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
4b9be6bc12
Daily
2025-02-02 08:06:07 -05:00
257ed0785a
Daily
2025-02-01 02:07:45 -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
492982c55c
Daily.
2025-01-30 21:26:21 -05:00
4fcce9d6bc
Daily
2025-01-29 22:46:51 -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
8143730c38
Daily.
2025-01-28 09:47:26 -05:00
491e08e053
Stop Loss CLS
2025-01-27 22:09:26 -05:00
12b723616b
Daily
2025-01-27 22:05:44 -05:00
c83ba185fe
Fix bug in the remove outliers method.
2025-01-25 14:43:26 -05:00
196f11c680
Daily.
2025-01-24 23:45:53 -05:00
84af4b6be5
Code cleanup.
2025-01-24 11:21:58 -05:00
1dfabb5315
Daily.
2025-01-23 21:57:34 -05:00
12e49c4983
Daily.
2025-01-22 22:30:48 -05:00
56e516f577
Daily.
2025-01-21 20:42:06 -05:00
c4b0011317
Fix potential issue when selecting the fallback candidate and share count is zero.
2025-01-20 09:44:09 -05:00
ea4be3ff27
Daily
2025-01-18 00:23:22 -05:00
cfa1ee8eaf
Daily
2025-01-16 21:39:02 -05:00
19b66be3be
Daily.
2025-01-15 22:08:56 -05:00
af3c8120f0
Daily
2025-01-14 21:20:07 -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
186eb52840
Dead code elimination.
2025-01-14 08:52:24 -05:00
0ff89650f9
Fix BuildPriceFromSections.
2025-01-14 08:51:30 -05:00
970c74e22a
Daily
2025-01-13 21:02:01 -05:00
287f96ec9b
Daily
2025-01-11 07:49:21 -05:00
21cd39767c
Daily
2025-01-09 06:36:01 -05:00
f92734e666
Daily
2025-01-07 21:06:31 -05:00
be88ef91ec
Daily.
2025-01-06 21:31:10 -05:00
2007b2b73a
Daily
2025-01-03 07:44:13 -05:00
49e520d449
Add standard format for price display to 3 decimals.
2025-01-02 12:54:37 -05:00
f83fb6ddcb
Update dividends
2025-01-02 12:17:18 -05:00
bddc880caa
Monthly
2025-01-02 12:14:31 -05:00
9ee99ecedd
Monthly
2025-01-02 12:12:55 -05:00
99c541ae99
Daily
2025-01-01 09:22:46 -05:00
fe647a5ec9
Daily
2025-01-01 09:19:14 -05:00
ea3a32b7d9
Daily
2024-12-30 21:41:49 -05:00
d0aad712ef
Daily
2024-12-23 20:26:05 -05:00
7eff413311
Daily
2024-12-20 20:56:49 -05:00
fdb4a1d2b1
Daily
2024-12-19 21:23:45 -05:00
cd287aa0da
Daily
2024-12-18 22:35:32 -05:00
785530cd8b
Daily
2024-12-17 22:45:52 -05:00
69a826ce97
Daily
2024-12-17 06:43:22 -05:00
