224 lines
8.7 KiB
C#
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();
|
|
}
|
|
}
|
|
}
|
|
|