Work on StopLimits

2026-02-18 22:18:36 -05:00
parent c5008e33d2
commit 7e0c5f22b6
6 changed files with 75 additions and 41 deletions
--- a/PortfolioManager/Models/CMTPositionModelCollection.cs
+++ b/PortfolioManager/Models/CMTPositionModelCollection.cs
@@ -270,7 +270,7 @@ namespace PortfolioManager.Models
      {
        if(!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
        if(!Utility.IsEpoch(position.LastStopAdjustment)) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);  // if we have a trailing stop then we are no longer using the initial stop
-        StopLimit stopLimit=StopLimitDA.GetStopLimit(position.Symbol);
+        StopLimit stopLimit=StopLimitDA.GetStopLimit(position.Symbol,position.Shares);
        if(null==stopLimit||!stopLimit.StopPrice.Equals(Math.Round(position.InitialStopLimit,2))) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Purple);
        if(currentPriceLow<=position.InitialStopLimit) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Red);
        return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
@@ -295,7 +295,7 @@ namespace PortfolioManager.Models
        {
          return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Red);
        }
-        StopLimit stopLimit=StopLimitDA.GetStopLimit(position.Symbol);
+        StopLimit stopLimit=StopLimitDA.GetStopLimit(position.Symbol,position.Shares);
        if(null==stopLimit || !stopLimit.StopPrice.Equals(Math.Round(position.TrailingStopLimit,2))) 
        {
          return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Purple);
--- a/PortfolioManager/Models/GainLossModel.cs
+++ b/PortfolioManager/Models/GainLossModel.cs
@@ -36,17 +36,17 @@ namespace PortfolioManager.Models
      return compositeDataSource;
    }

-    public static CompositeDataSource CreateCompositeDataSource(DateTime xSource, double ySource)
-    {
-      if (Utility.IsEpoch(xSource)) return Empty();
-      SortedDateTimeDataAdapter sortedDateTimeDataAdapter = new SortedDateTimeDataAdapter();
-      sortedDateTimeDataAdapter.Add(xSource, ySource);
-      CompositeDataSource compositeDataSource = new CompositeDataSource()
-      {
-        DataAdapter = sortedDateTimeDataAdapter
-      };
-      return compositeDataSource;      
-    }    
+    // public static CompositeDataSource CreateCompositeDataSource(DateTime xSource, double ySource)
+    // {
+    //   if (Utility.IsEpoch(xSource)) return Empty();
+    //   SortedDateTimeDataAdapter sortedDateTimeDataAdapter = new SortedDateTimeDataAdapter();
+    //   sortedDateTimeDataAdapter.Add(xSource, ySource);
+    //   CompositeDataSource compositeDataSource = new CompositeDataSource()
+    //   {
+    //     DataAdapter = sortedDateTimeDataAdapter
+    //   };
+    //   return compositeDataSource;      
+    // }    

    // This is the active gain/loss as number or percent.
    public static CompositeDataSource GainLoss(ModelPerformanceSeries gainLossList, bool useGainLoss)
--- a/PortfolioManager/Models/MGSHPositionModelCollection.cs
+++ b/PortfolioManager/Models/MGSHPositionModelCollection.cs
@@ -542,7 +542,7 @@ namespace PortfolioManager.Models
            {
                if (!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
                if (!Utility.IsEpoch(position.LastStopAdjustment)) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);  // if we have a trailing stop then we are no longer using the initial stop
-                StopLimit stopLimit = StopLimitDA.GetStopLimit(position.Symbol);
+                StopLimit stopLimit = StopLimitDA.GetStopLimit(position.Symbol,position.Shares);
                if (null == stopLimit || !stopLimit.StopPrice.Equals(Math.Round(position.InitialStopLimit, 2))) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Purple);
                if (currentPriceLow <= position.InitialStopLimit) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Red);
                return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
@@ -569,7 +569,7 @@ namespace PortfolioManager.Models
                {
                    return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Red);
                }
-                StopLimit stopLimit = StopLimitDA.GetStopLimit(position.Symbol);
+                StopLimit stopLimit = StopLimitDA.GetStopLimit(position.Symbol,position.Shares);
                if (null == stopLimit || !stopLimit.StopPrice.Equals(Math.Round(position.TrailingStopLimit, 2))) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Purple);
                return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
            }
--- a/PortfolioManager/Models/StopLimitCompositeModel.cs
+++ b/PortfolioManager/Models/StopLimitCompositeModel.cs
@@ -3,6 +3,7 @@ using System.Collections.Generic;
 using System.Linq;
 using Eremex.AvaloniaUI.Charts;
 using MarketData.MarketDataModel;
+using MarketData.Utils;
 using PortfolioManager.DataSeriesViewModels;

 namespace PortfolioManager.Models
@@ -37,5 +38,25 @@ namespace PortfolioManager.Models
        };
        return compositeDataSource;
    }
+    
+    public static CompositeDataSource CreateCompositeDataSource(DateTime xSource,StopLimits stopLimits)
+    {
+      if (null == stopLimits || 0 == stopLimits.Count) return Empty();
+      foreach(StopLimit stopLimit in stopLimits)
+      {
+          stopLimit.EffectiveDate = xSource;
+      }
+      SortedDateTimeDataAdapter sortedDateTimeDataAdapter = new SortedDateTimeDataAdapter();
+      List<StopLimit> sortedStopLimits = stopLimits.OrderBy(x => x.EffectiveDate).ToList();
+      foreach (StopLimit stopLimit in sortedStopLimits)
+      {
+        sortedDateTimeDataAdapter.Add(stopLimit.EffectiveDate, stopLimit.StopPrice);
+      }
+        CompositeDataSource compositeDataSource = new CompositeDataSource()
+        {
+            DataAdapter = sortedDateTimeDataAdapter
+        };
+        return compositeDataSource;   
+    }       
  }
 }
--- a/PortfolioManager/Renderers/BollingerBandRenderer.cs
+++ b/PortfolioManager/Renderers/BollingerBandRenderer.cs
@@ -40,7 +40,7 @@ namespace PortfolioManager.Renderers
      private bool showInsiderTransactions = true;
      private bool showLeastSquares = true;
      private bool syncTradeToBand = true;
-      private StopLimit stopLimit = default;               // StopLimits that the renderer has located using StopLimitDA
+      private StopLimits internalStopLimits = default;               // StopLimits that the renderer has located using StopLimitDA
      private StopLimits externalStopLimits = default;     // StopLimits that are provided to the renderer externally by a model
      private PortfolioTrades portfolioTrades = default;
      private PortfolioTrades portfolioTradesLots = default;
@@ -97,7 +97,8 @@ namespace PortfolioManager.Renderers
        MDTrace.WriteLine(LogLevel.DEBUG,$"[SetData] ENTER");
        this.selectedSymbol = selectedSymbol;
        this.selectedDayCount = selectedDayCount;
-        stopLimit = StopLimitDA.GetStopLimit(selectedSymbol);
+        
+        internalStopLimits = StopLimitDA.GetStopLimits(selectedSymbol);
        portfolioTrades = PortfolioDA.GetTradesSymbol(selectedSymbol);
        portfolioTradesLots = LotAggregator.CombineLots(portfolioTrades);

@@ -245,9 +246,9 @@ namespace PortfolioManager.Renderers
      {
        StopLimits = StopLimitCompositeModel.CreateCompositeDataSource(externalStopLimits);
      }
-      else if (null != stopLimit && null != zeroPrice)
+      else if (null != internalStopLimits && null != zeroPrice)
      {
-        StopLimits = GainLossModel.CreateCompositeDataSource(zeroPrice.Date, stopLimit.StopPrice);
+        StopLimits = StopLimitCompositeModel.CreateCompositeDataSource(zeroPrice.Date, internalStopLimits);
      }
      (DateTime[] dates, double[] values) = StopLimits.ToXYData();

@@ -262,6 +263,7 @@ namespace PortfolioManager.Renderers
      }

      if(!showTradeLabels)return;
+      Price latestPrice = prices[0];

      // Add the text marker
      if (null != externalStopLimits)
@@ -275,7 +277,6 @@ namespace PortfolioManager.Renderers
          sb.Append(Utility.FormatCurrency(limit.StopPrice));
          if (index == externalStopLimits.Count - 1)
          {
-            Price latestPrice = prices[0];
            double percentOffsetFromLow = ((latestPrice.Low - limit.StopPrice) / limit.StopPrice);
            sb.Append(" (").Append(percentOffsetFromLow > 0 ? "+" : "").Append(Utility.FormatPercent(percentOffsetFromLow)).Append(")");
          }
@@ -291,21 +292,41 @@ namespace PortfolioManager.Renderers
      else
      {
        if (null == zeroPrice) return;
-        if (null == stopLimit || null == zeroPrice) return;
-        Price latestPrice = prices[0];
-        double percentOffsetFromLow = ((latestPrice.Low - stopLimit.StopPrice) / stopLimit.StopPrice);
+        if (null == internalStopLimits || null == zeroPrice) return;
+        for (int index = 0; index < internalStopLimits.Count; index++)
+        {
+          StopLimit limit = internalStopLimits[index];

-        StringBuilder sb = new StringBuilder();
-        sb.Append(stopLimit.StopType).Append(" ");
-        sb.Append(Utility.FormatCurrency(stopLimit.StopPrice));
-        sb.Append(" (").Append(percentOffsetFromLow > 0 ? "+" : "").Append(Utility.FormatPercent(percentOffsetFromLow)).Append(")");
-        Image image = TextMarkerImageGenerator.GenerateImage(sb.ToString(), FontFactor.FontSize);
-        Coordinates coordinates = new Coordinates(latestPrice.Date.ToOADate() - offsets.Offset(OffsetDictionary.OffsetType.HorizontalOffset3PC), 
-            stopLimit.StopPrice - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset6P5PC));
+          StringBuilder sb = new StringBuilder();
+          sb.Append(limit.StopType).Append(" ");
+          sb.Append(Utility.FormatCurrency(limit.StopPrice));
+          if (index == internalStopLimits.Count - 1)
+          {
+            double percentOffsetFromLow = ((latestPrice.Low - limit.StopPrice) / limit.StopPrice);
+            sb.Append(" (").Append(percentOffsetFromLow > 0 ? "+" : "").Append(Utility.FormatPercent(percentOffsetFromLow)).Append(")");
+          }
+          Image image = TextMarkerImageGenerator.GenerateImage(sb.ToString(), FontFactor.FontSize);
+          Coordinates coordinates = new Coordinates(limit.EffectiveDate.ToOADate(), 
+               limit.StopPrice - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset6P5PC));

-        coordinates = textMarkerManager.GetBestMarkerLocation(coordinates.X, coordinates.Y,offsets, offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset6P5PC));
+          coordinates = textMarkerManager.GetBestMarkerLocation(coordinates.X, coordinates.Y,offsets, offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset6P5PC));

-        ImageMarker imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, image);
+          ImageMarker imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, image);
+        }        
+        
+        // double percentOffsetFromLow = ((latestPrice.Low - stopLimit.StopPrice) / stopLimit.StopPrice);
+
+        // StringBuilder sb = new StringBuilder();
+        // sb.Append(stopLimit.StopType).Append(" ");
+        // sb.Append(Utility.FormatCurrency(stopLimit.StopPrice));
+        // sb.Append(" (").Append(percentOffsetFromLow > 0 ? "+" : "").Append(Utility.FormatPercent(percentOffsetFromLow)).Append(")");
+        // Image image = TextMarkerImageGenerator.GenerateImage(sb.ToString(), FontFactor.FontSize);
+        // Coordinates coordinates = new Coordinates(latestPrice.Date.ToOADate() - offsets.Offset(OffsetDictionary.OffsetType.HorizontalOffset3PC), 
+        //     stopLimit.StopPrice - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset6P5PC));
+
+        // coordinates = textMarkerManager.GetBestMarkerLocation(coordinates.X, coordinates.Y,offsets, offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset6P5PC));
+
+        // ImageMarker imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, image);
      }
    }

--- a/PortfolioManager/saveparams.config
+++ b/PortfolioManager/saveparams.config
@@ -1,12 +1,4 @@
 Type,PortfolioManager.ViewModels.MGSHMomentumViewModel,PathFileName,C:\boneyard\marketdata\Sessions\MGSH20250331.TXT
 Type,PortfolioManager.ViewModels.MomentumViewModel,PathFileName,C:\boneyard\marketdata\Sessions\MG20180131.TXT
 Type,PortfolioManager.ViewModels.CMMomentumViewModel,PathFileName,C:\boneyard\marketdata\Sessions\CM20191031.TXT
-Type,PortfolioManager.ViewModels.CMTrendViewModel,PathFileName,C:\boneyard\marketdata\Sessions\CMT20200817.TXT
-Type,PortfolioManager.ViewModels.BollingerBandViewModel,SelectedSymbol,SPOT,SelectedWatchList,Valuations,SelectedDayCount,90,SyncTradeToBand,False,ShowTradeLabels,True,UseLeastSquaresFit,True,ShowInsiderTransactions,True
-Type,PortfolioManager.ViewModels.BollingerBandViewModel,SelectedSymbol,GWRE,SelectedWatchList,Valuations,SelectedDayCount,90,SyncTradeToBand,True,ShowTradeLabels,True,UseLeastSquaresFit,True,ShowInsiderTransactions,True
-Type,PortfolioManager.ViewModels.BollingerBandViewModel,SelectedSymbol,CRS,SelectedWatchList,Valuations,SelectedDayCount,90,SyncTradeToBand,True,ShowTradeLabels,True,UseLeastSquaresFit,True,ShowInsiderTransactions,True
-Type,PortfolioManager.ViewModels.BollingerBandViewModel,SelectedSymbol,T,SelectedWatchList,Valuations,SelectedDayCount,90,SyncTradeToBand,True,ShowTradeLabels,True,UseLeastSquaresFit,True,ShowInsiderTransactions,True
-Type,PortfolioManager.ViewModels.BollingerBandViewModel,SelectedSymbol,NRG,SelectedWatchList,Valuations,SelectedDayCount,90,SyncTradeToBand,False,ShowTradeLabels,True,UseLeastSquaresFit,True,ShowInsiderTransactions,True
-Type,PortfolioManager.ViewModels.BollingerBandViewModel,SelectedSymbol,PSO,SelectedWatchList,Valuations,SelectedDayCount,90,SyncTradeToBand,True,ShowTradeLabels,True,UseLeastSquaresFit,True,ShowInsiderTransactions,True
-Type,PortfolioManager.ViewModels.BollingerBandViewModel,SelectedSymbol,PARR,SelectedWatchList,Valuations,SelectedDayCount,180,SyncTradeToBand,False,ShowTradeLabels,True,UseLeastSquaresFit,True,ShowInsiderTransactions,True
-Type,PortfolioManager.ViewModels.BollingerBandViewModel,SelectedSymbol,SH,SelectedWatchList,Valuations,SelectedDayCount,90,SyncTradeToBand,False,ShowTradeLabels,True,UseLeastSquaresFit,True,ShowInsiderTransactions,True
+Type,PortfolioManager.ViewModels.BollingerBandViewModel,SelectedSymbol,ALHC,SelectedWatchList,{ALL},SelectedDayCount,90,SyncTradeToBand,False,ShowTradeLabels,True,UseLeastSquaresFit,True,ShowInsiderTransactions,True