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@@ -35,7 +35,7 @@ namespace PortfolioManager.Renderers
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{
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public enum OffsetType
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{
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VerticalOffset5PC, VerticalOffset3PC, VerticalOffset1PC, HorizontalOffset5PC, HorizontalOffset3PC, HorizontalOffset1PC,
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VerticalOffset15PC, VerticalOffset10PC, VerticalOffset5PC, VerticalOffset3PC, VerticalOffset1PC, HorizontalOffset5PC, HorizontalOffset3PC, HorizontalOffset1PC,
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MinBollingerDate, MaxBollingerDate, MinBollingerValue, MaxBollingerValue
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};
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@@ -196,6 +196,8 @@ namespace PortfolioManager.Renderers
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offsets.Add(OffsetDictionary.OffsetType.VerticalOffset1PC,spreadVert * .01);
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offsets.Add(OffsetDictionary.OffsetType.VerticalOffset3PC,spreadVert *.03);
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offsets.Add(OffsetDictionary.OffsetType.VerticalOffset5PC,spreadVert * .05);
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offsets.Add(OffsetDictionary.OffsetType.VerticalOffset10PC,spreadVert * .10);
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offsets.Add(OffsetDictionary.OffsetType.VerticalOffset15PC,spreadVert * .15);
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}
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/// <summary>
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@@ -233,13 +235,13 @@ namespace PortfolioManager.Renderers
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coordinates = new Coordinates(dates[0].ToOADate(), values[0]);
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imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, image, SizeFactor.Normal);
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if(!showTradeLabels)return;
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// Place the text marker
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StringBuilder sb = new StringBuilder();
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sb.Append("Even ");
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sb.Append(Utility.FormatCurrency(zeroPrice.Close));
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double parityOffsetPercent = (latestPrice.Close - zeroPrice.Close) / zeroPrice.Close;
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sb.Append("(").Append(parityOffsetPercent < 0 ? "" : "+").Append(Utility.FormatPercent(parityOffsetPercent)).Append(")");
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// image = TextMarkerImageGenerator.GenerateImage(sb.ToString(), 130, 24, FontFactor.FontSize);
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image = TextMarkerImageGenerator.GenerateImage(sb.ToString(), FontFactor.FontSize);
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coordinates = new Coordinates(dates[0].ToOADate() - offsets.Offset(OffsetDictionary.OffsetType.HorizontalOffset3PC), values[0] - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset5PC));
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imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, image);
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@@ -271,6 +273,8 @@ namespace PortfolioManager.Renderers
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ImageMarker imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, imageStopLimitMarker, SizeFactor.Normal);
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}
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if(!showTradeLabels)return;
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// Add the text marker
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if (null != stopLimits)
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{
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@@ -287,7 +291,6 @@ namespace PortfolioManager.Renderers
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double percentOffsetFromLow = ((latestPrice.Low - limit.StopPrice) / limit.StopPrice);
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sb.Append(" (").Append(percentOffsetFromLow > 0 ? "+" : "").Append(Utility.FormatPercent(percentOffsetFromLow)).Append(")");
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}
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// Image image = TextMarkerImageGenerator.GenerateImage(sb.ToString(), 155, 24, FontFactor.FontSize);
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Image image = TextMarkerImageGenerator.GenerateImage(sb.ToString(), FontFactor.FontSize);
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Coordinates coordinates = new Coordinates(limit.EffectiveDate.ToOADate(), limit.StopPrice - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset5PC));
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ImageMarker imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, image);
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@@ -304,7 +307,6 @@ namespace PortfolioManager.Renderers
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sb.Append(stopLimit.StopType).Append(" ");
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sb.Append(Utility.FormatCurrency(stopLimit.StopPrice));
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sb.Append(" (").Append(percentOffsetFromLow > 0 ? "+" : "").Append(Utility.FormatPercent(percentOffsetFromLow)).Append(")");
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// Image image = TextMarkerImageGenerator.GenerateImage(sb.ToString(), 155, 24, FontFactor.FontSize);
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Image image = TextMarkerImageGenerator.GenerateImage(sb.ToString(), FontFactor.FontSize);
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Coordinates coordinates = new Coordinates(latestPrice.Date.ToOADate() - offsets.Offset(OffsetDictionary.OffsetType.HorizontalOffset3PC), stopLimit.StopPrice - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset5PC));
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ImageMarker imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, image);
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@@ -382,7 +384,7 @@ namespace PortfolioManager.Renderers
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{
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DateTime date = dates[index];
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double value = values[index];
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coordinates = new Coordinates(date.ToOADate(),offsets.Offset(OffsetDictionary.OffsetType.MinBollingerValue) - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset5PC));
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coordinates = new Coordinates(date.ToOADate(),offsets.Offset(OffsetDictionary.OffsetType.MinBollingerValue) - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset15PC));
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imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, imageDisposed, SizeFactor.Small);
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}
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}
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@@ -393,7 +395,7 @@ namespace PortfolioManager.Renderers
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{
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DateTime date = dates[index];
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double value = values[index];
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coordinates = new Coordinates(date.ToOADate(),offsets.Offset(OffsetDictionary.OffsetType.MinBollingerValue) - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset5PC));
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coordinates = new Coordinates(date.ToOADate(),offsets.Offset(OffsetDictionary.OffsetType.MinBollingerValue) - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset15PC));
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imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, imageDisposed, SizeFactor.Normal);
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}
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}
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@@ -404,7 +406,7 @@ namespace PortfolioManager.Renderers
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{
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DateTime date = dates[index];
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double value = values[index];
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coordinates = new Coordinates(date.ToOADate(),offsets.Offset(OffsetDictionary.OffsetType.MinBollingerValue) - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset5PC));
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coordinates = new Coordinates(date.ToOADate(),offsets.Offset(OffsetDictionary.OffsetType.MinBollingerValue) - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset15PC));
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imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, imageDisposed, SizeFactor.Large);
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}
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}
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@@ -416,7 +418,7 @@ namespace PortfolioManager.Renderers
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{
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DateTime date = dates[index];
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double value = values[index];
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coordinates = new Coordinates(date.ToOADate(),offsets.Offset(OffsetDictionary.OffsetType.MinBollingerValue) - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset5PC));
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coordinates = new Coordinates(date.ToOADate(),offsets.Offset(OffsetDictionary.OffsetType.MinBollingerValue) - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset15PC));
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imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, imageAcquired, SizeFactor.Small);
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}
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}
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@@ -427,7 +429,7 @@ namespace PortfolioManager.Renderers
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{
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DateTime date = dates[index];
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double value = values[index];
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coordinates = new Coordinates(date.ToOADate(),offsets.Offset(OffsetDictionary.OffsetType.MinBollingerValue) - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset5PC));
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coordinates = new Coordinates(date.ToOADate(),offsets.Offset(OffsetDictionary.OffsetType.MinBollingerValue) - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset15PC));
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imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, imageAcquired, SizeFactor.Normal);
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}
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}
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@@ -438,7 +440,7 @@ namespace PortfolioManager.Renderers
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{
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DateTime date = dates[index];
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double value = values[index];
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coordinates = new Coordinates(date.ToOADate(),offsets.Offset(OffsetDictionary.OffsetType.MinBollingerValue) - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset5PC));
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coordinates = new Coordinates(date.ToOADate(),offsets.Offset(OffsetDictionary.OffsetType.MinBollingerValue) - offsets.Offset(OffsetDictionary.OffsetType.VerticalOffset15PC));
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imageMarker = Plotter.Plot.Add.ImageMarker(coordinates, imageAcquired, SizeFactor.Large);
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}
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}
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@@ -519,6 +521,19 @@ namespace PortfolioManager.Renderers
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// *********************************************************** P R O P E R T I E S *****************************************************
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public StopLimits ExternalStopLimits
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{
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get
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{
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return stopLimits;
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}
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set
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{
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stopLimits = value;
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base.OnPropertyChanged("ExternalStopLimits");
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}
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}
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public Prices Prices
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{
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get
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@@ -124,6 +124,7 @@ namespace PortfolioManager.ViewModels
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bollingerBandRenderer.SyncTradeToBand = syncTradeToBand;
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bollingerBandRenderer.ShowInsiderTransactions = showInsiderTransactions;
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bollingerBandRenderer.ShowTradeLabels = showTradeLabels;
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bollingerBandRenderer.ExternalStopLimits = stopLimits;
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bollingerBandRenderer.SetData(selectedSymbol, selectedDayCount);
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bollingerBandRenderer.Render();
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});
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@@ -21,6 +21,7 @@ using MarketData.MarketDataModel;
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using MarketData.Utils;
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using PortfolioManager.DataSeriesViewModels;
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using PortfolioManager.Dialogs;
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using PortfolioManager.Extensions;
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using PortfolioManager.Models;
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using PortfolioManager.UIUtils;
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using StopLimit = MarketData.MarketDataModel.StopLimit;
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@@ -177,14 +178,92 @@ namespace PortfolioManager.ViewModels
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await ReloadTradeFile();
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}
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// public async Task ExecuteBollingerBands()
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// {
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// SaveParameters saveParams = SaveParameters.Parse("Type,PortfolioManager.ViewModels.BollingerBandViewModel,SelectedSymbol," + selectedPosition.Symbol + ",SelectedWatchList,{All},SelectedDayCount,90");
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// saveParams.Referer=this;
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// WorkspaceInstantiator.Invoke(saveParams);
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// await Task.FromResult(true);
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// }
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public async Task ExecuteBollingerBands()
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{
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SaveParameters saveParams = SaveParameters.Parse("Type,PortfolioManager.ViewModels.BollingerBandViewModel,SelectedSymbol," + selectedPosition.Symbol + ",SelectedWatchList,{All},SelectedDayCount,90");
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MarketData.MarketDataModel.StopLimits stopLimits = GetHistoricalStopLimitsMarketDataModel();
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StringBuilder sb = new StringBuilder();
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SaveParameters saveParams = null;
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sb = new StringBuilder();
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sb.Append("Type,PortfolioManager.ViewModels.BollingerBandViewModel,SelectedSymbol,");
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sb.Append(selectedPosition.Symbol).Append(",");
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sb.Append("SelectedWatchList,{All},SelectedDayCount,");
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sb.Append(GetDayCountSelectionForBollingerBands(selectedPosition, true));
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saveParams = SaveParameters.Parse(sb.ToString());
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SaveParameters stopLimitParams = StopLimitsExtensions.FromStopLimits(stopLimits);
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saveParams.AddRange(stopLimitParams);
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saveParams.Referer=this;
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WorkspaceInstantiator.Invoke(saveParams);
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await Task.FromResult(true);
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}
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// This getter returns non-model (MarketData.MarketDataModel) specific stop limits to pass along to the bollinger bands
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private MarketData.MarketDataModel.StopLimits GetHistoricalStopLimitsMarketDataModel()
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{
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if (null == sessionParams || null == selectedPosition) return null;
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DateGenerator dateGenerator = new DateGenerator();
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MarketData.MarketDataModel.StopLimits marketDataModelStopLimits = new MarketData.MarketDataModel.StopLimits();
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MarketData.Generator.Model.StopLimits stopLimits =
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new MarketData.Generator.Model.StopLimits((from MarketData.Generator.Model.StopLimit stopLimit in sessionParams.StopLimits
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where stopLimit.StopLimitId.Equals(selectedPosition.Symbol + Utility.DateTimeToStringYYYYMMDDMMSSTT(selectedPosition.PurchaseDate)) select stopLimit).
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OrderByDescending(x => x.AnalysisDate).ToList());
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MarketData.MarketDataModel.StopLimit initialStopLimit = new MarketData.MarketDataModel.StopLimit();
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initialStopLimit.Symbol = selectedPosition.Symbol;
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initialStopLimit.Shares = 0;
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initialStopLimit.StopPrice = selectedPosition.InitialStopLimit;
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initialStopLimit.StopType = StopLimitConstants.STOP_QUOTE;
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initialStopLimit.EffectiveDate = selectedPosition.PurchaseDate;
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initialStopLimit.Active = 1;
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marketDataModelStopLimits.Add(initialStopLimit);
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foreach (MarketData.Generator.Model.StopLimit stopLimit in stopLimits)
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{
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MarketData.MarketDataModel.StopLimit marketDataModelStopLimit = new MarketData.MarketDataModel.StopLimit();
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marketDataModelStopLimit.Symbol = stopLimit.Symbol;
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marketDataModelStopLimit.Shares = 0;
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marketDataModelStopLimit.StopPrice = stopLimit.NewStop;
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marketDataModelStopLimit.StopType = StopLimitConstants.STOP_QUOTE;
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marketDataModelStopLimit.EffectiveDate = stopLimit.AnalysisDate;
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marketDataModelStopLimit.Active = 1;
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marketDataModelStopLimits.Add(marketDataModelStopLimit);
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}
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return marketDataModelStopLimits;
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}
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private int GetDayCountSelectionForBollingerBands(MGSHPositionModel selectedPosition,bool ignoreActivePosition=false)
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{
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DateGenerator dateGenerator=new DateGenerator();
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DateTime maxDate = DateTime.Today;
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if(!ignoreActivePosition)
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{
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maxDate = PricingDA.GetLatestDate(selectedPosition.Symbol);
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if(!selectedPosition.IsActivePosition)
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{
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maxDate = selectedPosition.SellDate;
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}
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}
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int daysBetween=dateGenerator.DaysBetween(selectedPosition.PurchaseDate, maxDate);
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if(daysBetween<90)return 90;
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if(daysBetween<180)return 180;
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if(daysBetween<360)return 360;
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if(daysBetween<720)return 720;
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if(daysBetween<1440)return 1440;
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return 3600;
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}
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public async Task ReloadTradeFile()
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{
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LoadSessionFile();
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@@ -1,10 +1,15 @@
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using System;
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using Avalonia;
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using Avalonia.Controls;
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using Avalonia.Input;
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using Avalonia.Interactivity;
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using Avalonia.Markup.Xaml;
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using Eremex.AvaloniaUI.Controls.Utils;
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using PortfolioManager.ViewModels;
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using ScottPlot;
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using ScottPlot.Avalonia;
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using ScottPlot.DataSources;
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using ScottPlot.Plottables;
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namespace PortfolioManager.Views;
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@@ -25,8 +30,28 @@ public partial class BollingerBandView : UserControl
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if (null!=viewModel && default == viewModel.Plotter)
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{
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viewModel.Plotter = new AvaPlot();
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viewModel.Plotter.PointerMoved+=OnPointerMoved;
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viewModel.OnPlotterLoaded(viewModel.Plotter);
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}
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}
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}
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private void OnPointerMoved(object sender, PointerEventArgs pointerEventArgs)
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{
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// AvaPlot avaPlot = (sender as AvaPlot);
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// if(default == avaPlot)return;
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// Point position = pointerEventArgs.GetPosition(this);
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// avaPlot.Plot.Remove<Crosshair>();
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// avaPlot.Plot.Add.Crosshair(position.X,position.Y);
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// avaPlot.Refresh();
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// Point clientMousePosition = avaPlot.PointToClient(new PixelPoint((int)position.X,(int)position.Y));
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// avaPlot.Plot.Add.Crosshair(clientMousePosition.X,clientMousePosition.Y);
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// PointerPoint point = pointerEventArgs.GetCurrentPoint(null);
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// Point position = point.Position;
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// Point clientPoint = avaPlot.PointToClient(new PixelPoint((int)position.X,(int)position.Y));
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// Coordinates coordinates = avaPlot.Plot.GetCoordinates(position.X, position.Y);
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// avaPlot.Plot.Remove<Crosshair>();
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// avaPlot.Plot.Add.Crosshair(position.X,position.Y);
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}
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}
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