54 lines
1.9 KiB
C#
54 lines
1.9 KiB
C#
using System;
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using System.Collections.Generic;
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using System.Text;
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using MarketData.MarketDataModel;
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using MarketData.DataAccess;
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using MarketData.Utils;
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using System.Linq;
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using MarketData.Helper;
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using MarketData.Numerical;
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namespace MarketData.Generator.Momentum
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{
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public class MomentumCandidates : List<MomentumCandidate>
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{
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public MomentumCandidates()
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{
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}
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public MomentumCandidates(List<MomentumCandidate> momentumCandidates)
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{
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foreach(MomentumCandidate momentumCandidate in momentumCandidates)Add(momentumCandidate);
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}
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}
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public class MomentumCandidate
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{
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public String Symbol{get;set;}
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public DateTime AnalysisDate{get;set;}
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public double CumReturn252{get;set;}
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public int DayCount{get;set;}
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public double IDIndicator{get;set;} // This is the IDIndicator methodology used for quality. This is the default methodology
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public double Score{get;set;} // This is the Score methodology used for quality. This one is taken from Andreas Clenow Momentum
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public double MaxDrawdown{get;set;}
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public double MaxUpside{get;set;}
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public double PE{get;set;}
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public double Beta{get;set;}
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public double Velocity{get;set;}
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public long Volume{get;set;}
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public double Return1D{get;set;}
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public String ZacksRank{get;set;}
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public static String Header()
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{
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StringBuilder sb=new StringBuilder();
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sb.Append("Symbol,AnalysisDate,Return,DayCount,IDIndicator,Score,MaxDrawdown,MaxUpside");
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return sb.ToString();
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}
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public override String ToString()
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{
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StringBuilder sb=new StringBuilder();
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sb.Append(Symbol).Append(",").Append(AnalysisDate).Append(",").Append(Utility.FormatPercent(CumReturn252)).Append(",").Append(DayCount).Append(",").Append(IDIndicator).Append(",").Append(Score).Append(","). Append(Utility.FormatPercent(MaxDrawdown)).Append(",").Append(Utility.FormatPercent(MaxUpside));
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return sb.ToString();
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}
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}
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}
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