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  • d0e7c17a05 Daily. Sean 2025-02-18 20:12:16 -05:00
  • 982561071e Adding UAT model that is being tested. Sean 2025-02-18 19:21:41 -05:00
  • 0cadee1273 Removed obsolete model. Sean 2025-02-18 19:21:18 -05:00
  • 9cefbf8bf2 Fix SecurityMaster for Feed Statistics. Code cleanup. Sean 2025-02-15 16:41:03 -05:00
  • 9731fa10b2 Closed DVA, GDDY Sean 2025-02-14 21:41:20 -05:00
  • cded0badd8 Daily Sean 2025-02-14 21:38:50 -05:00
  • a464132e14 BetaGenerator test code. Sean 2025-02-14 19:00:38 -05:00
  • be7d9e32cb SeekingAlpha version are no longer used. Retaining V3 only Sean 2025-02-14 19:00:06 -05:00
  • e755268be0 Add additional filter Sean 2025-02-14 18:59:23 -05:00
  • 576936ead0 Add GenerateFutureDates Sean 2025-02-14 18:58:39 -05:00
  • 9516c4027b Improve the BetaGenerator Sean 2025-02-14 18:58:11 -05:00
  • 310cd83f07 Remove defunct Seeking Alpha getters and retain V3 Sean 2025-02-14 18:57:40 -05:00
  • d4c5bcbafa Added date range to global cache Sean 2025-02-14 18:56:47 -05:00
  • 6f96ba3e22 BetaGenerator and some code cleanup Sean 2025-02-14 18:56:11 -05:00
  • 2467c30bb3 Daily Sean 2025-02-13 22:54:37 -05:00
  • efdb4d4c65 HedgeTest Sean 2025-02-13 15:05:06 -05:00
  • 476105eedb Code cleanup. Sean 2025-02-13 15:04:37 -05:00
  • 22a8b743a2 Hedge Cash + Code Cleanup Sean 2025-02-13 15:02:19 -05:00
  • f28495bfb4 Daily. Sean 2025-02-12 21:08:06 -05:00
  • 7d1f992e91 Daily. Sean 2025-02-12 21:07:51 -05:00
  • 5dc3de8ad0 Add unit test for SeekAlpha V3 Sean 2025-02-11 19:20:45 -05:00
  • 76a4768d81 Add an additional method to the SeekingAlpha news feed. Sean 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. Sean 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. Sean 2025-02-11 19:17:54 -05:00
  • 5cfde21d81 Daily Sean 2025-02-10 22:30:38 -05:00
  • 0db4473632 Changes for MGSHBacktest model. Code cleanup. Sean 2025-02-10 07:57:00 -05:00
  • 36b10b4824 Code cleanup. Sean 2025-02-07 16:00:45 -05:00
  • d27af48b1e Check dates. Sean 2025-02-07 16:00:32 -05:00
  • b7f72ef25a Fix Backtest runs VS production run. Align dates. Sean 2025-02-07 15:59:27 -05:00
  • d882b10ec0 Fix dictionary access. Sean 2025-02-07 15:57:21 -05:00
  • b386e4e5b7 Daily. Sean 2025-02-07 10:04:00 -05:00
  • d4d05193ad Added some utility methods in the Sections. Sean 2025-02-07 10:02:33 -05:00
  • a7dbe3ae24 Added PrevClose to Price which should not be persisted in the database. Sean 2025-02-07 10:01:02 -05:00
  • 4100ba6db5 Updated some feeds that were failing in the unit tests. Sean 2025-02-07 10:00:06 -05:00
  • 135ed0ca3f Removed unused usings Sean 2025-02-07 09:58:14 -05:00
  • 6a18329654 Fix test for GetLatestPriceYahoo Sean 2025-02-07 09:57:43 -05:00
  • c60a05078f Daily Sean 2025-02-06 22:36:44 -05:00
  • 47ccedf1fb Add the MGSHMomentumHelper Sean 2025-02-06 16:50:01 -05:00
  • 0a5c5a9594 Fixed some unit tests. Sean 2025-02-06 16:49:01 -05:00
  • 9347b5b5fa Project Sean 2025-02-06 16:48:42 -05:00
  • 00f7095e32 Added some additional helper methods. Sean 2025-02-06 16:48:27 -05:00
  • 348471cbdf Fix MaxUpside Sean 2025-02-06 16:47:00 -05:00
  • 8bac96e8ff New model Sean 2025-02-06 16:46:27 -05:00
  • 29e074ef9d Cleanup Sean 2025-02-06 16:45:47 -05:00
  • 989b722237 CompanyProfile Sean 2025-02-06 16:45:30 -05:00
  • b869200bcf Cleanup Sean 2025-02-06 16:43:52 -05:00
  • b4d1606d05 Daily Sean 2025-02-05 22:46:20 -05:00
  • 3c7e6ca0ea Monthly Sean 2025-02-04 20:53:13 -05:00
  • f9b36ff14c Daily Sean 2025-02-04 20:52:55 -05:00
  • dbedccb381 Monthly Sean 2025-02-03 22:38:34 -05:00
  • 6e056a013c user file. Sean 2025-02-02 18:52:05 -05:00
  • 47a92584a2 Remove unnecessary usings. Sean 2025-02-02 16:50:31 -05:00
  • bc3197cd28 Add CandidateViolation Sean 2025-02-02 16:45:14 -05:00
  • 22b8abd7f1 Removed Sean 2025-02-02 16:43:22 -05:00
  • 4d9f18d21e Fix rejection statistics Sean 2025-02-02 16:42:53 -05:00
  • 2731016325 Replaced Sean 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. Sean 2025-02-02 14:59:14 -05:00
  • 4b9be6bc12 Daily Sean 2025-02-02 08:06:07 -05:00
  • 257ed0785a Daily Sean 2025-02-01 02:07:45 -05:00
  • 1e130e3a15 Added ExponentialMovingAverageCrossover and moved all of the moving average stuff into it's own folder. Sean 2025-01-31 18:13:22 -05:00
  • 492982c55c Daily. Sean 2025-01-30 21:26:21 -05:00
  • 4fcce9d6bc Daily Sean 2025-01-29 22:46:51 -05:00
  • 822221f9bb Code cleanup MovingAverageGenerator Sean 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. Sean 2025-01-29 11:12:37 -05:00
  • 8143730c38 Daily. Sean 2025-01-28 09:47:26 -05:00
  • 491e08e053 Stop Loss CLS Sean 2025-01-27 22:09:26 -05:00
  • 12b723616b Daily Sean 2025-01-27 22:05:44 -05:00
  • c83ba185fe Fix bug in the remove outliers method. Sean 2025-01-25 14:43:26 -05:00
  • 196f11c680 Daily. Sean 2025-01-24 23:45:53 -05:00
  • 84af4b6be5 Code cleanup. Sean 2025-01-24 11:21:58 -05:00
  • 1dfabb5315 Daily. Sean 2025-01-23 21:57:34 -05:00
  • 12e49c4983 Daily. Sean 2025-01-22 22:30:48 -05:00
  • 56e516f577 Daily. Sean 2025-01-21 20:42:06 -05:00
  • c4b0011317 Fix potential issue when selecting the fallback candidate and share count is zero. Sean 2025-01-20 09:44:09 -05:00
  • ea4be3ff27 Daily Sean 2025-01-18 00:23:22 -05:00
  • cfa1ee8eaf Daily Sean 2025-01-16 21:39:02 -05:00
  • 19b66be3be Daily. Sean 2025-01-15 22:08:56 -05:00
  • af3c8120f0 Daily Sean 2025-01-14 21:20:07 -05:00
  • 712ce1df84 Removed references to SharpeRatioRiskAllocation Sean 2025-01-14 12:45:11 -05:00
  • 323b259fc5 Removed references to SharpeRatioRiskAllocation Sean 2025-01-14 12:44:57 -05:00
  • 441b8e97ff Removed references to SharpeRatioRiskAllocation Sean 2025-01-14 12:44:45 -05:00
  • 186eb52840 Dead code elimination. Sean 2025-01-14 08:52:24 -05:00
  • 0ff89650f9 Fix BuildPriceFromSections. Sean 2025-01-14 08:51:30 -05:00
  • 970c74e22a Daily Sean 2025-01-13 21:02:01 -05:00
  • 287f96ec9b Daily Sean 2025-01-11 07:49:21 -05:00
  • 21cd39767c Daily Sean 2025-01-09 06:36:01 -05:00
  • f92734e666 Daily Sean 2025-01-07 21:06:31 -05:00
  • be88ef91ec Daily. Sean 2025-01-06 21:31:10 -05:00
  • 2007b2b73a Daily Sean 2025-01-03 07:44:13 -05:00
  • 49e520d449 Add standard format for price display to 3 decimals. Sean 2025-01-02 12:54:37 -05:00
  • f83fb6ddcb Update dividends Sean 2025-01-02 12:17:18 -05:00
  • bddc880caa Monthly Sean 2025-01-02 12:14:31 -05:00
  • 9ee99ecedd Monthly Sean 2025-01-02 12:12:55 -05:00
  • 99c541ae99 Daily Sean 2025-01-01 09:22:46 -05:00
  • fe647a5ec9 Daily Sean 2025-01-01 09:19:14 -05:00
  • ea3a32b7d9 Daily Sean 2024-12-30 21:41:49 -05:00
  • d0aad712ef Daily Sean 2024-12-23 20:26:05 -05:00
  • 7eff413311 Daily Sean 2024-12-20 20:56:49 -05:00
  • fdb4a1d2b1 Daily Sean 2024-12-19 21:23:45 -05:00
  • cd287aa0da Daily Sean 2024-12-18 22:35:32 -05:00