4100ba6db5
Updated some feeds that were failing in the unit tests.
2025-02-07 10:00:06 -05:00
135ed0ca3f
Removed unused usings
2025-02-07 09:58:14 -05:00
9347b5b5fa
Project
2025-02-06 16:48:42 -05:00
00f7095e32
Added some additional helper methods.
2025-02-06 16:48:27 -05:00
348471cbdf
Fix MaxUpside
2025-02-06 16:47:00 -05:00
8bac96e8ff
New model
2025-02-06 16:46:27 -05:00
29e074ef9d
Cleanup
2025-02-06 16:45:47 -05:00
989b722237
CompanyProfile
2025-02-06 16:45:30 -05:00
b869200bcf
Cleanup
2025-02-06 16:43:52 -05:00
47a92584a2
Remove unnecessary usings.
2025-02-02 16:50:31 -05:00
bc3197cd28
Add CandidateViolation
2025-02-02 16:45:14 -05:00
22b8abd7f1
Removed
2025-02-02 16:43:22 -05:00
4d9f18d21e
Fix rejection statistics
2025-02-02 16:42:53 -05:00
2731016325
Replaced
2025-02-02 16:42:29 -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
822221f9bb
Code cleanup MovingAverageGenerator
2025-01-29 20:40:34 -05:00
a1b15682ce
Fix issue in exponential moving average generator. Although I found where the generator was being used....the context
...
of the usage has no impact on the issue with the generator because the usage was only using the first index in the
exponential moving average which always amounts to just the value of the simple moving average. (i.e.) smoothing does
not occur on the first index, only subsequent indices are smoothed.
2025-01-29 11:12:37 -05:00
c83ba185fe
Fix bug in the remove outliers method.
2025-01-25 14:43:26 -05:00
84af4b6be5
Code cleanup.
2025-01-24 11:21:58 -05:00
c4b0011317
Fix potential issue when selecting the fallback candidate and share count is zero.
2025-01-20 09:44:09 -05:00
712ce1df84
Removed references to SharpeRatioRiskAllocation
2025-01-14 12:45:11 -05:00
323b259fc5
Removed references to SharpeRatioRiskAllocation
2025-01-14 12:44:57 -05:00
441b8e97ff
Removed references to SharpeRatioRiskAllocation
2025-01-14 12:44:45 -05:00
0ff89650f9
Fix BuildPriceFromSections.
2025-01-14 08:51:30 -05:00
49e520d449
Add standard format for price display to 3 decimals.
2025-01-02 12:54:37 -05:00
3c16abdc9b
Remove unused using.
2024-11-30 10:18:06 -05:00
b40ab0aff7
Code cleanup.
2024-10-27 09:10:34 -04:00
eaee7826e0
Eliminate unused usings
2024-10-26 20:52:22 -04:00
ce3611ebbc
Updating training October 2024
2024-10-26 12:27:27 -04:00
93bc8fce03
Updating training October 2024
2024-10-26 12:27:07 -04:00
9146dca17b
Updating training October 2024
2024-10-26 12:26:46 -04:00
0d41cbaaf1
Changes to accomodate unit tests.
2024-08-01 17:25:48 -04:00
7f48834f23
Enhancements.
2024-08-01 17:25:17 -04:00
b46699b93c
Take Date part when checking holiday cache.
2024-06-20 08:57:37 -04:00
41d5a26945
Add FreezePricing
2024-05-24 15:08:18 -04:00
5c95855fec
Add FreezePricing
2024-05-24 15:07:56 -04:00
77bc6628b8
Add FreezePricing
2024-05-24 15:07:24 -04:00
f1f53b697b
Fix Non-TradeableCash missing in backup
2024-05-22 07:14:01 -04:00
18bc77e801
Add Google to PriceSource
2024-05-16 20:40:44 -04:00
6a5166a74f
Merge branch 'main' of http://Elara:3000/Sean/marketdata
2024-05-09 09:24:44 -04:00
ea41fb43cf
Comments
2024-05-09 07:17:06 -04:00
5682a53c08
Merge branch 'main' of http://Elara:3000/Sean/marketdata
2024-05-09 07:15:54 -04:00
ba7b5a432b
Comments.
2024-05-09 07:14:17 -04:00
64760751b1
Merge branch 'main' of http://Elara:3000/Sean/marketdata
2024-05-09 07:11:24 -04:00
b6b3d1d213
Update
2024-05-09 07:06:56 -04:00
a93ccc464d
Remove comments.
2024-05-09 06:51:32 -04:00
b2c570f78b
Merge branch 'main' of http://Elara:3000/Sean/marketdata
2024-04-25 19:01:22 -04:00
d43e1683dd
Comments
2024-04-25 18:58:11 -04:00
d03fa2a7e6
Add comments
2024-04-25 18:56:52 -04:00
