Commit Graph

9 Commits

Author SHA1 Message Date
a7dbe3ae24 Added PrevClose to Price which should not be persisted in the database. 2025-02-07 10:01:02 -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
41d5a26945 Add FreezePricing 2024-05-24 15:08:18 -04:00
18bc77e801 Add Google to PriceSource 2024-05-16 20:40:44 -04:00
c0c1d37bf0 Fix Yahoo Fundamental retrieval.
Fix SeekingAlpha news retrieval.
2024-04-12 12:40:41 -04:00
3b84f4fe37 Updates 2024-03-22 21:21:34 -04:00
c52e5a0a9d Refactorings. 2024-03-07 22:55:09 -05:00
29b417e3f7 init 2024-02-22 14:52:53 -05:00