5 Commits

Author SHA1 Message Date
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
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
29b417e3f7 init 2024-02-22 14:52:53 -05:00