Sean 554f577803 Add logic to all models to avoid selling and immediately buying back the same security as this is considered a Wash Trade and is illegal.

2026-03-19 19:46:19 -04:00

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Cache

Update GBPriceCache.

2026-03-11 20:58:51 -04:00

CNNProcessing

Add Green to BollingerBandWithVIX and add additional pen widths

2026-03-12 21:19:36 -04:00

CSVHelper

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DataAccess

Changes to handle multiple stop limits for a single symbol. The primary key in the tableis now symbol + shares.

2026-02-18 19:47:41 -05:00

DividendRiskParity

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Extensions

Added UserExtensions

2025-02-23 12:28:49 -05:00

Generator

Add logic to all models to avoid selling and immediately buying back the same security as this is considered a Wash Trade and is illegal.

2026-03-19 19:46:19 -04:00

Helper

Add logic to all models to avoid selling and immediately buying back the same security as this is considered a Wash Trade and is illegal.

2026-03-19 19:46:19 -04:00

Integration

Fix webResponse being after Dispose.

2025-03-27 23:31:24 -04:00

MarketDataModel

Update StopLimits

2025-12-12 17:11:58 -05:00

Numerics

Improve the BetaGenerator

2025-02-14 18:58:11 -05:00

Properties

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Security

Added encryption for password.

2025-02-23 07:47:21 -05:00

Utility

Sync up with changes from ARM64

2025-05-01 14:08:33 -04:00

ValueAtRisk

Used ChatGPT to fix some issues with the VaR

2026-02-19 20:10:06 -05:00

.gitignore

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MarketDataLib.csproj

Fix GLPriceCache

2026-02-26 16:24:35 -05:00

MDTrace.cs

Code cleanup and optimization of CMTModel, code cleanup MGSH, added ConsoleColor to MDTrace.

2025-04-10 19:15:21 -04:00