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2025-07-05 21:55:47 -04:00
parent 754113fbdc
commit c644cf12dd
4 changed files with 133 additions and 13 deletions

View File

@@ -35,7 +35,7 @@ namespace PortfolioManager.Renderers
{
public enum OffsetType
{
VerticalOffset5PC, VerticalOffset3PC, VerticalOffset1PC, HorizontalOffset5PC, HorizontalOffset3PC, HorizontalOffset1PC,
VerticalOffset15PC, VerticalOffset10PC, VerticalOffset5PC, VerticalOffset3PC, VerticalOffset1PC, HorizontalOffset5PC, HorizontalOffset3PC, HorizontalOffset1PC,
MinBollingerDate, MaxBollingerDate, MinBollingerValue, MaxBollingerValue
};
@@ -107,7 +107,7 @@ namespace PortfolioManager.Renderers
Plotter.Plot.Axes.Left.TickGenerator = new ScottPlot.TickGenerators.NumericAutomatic()
{
LabelFormatter = (double value) => value.ToString("C") // "C" format specifier formats as currency
};
};
Plotter.Plot.Axes.DateTimeTicksBottom();
Plotter.Plot.Axes.AutoScale();
Plotter.Plot.XLabel("Date");
@@ -196,6 +196,8 @@ namespace PortfolioManager.Renderers
offsets.Add(OffsetDictionary.OffsetType.VerticalOffset1PC,spreadVert * .01);
offsets.Add(OffsetDictionary.OffsetType.VerticalOffset3PC,spreadVert *.03);
offsets.Add(OffsetDictionary.OffsetType.VerticalOffset5PC,spreadVert * .05);
offsets.Add(OffsetDictionary.OffsetType.VerticalOffset10PC,spreadVert * .10);
offsets.Add(OffsetDictionary.OffsetType.VerticalOffset15PC,spreadVert * .15);
}
/// <summary>
@@ -233,13 +235,13 @@ namespace PortfolioManager.Renderers
coordinates = new Coordinates(dates[0].ToOADate(), values[0]);
imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, image, SizeFactor.Normal);
if(!showTradeLabels)return;
// Place the text marker
StringBuilder sb = new StringBuilder();
sb.Append("Even ");
sb.Append(Utility.FormatCurrency(zeroPrice.Close));
double parityOffsetPercent = (latestPrice.Close - zeroPrice.Close) / zeroPrice.Close;
sb.Append("(").Append(parityOffsetPercent < 0 ? "" : "+").Append(Utility.FormatPercent(parityOffsetPercent)).Append(")");
// image = TextMarkerImageGenerator.GenerateImage(sb.ToString(), 130, 24, FontFactor.FontSize);
image = TextMarkerImageGenerator.GenerateImage(sb.ToString(), FontFactor.FontSize);
coordinates = new Coordinates(dates[0].ToOADate() - offsets.Offset(OffsetDictionary.OffsetType.HorizontalOffset3PC), values[0] - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset5PC));
imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, image);
@@ -271,6 +273,8 @@ namespace PortfolioManager.Renderers
ImageMarker imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, imageStopLimitMarker, SizeFactor.Normal);
}
if(!showTradeLabels)return;
// Add the text marker
if (null != stopLimits)
{
@@ -287,7 +291,6 @@ namespace PortfolioManager.Renderers
double percentOffsetFromLow = ((latestPrice.Low - limit.StopPrice) / limit.StopPrice);
sb.Append(" (").Append(percentOffsetFromLow > 0 ? "+" : "").Append(Utility.FormatPercent(percentOffsetFromLow)).Append(")");
}
// Image image = TextMarkerImageGenerator.GenerateImage(sb.ToString(), 155, 24, FontFactor.FontSize);
Image image = TextMarkerImageGenerator.GenerateImage(sb.ToString(), FontFactor.FontSize);
Coordinates coordinates = new Coordinates(limit.EffectiveDate.ToOADate(), limit.StopPrice - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset5PC));
ImageMarker imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, image);
@@ -304,7 +307,6 @@ namespace PortfolioManager.Renderers
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(), 155, 24, FontFactor.FontSize);
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.VerticalOffset5PC));
ImageMarker imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, image);
@@ -382,7 +384,7 @@ namespace PortfolioManager.Renderers
{
DateTime date = dates[index];
double value = values[index];
coordinates = new Coordinates(date.ToOADate(),offsets.Offset(OffsetDictionary.OffsetType.MinBollingerValue) - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset5PC));
coordinates = new Coordinates(date.ToOADate(),offsets.Offset(OffsetDictionary.OffsetType.MinBollingerValue) - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset15PC));
imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, imageDisposed, SizeFactor.Small);
}
}
@@ -393,7 +395,7 @@ namespace PortfolioManager.Renderers
{
DateTime date = dates[index];
double value = values[index];
coordinates = new Coordinates(date.ToOADate(),offsets.Offset(OffsetDictionary.OffsetType.MinBollingerValue) - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset5PC));
coordinates = new Coordinates(date.ToOADate(),offsets.Offset(OffsetDictionary.OffsetType.MinBollingerValue) - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset15PC));
imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, imageDisposed, SizeFactor.Normal);
}
}
@@ -404,7 +406,7 @@ namespace PortfolioManager.Renderers
{
DateTime date = dates[index];
double value = values[index];
coordinates = new Coordinates(date.ToOADate(),offsets.Offset(OffsetDictionary.OffsetType.MinBollingerValue) - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset5PC));
coordinates = new Coordinates(date.ToOADate(),offsets.Offset(OffsetDictionary.OffsetType.MinBollingerValue) - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset15PC));
imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, imageDisposed, SizeFactor.Large);
}
}
@@ -416,7 +418,7 @@ namespace PortfolioManager.Renderers
{
DateTime date = dates[index];
double value = values[index];
coordinates = new Coordinates(date.ToOADate(),offsets.Offset(OffsetDictionary.OffsetType.MinBollingerValue) - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset5PC));
coordinates = new Coordinates(date.ToOADate(),offsets.Offset(OffsetDictionary.OffsetType.MinBollingerValue) - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset15PC));
imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, imageAcquired, SizeFactor.Small);
}
}
@@ -427,7 +429,7 @@ namespace PortfolioManager.Renderers
{
DateTime date = dates[index];
double value = values[index];
coordinates = new Coordinates(date.ToOADate(),offsets.Offset(OffsetDictionary.OffsetType.MinBollingerValue) - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset5PC));
coordinates = new Coordinates(date.ToOADate(),offsets.Offset(OffsetDictionary.OffsetType.MinBollingerValue) - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset15PC));
imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, imageAcquired, SizeFactor.Normal);
}
}
@@ -438,7 +440,7 @@ namespace PortfolioManager.Renderers
{
DateTime date = dates[index];
double value = values[index];
coordinates = new Coordinates(date.ToOADate(),offsets.Offset(OffsetDictionary.OffsetType.MinBollingerValue) - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset5PC));
coordinates = new Coordinates(date.ToOADate(),offsets.Offset(OffsetDictionary.OffsetType.MinBollingerValue) - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset15PC));
imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, imageAcquired, SizeFactor.Large);
}
}
@@ -519,6 +521,19 @@ namespace PortfolioManager.Renderers
// *********************************************************** P R O P E R T I E S *****************************************************
public StopLimits ExternalStopLimits
{
get
{
return stopLimits;
}
set
{
stopLimits = value;
base.OnPropertyChanged("ExternalStopLimits");
}
}
public Prices Prices
{
get

View File

@@ -124,6 +124,7 @@ namespace PortfolioManager.ViewModels
bollingerBandRenderer.SyncTradeToBand = syncTradeToBand;
bollingerBandRenderer.ShowInsiderTransactions = showInsiderTransactions;
bollingerBandRenderer.ShowTradeLabels = showTradeLabels;
bollingerBandRenderer.ExternalStopLimits = stopLimits;
bollingerBandRenderer.SetData(selectedSymbol, selectedDayCount);
bollingerBandRenderer.Render();
});

View File

@@ -21,6 +21,7 @@ using MarketData.MarketDataModel;
using MarketData.Utils;
using PortfolioManager.DataSeriesViewModels;
using PortfolioManager.Dialogs;
using PortfolioManager.Extensions;
using PortfolioManager.Models;
using PortfolioManager.UIUtils;
using StopLimit = MarketData.MarketDataModel.StopLimit;
@@ -177,14 +178,92 @@ namespace PortfolioManager.ViewModels
await ReloadTradeFile();
}
// public async Task ExecuteBollingerBands()
// {
// SaveParameters saveParams = SaveParameters.Parse("Type,PortfolioManager.ViewModels.BollingerBandViewModel,SelectedSymbol," + selectedPosition.Symbol + ",SelectedWatchList,{All},SelectedDayCount,90");
// saveParams.Referer=this;
// WorkspaceInstantiator.Invoke(saveParams);
// await Task.FromResult(true);
// }
public async Task ExecuteBollingerBands()
{
SaveParameters saveParams = SaveParameters.Parse("Type,PortfolioManager.ViewModels.BollingerBandViewModel,SelectedSymbol," + selectedPosition.Symbol + ",SelectedWatchList,{All},SelectedDayCount,90");
MarketData.MarketDataModel.StopLimits stopLimits = GetHistoricalStopLimitsMarketDataModel();
StringBuilder sb = new StringBuilder();
SaveParameters saveParams = null;
sb = new StringBuilder();
sb.Append("Type,PortfolioManager.ViewModels.BollingerBandViewModel,SelectedSymbol,");
sb.Append(selectedPosition.Symbol).Append(",");
sb.Append("SelectedWatchList,{All},SelectedDayCount,");
sb.Append(GetDayCountSelectionForBollingerBands(selectedPosition, true));
saveParams = SaveParameters.Parse(sb.ToString());
SaveParameters stopLimitParams = StopLimitsExtensions.FromStopLimits(stopLimits);
saveParams.AddRange(stopLimitParams);
saveParams.Referer=this;
WorkspaceInstantiator.Invoke(saveParams);
WorkspaceInstantiator.Invoke(saveParams);
await Task.FromResult(true);
}
// This getter returns non-model (MarketData.MarketDataModel) specific stop limits to pass along to the bollinger bands
private MarketData.MarketDataModel.StopLimits GetHistoricalStopLimitsMarketDataModel()
{
if (null == sessionParams || null == selectedPosition) return null;
DateGenerator dateGenerator = new DateGenerator();
MarketData.MarketDataModel.StopLimits marketDataModelStopLimits = new MarketData.MarketDataModel.StopLimits();
MarketData.Generator.Model.StopLimits stopLimits =
new MarketData.Generator.Model.StopLimits((from MarketData.Generator.Model.StopLimit stopLimit in sessionParams.StopLimits
where stopLimit.StopLimitId.Equals(selectedPosition.Symbol + Utility.DateTimeToStringYYYYMMDDMMSSTT(selectedPosition.PurchaseDate)) select stopLimit).
OrderByDescending(x => x.AnalysisDate).ToList());
MarketData.MarketDataModel.StopLimit initialStopLimit = new MarketData.MarketDataModel.StopLimit();
initialStopLimit.Symbol = selectedPosition.Symbol;
initialStopLimit.Shares = 0;
initialStopLimit.StopPrice = selectedPosition.InitialStopLimit;
initialStopLimit.StopType = StopLimitConstants.STOP_QUOTE;
initialStopLimit.EffectiveDate = selectedPosition.PurchaseDate;
initialStopLimit.Active = 1;
marketDataModelStopLimits.Add(initialStopLimit);
foreach (MarketData.Generator.Model.StopLimit stopLimit in stopLimits)
{
MarketData.MarketDataModel.StopLimit marketDataModelStopLimit = new MarketData.MarketDataModel.StopLimit();
marketDataModelStopLimit.Symbol = stopLimit.Symbol;
marketDataModelStopLimit.Shares = 0;
marketDataModelStopLimit.StopPrice = stopLimit.NewStop;
marketDataModelStopLimit.StopType = StopLimitConstants.STOP_QUOTE;
marketDataModelStopLimit.EffectiveDate = stopLimit.AnalysisDate;
marketDataModelStopLimit.Active = 1;
marketDataModelStopLimits.Add(marketDataModelStopLimit);
}
return marketDataModelStopLimits;
}
private int GetDayCountSelectionForBollingerBands(MGSHPositionModel selectedPosition,bool ignoreActivePosition=false)
{
DateGenerator dateGenerator=new DateGenerator();
DateTime maxDate = DateTime.Today;
if(!ignoreActivePosition)
{
maxDate = PricingDA.GetLatestDate(selectedPosition.Symbol);
if(!selectedPosition.IsActivePosition)
{
maxDate = selectedPosition.SellDate;
}
}
int daysBetween=dateGenerator.DaysBetween(selectedPosition.PurchaseDate, maxDate);
if(daysBetween<90)return 90;
if(daysBetween<180)return 180;
if(daysBetween<360)return 360;
if(daysBetween<720)return 720;
if(daysBetween<1440)return 1440;
return 3600;
}
public async Task ReloadTradeFile()
{
LoadSessionFile();

View File

@@ -1,10 +1,15 @@
using System;
using Avalonia;
using Avalonia.Controls;
using Avalonia.Input;
using Avalonia.Interactivity;
using Avalonia.Markup.Xaml;
using Eremex.AvaloniaUI.Controls.Utils;
using PortfolioManager.ViewModels;
using ScottPlot;
using ScottPlot.Avalonia;
using ScottPlot.DataSources;
using ScottPlot.Plottables;
namespace PortfolioManager.Views;
@@ -25,8 +30,28 @@ public partial class BollingerBandView : UserControl
if (null!=viewModel && default == viewModel.Plotter)
{
viewModel.Plotter = new AvaPlot();
viewModel.Plotter.PointerMoved+=OnPointerMoved;
viewModel.OnPlotterLoaded(viewModel.Plotter);
}
}
}
private void OnPointerMoved(object sender, PointerEventArgs pointerEventArgs)
{
// AvaPlot avaPlot = (sender as AvaPlot);
// if(default == avaPlot)return;
// Point position = pointerEventArgs.GetPosition(this);
// avaPlot.Plot.Remove<Crosshair>();
// avaPlot.Plot.Add.Crosshair(position.X,position.Y);
// avaPlot.Refresh();
// Point clientMousePosition = avaPlot.PointToClient(new PixelPoint((int)position.X,(int)position.Y));
// avaPlot.Plot.Add.Crosshair(clientMousePosition.X,clientMousePosition.Y);
// PointerPoint point = pointerEventArgs.GetCurrentPoint(null);
// Point position = point.Position;
// Point clientPoint = avaPlot.PointToClient(new PixelPoint((int)position.X,(int)position.Y));
// Coordinates coordinates = avaPlot.Plot.GetCoordinates(position.X, position.Y);
// avaPlot.Plot.Remove<Crosshair>();
// avaPlot.Plot.Add.Crosshair(position.X,position.Y);
}
}