diff --git a/Program.cs b/Program.cs index 902186b..c8d23b1 100644 --- a/Program.cs +++ b/Program.cs @@ -188,9 +188,6 @@ namespace MarketData MDTrace.WriteLine(LogLevel.DEBUG,"*********** M G M O M E N T U M (Q U A N T U M M O M E N T U M )************"); MDTrace.WriteLine(LogLevel.DEBUG," MGSESSION /SESSIONFILE:"); MDTrace.WriteLine(LogLevel.DEBUG,@" MGGAINLOSS /SESSIONFILE:{PATHSESSIONFILE} (i.e.) MGGAINLOSS /SESSIONFILE:C:\boneyard\marketdata\bin\Debug\saferun\MG20180131.txt"); - MDTrace.WriteLine(LogLevel.DEBUG," MGLIQUIDATE /SESSIONFILE: /TRADEDATE: sells all positions in the session file with either the supplied tradedate or latestpricingdate if trade date omitted."); - MDTrace.WriteLine(LogLevel.DEBUG," MGCLOSEPOSITION /SESSIONFILE: /SYMBOL: /PURCHASEDATE: /SELLPRICE: /SELLDATE: sells the specified position in the session file with either the supplied sell date and sell price."); - MDTrace.WriteLine(LogLevel.DEBUG," MGUPDATEPRICE /SYMBOL: /TRADEDATE: /PRICE: /SESSIONFILE:"); MDTrace.WriteLine(LogLevel.DEBUG," RUNBACKTEST /STARTDATE: /MAXPOSITIONS: /INITIALCASH: /HOLDINGPERIOD: /{ENDDATE}: /SESSIONFILE:"); MDTrace.WriteLine(LogLevel.DEBUG,"********** M G S H M O M E N T U M *********"); MDTrace.WriteLine(LogLevel.DEBUG," MGSHSESSION /SESSIONFILE:"); @@ -1800,50 +1797,6 @@ namespace MarketData MomentumBacktest momentumBacktest = new MomentumBacktest(); momentumBacktest.MGLiquididate(commandArgs.Coalesce("SESSIONFILE"), tradeDate); } - else if(arg.Equals("MGCLOSEPOSITION")) - { - CommandArgs commandArgs=new CommandArgs(args); - if(!commandArgs.Has("SESSIONFILE")) - { - MDTrace.WriteLine(LogLevel.DEBUG,"Missing SESSIONFILE"); - return 0; - } - if(!commandArgs.Has("SYMBOL")) - { - MDTrace.WriteLine(LogLevel.DEBUG,"Missing SYMBOL"); - return 0; - } - if(!commandArgs.Has("PURCHASEDATE")) - { - MDTrace.WriteLine(LogLevel.DEBUG,"Missing PURCHASEDATE"); - return 0; - } - if(!commandArgs.Has("SELLPRICE")) - { - MDTrace.WriteLine(LogLevel.DEBUG,"Missing SELLPRICE"); - return 0; - } - if(!commandArgs.Has("SELLDATE")) - { - MDTrace.WriteLine(LogLevel.DEBUG,"Missing SELLDATE"); - return 0; - } - MomentumBacktest momentumBacktest=new MomentumBacktest(); - momentumBacktest.MGClosePosition( - commandArgs.Get("SESSIONFILE"), - commandArgs.Get("SYMBOL"), - commandArgs.Get("PURCHASEDATE"), - commandArgs.Get("SELLPRICE"), - commandArgs.Get("SELLDATE") - ); - } - else if (arg.Equals("MGUPDATEPRICE")) - { - CommandArgs commandArgs = new CommandArgs(args); - if (!commandArgs.Has("SYMBOL,TRADEDATE,PRICE,SESSIONFILE")) return 0; - MomentumBacktest momentumBacktest = new MomentumBacktest(); - momentumBacktest.UpdateSessionPrice(commandArgs.Coalesce("SYMBOL"), commandArgs.Coalesce("TRADEDATE"), commandArgs.Coalesce("PRICE"), commandArgs.Coalesce("SESSIONFILE")); - } // ************************************************************************************************************************************************************************************************************************* // ************************************************************************************************** C M M O M E N T U M ************************************************************************************************* // ************************************************************************************************************************************************************************************************************************* @@ -1865,15 +1818,6 @@ namespace MarketData CMMomentumBacktest cmBacktest=new CMMomentumBacktest(); cmBacktest.DisplayGainLoss(commandArgs.Coalesce("SESSIONFILE")); } - else if (arg.Equals("CMLIQUIDATE")) // CMMOMENTUM - { - DateTime? tradeDate = null; - CommandArgs commandArgs = new CommandArgs(args); - if(!commandArgs.Has("SESSIONFILE")) { MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Missing SESSIONFILE")); return 0; } - if (commandArgs.Has("TRADEDATE")) tradeDate = commandArgs.Coalesce("TRADEDATE"); - CMMomentumBacktest cmBacktest = new CMMomentumBacktest(); - cmBacktest.CMLiquidate(commandArgs.Coalesce("SESSIONFILE"), tradeDate); - } else if (arg.Equals("CMCANDIDATELASTRESORT")) // CMMOMENTUM { CMParams cmParams = new CMParams();