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@@ -21,6 +21,7 @@ using MarketData.MarketDataModel;
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using MarketData.Utils;
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using PortfolioManager.DataSeriesViewModels;
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using PortfolioManager.Dialogs;
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using PortfolioManager.Extensions;
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using PortfolioManager.Models;
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using PortfolioManager.UIUtils;
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using Position=MarketData.Generator.CMTrend.Position;
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@@ -347,14 +348,91 @@ namespace PortfolioManager.ViewModels
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}
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// *********************************************************************************************************************************
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// public async Task ExecuteBollingerBands()
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// {
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// SaveParameters saveParams = SaveParameters.Parse("Type,PortfolioManager.ViewModels.BollingerBandViewModel,SelectedSymbol," + selectedPosition.Symbol + ",SelectedWatchList,{All},SelectedDayCount,90");
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// saveParams.Referer=this;
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// WorkspaceInstantiator.Invoke(saveParams);
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// await Task.FromResult(true);
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// }
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public async Task ExecuteBollingerBands()
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{
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SaveParameters saveParams = SaveParameters.Parse("Type,PortfolioManager.ViewModels.BollingerBandViewModel,SelectedSymbol," + selectedPosition.Symbol + ",SelectedWatchList,{All},SelectedDayCount,90");
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saveParams.Referer=this;
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WorkspaceInstantiator.Invoke(saveParams);
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MarketData.MarketDataModel.StopLimits stopLimits = GetHistoricalStopLimitsMarketDataModel();
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StringBuilder sb = new StringBuilder();
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SaveParameters saveParams = null;
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sb = new StringBuilder();
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sb.Append("Type,PortfolioManager.ViewModels.BollingerBandViewModel,SelectedSymbol,");
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sb.Append(selectedPosition.Symbol).Append(",");
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sb.Append("SelectedWatchList,{All},SelectedDayCount,");
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sb.Append(GetDayCountSelectionForBollingerBands(selectedPosition));
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saveParams = SaveParameters.Parse(sb.ToString());
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SaveParameters stopLimitParams = StopLimitsExtensions.FromStopLimits(stopLimits);
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saveParams.AddRange(stopLimitParams);
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saveParams.Referer = this;
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WorkspaceInstantiator.Invoke(saveParams);
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await Task.FromResult(true);
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}
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private int GetDayCountSelectionForBollingerBands(CMTPositionModel selectedPosition)
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{
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DateGenerator dateGenerator=new DateGenerator();
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int daysBetween=dateGenerator.DaysBetween(selectedPosition.PurchaseDate,DateTime.Today);
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if(daysBetween<90)return 90;
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if(daysBetween<180)return 180;
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if(daysBetween<360)return 360;
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if(daysBetween<720)return 720;
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if(daysBetween<1440)return 1440;
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return 3600;
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}
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// This getter returns non-model (MarketData.MarketDataModel) specific stop limits to pass along to the bollinger bands
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public MarketData.MarketDataModel.StopLimits GetHistoricalStopLimitsMarketDataModel()
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{
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if(null==sessionParams||null==selectedPosition) return null;
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DateGenerator dateGenerator=new DateGenerator();
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MarketData.MarketDataModel.StopLimits marketDataModelStopLimits=new MarketData.MarketDataModel.StopLimits();
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MarketData.Generator.Model.StopLimits stopLimits = default;
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if(selectedPosition.IsActivePosition)
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{
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stopLimits = new MarketData.Generator.Model.StopLimits(
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(from MarketData.Generator.Model.StopLimit stopLimit in sessionParams.StopLimits where stopLimit.Symbol.Equals(selectedPosition.Symbol) &&
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stopLimit.AnalysisDate > selectedPosition.PurchaseDate select stopLimit).OrderByDescending(x => x.AnalysisDate).ToList());
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}
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else
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{
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stopLimits = new MarketData.Generator.Model.StopLimits(
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(from MarketData.Generator.Model.StopLimit stopLimit in sessionParams.StopLimits where stopLimit.Symbol.Equals(selectedPosition.Symbol) &&
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stopLimit.AnalysisDate > selectedPosition.PurchaseDate && stopLimit.AnalysisDate <= selectedPosition.SellDate select stopLimit).
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OrderByDescending(x => x.AnalysisDate).ToList());
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}
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MarketData.MarketDataModel.StopLimit initialStopLimit=new MarketData.MarketDataModel.StopLimit();
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initialStopLimit.Symbol=selectedPosition.Symbol;
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initialStopLimit.Shares=0;
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initialStopLimit.StopPrice=selectedPosition.InitialStopLimit;
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initialStopLimit.StopType=StopLimitConstants.STOP_QUOTE;
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initialStopLimit.EffectiveDate=selectedPosition.PurchaseDate;
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initialStopLimit.Active=1;
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marketDataModelStopLimits.Add(initialStopLimit);
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foreach(MarketData.Generator.Model.StopLimit stopLimit in stopLimits)
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{
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MarketData.MarketDataModel.StopLimit marketDataModelStopLimit=new MarketData.MarketDataModel.StopLimit();
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marketDataModelStopLimit.Symbol=stopLimit.Symbol;
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marketDataModelStopLimit.Shares=0;
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marketDataModelStopLimit.StopPrice=stopLimit.NewStop;
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marketDataModelStopLimit.StopType=StopLimitConstants.STOP_QUOTE;
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marketDataModelStopLimit.EffectiveDate=stopLimit.AnalysisDate;
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marketDataModelStopLimit.Active=1;
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marketDataModelStopLimits.Add(marketDataModelStopLimit);
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}
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return marketDataModelStopLimits;
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}
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private void HandleToggleReturnOrPercent()
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{
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showAsGainLoss = !showAsGainLoss;
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@@ -178,14 +178,6 @@ namespace PortfolioManager.ViewModels
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await ReloadTradeFile();
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}
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// public async Task ExecuteBollingerBands()
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// {
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// SaveParameters saveParams = SaveParameters.Parse("Type,PortfolioManager.ViewModels.BollingerBandViewModel,SelectedSymbol," + selectedPosition.Symbol + ",SelectedWatchList,{All},SelectedDayCount,90");
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// saveParams.Referer=this;
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// WorkspaceInstantiator.Invoke(saveParams);
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// await Task.FromResult(true);
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// }
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public async Task ExecuteBollingerBands()
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{
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MarketData.MarketDataModel.StopLimits stopLimits = GetHistoricalStopLimitsMarketDataModel();
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