554f577803
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.
2026-03-19 19:46:19 -04:00
05b9ac3897
Merge branch 'MKDT_CNN01'
2026-03-10 21:45:50 -04:00
22b387a2e3
Push MarketData Changes.
2026-03-10 21:43:40 -04:00
5c1dd6b2c5
Ensure GetModelPerformance does not short return when a price is missing.
2026-03-10 12:47:14 -04:00
87f36345ff
Changes to display of Buys and Sells.
2025-12-01 19:45:58 -05:00
b34722ec21
Fix AnalysisDate getting set to Epoch when editing or closing positions.
2025-06-02 19:07:11 -04:00
863f7cc703
Carry TradeDate and AnalysisDate to the Parameters.
2025-06-01 13:22:47 -04:00
e16034585e
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.
2025-05-31 12:09:43 -04:00
c0384feb95
Sync up with changes from ARM64
2025-05-01 14:08:33 -04:00
30c90cb56c
Optimizations
2025-03-31 15:40:02 -04:00
46e080923f
Code cleanup.
2025-03-03 19:41:45 -05:00
2365d1b9c4
Code cleanup
2025-02-25 20:33:28 -05:00
835c5be11a
Add Edit/Close positions for MG and CM models. Remove the Fix for purchase date sell date fall on weekend. Dead code elimination
2025-02-25 15:40:13 -05:00
47a92584a2
Remove unnecessary usings.
2025-02-02 16:50:31 -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
1e130e3a15
Added ExponentialMovingAverageCrossover and moved all of the moving average stuff into it's own folder.
2025-01-31 18:13:22 -05:00
eaee7826e0
Eliminate unused usings
2024-10-26 20:52:22 -04:00
93bc8fce03
Updating training October 2024
2024-10-26 12:27:07 -04:00
0d41cbaaf1
Changes to accomodate unit tests.
2024-08-01 17:25:48 -04:00
29b417e3f7
init
2024-02-22 14:52:53 -05:00
