Commit Graph

9 Commits

Author SHA1 Message Date
29e074ef9d Cleanup 2025-02-06 16:45:47 -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
77bc6628b8 Add FreezePricing 2024-05-24 15:07:24 -04:00
c4fa727c54 Fix Feeds. InsiderTransactions, ETFHoldings, Yahoo Price Feed 2024-03-04 19:28:21 -05:00
2527ea243b InsiderTransactionDA refactoring and TradeBook updates. 2024-03-01 09:05:16 -05:00
8d9f47b395 Refactor 2024-02-28 09:52:54 -05:00
ad872e0058 Refactor InsiderTransactionParser, InsiderTransactionDA and UpdateManager 2024-02-27 20:22:10 -05:00
661bd3d7ec InsiderTransactions refactorings. 2024-02-26 19:48:35 -05:00
29b417e3f7 init 2024-02-22 14:52:53 -05:00