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554f577803
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Add logic to all models to avoid selling and immediately buying back the same security as this is considered a Wash Trade and is illegal.
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2026-03-19 19:46:19 -04:00 |
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d85a46ba19
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Add Green to BollingerBandWithVIX and add additional pen widths
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2026-03-12 21:19:36 -04:00 |
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10e1c87ec1
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Update GBPriceCache.
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2026-03-11 20:58:51 -04:00 |
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d4c97aaf0a
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Fix Point Mapping.
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2026-03-10 23:42:21 -04:00 |
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05b9ac3897
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Merge branch 'MKDT_CNN01'
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2026-03-10 21:45:50 -04:00 |
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22b387a2e3
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Push MarketData Changes.
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2026-03-10 21:43:40 -04:00 |
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5c1dd6b2c5
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Ensure GetModelPerformance does not short return when a price is missing.
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2026-03-10 12:47:14 -04:00 |
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596b183d7e
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GLPriceCache Dispose shoud exit quickly
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2026-02-27 20:33:30 -05:00 |
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0b2350812c
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Enahnce GLPirceCache. Eviction logic and better synchronizartion.
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2026-02-26 22:25:47 -05:00 |
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67aa1bd0cf
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Merge MKDT_0003
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2026-02-26 16:51:29 -05:00 |
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2f9c01e5a0
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Fix GLPriceCache
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2026-02-26 16:24:35 -05:00 |
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bffff6c296
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Refactor GlobalPriceCache and LocalPriceCache to pattern snapshot, fetch, update. Parellelize.
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2026-02-24 12:23:38 -05:00 |
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f248701d17
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Used ChatGPT to fix some issues with the VaR
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2026-02-19 20:10:06 -05:00 |
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6d966c4f28
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Additions
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2026-02-19 09:13:15 -05:00 |
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69c8736bf3
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Changes to handle multiple stop limits for a single symbol. The primary key in the tableis now symbol + shares.
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2026-02-18 19:47:41 -05:00 |
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73cb48d9b9
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Update StopLimits
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2025-12-12 17:11:58 -05:00 |
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87f36345ff
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Changes to display of Buys and Sells.
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2025-12-01 19:45:58 -05:00 |
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57da2de4c9
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Add Robinhood
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2025-11-02 21:07:28 -05:00 |
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ac739d57f4
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Fix MGSHBacktest Edit/Close hedge positions.
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2025-08-04 22:21:48 -04:00 |
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332ed89e5a
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Add BarChart
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2025-06-30 13:17:13 -04:00 |
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b34722ec21
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Fix AnalysisDate getting set to Epoch when editing or closing positions.
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2025-06-02 19:07:11 -04:00 |
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863f7cc703
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Carry TradeDate and AnalysisDate to the Parameters.
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2025-06-01 13:22:47 -04:00 |
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e16034585e
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Fix the monthly runs when running the month end process on the weekend... was picking the TradeDate as a weekend date.
Now if we run the model over the weekend the TradeDate and AnalysisDate will the the prior business day.
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2025-05-31 12:09:43 -04:00 |
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906c3270ed
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Code cleanup.
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2025-05-19 18:23:32 -04:00 |
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57f9f4857a
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Point database to Adrastea. Fix MGSHBacktest.cs PerformanceStatistics. Provide an optimized PricingDA.GetLatestPrices() for use with the UI TradeBlotter.
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2025-05-19 17:21:26 -04:00 |
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e60d95b143
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Add BetaCalc36,24,06 . Optimize MG
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2025-05-09 17:40:13 -04:00 |
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59ba764ae2
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Updates to support calculated betas in the fundamental feed.
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2025-05-06 19:07:18 -04:00 |
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c0384feb95
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Sync up with changes from ARM64
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2025-05-01 14:08:33 -04:00 |
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c9ec1a4ee8
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Update
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2025-05-01 11:28:28 -04:00 |
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ff006ad047
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Prune unused file.
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2025-04-24 10:36:10 -04:00 |
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831e43e3b2
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minor bug fix.
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2025-04-15 22:05:31 -04:00 |
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93c0642336
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Code cleanup and optimization of CMTModel, code cleanup MGSH, added ConsoleColor to MDTrace.
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2025-04-10 19:15:21 -04:00 |
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1c69861ad5
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Fix LocalPriceCache. Fix MGSHMomentum/MGSHSessionManager.cs
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2025-04-09 17:22:15 -04:00 |
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803fd5c45c
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Fix SessionManager
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2025-04-08 21:06:03 -04:00 |
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8371775411
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Optimizations
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2025-04-08 12:59:57 -04:00 |
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ef143435e0
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Fix empty symbol list
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2025-04-07 16:00:14 -04:00 |
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a213dec5d5
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Optimize the LocalPriceCache
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2025-04-04 16:37:29 -04:00 |
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30c90cb56c
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Optimizations
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2025-03-31 15:40:02 -04:00 |
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43074b7396
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Interim solution for logfile being deleted.
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2025-03-27 23:32:50 -04:00 |
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0140e63a37
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Fix webResponse being after Dispose.
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2025-03-27 23:31:24 -04:00 |
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860de51b77
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Code cleanup
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2025-03-27 23:30:35 -04:00 |
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46e080923f
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Code cleanup.
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2025-03-03 19:41:45 -05:00 |
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fe064f497c
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Format items in cache with comma.
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2025-02-26 12:31:16 -05:00 |
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2365d1b9c4
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Code cleanup
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2025-02-25 20:33:28 -05:00 |
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835c5be11a
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Add Edit/Close positions for MG and CM models. Remove the Fix for purchase date sell date fall on weekend. Dead code elimination
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2025-02-25 15:40:13 -05:00 |
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c16c1f4988
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Add interfaces, add edit position , close position to MG model.
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2025-02-24 21:26:30 -05:00 |
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ad6e8bac7a
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Added User model.
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2025-02-23 12:29:49 -05:00 |
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a8d238b1e5
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Added UserDA
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2025-02-23 12:29:12 -05:00 |
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2b29be9882
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Added UserExtensions
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2025-02-23 12:28:49 -05:00 |
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cf9abbe494
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Add user-data
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2025-02-23 12:28:11 -05:00 |
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