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
2467c30bb3
Daily
2025-02-13 22:54:37 -05:00
efdb4d4c65
HedgeTest
2025-02-13 15:05:06 -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
f28495bfb4
Daily.
2025-02-12 21:08:06 -05:00
7d1f992e91
Daily.
2025-02-12 21:07:51 -05:00
5dc3de8ad0
Add unit test for SeekAlpha V3
2025-02-11 19:20:45 -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
5cfde21d81
Daily
2025-02-10 22:30:38 -05:00
0db4473632
Changes for MGSHBacktest model.
...
Code cleanup.
2025-02-10 07:57:00 -05:00
36b10b4824
Code cleanup.
2025-02-07 16:00:45 -05:00
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
