d27af48b1e
Check dates.
2025-02-07 16:00:32 -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
b386e4e5b7
Daily.
2025-02-07 10:04:00 -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
6a18329654
Fix test for GetLatestPriceYahoo
2025-02-07 09:57:43 -05:00
c60a05078f
Daily
2025-02-06 22:36:44 -05:00
47ccedf1fb
Add the MGSHMomentumHelper
2025-02-06 16:50:01 -05:00
0a5c5a9594
Fixed some unit tests.
2025-02-06 16:49:01 -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
b4d1606d05
Daily
2025-02-05 22:46:20 -05:00
3c7e6ca0ea
Monthly
2025-02-04 20:53:13 -05:00
f9b36ff14c
Daily
2025-02-04 20:52:55 -05:00
dbedccb381
Monthly
2025-02-03 22:38:34 -05:00
6e056a013c
user file.
2025-02-02 18:52:05 -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.
...
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
