pathSessionFile = GetSessionFileName(pathSessionFile);
FileStream outStream = new FileStream(pathSessionFile, FileMode.Create);
StreamWriter streamWriter = new StreamWriter(outStream);

68
MarketDataLib/Generator/Momentum/Backtest.cs
View File

@@ -336,8 +336,8 @@ namespace MarketData.Generator.Momentum
Cycle=0;
if(AnalysisDate.Date>Today().Date)return backTestResult;
if(Utility.IsEpoch(AnalysisDate))AnalysisDate=dateGenerator.GetPrevBusinessDay(Today());
TradeDate=dateGenerator.GetCurrentMonthEnd(StartDate);
if(Utility.IsEpoch(AnalysisDate))AnalysisDate=dateGenerator.GetPrevBusinessDay(Today()); // Ensure AnalysisDate is not a weekend or holiday
TradeDate =dateGenerator.GetCurrentMonthEnd(StartDate);
if(TradeDate>AnalysisDate)
{
int startMonth=StartDate.Month;
@@ -665,7 +665,7 @@ namespace MarketData.Generator.Momentum
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Restoring session from '{0}'",PathSessionFileName));
MGSessionParams sessionParams=MGSessionManager.RestoreSession(PathSessionFileName);
TradeDate=sessionParams.TradeDate;
if(TradeDate.Date<AnalysisDate.Date)TradeDate=AnalysisDate;
if(TradeDate.Date<AnalysisDate.Date)TradeDate=AnalysisDate; // AnalysisDate will not fall on a weekend or holiday
StartDate=sessionParams.StartDate;
Configuration=sessionParams.Configuration;
ActivePositions=sessionParams.ActivePositions;
@@ -683,40 +683,42 @@ namespace MarketData.Generator.Momentum
}
public void SaveSession()
{
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Saving session to '{0}'",PathSessionFileName));
MGSessionParams sessionParams=new MGSessionParams();
MGSessionManager sessionManager=new MGSessionManager();
sessionParams.LastUpdated=Today();
sessionParams.TradeDate=TradeDate;
sessionParams.StartDate=StartDate;
sessionParams.AnalysisDate=AnalysisDate;
sessionParams.Configuration=Configuration;
sessionParams.ActivePositions=ActivePositions;
sessionParams.AllPositions=AllPositions;
sessionParams.Cycle=Cycle;
sessionParams.CashBalance=CashBalance;
sessionParams.NonTradeableCash=NonTradeableCash;
sessionManager.SaveSession(sessionParams,PathSessionFileName);
DateGenerator dateGenerator = new DateGenerator();
MDTrace.WriteLine(LogLevel.DEBUG, String.Format("Saving session to '{0}'", PathSessionFileName));
MGSessionParams sessionParams = new MGSessionParams();
if (Utility.IsEpoch(AnalysisDate)) AnalysisDate = dateGenerator.GetPrevBusinessDay(Today());
sessionParams.LastUpdated = Today();
sessionParams.TradeDate = TradeDate;
sessionParams.StartDate = StartDate;
sessionParams.AnalysisDate = AnalysisDate;
sessionParams.Configuration = Configuration;
sessionParams.ActivePositions = ActivePositions;
sessionParams.AllPositions = AllPositions;
sessionParams.Cycle = Cycle;
sessionParams.CashBalance = CashBalance;
sessionParams.NonTradeableCash = NonTradeableCash;
MGSessionManager.SaveSession(sessionParams,PathSessionFileName);
}
public bool BackupSession()
{
String[] parts=PathSessionFileName.Split('.');
String backupFileName=parts[0]+"_"+Utility.DateTimeToStringYYYYMMDDMMSSTT(DateTime.Now)+".bak";
MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Saving session to '{0}'",backupFileName));
MGSessionParams sessionParams=new MGSessionParams();
MGSessionManager sessionManager=new MGSessionManager();
sessionParams.LastUpdated=Today();
sessionParams.TradeDate=TradeDate;
sessionParams.StartDate=StartDate;
sessionParams.AnalysisDate=AnalysisDate;
sessionParams.Configuration=Configuration;
sessionParams.ActivePositions=ActivePositions;
sessionParams.AllPositions=AllPositions;
sessionParams.Cycle=Cycle;
sessionParams.CashBalance=CashBalance;
sessionParams.NonTradeableCash=NonTradeableCash;
return sessionManager.SaveSession(sessionParams,backupFileName);
DateGenerator dateGenerator = new DateGenerator();
String[] parts = PathSessionFileName.Split('.');
String backupFileName = parts[0] + "_" + Utility.DateTimeToStringYYYYMMDDMMSSTT(DateTime.Now) + ".bak";
MDTrace.WriteLine(LogLevel.DEBUG, String.Format("Saving session to '{0}'", backupFileName));
MGSessionParams sessionParams = new MGSessionParams();
if (Utility.IsEpoch(AnalysisDate)) AnalysisDate = dateGenerator.GetPrevBusinessDay(Today());
sessionParams.LastUpdated = Today();
sessionParams.TradeDate = TradeDate;
sessionParams.StartDate = StartDate;
sessionParams.AnalysisDate = AnalysisDate;
sessionParams.Configuration = Configuration;
sessionParams.ActivePositions = ActivePositions;
sessionParams.AllPositions = AllPositions;
sessionParams.Cycle = Cycle;
sessionParams.CashBalance = CashBalance;
sessionParams.NonTradeableCash = NonTradeableCash;
return MGSessionManager.SaveSession(sessionParams,backupFileName);
}
}
}

2
MarketDataLib/Generator/Momentum/MGSessionManager.cs
View File

@@ -12,7 +12,7 @@ namespace MarketData.Generator.Momentum
// *****************************************************************************
public class MGSessionManager
{
public bool SaveSession(MGSessionParams sessionParams,String pathSessionFile)
public static bool SaveSession(MGSessionParams sessionParams,String pathSessionFile)
{
try
{