69c8736bf3
Changes to handle multiple stop limits for a single symbol. The primary key in the tableis now symbol + shares.
2026-02-18 19:47:41 -05:00
73cb48d9b9
Update StopLimits
2025-12-12 17:11:58 -05:00
ac739d57f4
Fix MGSHBacktest Edit/Close hedge positions.
2025-08-04 22:21:48 -04:00
57f9f4857a
Point database to Adrastea. Fix MGSHBacktest.cs PerformanceStatistics. Provide an optimized PricingDA.GetLatestPrices() for use with the UI TradeBlotter.
2025-05-19 17:21:26 -04:00
e60d95b143
Add BetaCalc36,24,06 . Optimize MG
2025-05-09 17:40:13 -04:00
59ba764ae2
Updates to support calculated betas in the fundamental feed.
2025-05-06 19:07:18 -04:00
c0384feb95
Sync up with changes from ARM64
2025-05-01 14:08:33 -04:00
ef143435e0
Fix empty symbol list
2025-04-07 16:00:14 -04:00
a213dec5d5
Optimize the LocalPriceCache
2025-04-04 16:37:29 -04:00
30c90cb56c
Optimizations
2025-03-31 15:40:02 -04:00
a8d238b1e5
Added UserDA
2025-02-23 12:29:12 -05:00
cf9abbe494
Add user-data
2025-02-23 12:28:11 -05:00
9cefbf8bf2
Fix SecurityMaster for Feed Statistics. Code cleanup.
2025-02-15 16:41:03 -05:00
29e074ef9d
Cleanup
2025-02-06 16:45:47 -05:00
2882559651
Fix GetMonthlyPrices in Prices. It was not correctly returning monthly prices.
...
This was causing an issue in the SharpeRatioGenerator whereby the SharpeRatio was not being calculated correctly where the asof date would
fall on a weekend of holiday.
Also, added a ReasonCategory to the CMCanidate as well as a Violation summary line in the model output to show where violations occur.
Had I implemented this previously I might have detected the SharpeRatio issue sooner.
Also added GetFundamentalMaxDateTop in the FundamentalDA which I used during debugging but is not currently being used anywhere.
2025-02-02 14:59:14 -05:00
77bc6628b8
Add FreezePricing
2024-05-24 15:07:24 -04:00
c4fa727c54
Fix Feeds. InsiderTransactions, ETFHoldings, Yahoo Price Feed
2024-03-04 19:28:21 -05:00
2527ea243b
InsiderTransactionDA refactoring and TradeBook updates.
2024-03-01 09:05:16 -05:00
8d9f47b395
Refactor
2024-02-28 09:52:54 -05:00
ad872e0058
Refactor InsiderTransactionParser, InsiderTransactionDA and UpdateManager
2024-02-27 20:22:10 -05:00
661bd3d7ec
InsiderTransactions refactorings.
2024-02-26 19:48:35 -05:00
29b417e3f7
init
2024-02-22 14:52:53 -05:00
