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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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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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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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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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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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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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30c90cb56c
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Optimizations
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2025-03-31 15:40:02 -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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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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d882b10ec0
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Fix dictionary access.
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2025-02-07 15:57:21 -05:00 |
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348471cbdf
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Fix MaxUpside
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2025-02-06 16:47:00 -05:00 |
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22b8abd7f1
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Removed
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2025-02-02 16:43:22 -05:00 |
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4d9f18d21e
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Fix rejection statistics
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2025-02-02 16:42:53 -05:00 |
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2731016325
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Replaced
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2025-02-02 16:42:29 -05:00 |
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84af4b6be5
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Code cleanup.
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2025-01-24 11:21:58 -05:00 |
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c4b0011317
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Fix potential issue when selecting the fallback candidate and share count is zero.
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2025-01-20 09:44:09 -05:00 |
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712ce1df84
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Removed references to SharpeRatioRiskAllocation
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2025-01-14 12:45:11 -05:00 |
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323b259fc5
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Removed references to SharpeRatioRiskAllocation
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2025-01-14 12:44:57 -05:00 |
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441b8e97ff
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Removed references to SharpeRatioRiskAllocation
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2025-01-14 12:44:45 -05:00 |
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29b417e3f7
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init
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2024-02-22 14:52:53 -05:00 |
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