Commit Graph

11 Commits

Author SHA1 Message Date
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