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Check dates.

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Sean
2025-02-07 16:00:32 -05:00
parent b7f72ef25a
commit d27af48b1e
1 changed files with 50 additions and 7 deletions
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57
MGSHMomentumHelper.cs
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@@ -1,6 +1,8 @@
using MarketData.Generator.MGSHMomentum;
using MarketData.Utils;
using System;
using System.Collections.Generic;
using System.IO;
namespace MarketData
{
@@ -20,6 +22,7 @@ namespace MarketData
public static void HandleMGSHRunDaily(String[] args)
{
DateGenerator dateGenerator = new DateGenerator();
CommandArgs commandArgs = new CommandArgs(args);
if(!commandArgs.Has("SESSIONFILE,TRADEDATE"))
{
@@ -27,10 +30,33 @@ namespace MarketData
return;
}
DateTime tradeDate = commandArgs.Get<DateTime>("TRADEDATE");
String pathSessionFile = commandArgs.Get<String>("PATHSESSIONFILE");
if(!dateGenerator.IsMarketOpen(tradeDate))
{
MDTrace.WriteLine(LogLevel.DEBUG,$"TRADEDATE {tradeDate.ToShortDateString()} is not a trading date.");
return;
}
DateTime endDate = dateGenerator.FindNextBusinessDay(tradeDate); // UpdateDaily will not process the endDate (i.e.) while(tradeDate<endDate){;}
String pathSessionFile = commandArgs.Get<String>("SESSIONFILE");
pathSessionFile = pathSessionFile.Trim();
if(!File.Exists(pathSessionFile))
{
MDTrace.WriteLine(LogLevel.DEBUG,$"The specified file '{pathSessionFile}' does not exist.");
return;
}
MGSHMomentumBacktest momentumBacktest = new MGSHMomentumBacktest();
MGSHBacktestResult backtestResult = momentumBacktest.UpdateDaily(tradeDate, tradeDate, pathSessionFile);
backtestResult.Display();
if(!dateGenerator.IsMarketOpen(tradeDate))
{
Console.WriteLine(String.Format("The market is closed today, please confirm Y/N:{0}?",tradeDate.ToShortDateString()));
String result=Console.ReadLine();
if(null==result||!(result.ToUpper().Equals("Y")||result.ToUpper().Equals("YES")))return;
}
MGSHBacktestResult backtestResult = momentumBacktest.UpdateDaily(tradeDate, endDate, DateTime.Now, pathSessionFile);
}
public static void HandleMGSHRunBacktest(String[] args)
@@ -115,13 +141,30 @@ namespace MarketData
DateTime startDate = commandArgs.Coalesce<DateTime>("STARTDATE");
DateTime endDate=commandArgs.Coalesce<DateTime>("ENDDATE",new DateTime());
String pathSessionFileName = commandArgs.Coalesce<String>("SESSIONFILE", null);
if(null!=pathSessionFileName)pathSessionFileName=pathSessionFileName.Trim();
DateGenerator dateGenerator = new DateGenerator();
if(!dateGenerator.IsMarketOpen(startDate))
{
MDTrace.WriteLine(LogLevel.DEBUG,$"STARTDATE {startDate.ToShortDateString()} is not a trading date.");
return;
}
if(!dateGenerator.IsMarketOpen(endDate))
{
MDTrace.WriteLine(LogLevel.DEBUG,$"ENDDATE {endDate.ToShortDateString()} is not a trading date.");
return;
}
if(!commandArgs.Has("SESSIONFILE"))
{
MDTrace.WriteLine(LogLevel.DEBUG,$"SESSIONFILE is a required parameter.");
return;
}
String pathSessionFile = commandArgs.Get<String>("SESSIONFILE");
pathSessionFile = pathSessionFile.Trim();
mgParams.DisplayHeader();
List<MGSHBacktestResult> results=new List<MGSHBacktestResult>();
MGSHMomentumBacktest backtestMomentum=new MGSHMomentumBacktest();
results.Add(backtestMomentum.PerformBacktest(startDate,endDate,pathSessionFileName,mgParams));
results.Add(backtestMomentum.PerformBacktest(startDate, endDate, pathSessionFile, mgParams));
}
}
}