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Sean
2025-06-25 16:19:50 -04:00
parent 0fbded94d5
commit 81d12d2a8b
5 changed files with 332 additions and 259 deletions
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64
PortfolioManager/Renderers/BollingerBandRenderer.cs
View File

@@ -33,12 +33,15 @@ namespace PortfolioManager.Renderers
public class BollingerBandRenderer : ModelBase
{
private String selectedSymbol = default;
private int selectedDayCount = int.MinValue;
private Price latestPrice = default;
private Price zeroPrice = default;
private bool showLabels = true;
private bool showMarkers = true;
private bool showLegend = false;
private bool showTradeLabels = true;
private bool showInsiderTransactions = true;
private bool syncTradeToBand = true;
private StopLimit stopLimit = default;
private StopLimits stopLimits = default;
@@ -48,11 +51,14 @@ namespace PortfolioManager.Renderers
private BollingerBands bollingerBands;
private InsiderTransactionSummaries insiderTransactionSummaries = null;
double maxBollingerDate = 0.00;
double minBollingerDate = 0.00;
double spread = 0.00;
double percentShift3PC = 0.00;
double percentShift1PC = 0.00;
// double maxBollingerDate = 0.00;
// double minBollingerDate = 0.00;
//double spread = 0.00;
double percentShiftHorz3PC = 0.00;
double percentShiftHorz1PC = 0.00;
double percentShiftVert3PC = 0.00;
double percentShiftVert1PC = 0.00;
double percentShiftVert5PC = 0.00;
public BollingerBandRenderer(AvaPlot plotter)
{
@@ -73,6 +79,15 @@ namespace PortfolioManager.Renderers
if (!ShowLegend) Plotter.Plot.HideLegend();
else Plotter.Plot.ShowLegend();
}
else if (eventArgs.PropertyName.Equals("ShowLegend"))
{
if (!ShowLegend) Plotter.Plot.HideLegend();
else Plotter.Plot.ShowLegend();
}
else if (eventArgs.PropertyName.Equals("ShowInsiderTransactions"))
{
SetData(selectedSymbol, selectedDayCount);
}
}
public void Render()
@@ -84,6 +99,8 @@ namespace PortfolioManager.Renderers
public void SetData(String selectedSymbol, int selectedDayCount)
{
this.selectedSymbol = selectedSymbol;
this.selectedDayCount = selectedDayCount;
stopLimit = PortfolioDA.GetStopLimit(selectedSymbol);
portfolioTrades = PortfolioDA.GetTradesSymbol(selectedSymbol);
portfolioTradesLots = LotAggregator.CombineLots(portfolioTrades);
@@ -129,11 +146,18 @@ namespace PortfolioManager.Renderers
}
bollingerBands = BollingerBandGenerator.GenerateBollingerBands(prices);
maxBollingerDate = bollingerBands.Max(x=>x.Date).ToOADate();
minBollingerDate = bollingerBands.Min(x=>x.Date).ToOADate();
spread = (maxBollingerDate - minBollingerDate);
percentShift3PC = spread * .03;
percentShift1PC = spread * .01;
double maxBollingerDate = bollingerBands.Max(x=>x.Date).ToOADate();
double minBollingerDate = bollingerBands.Min(x=>x.Date).ToOADate();
double maxBollingerValue = bollingerBands.Max(x=>x.K);
double minBollingerValue = bollingerBands.Min(x=>x.L);
double spreadHorz = (maxBollingerDate - minBollingerDate);
double spreadVert = (maxBollingerValue - minBollingerValue);
percentShiftHorz3PC = spreadHorz * .03;
percentShiftHorz1PC = spreadHorz * .01;
percentShiftVert3PC = spreadVert * .03;
percentShiftVert1PC = spreadVert * .01;
percentShiftVert5PC = spreadVert * .05;
GenerateBollingerBands();
GenerateZeroPoint(zeroPrice);
@@ -233,7 +257,7 @@ namespace PortfolioManager.Renderers
Image image = TextMarkerImageGenerator.GenerateImage(sb.ToString(), 155, 24, FontFactor.FontSize);
// Coordinates coordinates = new Coordinates(latestPrice.Date.ToOADate()/(1+onePercent), stopLimit.StopPrice - 5.00);
Coordinates coordinates = new Coordinates(latestPrice.Date.ToOADate()-percentShift3PC, stopLimit.StopPrice - 5.00);
Coordinates coordinates = new Coordinates(latestPrice.Date.ToOADate()-percentShiftHorz3PC, stopLimit.StopPrice - 5.00);
ImageMarker imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, image);
}
}
@@ -245,7 +269,6 @@ namespace PortfolioManager.Renderers
{
if (null == portfolioTradesLots || 0 == portfolioTradesLots.Count || !showTradeLabels) return;
// Here we add the image markers
Image tradePointMarker = TextMarkerImageGenerator.ToSPImage(ImageCache.GetInstance().GetImage(ImageCache.ImageType.YellowTriangleUp));
for (int index = 0; index < portfolioTradesLots.Count; index++)
{
@@ -265,7 +288,7 @@ namespace PortfolioManager.Renderers
sb.Append(Utility.FormatCurrency(portfolioTrade.Price));
Image image = TextMarkerImageGenerator.GenerateImage(sb.ToString(), 150, 24, FontFactor.FontSize);
Coordinates coordinates = new Coordinates(portfolioTrade.TradeDate.ToOADate(), portfolioTrade.Price - 5.00);
Coordinates coordinates = new Coordinates(portfolioTrade.TradeDate.ToOADate(), portfolioTrade.Price - percentShiftVert5PC);
ImageMarker imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, image);
}
}
@@ -275,7 +298,7 @@ namespace PortfolioManager.Renderers
/// </summary>
private void GenerateInsiderTransactions()
{
if (null == prices || 0 == prices.Count || !ShowMarkers) return;
if (null == prices || 0 == prices.Count || !ShowInsiderTransactions) return;
ImageMarker imageMarker = default;
Coordinates coordinates = default;
@@ -512,6 +535,19 @@ namespace PortfolioManager.Renderers
}
}
public bool ShowInsiderTransactions
{
get
{
return showInsiderTransactions;
}
set
{
showInsiderTransactions = value;
base.OnPropertyChanged("ShowInsiderTransactions");
}
}
public AvaPlot Plotter { get; private set; }
private CompositeDataSource InsiderTransactionPointDisposedSmall { get; set; } = Empty();

2
PortfolioManager/ViewModels/PlotterWorkspaceViewModel.cs
View File

@@ -10,6 +10,8 @@ namespace PortfolioManager.ViewModels
public abstract class PlotterWorkspaceViewModel : WorkspaceViewModel
{
public AvaPlot Plotter { get; set; }
public EventHandler<PlotterLoadedEventArgs> OnPlotterLoadedEventHandler;
public void OnPlotterLoaded(AvaPlot avaPlot)

489
PortfolioManager/ViewModels/ScottPlotViewModel.cs
View File

@@ -5,6 +5,7 @@ using System.ComponentModel;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using CommunityToolkit.Mvvm.Input;
using DynamicData;
using MarketData;
using MarketData.Cache;
@@ -17,245 +18,279 @@ using ScottPlot.Avalonia;
namespace PortfolioManager.ViewModels
{
public partial class ScottPlotViewModel : PlotterWorkspaceViewModel
{
// private AvaPlot plotter = default;
private List<String> watchListNames;
private String selectedWatchList;
private ObservableCollection<String> symbols = new ObservableCollection<String>();
private List<Int32> dayCounts = new int[] { 60, 90, 180, 360, 720, 1440, 3600 }.ToList<int>();
private int selectedDayCount = 90;
private bool isBusy = false;
private String selectedSymbol = default;
private String companyName = default;
BollingerBandRenderer bollingerBandRenderer = default;
public ScottPlotViewModel()
public partial class ScottPlotViewModel : PlotterWorkspaceViewModel
{
DisplayName = "Bollinger";
Plotter = new AvaPlot();
base.OnPropertyChanged("Plotter");
OnPlotterLoadedEventHandler += PlotterLoadedEvent;
PropertyChanged += OnViewModelPropertyChanged;
Initialize();
}
// private AvaPlot plotter = default;
private List<String> watchListNames;
private String selectedWatchList;
private ObservableCollection<String> symbols = new ObservableCollection<String>();
private List<Int32> dayCounts = new int[] { 60, 90, 180, 360, 720, 1440, 3600 }.ToList<int>();
private int selectedDayCount = 90;
private bool isBusy = false;
private String selectedSymbol = default;
private String companyName = default;
BollingerBandRenderer bollingerBandRenderer = default;
protected override void OnDispose()
{
MDTrace.WriteLine(LogLevel.DEBUG, $"Dispose BollingerBandViewModel");
base.OnDispose();
}
private void Initialize(bool executePropertyChanged = true)
{
Task workerTask = Task.Factory.StartNew(() =>
{
MDTrace.WriteLine(LogLevel.DEBUG, $"BollingerBandViewModel::Initialize()");
watchListNames = WatchListDA.GetWatchLists();
watchListNames.Insert(0, UIConstants.CONST_ALL);
selectedWatchList = watchListNames.Find(x => x.Equals("Valuations"));
symbols.AddRange(WatchListDA.GetWatchList(selectedWatchList));
});
workerTask.ContinueWith((continuation) =>
{
if (executePropertyChanged)
public ScottPlotViewModel()
{
base.OnPropertyChanged("Symbols");
base.OnPropertyChanged("WatchListNames");
base.OnPropertyChanged("SelectedWatchList");
DisplayName = "Bollinger";
// Plotter = new AvaPlot();
// base.OnPropertyChanged("Plotter");
OnPlotterLoadedEventHandler += PlotterLoadedEvent;
PropertyChanged += OnViewModelPropertyChanged;
Initialize();
}
});
}
// *******************************************************************************************************************************************
/// <summary>
/// This event will be called the first time the view is rendered and each time the view comes back into focus (i.e.) Tab activated
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
public void PlotterLoadedEvent(object sender, PlotterLoadedEventArgs e)
{
// Plotter = e.AvaPlot;
// Plotter.Plot.Clear();
// Plotter.Refresh();
// base.OnPropertyChanged("SelectedSymbol");
// MDTrace.WriteLine(LogLevel.DEBUG,$"SelectedSymbol:{selectedSymbol}");
// if (default == Plotter)
// {
// Plotter = e.AvaPlot;
// Plotter.Plot.Clear();
// }
// else
// {
// Plotter = e.AvaPlot;
// Plotter.Plot.Clear();
// base.OnPropertyChanged("SelectedSymbol");
// }
}
private void OnViewModelPropertyChanged(object sender, PropertyChangedEventArgs eventArgs)
{
if ((eventArgs.PropertyName.Equals("SyncTradeToBand") ||
eventArgs.PropertyName.Equals("ShowTradeLabels") ||
eventArgs.PropertyName.Equals("SelectedSymbol") ||
eventArgs.PropertyName.Equals("ShowRiskFree") ||
eventArgs.PropertyName.Equals("LeastSquaresFit") ||
eventArgs.PropertyName.Equals("SelectedDayCount"))
&& !String.IsNullOrEmpty(selectedSymbol)
&& default!=Plotter)
{
IsBusy = true;
Task workerTask = Task.Factory.StartNew(() =>
protected override void OnDispose()
{
companyName = PricingDA.GetNameForSymbol(selectedSymbol);
bollingerBandRenderer = new BollingerBandRenderer(Plotter);
bollingerBandRenderer.SetData(selectedSymbol, selectedDayCount);
bollingerBandRenderer.Render();
});
workerTask.ContinueWith((continuation) =>
{
base.OnPropertyChanged("GraphTitle");
IsBusy = false;
});
}
}
// ********************************************** P E R S I S T E N C E *************************
public override bool CanPersist()
{
return false;
}
public override SaveParameters GetSaveParameters()
{
return null;
}
public override void SetSaveParameters(SaveParameters saveParameters)
{
}
// ****************************************************** P R O P E R T I E S ************************************************
public AvaPlot Plotter { get; set; } = default;
public String GraphTitle
{
get
{
if (null == companyName || null == bollingerBandRenderer || null == bollingerBandRenderer.Prices) return "";
String displayCompanyName = companyName;
if (displayCompanyName.Length > 40) displayCompanyName = displayCompanyName.Substring(0, 40) + "...";
StringBuilder sb = new StringBuilder();
float change = float.NaN;
Prices prices2day = new Prices(bollingerBandRenderer.Prices.Take(2).ToList());
if (2 == prices2day.Count) change = prices2day.GetReturns()[0];
sb.Append(displayCompanyName);
sb.Append(" (").Append(selectedSymbol).Append(") ");
sb.Append(Utility.DateTimeToStringMMHDDHYYYY(bollingerBandRenderer.Prices[bollingerBandRenderer.Prices.Count - 1].Date));
sb.Append(" Thru ");
sb.Append(Utility.DateTimeToStringMMHDDHYYYY(bollingerBandRenderer.Prices[0].Date));
sb.Append(" (").Append(Utility.FormatCurrency(bollingerBandRenderer.Prices[0].Close));
sb.Append("/").Append(Utility.FormatCurrency(bollingerBandRenderer.Prices[0].Low));
if (!float.IsNaN(change))
{
sb.Append(",");
sb.Append(change >= 0.00 ? "+" : "").Append(Utility.FormatPercent((double)change));
MDTrace.WriteLine(LogLevel.DEBUG, $"Dispose BollingerBandViewModel");
base.OnDispose();
}
sb.Append(")");
return sb.ToString();
}
}
public List<String> WatchListNames
{
get
{
return watchListNames;
}
}
public String SelectedWatchList
{
get
{
return selectedWatchList;
}
set
{
selectedWatchList = value;
base.OnPropertyChanged("SelectedWatchList");
}
}
public ObservableCollection<String> Symbols
{
get
{
return symbols;
}
}
public int SelectedDayCount
{
get
{
return selectedDayCount;
}
set
{
selectedDayCount = value;
base.OnPropertyChanged("SelectedDayCount");
}
}
public List<int> DayCounts
{
get
{
return dayCounts;
}
}
public String SelectedSymbol
{
get
{
return selectedSymbol;
}
set
{
if (String.IsNullOrEmpty(value))
private void Initialize(bool executePropertyChanged = true)
{
return;
Task workerTask = Task.Factory.StartNew(() =>
{
MDTrace.WriteLine(LogLevel.DEBUG, $"BollingerBandViewModel::Initialize()");
watchListNames = WatchListDA.GetWatchLists();
watchListNames.Insert(0, UIConstants.CONST_ALL);
selectedWatchList = watchListNames.Find(x => x.Equals("Valuations"));
symbols.AddRange(WatchListDA.GetWatchList(selectedWatchList));
});
workerTask.ContinueWith((continuation) =>
{
if (executePropertyChanged)
{
base.OnPropertyChanged("Symbols");
base.OnPropertyChanged("WatchListNames");
base.OnPropertyChanged("SelectedWatchList");
}
});
}
selectedSymbol = value;
base.OnPropertyChanged("SelectedSymbol");
}
}
public bool IsBusy
{
get
{
return isBusy;
}
set
{
isBusy = value;
base.OnPropertyChanged("IsBusy");
}
}
public override String Title
{
get
{
if (null == selectedSymbol) return DisplayName;
return "Bollinger " + "(" + selectedSymbol + ")";
// *******************************************************************************************************************************************
/// <summary>
/// This event will be called the first time the view is rendered and each time the view comes back into focus (i.e.) Tab activated
/// </summary>
/// <param name="sender"></param>
/// <param name="e"></param>
public void PlotterLoadedEvent(object sender, PlotterLoadedEventArgs e)
{
base.OnPropertyChanged("Plotter");
}
}
private void OnViewModelPropertyChanged(object sender, PropertyChangedEventArgs eventArgs)
{
if ((eventArgs.PropertyName.Equals("SyncTradeToBand") ||
eventArgs.PropertyName.Equals("ShowTradeLabels") ||
eventArgs.PropertyName.Equals("SelectedSymbol") ||
eventArgs.PropertyName.Equals("ShowRiskFree") ||
eventArgs.PropertyName.Equals("LeastSquaresFit") ||
eventArgs.PropertyName.Equals("SelectedDayCount"))
&& !String.IsNullOrEmpty(selectedSymbol)
&& default != Plotter)
{
IsBusy = true;
Task workerTask = Task.Factory.StartNew(() =>
{
companyName = PricingDA.GetNameForSymbol(selectedSymbol);
bollingerBandRenderer = new BollingerBandRenderer(Plotter);
bollingerBandRenderer.SetData(selectedSymbol, selectedDayCount);
bollingerBandRenderer.Render();
});
workerTask.ContinueWith((continuation) =>
{
base.OnPropertyChanged("GraphTitle");
IsBusy = false;
});
}
}
// ********************************************** P E R S I S T E N C E *************************
public override bool CanPersist()
{
return false;
}
public override SaveParameters GetSaveParameters()
{
return null;
}
public override void SetSaveParameters(SaveParameters saveParameters)
{
}
// ****************************************************** P R O P E R T I E S ************************************************
// public AvaPlot Plotter { get; set; } = default;
public String GraphTitle
{
get
{
if (null == companyName || null == bollingerBandRenderer || null == bollingerBandRenderer.Prices) return "";
String displayCompanyName = companyName;
if (displayCompanyName.Length > 40) displayCompanyName = displayCompanyName.Substring(0, 40) + "...";
StringBuilder sb = new StringBuilder();
float change = float.NaN;
Prices prices2day = new Prices(bollingerBandRenderer.Prices.Take(2).ToList());
if (2 == prices2day.Count) change = prices2day.GetReturns()[0];
sb.Append(displayCompanyName);
sb.Append(" (").Append(selectedSymbol).Append(") ");
sb.Append(Utility.DateTimeToStringMMHDDHYYYY(bollingerBandRenderer.Prices[bollingerBandRenderer.Prices.Count - 1].Date));
sb.Append(" Thru ");
sb.Append(Utility.DateTimeToStringMMHDDHYYYY(bollingerBandRenderer.Prices[0].Date));
sb.Append(" (").Append(Utility.FormatCurrency(bollingerBandRenderer.Prices[0].Close));
sb.Append("/").Append(Utility.FormatCurrency(bollingerBandRenderer.Prices[0].Low));
if (!float.IsNaN(change))
{
sb.Append(",");
sb.Append(change >= 0.00 ? "+" : "").Append(Utility.FormatPercent((double)change));
}
sb.Append(")");
return sb.ToString();
}
}
public List<String> WatchListNames
{
get
{
return watchListNames;
}
}
public String SelectedWatchList
{
get
{
return selectedWatchList;
}
set
{
selectedWatchList = value;
base.OnPropertyChanged("SelectedWatchList");
}
}
public ObservableCollection<String> Symbols
{
get
{
return symbols;
}
}
public int SelectedDayCount
{
get
{
return selectedDayCount;
}
set
{
selectedDayCount = value;
base.OnPropertyChanged("SelectedDayCount");
}
}
public List<int> DayCounts
{
get
{
return dayCounts;
}
}
public String SelectedSymbol
{
get
{
return selectedSymbol;
}
set
{
if (String.IsNullOrEmpty(value))
{
return;
}
selectedSymbol = value;
base.OnPropertyChanged("SelectedSymbol");
}
}
public bool IsBusy
{
get
{
return isBusy;
}
set
{
isBusy = value;
base.OnPropertyChanged("IsBusy");
}
}
public override String Title
{
get
{
if (null == selectedSymbol) return DisplayName;
return "Bollinger " + "(" + selectedSymbol + ")";
}
}
public bool SyncTradeToBand
{
get
{
if (null == bollingerBandRenderer) return false;
return bollingerBandRenderer.SyncTradeToBand;
}
set
{
bollingerBandRenderer.SyncTradeToBand = value;
}
}
public bool ShowTradeLabels
{
get
{
if (null == bollingerBandRenderer) return false;
return bollingerBandRenderer.ShowLabels;
}
set
{
bollingerBandRenderer.ShowLabels = value;
}
}
public Boolean CheckBoxShowInsiderTransactions
{
get
{
if (null == bollingerBandRenderer) return false;
return bollingerBandRenderer.ShowInsiderTransactions;
}
set
{
bollingerBandRenderer.ShowInsiderTransactions = value;
}
}
[RelayCommand]
public async Task Refresh()
{
base.OnPropertyChanged("SelectedSymbol");
await Task.FromResult(true);
}
}
}

4
PortfolioManager/Views/ScottPlotView.axaml
View File

@@ -61,10 +61,10 @@
</ComboBox>
<Label Content="Day Count" HorizontalAlignment="Left" ></Label>
<ComboBox ItemsSource="{Binding Path=DayCounts, Mode=OneWay}" SelectedItem="{Binding Path=SelectedDayCount}"/>
<!-- <Button Content="Refresh" HorizontalAlignment="Stretch" Command="{Binding Path=Refresh}"></Button>
<Button Content="Refresh" HorizontalAlignment="Stretch" Command="{Binding Path=Refresh}"></Button>
<CheckBox Content="Sync Trade To Band" IsChecked="{Binding Mode=TwoWay,Path=SyncTradeToBand}" HorizontalAlignment="Stretch" />
<CheckBox Content="Show Trade Labels" IsChecked="{Binding Mode=TwoWay,Path=ShowTradeLabels}" HorizontalAlignment="Stretch" />
<CheckBox Content="Show Insider Transactions" IsChecked="{Binding Mode=TwoWay,Path=CheckBoxShowInsiderTransactions}" HorizontalAlignment="Stretch" /> -->
<CheckBox Content="Show Insider Transactions" IsChecked="{Binding Mode=TwoWay,Path=CheckBoxShowInsiderTransactions}" HorizontalAlignment="Stretch" />
</StackPanel>
</Grid>

32
PortfolioManager/Views/ScottPlotView.axaml.cs
View File

@@ -10,23 +10,23 @@ namespace PortfolioManager.Views;
public partial class ScottPlotView : UserControl
{
// private AvaPlot avaPlot = default;
public ScottPlotView()
{
InitializeComponent();
}
public ScottPlotView()
{
this.DataContextChanged += OnDataContextChanged;
InitializeComponent();
}
private void AvaPlot_Loaded(object sender, RoutedEventArgs e)
private void OnDataContextChanged(object sender, EventArgs e)
{
if (default != (sender as ScottPlotView))
{
// This code will execute when the AvaPlot is loaded
// if (sender is ScottPlot.Avalonia.AvaPlot)
// {
// if (default == avaPlot)
// {
// PlotterWorkspaceViewModel viewModel = (DataContext as PlotterWorkspaceViewModel);
// avaPlot = this.Find<AvaPlot>("AvaPlot");
// viewModel.OnPlotterLoaded(avaPlot);
// }
// }
ScottPlotView view = (sender as ScottPlotView);
PlotterWorkspaceViewModel viewModel = (DataContext as PlotterWorkspaceViewModel);
if (default == viewModel.Plotter)
{
viewModel.Plotter = new AvaPlot();
viewModel.OnPlotterLoaded(viewModel.Plotter);
}
}
}
}