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Sean
2025-07-05 21:55:47 -04:00
parent 754113fbdc
commit c644cf12dd
4 changed files with 133 additions and 13 deletions
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1
PortfolioManager/ViewModels/BollingerBandViewModel.cs
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();
});

83
PortfolioManager/ViewModels/MGSHMomentumViewModel.cs
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();