Files
Avalonia/PortfolioManager/Models/MGSHPositionModelCollection.cs
2026-02-18 22:18:36 -05:00

593 lines
23 KiB
C#

using System;
using System.Collections.Generic;
using System.Collections.ObjectModel;
using System.Collections.Specialized;
using Avalonia.Media;
using MarketData.DataAccess;
using MarketData.Generator.MGSHMomentum;
using MarketData.MarketDataModel;
using MarketData.Utils;
using PortfolioManager.Interface;
using PortfolioManager.UIUtils;
using PortfolioManager.ViewModels;
namespace PortfolioManager.Models
{
public class MGSHPositionModelCollection : ObservableCollection<MGSHPositionModel>
{
public void Add(MGSHActivePositions activePositions)
{
List<int> slotKeys = new List<int>(activePositions.Keys);
for (int keyIndex = 0; keyIndex < slotKeys.Count; keyIndex++)
{
MGSHPositions slotPositions = activePositions[slotKeys[keyIndex]];
foreach (MGSHPosition position in slotPositions) Add(new MGSHPositionModel(position, keyIndex));
}
}
public void Add(MGSHPositions allPositions)
{
foreach (MGSHPosition position in allPositions) Add(new MGSHPositionModel(position));
}
public void Add(MGSHPositions hedgePositions, int slotIndex = -1)
{
if (null == hedgePositions) return;
foreach (MGSHPosition position in hedgePositions) Add(new MGSHPositionModel(position, slotIndex));
}
public void OnCollectionChanged()
{
base.OnCollectionChanged(new NotifyCollectionChangedEventArgs(NotifyCollectionChangedAction.Reset, null));
}
}
public class MGSHPositionModel : ModelBase, IPositionModel
{
private MGSHPosition position = new MGSHPosition();
private int slot;
private int priceChangeDirection = 0;
private double prevPrice = double.NaN;
private DateTime lastUpdated = DateTime.Now;
private double currentPriceLow = double.NaN;
private double rsi3 = double.NaN;
public MGSHPositionModel()
{
}
public MGSHPositionModel(MGSHPosition position, int slot)
{
Slot = slot;
Symbol = position.Symbol;
PurchaseDate = position.PurchaseDate;
SellDate = position.SellDate;
Shares = position.Shares;
PurchasePrice = position.PurchasePrice;
CurrentPrice = position.CurrentPrice;
Volume = position.Volume;
Return1D = position.Return1D;
CumReturn252 = position.CumReturn252;
IDIndicator = position.IDIndicator;
Score = position.Score;
Velocity = position.Velocity;
PE = position.PE;
Beta = position.Beta;
InitialStopLimit = position.InitialStopLimit;
TrailingStopLimit = position.TrailingStopLimit;
LastStopAdjustment = position.LastStopAdjustment;
PositionRiskPercentDecimal = position.PositionRiskPercentDecimal;
Comment = position.Comment;
}
public MGSHPositionModel(MGSHPosition position)
{
slot = -1;
Symbol = position.Symbol;
PurchaseDate = position.PurchaseDate;
SellDate = position.SellDate;
Shares = position.Shares;
PurchasePrice = position.PurchasePrice;
CurrentPrice = position.CurrentPrice;
Volume = position.Volume;
Return1D = position.Return1D;
CumReturn252 = position.CumReturn252;
IDIndicator = position.IDIndicator;
Score = position.Score;
Velocity = position.Velocity;
PE = position.PE;
Beta = position.Beta;
InitialStopLimit = position.InitialStopLimit;
TrailingStopLimit = position.TrailingStopLimit;
LastStopAdjustment = position.LastStopAdjustment;
PositionRiskPercentDecimal = position.PositionRiskPercentDecimal;
Comment = position.Comment;
}
public MGSHPosition Position
{
get { return position; }
set
{
Slot = -1;
Symbol = position.Symbol;
PurchaseDate = position.PurchaseDate;
SellDate = position.SellDate;
Shares = position.Shares;
PurchasePrice = position.PurchasePrice;
CurrentPrice = position.CurrentPrice;
Volume = position.Volume;
Return1D = position.Return1D;
CumReturn252 = position.CumReturn252;
IDIndicator = position.IDIndicator;
Score = position.Score;
Velocity = position.Velocity;
PE = position.PE;
Beta = position.Beta;
InitialStopLimit = position.InitialStopLimit;
TrailingStopLimit = position.TrailingStopLimit;
LastStopAdjustment = position.LastStopAdjustment;
PositionRiskPercentDecimal = position.PositionRiskPercentDecimal;
Comment = position.Comment;
this.position.R = position.R;
}
}
public double CurrentPriceLow
{
get { return currentPriceLow; }
set
{
if (currentPriceLow == value) return;
currentPriceLow = value;
base.OnPropertyChanged("CurrentPriceLow");
base.OnPropertyChanged("TrailingStopLimitColor");
base.OnPropertyChanged("InitialStopLimitColor");
}
}
private void UpdateProperties()
{
base.OnPropertyChanged("CurrentPrice");
base.OnPropertyChanged("MarketValue");
base.OnPropertyChanged("ActiveMarketValue");
base.OnPropertyChanged("GainLoss");
base.OnPropertyChanged("GainLossPcnt");
base.OnPropertyChanged("Comment");
base.OnPropertyChanged("PositionRiskPercentDecimal");
base.OnPropertyChanged("R");
base.OnPropertyChanged("TotalRiskExposure");
base.OnPropertyChanged("RMultiple");
base.OnPropertyChanged("CurrentPriceColor");
base.OnPropertyChanged("TrailingStopLimitColor");
base.OnPropertyChanged("InitialStopLimitColor");
base.OnPropertyChanged("ActiveMarketValueColor");
base.OnPropertyChanged("GainLossColor");
base.OnPropertyChanged("GainLossPcntColor");
base.OnPropertyChanged("RColor");
base.OnPropertyChanged("TotalRiskExposureColor");
base.OnPropertyChanged("RMultipleColor");
}
public String Symbol
{
get { return position.Symbol; }
set { position.Symbol = value; base.OnPropertyChanged("Symbol"); }
}
public String Comment
{
get { return position.Comment; }
set { position.Comment = value; base.OnPropertyChanged("Comment"); }
}
public DateTime PurchaseDate
{
get { return position.PurchaseDate; }
set { position.PurchaseDate = value; base.OnPropertyChanged("PurchaseDate"); }
}
public IBrush PurchaseDateColor
{
get
{
DateGenerator dateGenerator = new DateGenerator();
if (!dateGenerator.IsMarketOpen(PurchaseDate)) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Red);
if (!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
}
}
public IBrush SellDateColor
{
get
{
DateGenerator dateGenerator = new DateGenerator();
if (!dateGenerator.IsMarketOpen(SellDate)) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Red);
if (!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
}
}
public DateTime SellDate
{
get { return position.SellDate; }
set { position.SellDate = value; base.OnPropertyChanged("SellDate"); }
}
public int DaysHeld
{
get
{
DateGenerator dateGenerator = new DateGenerator();
if (Utility.IsEpoch(SellDate)) return dateGenerator.DaysBetween(PurchaseDate, DateTime.Now.Date);
return dateGenerator.DaysBetween(PurchaseDate, SellDate);
}
}
public int Slot
{
get { return slot; }
set { slot = value; base.OnPropertyChanged("Slot"); }
}
public String SlotAsString
{
get
{
if (-1 == Slot) return Constants.CONST_DASHES;
return Slot.ToString();
}
}
public double PositionRiskPercentDecimal
{
get
{
return position.PositionRiskPercentDecimal;
}
set
{
position.PositionRiskPercentDecimal = value;
base.OnPropertyChanged("PositionRiskPercentDecimal");
}
}
// ************************************************************************************************************************************
// ******************************************************************** R I S K *******************************************************
// ************************************************************************************************************************************
public double R
{
get
{
if (position.TrailingStopLimit > position.PurchasePrice) return 0.00; // here we are considering the current risk/share which is based on our stop limit
return position.TrailingStopLimit > position.PurchasePrice ? 0.00 : position.PurchasePrice - position.TrailingStopLimit;
}
}
public IBrush RColor
{
get
{
if (!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
}
}
public String RMultipleAsString
{
get { return Utility.FormatNumber((position.CurrentPrice - position.PurchasePrice) / (position.PurchasePrice - position.InitialStopLimit), 2, false) + "R"; } // always based on original position risk
}
public double RMultiple
{
get { return (position.CurrentPrice - position.PurchasePrice) / (position.PurchasePrice - position.InitialStopLimit); } // always based on original position risk
}
public IBrush RMultipleColor
{
get
{
if (!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
}
}
public double TotalRiskExposure
{
get { return R * position.Shares; }
}
public IBrush TotalRiskExposureColor
{
get
{
if (!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
}
}
// ************************************************************************************************************************************
public int DaysSinceLastStopAdjustment
{
get
{
if (!IsActivePosition) return int.MinValue;
DateGenerator dateGenerator = new DateGenerator();
DateTime today = DateTime.Now;
int daysSinceLastStopAdjustment = int.MinValue;
if (Utility.IsEpoch(position.LastStopAdjustment)) daysSinceLastStopAdjustment = dateGenerator.DaysBetweenActual(today, position.PurchaseDate);
else daysSinceLastStopAdjustment = dateGenerator.DaysBetweenActual(today, position.LastStopAdjustment);
return daysSinceLastStopAdjustment;
}
}
public IBrush DaysSinceLastStopAdjustmentColor
{
get
{
if (!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
int daysSinceLastStopAdjustment = DaysSinceLastStopAdjustment;
if (int.MinValue.Equals(daysSinceLastStopAdjustment)) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
if (daysSinceLastStopAdjustment >= 90) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Red);
else if (daysSinceLastStopAdjustment >= 60) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Red); // I made them both red because yellow and purple looked horrible
return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Green);
}
}
public double Shares
{
get { return position.Shares; }
set { position.Shares = value; base.OnPropertyChanged("Shares"); base.OnPropertyChanged("Exposure"); base.OnPropertyChanged("ActiveExposure"); base.OnPropertyChanged("MarketValue"); base.OnPropertyChanged("ActiveMarketValue"); base.OnPropertyChanged("GainLoss"); base.OnPropertyChanged("GainLossPcnt"); }
}
public double PurchasePrice
{
get { return position.PurchasePrice; }
set { position.PurchasePrice = value; base.OnPropertyChanged("PurchasePrice"); base.OnPropertyChanged("Exposure"); base.OnPropertyChanged("ActiveExposure"); base.OnPropertyChanged("GainLoss"); base.OnPropertyChanged("GainLossPcnt"); }
}
public double CurrentPrice
{
get { return position.CurrentPrice; }
set
{
if (position.CurrentPrice == value) return;
position.CurrentPrice = value;
if (double.IsNaN(prevPrice)) { prevPrice = position.CurrentPrice; priceChangeDirection = 0; }
else if (prevPrice > position.CurrentPrice) priceChangeDirection = -1;
else if (prevPrice == position.CurrentPrice) priceChangeDirection = 0;
else priceChangeDirection = 1;
prevPrice = position.CurrentPrice;
UpdateProperties();
}
}
public double RSI3
{
get { return rsi3; }
set
{
if (rsi3 == value) return;
rsi3 = value;
base.OnPropertyChanged("RSI3");
base.OnPropertyChanged("RSI3Color");
}
}
public DateTime LastUpdated
{
get { return lastUpdated; }
set { lastUpdated = value; base.OnPropertyChanged("LastUpdated"); }
}
public IBrush CurrentPriceColor
{
get
{
if (!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
if (priceChangeDirection > 0) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Green);
else if (priceChangeDirection < 0) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Red);
else return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
}
}
public IBrush RSI3Color
{
get
{
if (!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
if (RSI3 < 10 || RSI3 > 80) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Red);
return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
}
}
public double Exposure
{
get { return Shares * PurchasePrice; }
}
public double ActiveExposure
{
get { return IsActivePosition ? Exposure : 0.00; }
}
public IBrush ActiveExposureColor
{
get
{
if (!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
else return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
}
}
public double MarketValue
{
get { return Shares * CurrentPrice; }
}
public double ActiveMarketValue
{
get { return IsActivePosition ? MarketValue : 0.00; }
}
public IBrush ActiveMarketValueColor
{
get
{
if (!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
if (ActiveMarketValue > Exposure) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Green);
else if (ActiveMarketValue < Exposure) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Red);
else return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
}
}
public long Volume
{
get { return position.Volume; }
set { position.Volume = value; base.OnPropertyChanged("Volume"); }
}
public double Return1D
{
get { return position.Return1D; }
set { position.Return1D = value; base.OnPropertyChanged("Return1D"); }
}
public double GainLoss
{
get { return MarketValue - Exposure; }
}
public IBrush GainLossColor
{
get
{
if (!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
if (GainLoss > 0) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Green);
else if (GainLoss < 0) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Red);
else return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
}
}
public double GainLossPcnt
{
get { return (MarketValue - Exposure) / Exposure; }
}
public IBrush GainLossPcntColor
{
get
{
if (!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
if (GainLoss > 0) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Green);
else if (GainLoss < 0) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Red);
else return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
}
}
public double CumReturn252
{
get { return position.CumReturn252; }
set { position.CumReturn252 = value; base.OnPropertyChanged("CumReturn252"); }
}
public double IDIndicator
{
get { return position.IDIndicator; }
set { position.IDIndicator = value; base.OnPropertyChanged("IDIndicator"); }
}
public double Score
{
get { return position.Score; }
set { position.Score = value; base.OnPropertyChanged("Score"); }
}
public double Velocity
{
get { return position.Velocity; }
set { position.Velocity = value; base.OnPropertyChanged("Velocity"); }
}
public double PE
{
get { return position.PE; }
set { position.PE = value; base.OnPropertyChanged("PE"); }
}
public double Beta
{
get { return position.Beta; }
set { position.Beta = value; base.OnPropertyChanged("Beta"); }
}
public bool IsActivePosition
{
get { return Utility.IsEpoch(SellDate) ? true : false; }
}
public double InitialStopLimit
{
get { return position.InitialStopLimit; }
set
{
position.InitialStopLimit = value;
base.OnPropertyChanged("InitialStopLimit");
base.OnPropertyChanged("InitialStopLimitColor");
}
}
public IBrush InitialStopLimitColor
{
get
{
if (!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
if (!Utility.IsEpoch(position.LastStopAdjustment)) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black); // if we have a trailing stop then we are no longer using the initial stop
StopLimit stopLimit = StopLimitDA.GetStopLimit(position.Symbol,position.Shares);
if (null == stopLimit || !stopLimit.StopPrice.Equals(Math.Round(position.InitialStopLimit, 2))) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Purple);
if (currentPriceLow <= position.InitialStopLimit) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Red);
return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
}
}
public double TrailingStopLimit
{
get { return position.TrailingStopLimit; }
set
{
position.TrailingStopLimit = value;
base.OnPropertyChanged("TrailingStopLimit");
base.OnPropertyChanged("TrailingStopLimitColor");
}
}
public IBrush TrailingStopLimitColor
{
get
{
if (!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
if (currentPriceLow <= position.TrailingStopLimit)
{
return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Red);
}
StopLimit stopLimit = StopLimitDA.GetStopLimit(position.Symbol,position.Shares);
if (null == stopLimit || !stopLimit.StopPrice.Equals(Math.Round(position.TrailingStopLimit, 2))) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Purple);
return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
}
}
public DateTime LastStopAdjustment
{
get { return position.LastStopAdjustment; }
set { position.LastStopAdjustment = value; base.OnPropertyChanged("LastStopAdjustment"); }
}
public IBrush LastStopAdjustmentColor
{
get
{
if (!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
}
}
}
}