423 lines
15 KiB
C#
423 lines
15 KiB
C#
using System;
|
|
using System.Collections.Generic;
|
|
using System.Collections.ObjectModel;
|
|
using System.ComponentModel;
|
|
using System.Linq;
|
|
using System.Text;
|
|
using System.Threading.Tasks;
|
|
using CommunityToolkit.Mvvm.Input;
|
|
using DynamicData;
|
|
using MarketData;
|
|
using MarketData.DataAccess;
|
|
using MarketData.MarketDataModel;
|
|
using MarketData.Utils;
|
|
using PortfolioManager.Extensions;
|
|
using PortfolioManager.Renderers;
|
|
using PortfolioManager.UIUtils;
|
|
|
|
namespace PortfolioManager.ViewModels
|
|
{
|
|
public partial class BollingerBandViewModel : PlotterWorkspaceViewModel
|
|
{
|
|
private List<String> watchListNames;
|
|
private String selectedWatchList;
|
|
private ObservableCollection<String> symbols = new ObservableCollection<String>();
|
|
private List<Int32> dayCounts = new int[] { 60, 90, 180, 360, 720, 1440, 3600 }.ToList<int>();
|
|
private int selectedDayCount = 90;
|
|
private bool isBusy = false;
|
|
private String selectedSymbol = default;
|
|
private String companyName = default;
|
|
private BollingerBandRenderer bollingerBandRenderer = default;
|
|
private bool showInsiderTransactions = true;
|
|
private bool showTradeLabels = true;
|
|
private bool syncTradeToBand = false;
|
|
private bool useLeastSquaresFit = true;
|
|
private StopLimits stopLimits = default;
|
|
|
|
public BollingerBandViewModel()
|
|
{
|
|
DisplayName = "Bollinger";
|
|
OnPlotterLoadedEventHandler += PlotterLoadedEvent;
|
|
PropertyChanged += OnViewModelPropertyChanged;
|
|
Initialize();
|
|
}
|
|
|
|
protected override void OnDispose()
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG, $"Dispose BollingerBandViewModel");
|
|
base.OnDispose();
|
|
}
|
|
|
|
public override String Title
|
|
{
|
|
get
|
|
{
|
|
if (null == selectedSymbol) return DisplayName;
|
|
return "Bollinger " + "(" + selectedSymbol + ")";
|
|
}
|
|
}
|
|
|
|
public override String DisplayName
|
|
{
|
|
get
|
|
{
|
|
return "Bollinger Band";
|
|
}
|
|
}
|
|
|
|
private void Initialize(bool executePropertyChanged = true)
|
|
{
|
|
Task workerTask = Task.Factory.StartNew(() =>
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG, $"BollingerBandViewModel::Initialize()");
|
|
watchListNames = WatchListDA.GetWatchLists();
|
|
watchListNames.Insert(0, UIConstants.CONST_ALL);
|
|
selectedWatchList = watchListNames.Find(x => x.Equals("Valuations"));
|
|
symbols.AddRange(WatchListDA.GetWatchList(selectedWatchList));
|
|
});
|
|
workerTask.ContinueWith((continuation) =>
|
|
{
|
|
if (executePropertyChanged)
|
|
{
|
|
base.OnPropertyChanged("Symbols");
|
|
base.OnPropertyChanged("WatchListNames");
|
|
base.OnPropertyChanged("SelectedWatchList");
|
|
}
|
|
});
|
|
}
|
|
|
|
|
|
// *******************************************************************************************************************************************
|
|
/// <summary>
|
|
/// This event will be called the first time the view is rendered and each time the view comes back into focus (i.e.) Tab activated
|
|
/// </summary>
|
|
/// <param name="sender"></param>
|
|
/// <param name="e"></param>
|
|
public void PlotterLoadedEvent(object sender, PlotterLoadedEventArgs e)
|
|
{
|
|
base.OnPropertyChanged("Plotter");
|
|
if (default != selectedSymbol)
|
|
{
|
|
base.OnPropertyChanged("SelectedSymbol");
|
|
}
|
|
}
|
|
|
|
private void OnViewModelPropertyChanged(object sender, PropertyChangedEventArgs eventArgs)
|
|
{
|
|
if(eventArgs.PropertyName.Equals("SelectedWatchList"))
|
|
{
|
|
IsBusy=true;
|
|
|
|
Task workerTask = Task.Factory.StartNew(()=>
|
|
{
|
|
symbols.Clear();
|
|
if(UIConstants.CONST_ALL.Equals(selectedWatchList))
|
|
{
|
|
symbols.AddRange(PricingDA.GetSymbols());
|
|
}
|
|
else
|
|
{
|
|
symbols.AddRange(WatchListDA.GetWatchList(selectedWatchList));
|
|
}
|
|
});
|
|
workerTask.ContinueWith((continuation)=>
|
|
{
|
|
IsBusy=false;
|
|
base.OnPropertyChanged("Symbols");
|
|
});
|
|
}
|
|
else if ((eventArgs.PropertyName.Equals("SyncTradeToBand") ||
|
|
eventArgs.PropertyName.Equals("ShowTradeLabels") ||
|
|
eventArgs.PropertyName.Equals("SelectedSymbol") ||
|
|
eventArgs.PropertyName.Equals("ShowRiskFree") ||
|
|
eventArgs.PropertyName.Equals("UseLeastSquaresFit") ||
|
|
eventArgs.PropertyName.Equals("CheckBoxShowInsiderTransactions") ||
|
|
eventArgs.PropertyName.Equals("SelectedDayCount"))
|
|
&& !String.IsNullOrEmpty(selectedSymbol)
|
|
&& default != Plotter)
|
|
{
|
|
IsBusy = true;
|
|
Task workerTask = Task.Factory.StartNew(() =>
|
|
{
|
|
companyName = PricingDA.GetNameForSymbol(selectedSymbol);
|
|
bollingerBandRenderer = new BollingerBandRenderer(Plotter);
|
|
bollingerBandRenderer.ShowLeastSquares = useLeastSquaresFit;
|
|
bollingerBandRenderer.SyncTradeToBand = syncTradeToBand;
|
|
bollingerBandRenderer.ShowInsiderTransactions = showInsiderTransactions;
|
|
bollingerBandRenderer.ShowTradeLabels = showTradeLabels;
|
|
bollingerBandRenderer.ExternalStopLimits = stopLimits;
|
|
bollingerBandRenderer.SetData(selectedSymbol, selectedDayCount);
|
|
bollingerBandRenderer.Render();
|
|
});
|
|
workerTask.ContinueWith((continuation) =>
|
|
{
|
|
base.OnPropertyChanged("GraphTitle");
|
|
base.OnPropertyChanged("Title");
|
|
IsBusy = false;
|
|
});
|
|
}
|
|
}
|
|
|
|
// ********************************************** P E R S I S T E N C E *************************
|
|
|
|
public override bool CanPersist()
|
|
{
|
|
return true;
|
|
}
|
|
|
|
public override SaveParameters GetSaveParameters()
|
|
{
|
|
SaveParameters saveParams = new SaveParameters();
|
|
if (String.IsNullOrEmpty(selectedSymbol)) return null;
|
|
saveParams.Add(new KeyValuePair<String, String>("Type", GetType().Namespace + "." + GetType().Name));
|
|
saveParams.Add(new KeyValuePair<String, String>("SelectedSymbol", selectedSymbol));
|
|
saveParams.Add(new KeyValuePair<String, String>("SelectedWatchList", selectedWatchList));
|
|
saveParams.Add(new KeyValuePair<String, String>("SelectedDayCount", selectedDayCount.ToString()));
|
|
saveParams.Add(new KeyValuePair<String, String>("SyncTradeToBand", syncTradeToBand.ToString()));
|
|
saveParams.Add(new KeyValuePair<String, String>("ShowTradeLabels", showTradeLabels.ToString()));
|
|
saveParams.Add(new KeyValuePair<String, String>("UseLeastSquaresFit", useLeastSquaresFit.ToString()));
|
|
saveParams.Add(new KeyValuePair<String, String>("ShowInsiderTransactions", showInsiderTransactions.ToString()));
|
|
if (null != stopLimits && 0 != stopLimits.Count)
|
|
{
|
|
saveParams.Add(new KeyValuePair<String, String>("StopHistoryCount", stopLimits.Count.ToString()));
|
|
for (int index = 0; index < stopLimits.Count; index++)
|
|
{
|
|
String strItemKey = String.Format("StopHistory_{0}", index);
|
|
StopLimit stopLimit = stopLimits[index];
|
|
NVPCollection nvpCollection = stopLimit.ToNVPCollection();
|
|
String strStopHistoryItem = nvpCollection.ToString();
|
|
saveParams.Add(new KeyValuePair<String, String>(strItemKey, strStopHistoryItem));
|
|
}
|
|
}
|
|
return saveParams;
|
|
}
|
|
|
|
public override void SetSaveParameters(SaveParameters saveParameters)
|
|
{
|
|
try
|
|
{
|
|
|
|
Task workerTask = Task.Factory.StartNew(() =>
|
|
{
|
|
Referer = saveParameters.Referer;
|
|
selectedSymbol = (from KeyValuePair<String, String> item in saveParameters where item.Key.Equals("SelectedSymbol") select item).FirstOrDefault().Value;
|
|
selectedWatchList = (from KeyValuePair<String, String> item in saveParameters where item.Key.Equals("SelectedWatchList") select item).FirstOrDefault().Value;
|
|
selectedDayCount = Int32.Parse((from KeyValuePair<String, String> item in saveParameters where item.Key.Equals("SelectedDayCount") select item).FirstOrDefault().Value);
|
|
MDTrace.WriteLine(LogLevel.DEBUG, $"BollingerBandViewModel::SetSaveParameters('{selectedSymbol}','{selectedWatchList}','{selectedDayCount}')");
|
|
try
|
|
{
|
|
if (saveParameters.ContainsKey("SyncTradeToBand")) syncTradeToBand = Boolean.Parse((from KeyValuePair<String, String> item in saveParameters where item.Key.Equals("SyncTradeToBand") select item).FirstOrDefault().Value);
|
|
else syncTradeToBand = false;
|
|
}
|
|
catch (Exception) { syncTradeToBand = false; }
|
|
try
|
|
{
|
|
if (saveParameters.ContainsKey("ShowTradeLabels")) showTradeLabels = Boolean.Parse((from KeyValuePair<String, String> item in saveParameters where item.Key.Equals("ShowTradeLabels") select item).FirstOrDefault().Value);
|
|
else showTradeLabels = true;
|
|
}
|
|
catch (Exception) { showTradeLabels = true; }
|
|
try
|
|
{
|
|
if (saveParameters.ContainsKey("UseLeastSquaresFit")) useLeastSquaresFit = Boolean.Parse((from KeyValuePair<String, String> item in saveParameters where item.Key.Equals("UseLeastSquaresFit") select item).FirstOrDefault().Value);
|
|
}
|
|
catch (Exception) {; }
|
|
try
|
|
{
|
|
if (saveParameters.ContainsKey("ShowInsiderTransactions")) showInsiderTransactions = Boolean.Parse((from KeyValuePair<String, String> item in saveParameters where item.Key.Equals("ShowInsiderTransactions") select item).FirstOrDefault().Value);
|
|
}
|
|
catch (Exception) {; }
|
|
try
|
|
{
|
|
if (saveParameters.ContainsKey("StopHistoryCount"))
|
|
{
|
|
stopLimits = StopLimitsExtensions.FromSaveParams(saveParameters);
|
|
}
|
|
}
|
|
catch (Exception exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG, String.Format("Exception:{0}", exception.ToString()));
|
|
}
|
|
});
|
|
workerTask.ContinueWith((continuation) =>
|
|
{
|
|
base.OnPropertyChanged("SelectedWatchList");
|
|
base.OnPropertyChanged("SelectedSymbol");
|
|
base.OnPropertyChanged("Title");
|
|
});
|
|
}
|
|
catch (Exception exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG, exception.ToString());
|
|
}
|
|
}
|
|
|
|
// ****************************************************** P R O P E R T I E S ************************************************
|
|
|
|
public String GraphTitle
|
|
{
|
|
get
|
|
{
|
|
if (null == companyName || null == bollingerBandRenderer || null == bollingerBandRenderer.Prices) return "";
|
|
String displayCompanyName = companyName;
|
|
if (displayCompanyName.Length > 40) displayCompanyName = displayCompanyName.Substring(0, 40) + "...";
|
|
StringBuilder sb = new StringBuilder();
|
|
float change = float.NaN;
|
|
Prices prices2day = new Prices(bollingerBandRenderer.Prices.Take(2).ToList());
|
|
if (2 == prices2day.Count) change = prices2day.GetReturns()[0];
|
|
sb.Append(displayCompanyName);
|
|
sb.Append(" (").Append(selectedSymbol).Append(") ");
|
|
sb.Append(Utility.DateTimeToStringMMHDDHYYYY(bollingerBandRenderer.Prices[bollingerBandRenderer.Prices.Count - 1].Date));
|
|
sb.Append(" Thru ");
|
|
sb.Append(Utility.DateTimeToStringMMHDDHYYYY(bollingerBandRenderer.Prices[0].Date));
|
|
sb.Append(" (").Append(Utility.FormatCurrency(bollingerBandRenderer.Prices[0].Close));
|
|
sb.Append("/").Append(Utility.FormatCurrency(bollingerBandRenderer.Prices[0].Low));
|
|
if (!float.IsNaN(change))
|
|
{
|
|
sb.Append(",");
|
|
sb.Append(change >= 0.00 ? "+" : "").Append(Utility.FormatPercent((double)change));
|
|
}
|
|
sb.Append(")");
|
|
return sb.ToString();
|
|
}
|
|
}
|
|
|
|
public List<String> WatchListNames
|
|
{
|
|
get
|
|
{
|
|
return watchListNames;
|
|
}
|
|
}
|
|
|
|
public String SelectedWatchList
|
|
{
|
|
get
|
|
{
|
|
return selectedWatchList;
|
|
}
|
|
set
|
|
{
|
|
selectedWatchList = value;
|
|
base.OnPropertyChanged("SelectedWatchList");
|
|
}
|
|
}
|
|
|
|
public ObservableCollection<String> Symbols
|
|
{
|
|
get
|
|
{
|
|
return symbols;
|
|
}
|
|
}
|
|
|
|
public int SelectedDayCount
|
|
{
|
|
get
|
|
{
|
|
return selectedDayCount;
|
|
}
|
|
set
|
|
{
|
|
selectedDayCount = value;
|
|
base.OnPropertyChanged("SelectedDayCount");
|
|
}
|
|
}
|
|
|
|
public List<int> DayCounts
|
|
{
|
|
get
|
|
{
|
|
return dayCounts;
|
|
}
|
|
}
|
|
|
|
public String SelectedSymbol
|
|
{
|
|
get
|
|
{
|
|
return selectedSymbol;
|
|
}
|
|
set
|
|
{
|
|
if (String.IsNullOrEmpty(value))
|
|
{
|
|
return;
|
|
}
|
|
selectedSymbol = value;
|
|
base.OnPropertyChanged("SelectedSymbol");
|
|
}
|
|
}
|
|
|
|
public bool IsBusy
|
|
{
|
|
get
|
|
{
|
|
return isBusy;
|
|
}
|
|
set
|
|
{
|
|
isBusy = value;
|
|
base.OnPropertyChanged("IsBusy");
|
|
}
|
|
}
|
|
|
|
public bool SyncTradeToBand
|
|
{
|
|
get
|
|
{
|
|
return syncTradeToBand;
|
|
}
|
|
set
|
|
{
|
|
syncTradeToBand = value;
|
|
base.OnPropertyChanged("SyncTradeToBand");
|
|
}
|
|
}
|
|
|
|
public bool ShowTradeLabels
|
|
{
|
|
get
|
|
{
|
|
return showTradeLabels;
|
|
}
|
|
set
|
|
{
|
|
showTradeLabels = value;
|
|
base.OnPropertyChanged("ShowTradeLabels");
|
|
}
|
|
}
|
|
|
|
public bool UseLeastSquaresFit
|
|
{
|
|
get
|
|
{
|
|
return useLeastSquaresFit;
|
|
}
|
|
set
|
|
{
|
|
useLeastSquaresFit = value;
|
|
base.OnPropertyChanged("UseLeastSquaresFit");
|
|
}
|
|
}
|
|
|
|
public Boolean CheckBoxShowInsiderTransactions
|
|
{
|
|
get
|
|
{
|
|
return showInsiderTransactions;
|
|
}
|
|
set
|
|
{
|
|
showInsiderTransactions = value;
|
|
base.OnPropertyChanged("CheckBoxShowInsiderTransactions");
|
|
}
|
|
}
|
|
|
|
[RelayCommand]
|
|
public async Task Refresh()
|
|
{
|
|
base.OnPropertyChanged("SelectedSymbol");
|
|
await Task.FromResult(true);
|
|
}
|
|
}
|
|
} |