aae481b2a4
Upgrade to Framework 4.7
2025-02-23 07:45:46 -05:00
4e89253fd1
Added locks around MySql.Open() which was causing issues with concurrency againt the connection pool.
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There was a need to serialize access to the connection pool.
2025-02-22 22:19:12 -05:00
eda09a7f4f
Added EvaluateStopOnUpTrend. The default is FALSE. This worked out well in backtests.
2025-02-22 22:17:03 -05:00
e50ac03b33
Add StopLimitATRMultiplier as a configurable parameter.
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Code cleanup.
2025-02-22 22:15:37 -05:00
1f7aec2391
50 day moving average must remain above 200 day moving average in order for candidate to be selected.
2025-02-20 10:34:59 -05:00
aebd58be25
Code cleanup.
2025-02-20 10:34:04 -05:00
9cefbf8bf2
Fix SecurityMaster for Feed Statistics. Code cleanup.
2025-02-15 16:41:03 -05:00
e755268be0
Add additional filter
2025-02-14 18:59:23 -05:00
576936ead0
Add GenerateFutureDates
2025-02-14 18:58:39 -05:00
9516c4027b
Improve the BetaGenerator
2025-02-14 18:58:11 -05:00
310cd83f07
Remove defunct Seeking Alpha getters and retain V3
2025-02-14 18:57:40 -05:00
d4c5bcbafa
Added date range to global cache
2025-02-14 18:56:47 -05:00
6f96ba3e22
BetaGenerator and some code cleanup
2025-02-14 18:56:11 -05:00
476105eedb
Code cleanup.
2025-02-13 15:04:37 -05:00
22a8b743a2
Hedge Cash + Code Cleanup
2025-02-13 15:02:19 -05:00
76a4768d81
Add an additional method to the SeekingAlpha news feed.
2025-02-11 19:20:15 -05:00
8090a5e093
Add ClosePosition log and fix bug in the initial stop limit adjustment where it was possible to adjust a stop limit downwards.
2025-02-11 19:19:05 -05:00
61ab01db83
Fix bug in initial stop limit adjustment where it is possible for a stop limit to be adjusted downwards.
2025-02-11 19:17:54 -05:00
0db4473632
Changes for MGSHBacktest model.
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Code cleanup.
2025-02-10 07:57:00 -05:00
b7f72ef25a
Fix Backtest runs VS production run. Align dates.
2025-02-07 15:59:27 -05:00
d882b10ec0
Fix dictionary access.
2025-02-07 15:57:21 -05:00
d4d05193ad
Added some utility methods in the Sections.
2025-02-07 10:02:33 -05:00
a7dbe3ae24
Added PrevClose to Price which should not be persisted in the database.
2025-02-07 10:01:02 -05:00
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.
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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
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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
