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Add BetaCalc36,24,06 . Optimize MG

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Sean
2025-05-09 17:40:13 -04:00
parent f30d753352
commit e60d95b143
7 changed files with 517 additions and 17 deletions
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14
MarketDataLib/MarketDataModel/FundamentalV2.cs
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@@ -20,9 +20,10 @@ namespace MarketData.MarketDataModel
private double pe;
private double ebitda;
private double revenuePerShare;
private double beta;
private double betaCalc36;
private double betaCalc06;
private double beta; // 36 month beta from Yahoo Finance or FINVIZ
private double betaCalc36; // 36 month beta calculated from the Beta Generator
private double betaCalc24; // 24 month beta calculated from the Beta Generator
private double betaCalc06; // 6 month beta calculated from the Beta Generator
public FundamentalV2()
{
@@ -66,7 +67,12 @@ namespace MarketData.MarketDataModel
{
get { return betaCalc36; }
set { betaCalc36 = value; }
}
}
public double BetaCalc24
{
get { return betaCalc24; }
set { betaCalc24 = value; }
}
public double BetaCalc06
{
get { return betaCalc06; }

15
MarketDataLib/MarketDataModel/Fundamentals.cs
View File

@@ -17,9 +17,10 @@ namespace MarketData.MarketDataModel
private String symbol;
private DateTime asOf;
private DateTime nextEarningsDate;
private double beta;
private double betaCalc36;
private double betaCalc06;
private double beta; // 36 month beta retrieved from Yahoo Finance or FINVIZ
private double betaCalc36; // 36 month beta calculated with the Beta Generator
private double betaCalc24; // 24 month beta calculated with the Beta Generator
private double betaCalc06; // 6 month beta calculated with the Beta Generator
private double low52;
private double high52;
private Int64 volume;
@@ -81,6 +82,11 @@ namespace MarketData.MarketDataModel
get { return betaCalc36; }
set { betaCalc36 = value; }
}
public double BetaCalc24
{
get { return betaCalc24; }
set { betaCalc24 = value; }
}
public double BetaCalc06
{
get { return betaCalc06; }
@@ -342,6 +348,7 @@ namespace MarketData.MarketDataModel
sb.Append("NextEarningsDate").Append(",");
sb.Append("Beta").Append(",");
sb.Append("BetaCalc36").Append(",");
sb.Append("BetaCalc24").Append(",");
sb.Append("BetaCalc06").Append(",");
sb.Append("Low52").Append(",");
sb.Append("High52").Append(",");
@@ -381,6 +388,7 @@ namespace MarketData.MarketDataModel
sb.Append(Utility.DateTimeToStringMMSDDSYYYY(NextEarningsDate)).Append(",");
sb.Append(String.Format("{0:0.00}",Beta )).Append(",");
sb.Append(String.Format("{0:0.00}",BetaCalc36 )).Append(",");
sb.Append(String.Format("{0:0.00}",BetaCalc24 )).Append(",");
sb.Append(String.Format("{0:0.00}",BetaCalc06 )).Append(",");
sb.Append(String.Format("{0:0.00}",Low52)).Append(",");
sb.Append(String.Format("{0:0.00}",High52)).Append(",");
@@ -412,3 +420,4 @@ namespace MarketData.MarketDataModel
}
}
}