Sean 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

AnalystRatings

initial

2024-02-22 14:32:42 -05:00

assemblies

initial

2024-02-22 14:27:13 -05:00

Batch

Initial

2024-02-22 14:37:11 -05:00

Beta

init

2024-02-22 14:38:29 -05:00

Database

Update dividends

2025-01-02 12:17:18 -05:00

DeepLearningStudies

init

2024-02-22 14:51:24 -05:00

Docs

init

2024-02-22 14:52:53 -05:00

MarketDataLib

Fix GetMonthlyPrices in Prices. It was not correctly returning monthly prices.

2025-02-02 14:59:14 -05:00

MarketDataUnitTests

Add CNNPredictionTest

2024-08-01 17:26:17 -04:00

Momentum

init

2024-02-22 14:52:53 -05:00

Morningstar Historical Format Change

init

2024-02-22 14:52:53 -05:00

Options

init

2024-02-22 14:52:53 -05:00

Portfolios

init

2024-02-22 14:52:53 -05:00

Properties

init

2024-02-22 14:52:53 -05:00

Scraps

init

2024-02-22 14:52:53 -05:00

Sessions

Daily

2025-02-02 08:06:07 -05:00

Studies

init

2024-02-22 14:52:53 -05:00

TradeBook

Monthly

2025-01-02 12:12:55 -05:00

Valuations

init

2024-02-22 14:52:53 -05:00

VaR

init

2024-02-22 14:52:53 -05:00

Worksheet

init

2024-02-22 14:52:53 -05:00

Yahoo Price Format Change

init

2024-02-22 14:52:53 -05:00

.gitignore

Add ignore for .vs folder

2024-04-09 20:41:13 -04:00

App.config

Commit Latest

2024-04-24 13:36:17 -04:00

authors-transform.txt

init

2024-02-22 14:52:53 -05:00

CommandArgs.cs

init

2024-02-22 14:52:53 -05:00

MarketData.csproj

Commit

2024-10-21 16:33:23 -04:00

MarketData.csproj.user

update

2024-04-08 13:48:25 -04:00

MarketData.sln

init

2024-02-22 14:52:53 -05:00

MarketData.suo

init

2024-02-22 14:52:53 -05:00

MarketData.v11.suo

init

2024-02-22 14:52:53 -05:00

MarketData.v12.suo

update

2024-04-08 13:48:25 -04:00

Program.cs

Added ExponentialMovingAverageCrossover and moved all of the moving average stuff into it's own folder.

2025-01-31 18:13:22 -05:00

Description

No description provided

138 MiB

Languages

C# 96%

HTML 3.3%

Batchfile 0.6%