Commit Latest
This commit is contained in:
@@ -1,171 +1,9 @@
|
||||
using System;
|
||||
using Avalonia.Media;
|
||||
using Eremex.AvaloniaUI.Charts;
|
||||
using MarketData.DataAccess;
|
||||
using MarketData.Generator;
|
||||
using MarketData.MarketDataModel;
|
||||
using PortfolioManager.DataSeriesViewModels;
|
||||
using PortfolioManager.Models;
|
||||
using ScottPlot;
|
||||
using PortfolioManager.Renderers;
|
||||
using ScottPlot.Avalonia;
|
||||
using ScottPlot.Plottables;
|
||||
using ShimSkiaSharp;
|
||||
using SkiaSharp;
|
||||
|
||||
namespace PortfolioManager.ViewModels
|
||||
{
|
||||
public class BollingerBandCompositeDataSourceGenerater
|
||||
{
|
||||
public BollingerBandCompositeDataSourceGenerater()
|
||||
{
|
||||
}
|
||||
|
||||
public void Render(AvaPlot plotter)
|
||||
{
|
||||
plotter.Plot.Axes.AutoScale();
|
||||
plotter.Plot.HideLegend();
|
||||
plotter.Refresh();
|
||||
}
|
||||
|
||||
public void SetData(String selectedSymbol, int selectedDayCount, AvaPlot plotter)
|
||||
{
|
||||
Prices prices = PricingDA.GetPrices(selectedSymbol, selectedDayCount);
|
||||
BollingerBands bollingerBands = BollingerBandGenerator.GenerateBollingerBands(prices);
|
||||
|
||||
// calculate the break even price on the open trades for this symbol
|
||||
PortfolioTrades portfolioTrades = PortfolioDA.GetTradesSymbol(selectedSymbol);
|
||||
PortfolioTrades openTrades = portfolioTrades.GetOpenTrades();
|
||||
DateTime latestPricingDate = PricingDA.GetLatestDate(selectedSymbol);
|
||||
Price latestPrice = PricingDA.GetPrice(selectedSymbol, latestPricingDate);
|
||||
Price zeroPrice = ParityGenerator.GenerateGainLossValue(openTrades, latestPrice);
|
||||
GenerateCompositeDataSources(plotter, bollingerBands);
|
||||
GenerateZeroPoint(plotter, zeroPrice);
|
||||
}
|
||||
|
||||
private void GenerateZeroPoint(AvaPlot plotter, Price zeroPrice)
|
||||
{
|
||||
ZeroPoint = GainLossModel.Price(zeroPrice);
|
||||
(DateTime[] dates, double[] values) = ZeroPoint.ToXYData();
|
||||
|
||||
Scatter scatter = plotter.Plot.Add.Scatter(dates, values, ScottPlot.Color.FromSKColor(SKColors.Blue));
|
||||
// Marker marker = plotter.Plot.Add.Marker(dates[0].ToOADate(), values[0] / 1.025);
|
||||
// marker.MarkerFillColor = ScottPlot.Color.FromSKColor(SKColors.Blue);
|
||||
// marker.MarkerStyle.Shape = MarkerShape.TriUp;
|
||||
// marker.MarkerStyle.Size = 15;
|
||||
|
||||
Image image = TextMarkerImageGenerator.GenerateImage("Even $52.14 (+.25%)");
|
||||
Coordinates coordinates = new Coordinates(dates[0].ToOADate(), values[0] / 1.0125);
|
||||
ImageMarker marker = plotter.Plot.Add.ImageMarker(coordinates, image);
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
// Marker marker=plotter.Plot.Add.Marker(K.DataAdapter.ItemCount-1,values[0]);
|
||||
// Marker marker=plotter.Plot.Add.Marker(0,values[0]);
|
||||
// marker.MarkerFillColor = ScottPlot.Color.FromSKColor(SKColors.Blue);
|
||||
// marker.MarkerStyle.Shape = MarkerShape.TriUp;
|
||||
// marker.MarkerStyle.Size = 15;
|
||||
}
|
||||
|
||||
private void GenerateCompositeDataSources(AvaPlot plotter, BollingerBands bollingerBands)
|
||||
{
|
||||
K = BollingerBandModel.K(bollingerBands);
|
||||
KL1 = BollingerBandModel.KL1(bollingerBands);
|
||||
L = BollingerBandModel.L(bollingerBands);
|
||||
LP1 = BollingerBandModel.LP1(bollingerBands);
|
||||
High = BollingerBandModel.High(bollingerBands);
|
||||
Low = BollingerBandModel.Low(bollingerBands);
|
||||
Close = BollingerBandModel.Close(bollingerBands);
|
||||
SMAN = BollingerBandModel.SMAN(bollingerBands);
|
||||
Volume = BollingerBandModel.Volume(bollingerBands);
|
||||
LeastSquares = BollingerBandModel.LeastSquares(bollingerBands);
|
||||
|
||||
Scatter scatter = default;
|
||||
{
|
||||
(DateTime[] dates, double[] values) = K.ToXYData();
|
||||
scatter = plotter.Plot.Add.ScatterLine(dates, values, ScottPlot.Color.FromSKColor(SKColors.Green));
|
||||
scatter.LegendText = "K";
|
||||
scatter.LineWidth = 3;
|
||||
}
|
||||
|
||||
{
|
||||
(DateTime[] dates, double[] values) = KL1.ToXYData();
|
||||
scatter = plotter.Plot.Add.ScatterLine(dates, values, ScottPlot.Color.FromSKColor(SKColors.Green));
|
||||
scatter.LegendText = "KL1";
|
||||
scatter.LineWidth = 2;
|
||||
}
|
||||
|
||||
{
|
||||
(DateTime[] dates, double[] values) = L.ToXYData();
|
||||
scatter = plotter.Plot.Add.ScatterLine(dates, values, ScottPlot.Color.FromSKColor(SKColors.Green));
|
||||
scatter.LegendText = "L";
|
||||
scatter.LineWidth = 3;
|
||||
}
|
||||
|
||||
{
|
||||
(DateTime[] dates, double[] values) = LP1.ToXYData();
|
||||
scatter = plotter.Plot.Add.ScatterLine(dates, values, ScottPlot.Color.FromSKColor(SKColors.Green));
|
||||
scatter.LegendText = "LP1";
|
||||
scatter.LineWidth = 2;
|
||||
}
|
||||
|
||||
{
|
||||
(DateTime[] dates, double[] values) = High.ToXYData();
|
||||
scatter = plotter.Plot.Add.ScatterLine(dates, values, ScottPlot.Color.FromSKColor(SKColors.Blue));
|
||||
scatter.LegendText = "High";
|
||||
scatter.LineWidth = 2;
|
||||
}
|
||||
|
||||
{
|
||||
(DateTime[] dates, double[] values) = Low.ToXYData();
|
||||
scatter = plotter.Plot.Add.ScatterLine(dates, values, ScottPlot.Color.FromSKColor(SKColors.Red));
|
||||
scatter.LegendText = "Low";
|
||||
scatter.LineWidth = 2;
|
||||
}
|
||||
|
||||
{
|
||||
(DateTime[] dates, double[] values) = Close.ToXYData();
|
||||
scatter = plotter.Plot.Add.ScatterLine(dates, values, ScottPlot.Color.FromSKColor(SKColors.Black));
|
||||
scatter.LegendText = "Close";
|
||||
scatter.LineWidth = 2;
|
||||
}
|
||||
|
||||
{
|
||||
(DateTime[] dates, double[] values) = LeastSquares.ToXYData();
|
||||
scatter = plotter.Plot.Add.ScatterLine(dates, values, ScottPlot.Color.FromSKColor(SKColors.Orange));
|
||||
scatter.LegendText = "LeastSquares";
|
||||
scatter.LineWidth = 2;
|
||||
}
|
||||
|
||||
{
|
||||
(DateTime[] dates, double[] values) = SMAN.ToXYData();
|
||||
scatter = plotter.Plot.Add.ScatterLine(dates, values, ScottPlot.Color.FromSKColor(SKColors.Purple));
|
||||
scatter.LegendText = "SMAN";
|
||||
scatter.LineWidth = 2;
|
||||
}
|
||||
}
|
||||
|
||||
public CompositeDataSource K { get; private set; } = Empty();
|
||||
public CompositeDataSource KL1 { get; private set; } = Empty();
|
||||
public CompositeDataSource L { get; private set; } = Empty();
|
||||
public CompositeDataSource LP1 { get; private set; } = Empty();
|
||||
public CompositeDataSource High { get; private set; } = Empty();
|
||||
public CompositeDataSource Low { get; private set; } = Empty();
|
||||
public CompositeDataSource Close { get; private set; } = Empty();
|
||||
public CompositeDataSource SMAN { get; private set; } = Empty();
|
||||
public CompositeDataSource Volume { get; private set; } = Empty();
|
||||
public CompositeDataSource LeastSquares { get; private set; } = Empty();
|
||||
public CompositeDataSource ZeroPoint { get; private set; } = Empty();
|
||||
|
||||
private static CompositeDataSource Empty()
|
||||
{
|
||||
return new CompositeDataSource()
|
||||
{
|
||||
DataAdapter = new SortedDateTimeDataAdapter()
|
||||
};
|
||||
}
|
||||
}
|
||||
|
||||
public partial class ScottPlotViewModel : PlotterWorkspaceViewModel
|
||||
{
|
||||
@@ -180,18 +18,10 @@ namespace PortfolioManager.ViewModels
|
||||
String selectedSymbol = "CRS";
|
||||
int selectedDayCount = 180;
|
||||
|
||||
plotter = e.AvaPlot; // we should store this somewhere
|
||||
// Prices prices = PricingDA.GetPrices("SPY", 180);
|
||||
// BollingerBands bollingerBands = BollingerBandGenerator.GenerateBollingerBands(prices);
|
||||
|
||||
BollingerBandCompositeDataSourceGenerater bollingerBandCompositeDataSourceGenerater = new BollingerBandCompositeDataSourceGenerater();
|
||||
bollingerBandCompositeDataSourceGenerater.SetData(selectedSymbol, selectedDayCount, plotter);
|
||||
//public void SetData(String selectedSymbol, int selectedDayCount, AvaPlot plotter)
|
||||
|
||||
// bollingerBandCompositeDataSourceGenerater.GenerateCompositeDataSources(plotter, bollingerBands);
|
||||
bollingerBandCompositeDataSourceGenerater.Render(plotter);
|
||||
// plotter.Plot.Axes.AutoScale();
|
||||
// plotter.Refresh();
|
||||
plotter = e.AvaPlot;
|
||||
BollingerBandRenderer bollingerBandRenderer = new BollingerBandRenderer(plotter);
|
||||
bollingerBandRenderer.SetData(selectedSymbol, selectedDayCount);
|
||||
bollingerBandRenderer.Render();
|
||||
}
|
||||
// ********************************************** P E R S I S T E N C E *************************
|
||||
public override bool CanPersist()
|
||||
|
||||
Reference in New Issue
Block a user