Sean/marketdata
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87f36345ffa0eefcca4ad30cf936f1a5fb38fa8f
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12 Commits

Author SHA1 Message Date
Sean
87f36345ff Changes to display of Buys and Sells. 2025-12-01 19:45:58 -05:00
Sean
b34722ec21 Fix AnalysisDate getting set to Epoch when editing or closing positions. 2025-06-02 19:07:11 -04:00
Sean
863f7cc703 Carry TradeDate and AnalysisDate to the Parameters. 2025-06-01 13:22:47 -04:00
Sean
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
Sean
c0384feb95 Sync up with changes from ARM64 2025-05-01 14:08:33 -04:00
Sean
30c90cb56c Optimizations 2025-03-31 15:40:02 -04:00
Sean
46e080923f Code cleanup. 2025-03-03 19:41:45 -05:00
Sean
2365d1b9c4 Code cleanup 2025-02-25 20:33:28 -05:00
Sean
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
Sean
47a92584a2 Remove unnecessary usings. 2025-02-02 16:50:31 -05:00
Sean
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
Sean Kessler
29b417e3f7 init 2024-02-22 14:52:53 -05:00