Files
TradeBlotter/UIUtils/ProformaAddRiskDividendParityPositionDialog.xaml.cs
2024-02-23 06:58:53 -05:00

224 lines
8.7 KiB
C#

using MarketData.DataAccess;
using MarketData.DividendRiskParity;
using MarketData.MarketDataModel;
using MarketData.Utils;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading;
using System.Windows;
using System.Windows.Controls;
using System.Windows.Data;
using System.Windows.Documents;
using System.Windows.Input;
using System.Windows.Media;
using System.Windows.Media.Imaging;
using System.Windows.Shapes;
using System.Windows.Threading;
namespace TradeBlotter.UIUtils
{
public class ProformaAddRiskDividendParityPositionDialogResult
{
public DividendRiskParityPositionCollection DividendRiskParityPositionCollection { get; set; }
public DividendRiskParityPosition DividendRiskParityPositionProforma { get; set; }
public bool Success { get; set; }
}
public partial class ProformaAddRiskDividendParityPositionDialog : Window
{
private List<String> symbols;
private ManualResetEvent manualResetEvent = new ManualResetEvent(false);
private DateTime PurchaseDate { get; set; }
private double PurchasePrice { get; set; }
private String SelectedSymbol { get; set; }
private double Exposure { get; set; }
private double Shares { get; set; }
private bool Result { get; set; }
private DividendRiskParityPosition dividendRiskParityPositionProforma = null;
private ProformaAddRiskDividendParityPositionDialog(String title,String symbol, DateTime purchaseDate, DividendRiskParityPositionCollection dividendRiskParityPositionCollection)
{
this.Background = new SolidColorBrush(Colors.AliceBlue);
this.Owner = Application.Current.MainWindow;
InitializeComponent();
this.Loaded += new RoutedEventHandler(AddPositionDialog_Loaded);
this.Closing += Window_Closing;
txtPurchasePrice.SelectionChanged += txtPurchasePrice_SelectionChanged;
txtShares.SelectionChanged += txtShares_SelectionChanged;
txtExposure.TextChanged += txtExposure_SelectionChanged;
txtSymbol.SelectionChanged+=txtSymbol_SelectionChanged;
txtSymbol.Text = symbol;
SelectedSymbol = symbol;
Title = title;
Shares = 0.00;
Exposure = 0.00;
if (Utility.IsEpoch(purchaseDate)) PurchaseDate = PricingDA.GetLatestDate();
else PurchaseDate = purchaseDate;
Price price = PricingDA.GetPrice(symbol, purchaseDate);
if (null != price) PurchasePrice = price.Close;
txtPurchaseDate.Text = purchaseDate.ToShortDateString();
UpdatePrice();
txtShares.Text = Utility.FormatNumber(Shares, 3);
txtPurchaseDate.IsReadOnly = true;
txtSymbol.IsReadOnly = true;
}
public ManualResetEvent Event { get {return manualResetEvent;}}
public static ProformaAddRiskDividendParityPositionDialogResult Prompt(string title, String account, DateTime effectiveDate, DividendRiskParityPositionCollection dividendRiskParityPositionCollection)
{
ProformaAddRiskDividendParityPositionDialogResult proformaAddRiskDividendParityPositionDialogResult = new ProformaAddRiskDividendParityPositionDialogResult();
proformaAddRiskDividendParityPositionDialogResult.Success = false;
ProformaAddRiskDividendParityPositionDialog proformaAddRiskDividendParityPositionDialog = new ProformaAddRiskDividendParityPositionDialog(title, account, effectiveDate, dividendRiskParityPositionCollection);
try { proformaAddRiskDividendParityPositionDialog.ShowDialog(); }
catch (Exception) { return proformaAddRiskDividendParityPositionDialogResult; }
proformaAddRiskDividendParityPositionDialog.Event.WaitOne();
if (proformaAddRiskDividendParityPositionDialog.Result == true)
{
DividendRiskParityPosition dividendRiskParityPosition = proformaAddRiskDividendParityPositionDialog.CreatePosition();
dividendRiskParityPositionCollection.Add(dividendRiskParityPosition);
proformaAddRiskDividendParityPositionDialogResult.Success = true;
proformaAddRiskDividendParityPositionDialogResult.DividendRiskParityPositionProforma = proformaAddRiskDividendParityPositionDialog.dividendRiskParityPositionProforma;
}
proformaAddRiskDividendParityPositionDialogResult.DividendRiskParityPositionCollection = dividendRiskParityPositionCollection;
return proformaAddRiskDividendParityPositionDialogResult;
}
void AddPositionDialog_Loaded(object sender, RoutedEventArgs e)
{
//cbSymbols.Focus();
}
public DividendRiskParityPosition CreatePosition()
{
try
{
dividendRiskParityPositionProforma = new DividendRiskParityPosition();
dividendRiskParityPositionProforma.Symbol = SelectedSymbol;
dividendRiskParityPositionProforma.PurchasePrice = PurchasePrice;
dividendRiskParityPositionProforma.Shares = Shares;
dividendRiskParityPositionProforma.TradeDate = PurchaseDate;
dividendRiskParityPositionProforma.TypeOfPosition = DividendRiskParityPosition.PositionType.Proforma;
return dividendRiskParityPositionProforma;
}
catch (Exception)
{
return null;
}
}
private void btnOk_Click(object sender, RoutedEventArgs e)
{
Result = Validate();
Close();
Event.Set();
return;
}
private void txtPurchasePrice_SelectionChanged(object sender, RoutedEventArgs e)
{
double value=0.00;
value = Utility.ParseCurrency(txtPurchasePrice.Text);
if (PurchasePrice.Equals(value)) return;
PurchasePrice = value;
if (!txtPurchasePrice.IsFocused)
{
UpdatePrice();
UpdateExposure();
}
else UpdateExposure();
}
private void txtShares_SelectionChanged(object sender, RoutedEventArgs e)
{
double value = 0.00;
double.TryParse(txtShares.Text, out value);
if (Shares.Equals(value)) return;
Shares = Math.Round(value,3);
if (txtShares.IsFocused)
{
UpdatePrice();
UpdateExposure();
}
}
private void txtSymbol_SelectionChanged(object sender, RoutedEventArgs e)
{
//double value = 0.00;
//double.TryParse(txtShares.Text, out value);
//if (Shares.Equals(value)) return;
//Shares = Math.Round(value, 3);
//if (txtShares.IsFocused)
//{
// UpdatePrice();
// UpdateExposure();
//}
}
private void txtExposure_SelectionChanged(object sender, RoutedEventArgs e)
{
if (null == txtExposure.Text || "".Equals(txtExposure.Text)) return;
double value=Utility.ParseCurrency(txtExposure.Text);
if (0.00 == value || value==Exposure) return;
txtExposure.Text = Utility.FormatCurrency(value);
txtExposure.CaretIndex = txtExposure.Text.IndexOf('.');
if (0.00 == PurchasePrice) return;
Shares = Math.Round(value / PurchasePrice,3);
if (txtExposure.IsFocused)
{
UpdateShares();
}
}
private void Window_Closing(object sender, System.ComponentModel.CancelEventArgs e)
{
Event.Set();
}
private void btnCancel_Click(object sender, RoutedEventArgs e)
{
Result = false;
Close();
Event.Set();
}
private bool Validate()
{
if (null == SelectedSymbol) return false;
//if(null==Account)return false;
if(Utility.IsEpoch(PurchaseDate))return false;
if (double.IsNaN(PurchasePrice)) return false;
if (0 == Shares) return false;
return true;
}
private void UpdatePrice()
{
if (Utility.IsEpoch(PurchaseDate)) return;
Price price = PricingDA.GetPrice(SelectedSymbol, PurchaseDate);
if (null == price)
{
DateGenerator dateGenerator = new DateGenerator();
DateTime prevBusinessDate=dateGenerator.FindPrevBusinessDay(PurchaseDate);
price = PricingDA.GetPrice(SelectedSymbol, prevBusinessDate);
if (null != price)
{
PurchasePrice = price.Close;
PurchaseDate = prevBusinessDate;
//dpPurchaseDate.SelectedDate = PurchaseDate;
txtPurchaseDate.Text=PurchaseDate.ToShortDateString();
}
else PurchasePrice = 0.00;
}
else PurchasePrice = price.Close;
txtPurchasePrice.Text = Utility.FormatCurrency(PurchasePrice);
}
private void UpdateExposure()
{
Exposure = PurchasePrice * Shares;
txtExposure.Text = Utility.FormatCurrency(Exposure);
}
private void UpdateShares()
{
txtShares.Text = Utility.FormatNumber(Shares,3);
}
private void UpdateCompanyName()
{
CompanyProfile companyProfile = CompanyProfileDA.GetCompanyProfile(SelectedSymbol);
if (null == companyProfile||null==companyProfile.CompanyName) return;
lblCompanyName.Content = companyProfile.CompanyName.ToUpper();
}
}
}