Remove unused functionality
This commit is contained in:
56
Program.cs
56
Program.cs
@@ -188,9 +188,6 @@ namespace MarketData
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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 )************");
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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 )************");
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MDTrace.WriteLine(LogLevel.DEBUG," MGSESSION /SESSIONFILE:");
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MDTrace.WriteLine(LogLevel.DEBUG," MGSESSION /SESSIONFILE:");
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MDTrace.WriteLine(LogLevel.DEBUG,@" MGGAINLOSS /SESSIONFILE:{PATHSESSIONFILE} (i.e.) MGGAINLOSS /SESSIONFILE:C:\boneyard\marketdata\bin\Debug\saferun\MG20180131.txt");
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MDTrace.WriteLine(LogLevel.DEBUG,@" MGGAINLOSS /SESSIONFILE:{PATHSESSIONFILE} (i.e.) MGGAINLOSS /SESSIONFILE:C:\boneyard\marketdata\bin\Debug\saferun\MG20180131.txt");
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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.");
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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.");
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MDTrace.WriteLine(LogLevel.DEBUG," MGUPDATEPRICE /SYMBOL: /TRADEDATE: /PRICE: /SESSIONFILE:");
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MDTrace.WriteLine(LogLevel.DEBUG," RUNBACKTEST /STARTDATE: /MAXPOSITIONS: /INITIALCASH: /HOLDINGPERIOD: /{ENDDATE}: /SESSIONFILE:");
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MDTrace.WriteLine(LogLevel.DEBUG," RUNBACKTEST /STARTDATE: /MAXPOSITIONS: /INITIALCASH: /HOLDINGPERIOD: /{ENDDATE}: /SESSIONFILE:");
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MDTrace.WriteLine(LogLevel.DEBUG,"********** M G S H M O M E N T U M *********");
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MDTrace.WriteLine(LogLevel.DEBUG,"********** M G S H M O M E N T U M *********");
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MDTrace.WriteLine(LogLevel.DEBUG," MGSHSESSION /SESSIONFILE:");
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MDTrace.WriteLine(LogLevel.DEBUG," MGSHSESSION /SESSIONFILE:");
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@@ -1800,50 +1797,6 @@ namespace MarketData
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MomentumBacktest momentumBacktest = new MomentumBacktest();
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MomentumBacktest momentumBacktest = new MomentumBacktest();
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momentumBacktest.MGLiquididate(commandArgs.Coalesce<String>("SESSIONFILE"), tradeDate);
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momentumBacktest.MGLiquididate(commandArgs.Coalesce<String>("SESSIONFILE"), tradeDate);
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}
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}
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else if(arg.Equals("MGCLOSEPOSITION"))
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{
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CommandArgs commandArgs=new CommandArgs(args);
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if(!commandArgs.Has("SESSIONFILE"))
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{
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MDTrace.WriteLine(LogLevel.DEBUG,"Missing SESSIONFILE");
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return 0;
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}
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if(!commandArgs.Has("SYMBOL"))
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{
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MDTrace.WriteLine(LogLevel.DEBUG,"Missing SYMBOL");
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return 0;
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}
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if(!commandArgs.Has("PURCHASEDATE"))
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{
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MDTrace.WriteLine(LogLevel.DEBUG,"Missing PURCHASEDATE");
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return 0;
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}
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if(!commandArgs.Has("SELLPRICE"))
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{
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MDTrace.WriteLine(LogLevel.DEBUG,"Missing SELLPRICE");
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return 0;
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}
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if(!commandArgs.Has("SELLDATE"))
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{
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MDTrace.WriteLine(LogLevel.DEBUG,"Missing SELLDATE");
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return 0;
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}
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MomentumBacktest momentumBacktest=new MomentumBacktest();
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momentumBacktest.MGClosePosition(
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commandArgs.Get<String>("SESSIONFILE"),
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commandArgs.Get<String>("SYMBOL"),
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commandArgs.Get<DateTime>("PURCHASEDATE"),
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commandArgs.Get<double>("SELLPRICE"),
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commandArgs.Get<DateTime>("SELLDATE")
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);
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}
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else if (arg.Equals("MGUPDATEPRICE"))
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{
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CommandArgs commandArgs = new CommandArgs(args);
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if (!commandArgs.Has("SYMBOL,TRADEDATE,PRICE,SESSIONFILE")) return 0;
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MomentumBacktest momentumBacktest = new MomentumBacktest();
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momentumBacktest.UpdateSessionPrice(commandArgs.Coalesce<String>("SYMBOL"), commandArgs.Coalesce<DateTime>("TRADEDATE"), commandArgs.Coalesce<double>("PRICE"), commandArgs.Coalesce<String>("SESSIONFILE"));
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}
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// *************************************************************************************************************************************************************************************************************************
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// *************************************************************************************************************************************************************************************************************************
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// ************************************************************************************************** C M M O M E N T U M *************************************************************************************************
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// ************************************************************************************************** C M M O M E N T U M *************************************************************************************************
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// *************************************************************************************************************************************************************************************************************************
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// *************************************************************************************************************************************************************************************************************************
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@@ -1865,15 +1818,6 @@ namespace MarketData
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CMMomentumBacktest cmBacktest=new CMMomentumBacktest();
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CMMomentumBacktest cmBacktest=new CMMomentumBacktest();
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cmBacktest.DisplayGainLoss(commandArgs.Coalesce<String>("SESSIONFILE"));
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cmBacktest.DisplayGainLoss(commandArgs.Coalesce<String>("SESSIONFILE"));
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}
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}
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else if (arg.Equals("CMLIQUIDATE")) // CMMOMENTUM
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{
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DateTime? tradeDate = null;
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CommandArgs commandArgs = new CommandArgs(args);
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if(!commandArgs.Has("SESSIONFILE")) { MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Missing SESSIONFILE")); return 0; }
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if (commandArgs.Has("TRADEDATE")) tradeDate = commandArgs.Coalesce<DateTime>("TRADEDATE");
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CMMomentumBacktest cmBacktest = new CMMomentumBacktest();
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cmBacktest.CMLiquidate(commandArgs.Coalesce<String>("SESSIONFILE"), tradeDate);
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}
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else if (arg.Equals("CMCANDIDATELASTRESORT")) // CMMOMENTUM
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else if (arg.Equals("CMCANDIDATELASTRESORT")) // CMMOMENTUM
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{
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{
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CMParams cmParams = new CMParams();
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CMParams cmParams = new CMParams();
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