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Optimize RollForward logic.

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Sean
2024-05-24 15:13:24 -04:00
parent e5ebde9117
commit ef2d62ce58
1 changed files with 24 additions and 9 deletions
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33
ViewModels/GainLossViewModel.cs
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@@ -45,6 +45,8 @@ namespace TradeBlotter.ViewModels
private bool suspendUpdate=false;
private String selectedAccounts;
private List<String> accounts=null;
private DateTime latestMarketDate=Utility.Epoch;
// RelayCommands
private RelayCommand refreshCommand=null;
private RelayCommand toggleReturnOrPercentCommand=null;
private RelayCommand toggleActiveOrTotalCommand=null;
@@ -77,6 +79,7 @@ namespace TradeBlotter.ViewModels
public GainLossViewModel()
{
latestMarketDate=PremarketDA.GetLatestMarketDate();
semaphorePool.Add(Tasks.SelectedSymbol,new Semaphore(1,1));
semaphorePool.Add(Tasks.SelectedAccounts,new Semaphore(1,1));
semaphorePool.Add(Tasks.LeastSquaresFit,new Semaphore(1,1));
@@ -556,6 +559,7 @@ namespace TradeBlotter.ViewModels
}
private void Refresh()
{
latestMarketDate = PremarketDA.GetLatestMarketDate();
base.OnPropertyChanged("SelectedSymbol");
}
public ICommand RefreshCommand
@@ -666,9 +670,9 @@ namespace TradeBlotter.ViewModels
base.OnPropertyChanged("SelectedGainLossSummaryItem");
}
}
// ************************************************************************************************************************************************************************************
// ************************************************************************************************************************************************************************************
// ************************************************************************************************************************************************************************************
// ************************************************************************************************************************************************************************************
// ************************************************************************************************************************************************************************************
// ************************************************************************************************************************************************************************************
public ObservableCollection<MenuItem> MenuItems
{
get
@@ -680,7 +684,7 @@ namespace TradeBlotter.ViewModels
collection.Add(new MenuItem() { Text = "Display Sticker Valuation", MenuItemClickedCommand = DisplayStickerValuation, StaysOpenOnClick = false });
collection.Add(new MenuItem() { Text = "Display Historical", MenuItemClickedCommand = DisplayHistorical, StaysOpenOnClick = false });
collection.Add(new MenuItem() { Text = "Display Stochastics", MenuItemClickedCommand = DisplayStochastic, StaysOpenOnClick = false });
collection.Add(new MenuItem() { Text = "Display Relative Strength", MenuItemClickedCommand=DisplayRelativeStrength, StaysOpenOnClick = false });
collection.Add(new MenuItem() { Text = "Display Relative Strength", MenuItemClickedCommand = DisplayRelativeStrength, StaysOpenOnClick = false });
collection.Add(new MenuItem() { Text = "Display MACD", MenuItemClickedCommand = DisplayMACD, StaysOpenOnClick = false });
collection.Add(new MenuItem() { Text = "Display Moving Average", MenuItemClickedCommand = DisplayMovingAverage, StaysOpenOnClick = false });
collection.Add(new MenuItem() { Text = "Display Price History", MenuItemClickedCommand = DisplayPriceHistory, StaysOpenOnClick = false });
@@ -691,6 +695,7 @@ namespace TradeBlotter.ViewModels
return collection;
}
}
public ICommand DisplayBollingerBand
{
get
@@ -890,12 +895,21 @@ namespace TradeBlotter.ViewModels
}, param =>
{
if(null == selectedGainLossSummaryItem || null==selectedGainLossSummaryItem.Symbol)return false;
DateTime latestDate=PremarketDA.GetLatestMarketDate();
DateTime latestDateSymbol=PricingDA.GetLatestDate(selectedGainLossSummaryItem.Symbol);
if(latestDate.Equals(latestDateSymbol))return false;
Price symbolPrice=GBPriceCache.GetInstance().GetPriceOrLatestAvailable(selectedGainLossSummaryItem.Symbol,latestMarketDate);
if(null==symbolPrice)return false;
if(symbolPrice.Date.Equals(latestMarketDate))return false;
DateGenerator dateGenerator=new DateGenerator();
DateTime prevBusinessDay=dateGenerator.FindPrevBusinessDay(latestDate);
if(!latestDateSymbol.Equals(prevBusinessDay))return false;
DateTime prevBusinessDay=dateGenerator.FindPrevBusinessDay(latestMarketDate);
if(!symbolPrice.Date.Equals(prevBusinessDay))return false;
// This method was slowing things down quite considerably as it was constantly hitting the pricingDA.GetLatestDate()
// Refactored to the above code and seeing how that works out.
//DateTime latestDate=PremarketDA.GetLatestMarketDate();
//DateTime latestDateSymbol=PricingDA.GetLatestDate(selectedGainLossSummaryItem.Symbol);
//if(latestDate.Equals(latestDateSymbol))return false;
//DateGenerator dateGenerator=new DateGenerator();
//DateTime prevBusinessDay=dateGenerator.FindPrevBusinessDay(latestDate);
//if(!latestDateSymbol.Equals(prevBusinessDay))return false;
return true;
});
}
@@ -1019,6 +1033,7 @@ namespace TradeBlotter.ViewModels
sb.Append("\n");
double change=(p1.Close-p2.Close)/p2.Close;
sb.Append(String.Format("Latest Price {0} {1} ({2}{3})",Utility.DateTimeToStringMMSDDSYYYY(p1.Date),Utility.FormatCurrency(p1.Close),change<0?"-":"+",Utility.FormatPercent(Math.Abs(change))));
if(companyProfile.FreezePricing)sb.Append(" ").Append("**Frozen**");
sb.Append("\n").Append(String.Format("Source: {0}",p1.SourceAsString()));
return sb.ToString();
}