From d0a416e853df6a322992fd826bec3cde1387b793 Mon Sep 17 00:00:00 2001
From: Sean <skessler1964@gmail.com>
Date: Thu, 6 Feb 2025 16:41:16 -0500
Subject: [PATCH] New

---
 Model/MGSHPositionModel.cs | 437 +++++++++++++++++++++++++++++++++++++
 1 file changed, 437 insertions(+)
 create mode 100644 Model/MGSHPositionModel.cs

diff --git a/Model/MGSHPositionModel.cs b/Model/MGSHPositionModel.cs
new file mode 100644
index 0000000..5072ff1
--- /dev/null
+++ b/Model/MGSHPositionModel.cs
@@ -0,0 +1,437 @@
+using MarketData.Generator;
+using MarketData.MarketDataModel;
+using MarketData.Utils;
+using System;
+using System.Collections.Generic;
+using System.Collections.ObjectModel;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using System.Windows.Media;
+using TradeBlotter.ViewModels;
+using TradeBlotter.UIUtils;
+using System.Collections.Specialized;
+using MarketData;
+using MarketData.Generator.Momentum;
+using MarketData.DataAccess;
+using System.CodeDom;
+using MarketData.Generator.MGSHMomentum;
+
+namespace TradeBlotter.Model
+{
+  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
+  {
+    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;
+      MaxDrawdown=position.MaxDrawdown;
+      MaxUpside=position.MaxUpside;
+      Velocity=position.Velocity;
+      PE=position.PE;
+      Beta=position.Beta;
+      ZacksRank=position.ZacksRank;
+      InitialStopLimit=position.InitialStopLimit;
+      TrailingStopLimit=position.TrailingStopLimit;
+      LastStopAdjustment=position.LastStopAdjustment;
+      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;
+      MaxDrawdown=position.MaxDrawdown;
+      MaxUpside=position.MaxUpside;
+      Velocity=position.Velocity;
+      PE=position.PE;
+      Beta=position.Beta;
+      ZacksRank=position.ZacksRank;
+      InitialStopLimit=position.InitialStopLimit;
+      TrailingStopLimit=position.TrailingStopLimit;
+      LastStopAdjustment=position.LastStopAdjustment;
+      Comment=position.Comment;
+    }
+
+    private void UpdateProperties()
+    {
+      base.OnPropertyChanged("CurrentPrice");
+      base.OnPropertyChanged("MarketValue");
+      base.OnPropertyChanged("ActiveMarketValue");
+      base.OnPropertyChanged("GainLoss");
+      base.OnPropertyChanged("GainLossPcnt");
+      base.OnPropertyChanged("CurrentPriceColor");
+      base.OnPropertyChanged("TrailingStopLimitColor");
+      base.OnPropertyChanged("InitialStopLimitColor");
+      base.OnPropertyChanged("ActiveMarketValueColor");
+      base.OnPropertyChanged("GainLossColor");
+      base.OnPropertyChanged("GainLossPcntColor");
+      base.OnPropertyChanged("Comment");
+    }
+
+    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 Brush 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 Brush 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 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 Brush 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 Brush 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 Brush 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 Brush 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 Brush 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 Brush 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 MaxDrawdown
+    {
+      get{return position.MaxDrawdown;}
+      set{position.MaxDrawdown=value;base.OnPropertyChanged("MaxDrawdown");}
+    }
+    public double MaxUpside
+    {
+      get{return position.MaxUpside;}
+      set{position.MaxUpside=value;base.OnPropertyChanged("MaxUpside");}
+    }
+    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 String ZacksRank
+    {
+      get {return position.ZacksRank;}
+      set{position.ZacksRank=value;base.OnPropertyChanged("ZacksRank");}
+    }
+    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 Brush 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=PortfolioDA.GetStopLimit(position.Symbol);
+        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 Brush TrailingStopLimitColor
+    {
+      get
+      {
+        if(!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
+        StopLimit stopLimit=PortfolioDA.GetStopLimit(position.Symbol);
+        if(null==stopLimit||!stopLimit.StopPrice.Equals(Math.Round(position.TrailingStopLimit,2))) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Purple);
+        if(currentPriceLow<=position.TrailingStopLimit)return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Red);
+        return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
+      }
+    }
+// ***
+    public DateTime LastStopAdjustment
+    {
+      get { return position.LastStopAdjustment; }
+      set { position.LastStopAdjustment=value; base.OnPropertyChanged("LastStopAdjustment"); }
+    }
+    public Brush LastStopAdjustmentColor
+    {
+      get
+      {
+        if(!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
+        return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
+      }
+    }
+  }
+}