1611 lines
72 KiB
C#
1611 lines
72 KiB
C#
using System;
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using System.ComponentModel;
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using System.Collections.Generic;
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using System.Collections.ObjectModel;
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using System.Collections.Specialized;
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using System.Linq;
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using System.Text;
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using System.Windows.Input;
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using System.Threading.Tasks;
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using System.Windows.Media;
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using Forms=System.Windows.Forms;
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using System.Threading;
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using System.Windows;
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using System.IO;
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using MarketData;
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using MarketData.Utils;
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using MarketData.MarketDataModel;
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using MarketData.Generator;
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using MarketData.DataAccess;
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using TradeBlotter.DataAccess;
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using TradeBlotter.Command;
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using TradeBlotter.Model;
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using Microsoft.Research.DynamicDataDisplay.DataSources;
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using System.Windows.Threading;
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using MarketData.Generator.CMTrend;
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using Position=MarketData.Generator.CMTrend.Position;
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using StopLimit=MarketData.MarketDataModel.StopLimit;
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using TradeBlotter.UIUtils;
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using MarketData.Generator.Model;
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using MarketData.Generator.ModelGenerators;
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using MarketData.Generator.Interface;
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using TradeBlotter.Extensions;
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namespace TradeBlotter.ViewModels
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{
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public class CMTTrendViewModel:WorkspaceViewModel
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{
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// generic section
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private const String DISPLAY_NAME="CMTrend Model";
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private bool busyIndicator=false;
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private String busyContent=null;
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private String initialPath=null;
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private String pathFileName=null;
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// momentum candidate section
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private String selectedDate=null;
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private DateTime selectableDateStart=Utility.Epoch;
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private DateTime selectableDateEnd=Utility.Epoch;
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private ObservableCollection<CMTCandidate> trendCandidates=new ObservableCollection<CMTCandidate>();
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private CMTCandidate selectedItem=null;
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// private RelayCommand runCommand;
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private RelayCommand stochasticsCommand;
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private RelayCommand relativeStrengthCommand;
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private RelayCommand macdCommand;
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private RelayCommand bollingerBandCommand;
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private RelayCommand priceHistoryCommand;
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private RelayCommand stickerValuationCommand;
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private RelayCommand dcfValuationCommand;
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private RelayCommand dividendHistoryCommand;
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private RelayCommand analystRatingsCommand;
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private RelayCommand addToWatchListCommand;
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private RelayCommand removeFromWatchListCommand;
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private RelayCommand movingAverageCommand;
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private RelayCommand displayHistoricalCommand;
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// session section
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private ModelStatistics modelStatistics=null;
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private NVPDictionary nvpDictionary=null;
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private ObservableCollection<String> nvpDictionaryKeys=null;
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private CMTParams configuration=null;
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private CMTSessionParams sessionParams;
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private String selectedParameter=null;
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private CMTPositionModelCollection positions=null;
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private CMTPositionModel selectedPosition=null;
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private RelayCommand loadFileCommand;
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private RelayCommand reloadCommand;
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private RelayCommand monitorCommand;
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private ObservableCollection<String> monitorIntervals;
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private String selectedMonitorInterval;
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private bool monitorRunning=false;
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private DispatcherTimer dispatcherTimer=new DispatcherTimer();
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private RelayCommand stochasticsCommandPosition;
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private RelayCommand relativeStrengthCommandPosition;
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private RelayCommand macdCommandPosition;
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private RelayCommand bollingerBandCommandPosition;
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private RelayCommand bollingerBandCommandPositionAll;
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private RelayCommand priceHistoryCommandPosition;
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private RelayCommand stickerValuationCommandPosition;
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private RelayCommand dcfValuationCommandPosition;
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private RelayCommand dividendHistoryCommandPosition;
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private RelayCommand analystRatingsCommandPosition;
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private RelayCommand addToWatchListCommandPosition;
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private RelayCommand removeFromWatchListCommandPosition;
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private RelayCommand movingAverageCommandPosition;
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private RelayCommand displayHistoricalCommandPosition;
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private RelayCommand displayHeadlinesCommandPosition;
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private RelayCommand closePositionCommandPosition;
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private RelayCommand editPositionCommandPosition;
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// chart plotter
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private bool showAsGainLoss=true;
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private bool isLegendVisible=false;
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private RelayCommand toggleReturnOrPercentCommand=null;
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private ModelPerformanceSeries modelPerformanceSeries=null;
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public CMTTrendViewModel(bool loadedFromParams=false)
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{
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PropertyChanged+=OnMomentumViewModelPropertyChanged;
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base.DisplayName=DISPLAY_NAME;
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monitorIntervals=new ObservableCollection<String>();
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monitorIntervals.Add("30");
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monitorIntervals.Add("60");
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monitorIntervals.Add("90");
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monitorIntervals.Add("120");
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selectedMonitorInterval=monitorIntervals[0];
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DateTime earliestPricingDate=PricingDA.GetEarliestDate();
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earliestPricingDate+=new TimeSpan(252,0,0,0);
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selectableDateStart=earliestPricingDate;
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selectableDateEnd=PricingDA.GetLatestDate();
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selectedDate=selectableDateEnd.ToShortDateString();
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configuration=new CMTParams();
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NVPCollection nvpCollection=configuration.ToNVPCollection();
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nvpDictionary=nvpCollection.ToDictionary();
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List<String> dictionaryKeys=new List<String>(nvpDictionary.Keys);
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dictionaryKeys.Sort();
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nvpDictionaryKeys=new ObservableCollection<String>(dictionaryKeys);
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selectedParameter=nvpDictionaryKeys[0];
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dispatcherTimer.Tick+=DispatcherTimerTick;
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dispatcherTimer.Interval=new TimeSpan(0,0,int.Parse(selectedMonitorInterval));
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base.OnPropertyChanged("MonitorIntervals");
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base.OnPropertyChanged("SelectedMonitorInterval");
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base.OnPropertyChanged("Parameters");
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base.OnPropertyChanged("SelectedParameter");
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base.OnPropertyChanged("ParameterValue");
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}
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protected override void OnDispose()
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{
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StopMonitor();
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base.OnDispose();
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}
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// ******************************************************************************************** P E R S I S T E N C E ********************************************************************************************
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public override bool CanPersist()
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{
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return true;
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}
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public override SaveParameters GetSaveParameters()
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{
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SaveParameters saveParams=new SaveParameters();
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if(null==pathFileName) return null;
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saveParams.Add(new KeyValuePair<String,String>("Type",GetType().Namespace+"."+GetType().Name));
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saveParams.Add(new KeyValuePair<String,String>("PathFileName",pathFileName));
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return saveParams;
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}
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public override void SetSaveParameters(SaveParameters saveParameters)
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{
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try
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{
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pathFileName=(from KeyValuePair<String,String> item in saveParameters where item.Key.Equals("PathFileName") select item).FirstOrDefault().Value;
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if(!LoadSessionFile()) pathFileName=null;
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}
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catch(Exception exception)
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{
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MDTrace.WriteLine(LogLevel.DEBUG,String.Format("Exception:{0}",exception.ToString()));
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}
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}
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// **************************************************************************************************************************************************************************
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public bool BusyIndicator
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{
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get { return busyIndicator; }
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set
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{
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busyIndicator=value;
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base.OnPropertyChanged("BusyIndicator");
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}
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}
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public String BusyContent
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{
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get { return busyContent; }
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set { busyContent=value; base.OnPropertyChanged("BusyContent"); }
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}
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// **************************************************************************************************************************************************************************
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public ObservableCollection<MenuItem> CandidateMenuItems
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{
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get
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{
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ObservableCollection<MenuItem> collection=new ObservableCollection<MenuItem>();
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collection.Add(new MenuItem() { Text="Display Bollinger Band",MenuItemClickedCommand=DisplayBollingerBand,StaysOpenOnClick=false });
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collection.Add(new MenuItem() { Text="Display Dividend History",MenuItemClickedCommand=DisplayDividendHistory,StaysOpenOnClick=false });
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collection.Add(new MenuItem() { Text="Display Sticker Valuation",MenuItemClickedCommand=DisplayStickerValuation,StaysOpenOnClick=false });
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collection.Add(new MenuItem() { Text="Display Historical",MenuItemClickedCommand=DisplayHistorical,StaysOpenOnClick=false });
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collection.Add(new MenuItem() { Text="Display Stochastics",MenuItemClickedCommand=DisplayStochastics,StaysOpenOnClick=false });
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collection.Add(new MenuItem() { Text="Display Relative Strength",MenuItemClickedCommand=DisplayRelativeStrength,StaysOpenOnClick=false });
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collection.Add(new MenuItem() { Text="Display MACD",MenuItemClickedCommand=DisplayMACD,StaysOpenOnClick=false });
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collection.Add(new MenuItem() { Text="Display Price History",MenuItemClickedCommand=DisplayPriceHistory,StaysOpenOnClick=false });
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collection.Add(new MenuItem() { Text="Display Moving Average",MenuItemClickedCommand=DisplayMovingAverage,StaysOpenOnClick=false });
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collection.Add(new MenuItem() { Text="Display Analyst Ratings",MenuItemClickedCommand=DisplayAnalystRatings,StaysOpenOnClick=false });
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collection.Add(new MenuItem() { Text="Display DCF Valuation",MenuItemClickedCommand=DisplayDCFValuation,StaysOpenOnClick=false });
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collection.Add(new MenuItem() { Text="Add to Watchlist",MenuItemClickedCommand=AddToWatchList,StaysOpenOnClick=false });
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collection.Add(new MenuItem() { Text="Remove from Watchlist",MenuItemClickedCommand=RemoveFromWatchList,StaysOpenOnClick=false });
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return collection;
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}
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}
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public ObservableCollection<MenuItem> PositionsMenuItems
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{
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get
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{
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ObservableCollection<MenuItem> collection=new ObservableCollection<MenuItem>();
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collection.Add(new MenuItem() { Text="Display Bollinger Band Model Position",MenuItemClickedCommand=DisplayBollingerBandPosition,StaysOpenOnClick=false });
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collection.Add(new MenuItem() { Text="Display Bollinger Band All",MenuItemClickedCommand=DisplayBollingerBandPositionAll,StaysOpenOnClick=false });
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collection.Add(new MenuItem() { Text="Display Headlines",MenuItemClickedCommand=DisplayHeadlinesPosition,StaysOpenOnClick=false });
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collection.Add(new MenuItem() { Text="Display Dividend History",MenuItemClickedCommand=DisplayDividendHistoryPosition,StaysOpenOnClick=false });
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collection.Add(new MenuItem() { Text="Display Sticker Valuation",MenuItemClickedCommand=DisplayStickerValuationPosition,StaysOpenOnClick=false });
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collection.Add(new MenuItem() { Text="Display Historical",MenuItemClickedCommand=DisplayHistoricalPosition,StaysOpenOnClick=false });
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collection.Add(new MenuItem() { Text="Display Stochastics",MenuItemClickedCommand=DisplayStochasticsPosition,StaysOpenOnClick=false });
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collection.Add(new MenuItem() { Text="Display Relative Strength",MenuItemClickedCommand=DisplayRelativeStrengthPosition,StaysOpenOnClick=false });
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collection.Add(new MenuItem() { Text="Display MACD",MenuItemClickedCommand=DisplayMACDPosition,StaysOpenOnClick=false });
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collection.Add(new MenuItem() { Text="Display Price History",MenuItemClickedCommand=DisplayPriceHistoryPosition,StaysOpenOnClick=false });
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collection.Add(new MenuItem() { Text="Display Moving Average",MenuItemClickedCommand=DisplayMovingAveragePosition,StaysOpenOnClick=false });
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collection.Add(new MenuItem() { Text="Display Analyst Ratings",MenuItemClickedCommand=DisplayAnalystRatingsPosition,StaysOpenOnClick=false });
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collection.Add(new MenuItem() { Text="Display DCF Valuation",MenuItemClickedCommand=DisplayDCFValuationPosition,StaysOpenOnClick=false });
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collection.Add(new MenuItem() { Text="Add to Watchlist",MenuItemClickedCommand=AddToWatchListPosition,StaysOpenOnClick=false });
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collection.Add(new MenuItem() { Text="Remove from Watchlist",MenuItemClickedCommand=RemoveFromWatchListPosition,StaysOpenOnClick=false });
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collection.Add(new MenuItem() { Text="Close Position...",MenuItemClickedCommand=ClosePosition,StaysOpenOnClick=false });
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collection.Add(new MenuItem() { Text="Edit Position...",MenuItemClickedCommand=EditPosition,StaysOpenOnClick=false });
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return collection;
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}
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}
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private void OnMomentumViewModelPropertyChanged(object sender,PropertyChangedEventArgs eventArgs)
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{
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}
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// ************************************************************************************************************************************************
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// ************************************************************************************************************************************************
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// ************************************************************************************************************************************************
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public override String DisplayName
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{
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get
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{
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if(null==pathFileName) return DISPLAY_NAME;
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String fileName=Path.GetFileName(pathFileName);
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fileName=Utility.BetweenString(fileName,null,".");
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return DISPLAY_NAME+" ("+fileName+")";
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}
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}
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public override String Title
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{
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get
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{
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return DisplayName;
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}
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}
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public DateTime SelectableDateStart
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{
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get { return selectableDateStart; }
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set { selectableDateStart=value; }
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}
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public DateTime SelectableDateEnd
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{
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get { return selectableDateEnd; }
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set { selectableDateEnd=value; }
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}
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// ******************************************************************************************************************************************************
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// *************************************************************** T O O L T I P C A L L O U T S ******************************************************
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// *******************************************************************************************************************************************************
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// Candidate
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public String CompanyDescription
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{
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get
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{
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if(null==selectedItem||null==selectedItem.Symbol) return "No row selected.";
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CompanyProfile companyProfile=CompanyProfileDA.GetCompanyProfile(selectedItem.Symbol);
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if(null==companyProfile||null==companyProfile.Description||"".Equals(companyProfile.Description)) return "No description found.";
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StringBuilder sb=new StringBuilder();
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sb.Append(companyProfile.Sector).Append("/").Append(companyProfile.Industry).Append("\n").Append(companyProfile.Description);
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return sb.ToString();
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}
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}
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public String VelocityDescription
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{
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get
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{
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if(null==selectedItem||null==selectedItem.Symbol) return "No row selected.";
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return "Velocity is the percentage range of the current price within the price history.";
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}
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}
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public String BetaDescription
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{
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get
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{
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if(null==selectedItem||null==selectedItem.Symbol) return "No row selected.";
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return "A beta of less than 1 means that the security is theoretically less volatile than the market. A beta of greater than 1 indicates that the security's price is theoretically more volatile than the market. For example, if a stock's beta is 1.2, it's theoretically 20% more volatile than the market.";
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}
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}
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// Position
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public String CompanyDescriptionSelectedPosition
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{
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get
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{
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if(null==selectedPosition||null==selectedPosition.Symbol) return "No row selected.";
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StringBuilder sb=new StringBuilder();
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String companyName=PricingDA.GetNameForSymbol(selectedPosition.Symbol);
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if(null!=companyName)sb.Append(companyName).Append("\n");
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CompanyProfile companyProfile=CompanyProfileDA.GetCompanyProfile(selectedPosition.Symbol);
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if(null==companyProfile||null==companyProfile.Description||"".Equals(companyProfile.Description))sb.Append("No description found.");
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else sb.Append(companyProfile.Sector).Append("/").Append(companyProfile.Industry).Append("\n").Append(companyProfile.Description);
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return sb.ToString();
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}
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}
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// ****************************************************************************************************************************************************************
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// ****************************************************************************************************************************************************************
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// ****************************************************************************************************************************************************************
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public CMTCandidate SelectedItem
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{
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get
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{
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return selectedItem;
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}
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set
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{
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if(value==selectedItem) return;
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selectedItem=value;
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base.OnPropertyChanged("SelectedItem");
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}
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}
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public CMTPositionModel SelectedPosition
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{
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get { return selectedPosition; }
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set { selectedPosition=value; base.OnPropertyChanged("SelectedPosition"); }
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}
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public String SelectedDate
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{
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get { return selectedDate; }
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set
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{
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selectedDate=value;
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base.OnPropertyChanged("SelectedDate");
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}
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}
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public ObservableCollection<CMTCandidate> AllItems
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{
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get { return trendCandidates; }
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}
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public CMTPositionModelCollection AllPositions
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{
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get { return positions; }
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}
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public ObservableCollection<String> Parameters
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{
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get { return nvpDictionaryKeys; }
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}
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public ObservableCollection<String> MonitorIntervals
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{
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get { return monitorIntervals; }
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}
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public bool CanMonitor
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{
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get { return IsTradeFileLoaded; }
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}
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public String MonitorStatus
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{
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get { return monitorRunning?"Stop Monitor":"Start Monitor"; }
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}
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public String SelectedMonitorInterval
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{
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get { return selectedMonitorInterval; }
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set { selectedMonitorInterval=value; base.OnPropertyChanged("SelectedMonitorInterval"); }
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}
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public String SelectedParameter
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{
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get { return selectedParameter; }
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set { selectedParameter=value; base.OnPropertyChanged("SelectedParameter"); base.OnPropertyChanged("ParameterValue"); }
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}
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public String ParameterValue
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{
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get
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{
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if(null==nvpDictionary||null==nvpDictionaryKeys||null==selectedParameter) return null;
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return nvpDictionary[selectedParameter].Value;
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}
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}
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public String CashBalance
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{
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get
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{
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if(null==sessionParams) return "";
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return Utility.FormatCurrency(sessionParams.CashBalance);
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}
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}
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public String NonTradeableCash
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{
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get
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{
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if(null==sessionParams) return "";
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return Utility.FormatCurrency(sessionParams.NonTradeableCash);
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}
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}
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public String ModelExpectation
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{
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get
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{
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if(null==modelStatistics) return "";
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return Utility.FormatNumber(modelStatistics.Expectancy,2);
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}
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}
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public Brush ExpectationColor
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{
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get
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{
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if(null==modelStatistics) return UIUtils.BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
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if(modelStatistics.Expectancy>0.00)return UIUtils.BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
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return UIUtils.BrushCollection.GetContextBrush(BrushCollection.BrushColor.Red);
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}
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}
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public String ExpectationDescription
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{
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get
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{
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if(null==modelStatistics)return "";
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StringBuilder sb=new StringBuilder();
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sb.Append("Expectancy is (percentage of winning trades * average gain) / (percentage of losing trades * average loss).").Append("\n");
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sb.Append("Total Trades : ").Append(modelStatistics.TotalTrades).Append("\n");
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sb.Append("Winning Trades : ").Append(modelStatistics.WinningTrades).Append("\n");
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sb.Append("Losing Trades : ").Append(modelStatistics.LosingTrades).Append("\n");
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sb.Append("Winning Trades : ").Append(Utility.FormatNumber(modelStatistics.WinningTradesPercent,2)).Append("%").Append("\n");
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sb.Append("Losing Trades : ").Append(Utility.FormatNumber(modelStatistics.LosingTradesPercent,2)).Append("%").Append("\n");
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sb.Append("Average Winning Trade Gain : ").Append(Utility.FormatNumber(modelStatistics.AverageWinningTradePercentGain,2)).Append("%").Append("\n");
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sb.Append("Average Losing Trade Loss : ").Append(Utility.FormatNumber(modelStatistics.AverageLosingTradePercentLoss,2)).Append("%").Append("\n");
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sb.Append("Expectancy : ").Append(Utility.FormatNumber(modelStatistics.Expectancy,2)).Append("\n");
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sb.Append("\n");
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sb.Append("Maintain a positive Expectancy and you're a winner.");
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sb.Append("\n");
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sb.Append("The calculations are based on closed positions.");
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return sb.ToString();
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}
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}
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public String TradeableCashDescription
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{
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get
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{
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if(null==sessionParams) return "";
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StringBuilder sb=new StringBuilder();
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sb.Append("Risk parameters for next purchase.").Append("\n");
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sb.Append("Risk=C=(TotalRiskPercentDecimal * AvailableCash)").Append("\n");
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sb.Append(Utility.FormatCurrency(sessionParams.CMTParams.TotalRiskPercentDecimal*sessionParams.CashBalance)).Append("=(");
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sb.Append(Utility.FormatNumber(sessionParams.CMTParams.TotalRiskPercentDecimal,2));
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sb.Append(" * ");
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sb.Append(Utility.FormatCurrency(sessionParams.CashBalance)).Append(")").Append("\n\n");
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sb.Append("Approximate Exposure=C/PositionRiskPercentDecimal").Append("\n");
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sb.Append("Approximate Exposure=").Append(Utility.FormatCurrency(sessionParams.CMTParams.TotalRiskPercentDecimal*sessionParams.CashBalance)).Append("/").Append(Utility.FormatNumber(sessionParams.CMTParams.PositionRiskPercentDecimal,2)).Append("\n");
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sb.Append("Approximate Exposure=").Append(Utility.FormatCurrency((sessionParams.CMTParams.TotalRiskPercentDecimal*sessionParams.CashBalance)/sessionParams.CMTParams.PositionRiskPercentDecimal)).Append("\n");
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sb.Append("*based on $1.00/share purchase price.");
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return sb.ToString();
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}
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}
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public String NonTradeableCashDescription
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{
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get
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{
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if(null==sessionParams) return "";
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StringBuilder sb=new StringBuilder();
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sb.Append("Cash that is set aside and will not be used for purchases.");
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return sb.ToString();
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}
|
|
}
|
|
// *************************************************************************************************************************************************************
|
|
// *********************************************************************** I C O M M A N D ********************************************************************
|
|
// *************************************************************************************************************************************************************
|
|
public ICommand DisplayHistorical
|
|
{
|
|
get
|
|
{
|
|
if(displayHistoricalCommand==null)
|
|
{
|
|
displayHistoricalCommand=new RelayCommand(param =>
|
|
{
|
|
SaveParameters saveParams=SaveParameters.Parse("Type,TradeBlotter.ViewModels.HistoricalViewModel,SelectedSymbol,"+selectedItem.Symbol+",SelectedWatchList,{All}");
|
|
saveParams.Referer=this;
|
|
WorkspaceInstantiator.Invoke(saveParams);
|
|
},param => { return null!=selectedItem&&null!=selectedItem.Symbol; });
|
|
}
|
|
return displayHistoricalCommand;
|
|
}
|
|
}
|
|
public ICommand DisplayMovingAverage
|
|
{
|
|
get
|
|
{
|
|
if(movingAverageCommand==null)
|
|
{
|
|
movingAverageCommand=new RelayCommand(param => this.DisplayMovingAverageCommand(selectedItem.Symbol),param => { return null!=selectedItem&&null!=selectedItem.Symbol; });
|
|
}
|
|
return movingAverageCommand;
|
|
}
|
|
}
|
|
public ICommand DisplayAnalystRatings
|
|
{
|
|
get
|
|
{
|
|
if(analystRatingsCommand==null)
|
|
{
|
|
analystRatingsCommand=new RelayCommand(param => this.DisplayAnalystRatingsCommand(),param => { return null!=selectedItem&&null!=selectedItem.Symbol; });
|
|
}
|
|
return analystRatingsCommand;
|
|
}
|
|
}
|
|
public ICommand DisplayMACD
|
|
{
|
|
get
|
|
{
|
|
if(macdCommand==null)
|
|
{
|
|
macdCommand=new RelayCommand(param => this.DisplayMACDCommand(),param => { return null!=selectedItem&&null!=selectedItem.Symbol; });
|
|
}
|
|
return macdCommand;
|
|
}
|
|
}
|
|
public ICommand DisplayStochastics
|
|
{
|
|
get
|
|
{
|
|
if(stochasticsCommand==null)
|
|
{
|
|
stochasticsCommand=new RelayCommand(param => this.DisplayStochasticsCommand(),param => { return null!=selectedItem&&null!=selectedItem.Symbol; });
|
|
}
|
|
return stochasticsCommand;
|
|
}
|
|
}
|
|
public ICommand DisplayRelativeStrength
|
|
{
|
|
get
|
|
{
|
|
if(relativeStrengthCommand==null)
|
|
{
|
|
relativeStrengthCommand=new RelayCommand(param => this.DisplayRelativeStrengthCommand(),param => { return null!=selectedItem&&null!=selectedItem.Symbol; });
|
|
}
|
|
return relativeStrengthCommand;
|
|
}
|
|
}
|
|
public ICommand DisplayStickerValuation
|
|
{
|
|
get
|
|
{
|
|
if(null==stickerValuationCommand)
|
|
{
|
|
stickerValuationCommand=new RelayCommand(param =>
|
|
{
|
|
SaveParameters saveParams=SaveParameters.Parse("Type,TradeBlotter.ViewModels.StickerPriceViewModel,SelectedSymbol,"+selectedItem.Symbol+",SelectedWatchList,{All}");
|
|
saveParams.Referer=this;
|
|
WorkspaceInstantiator.Invoke(saveParams);
|
|
},param => { return null!=selectedItem&&null!=selectedItem.Symbol; });
|
|
}
|
|
return stickerValuationCommand;
|
|
}
|
|
}
|
|
public ICommand DisplayDCFValuation
|
|
{
|
|
get
|
|
{
|
|
if(null==dcfValuationCommand)
|
|
{
|
|
dcfValuationCommand=new RelayCommand(param =>
|
|
{
|
|
SaveParameters saveParams=SaveParameters.Parse("Type,TradeBlotter.ViewModels.DCFValuationViewModel,SelectedSymbol,"+selectedItem.Symbol+",SelectedWatchList,{All}");
|
|
saveParams.Referer=this;
|
|
WorkspaceInstantiator.Invoke(saveParams);
|
|
},param => { return null!=selectedItem&&null!=selectedItem.Symbol; });
|
|
}
|
|
return dcfValuationCommand;
|
|
}
|
|
}
|
|
public ICommand DisplayPriceHistory
|
|
{
|
|
get
|
|
{
|
|
if(priceHistoryCommand==null)
|
|
{
|
|
priceHistoryCommand=new RelayCommand(param => this.DisplayPriceHistoryCommand(),param => { return null!=selectedItem&&null!=selectedItem.Symbol; });
|
|
}
|
|
return priceHistoryCommand;
|
|
}
|
|
}
|
|
public ICommand DisplayDividendHistory
|
|
{
|
|
get
|
|
{
|
|
if(dividendHistoryCommand==null)
|
|
{
|
|
dividendHistoryCommand=new RelayCommand(param =>
|
|
{
|
|
SaveParameters saveParams=SaveParameters.Parse("Type,TradeBlotter.ViewModels.DividendHistoryViewModel,SelectedSymbol,"+selectedItem.Symbol+",SelectedWatchList,{All}");
|
|
saveParams.Referer=this;
|
|
WorkspaceInstantiator.Invoke(saveParams);
|
|
},param => { return null!=selectedItem&&null!=selectedItem.Symbol; });
|
|
}
|
|
return dividendHistoryCommand;
|
|
}
|
|
}
|
|
public void DisplayPriceHistoryCommand()
|
|
{
|
|
SaveParameters saveParams=SaveParameters.Parse("Type,TradeBlotter.ViewModels.PricingViewModel,SelectedSymbol,"+selectedItem.Symbol+",SelectedWatchList,{All},SelectedDayCount,180");
|
|
saveParams.Referer=this;
|
|
WorkspaceInstantiator.Invoke(saveParams);
|
|
}
|
|
public ICommand DisplayBollingerBand
|
|
{
|
|
get
|
|
{
|
|
if(bollingerBandCommand==null)
|
|
{
|
|
bollingerBandCommand=new RelayCommand(param => this.DisplayBollingerBandCommand(),param => { return null!=selectedItem&&null!=selectedItem.Symbol; });
|
|
}
|
|
return bollingerBandCommand;
|
|
}
|
|
}
|
|
public ICommand AddToWatchList
|
|
{
|
|
get
|
|
{
|
|
if(addToWatchListCommand==null)
|
|
{
|
|
addToWatchListCommand=new RelayCommand(param => this.AddToWatchListCommand(selectedItem.Symbol),
|
|
param =>
|
|
{
|
|
if(null==selectedItem||null==selectedItem.Symbol) return false;
|
|
if(WatchListDA.IsInWatchList(selectedItem.Symbol)) return false;
|
|
return true;
|
|
});
|
|
}
|
|
return addToWatchListCommand;
|
|
}
|
|
}
|
|
public ICommand RemoveFromWatchList
|
|
{
|
|
get
|
|
{
|
|
if(removeFromWatchListCommand==null)
|
|
{
|
|
removeFromWatchListCommand=new RelayCommand(param => this.RemoveFromWatchListCommand(selectedItem.Symbol),
|
|
param =>
|
|
{
|
|
if(null==selectedItem||null==selectedItem.Symbol) return false;
|
|
if(!WatchListDA.IsInWatchList(selectedItem.Symbol)) return false;
|
|
return true;
|
|
});
|
|
}
|
|
return removeFromWatchListCommand;
|
|
}
|
|
}
|
|
// *************************************************************************************************************************************************************
|
|
// **************************************************************** I C O M M A N D P O S I T I O N ***********************************************************
|
|
// *************************************************************************************************************************************************************
|
|
public ICommand DisplayHeadlinesPosition
|
|
{
|
|
get
|
|
{
|
|
if(null==displayHeadlinesCommandPosition)
|
|
{
|
|
displayHeadlinesCommandPosition=new RelayCommand(param =>
|
|
{
|
|
SaveParameters saveParams=SaveParameters.Parse("Type,TradeBlotter.ViewModels.HeadlinesViewModel,SelectedSymbol,"+selectedPosition.Symbol+",SelectedWatchList,Valuations");
|
|
saveParams.Referer=this;
|
|
WorkspaceInstantiator.Invoke(saveParams);
|
|
},param => { return null!=selectedPosition&&null!=selectedPosition.Symbol; });
|
|
}
|
|
return displayHeadlinesCommandPosition;
|
|
}
|
|
}
|
|
public ICommand DisplayHistoricalPosition
|
|
{
|
|
get
|
|
{
|
|
if(displayHistoricalCommandPosition==null)
|
|
{
|
|
displayHistoricalCommandPosition=new RelayCommand(param =>
|
|
{
|
|
SaveParameters saveParams=SaveParameters.Parse("Type,TradeBlotter.ViewModels.HistoricalViewModel,SelectedSymbol,"+selectedPosition.Symbol+",SelectedWatchList,{All}");
|
|
saveParams.Referer=this;
|
|
WorkspaceInstantiator.Invoke(saveParams);
|
|
},param => { return null!=selectedPosition&&null!=selectedPosition.Symbol; });
|
|
}
|
|
return displayHistoricalCommandPosition;
|
|
}
|
|
}
|
|
public ICommand DisplayAnalystRatingsPosition
|
|
{
|
|
get
|
|
{
|
|
if(analystRatingsCommandPosition==null)
|
|
{
|
|
analystRatingsCommandPosition=new RelayCommand(param => this.DisplayAnalystRatingsCommandPosition(),param => { return null!=selectedPosition&&null!=selectedPosition.Symbol; });
|
|
}
|
|
return analystRatingsCommandPosition;
|
|
}
|
|
}
|
|
public ICommand DisplayMovingAveragePosition
|
|
{
|
|
get
|
|
{
|
|
if(movingAverageCommandPosition==null)
|
|
{
|
|
movingAverageCommandPosition=new RelayCommand(param => this.DisplayMovingAverageCommand(selectedPosition.Symbol),param => { return null!=selectedPosition&&null!=selectedPosition.Symbol; });
|
|
}
|
|
return movingAverageCommandPosition;
|
|
}
|
|
}
|
|
public ICommand DisplayMACDPosition
|
|
{
|
|
get
|
|
{
|
|
if(macdCommandPosition==null)
|
|
{
|
|
macdCommandPosition=new RelayCommand(param => this.DisplayMACDCommandPosition(),param => { return null!=selectedPosition&&null!=selectedPosition.Symbol; });
|
|
}
|
|
return macdCommandPosition;
|
|
}
|
|
}
|
|
public ICommand DisplayStochasticsPosition
|
|
{
|
|
get
|
|
{
|
|
if(stochasticsCommandPosition==null)
|
|
{
|
|
stochasticsCommandPosition=new RelayCommand(param => this.DisplayStochasticsCommandPosition(),param => { return null!=selectedPosition&&null!=selectedPosition.Symbol; });
|
|
}
|
|
return stochasticsCommandPosition;
|
|
}
|
|
}
|
|
public ICommand DisplayRelativeStrengthPosition
|
|
{
|
|
get
|
|
{
|
|
if(relativeStrengthCommandPosition==null)
|
|
{
|
|
relativeStrengthCommandPosition=new RelayCommand(param => this.DisplayRelativeStrengthCommandPosition(),param => { return null!=selectedPosition&&null!=selectedPosition.Symbol; });
|
|
}
|
|
return relativeStrengthCommandPosition;
|
|
}
|
|
}
|
|
public ICommand DisplayStickerValuationPosition
|
|
{
|
|
get
|
|
{
|
|
if(null==stickerValuationCommandPosition)
|
|
{
|
|
stickerValuationCommandPosition=new RelayCommand(param =>
|
|
{
|
|
SaveParameters saveParams=SaveParameters.Parse("Type,TradeBlotter.ViewModels.StickerPriceViewModel,SelectedSymbol,"+selectedPosition.Symbol+",SelectedWatchList,{All}");
|
|
saveParams.Referer=this;
|
|
WorkspaceInstantiator.Invoke(saveParams);
|
|
},param => { return null!=selectedPosition&&null!=selectedPosition.Symbol; });
|
|
}
|
|
return stickerValuationCommandPosition;
|
|
}
|
|
}
|
|
public ICommand DisplayDCFValuationPosition
|
|
{
|
|
get
|
|
{
|
|
if(null==dcfValuationCommandPosition)
|
|
{
|
|
dcfValuationCommandPosition=new RelayCommand(param =>
|
|
{
|
|
SaveParameters saveParams=SaveParameters.Parse("Type,TradeBlotter.ViewModels.DCFValuationViewModel,SelectedSymbol,"+selectedPosition.Symbol+",SelectedWatchList,{All}");
|
|
saveParams.Referer=this;
|
|
WorkspaceInstantiator.Invoke(saveParams);
|
|
},param => { return null!=selectedPosition&&null!=selectedPosition.Symbol; });
|
|
}
|
|
return dcfValuationCommandPosition;
|
|
}
|
|
}
|
|
public ICommand DisplayPriceHistoryPosition
|
|
{
|
|
get
|
|
{
|
|
if(priceHistoryCommandPosition==null)
|
|
{
|
|
priceHistoryCommandPosition=new RelayCommand(param => this.DisplayPriceHistoryCommandPosition(),param => { return null!=selectedPosition&&null!=selectedPosition.Symbol; });
|
|
}
|
|
return priceHistoryCommandPosition;
|
|
}
|
|
}
|
|
public ICommand DisplayDividendHistoryPosition
|
|
{
|
|
get
|
|
{
|
|
if(dividendHistoryCommandPosition==null)
|
|
{
|
|
dividendHistoryCommandPosition=new RelayCommand(param =>
|
|
{
|
|
SaveParameters saveParams=SaveParameters.Parse("Type,TradeBlotter.ViewModels.DividendHistoryViewModel,SelectedSymbol,"+selectedPosition.Symbol+",SelectedWatchList,{All}");
|
|
saveParams.Referer=this;
|
|
WorkspaceInstantiator.Invoke(saveParams);
|
|
},param => { return null!=selectedPosition&&null!=selectedPosition.Symbol; });
|
|
}
|
|
return dividendHistoryCommandPosition;
|
|
}
|
|
}
|
|
public ICommand DisplayBollingerBandPosition
|
|
{
|
|
get
|
|
{
|
|
if(bollingerBandCommandPosition==null)
|
|
{
|
|
bollingerBandCommandPosition=new RelayCommand(param => this.DisplayBollingerBandCommandPosition(),param => { return null!=selectedPosition&&null!=selectedPosition.Symbol; });
|
|
}
|
|
return bollingerBandCommandPosition;
|
|
}
|
|
}
|
|
public ICommand DisplayBollingerBandPositionAll
|
|
{
|
|
get
|
|
{
|
|
if(bollingerBandCommandPositionAll==null)
|
|
{
|
|
bollingerBandCommandPositionAll=new RelayCommand(param => this.DisplayBollingerBandCommandPositionAll(),param => { return null!=selectedPosition&&null!=selectedPosition.Symbol; });
|
|
}
|
|
return bollingerBandCommandPositionAll;
|
|
}
|
|
}
|
|
public ICommand AddToWatchListPosition
|
|
{
|
|
get
|
|
{
|
|
if(addToWatchListCommandPosition==null)
|
|
{
|
|
addToWatchListCommandPosition=new RelayCommand(param => this.AddToWatchListCommand(selectedPosition.Symbol),
|
|
param =>
|
|
{
|
|
if(null==selectedPosition||null==selectedPosition.Symbol) return false;
|
|
if(WatchListDA.IsInWatchList(selectedPosition.Symbol)) return false;
|
|
return true;
|
|
});
|
|
|
|
}
|
|
return addToWatchListCommandPosition;
|
|
}
|
|
}
|
|
public ICommand RemoveFromWatchListPosition
|
|
{
|
|
get
|
|
{
|
|
if(removeFromWatchListCommandPosition==null)
|
|
{
|
|
removeFromWatchListCommandPosition=new RelayCommand(param => this.RemoveFromWatchListCommand(selectedPosition.Symbol),param =>
|
|
{
|
|
if(null==selectedPosition||null==selectedPosition.Symbol) return false;
|
|
if(!WatchListDA.IsInWatchList(selectedPosition.Symbol)) return false;
|
|
return true;
|
|
});
|
|
}
|
|
return removeFromWatchListCommandPosition;
|
|
}
|
|
}
|
|
public ICommand ClosePosition
|
|
{
|
|
get
|
|
{
|
|
if(closePositionCommandPosition==null)
|
|
{
|
|
closePositionCommandPosition=new RelayCommand(param => this.ClosePositionCommand(selectedPosition),param =>
|
|
{
|
|
if(null==selectedPosition||null==selectedPosition.Symbol) return false;
|
|
return true;
|
|
});
|
|
}
|
|
return closePositionCommandPosition;
|
|
}
|
|
}
|
|
public ICommand EditPosition
|
|
{
|
|
get
|
|
{
|
|
if(editPositionCommandPosition==null)
|
|
{
|
|
editPositionCommandPosition=new RelayCommand(param => this.EditPositionCommand(selectedPosition),param =>
|
|
{
|
|
if(null==selectedPosition||null==selectedPosition.Symbol||!Utility.IsEpoch(selectedPosition.SellDate)) return false;
|
|
return true;
|
|
});
|
|
}
|
|
return editPositionCommandPosition;
|
|
}
|
|
}
|
|
// *************************************************************************************************************************************************************
|
|
// ******************************************************************* I C O M M A N D S E S S I O N *********************************************************
|
|
// *************************************************************************************************************************************************************
|
|
public ICommand Reload
|
|
{
|
|
get
|
|
{
|
|
if(reloadCommand==null)
|
|
{
|
|
reloadCommand=new RelayCommand(param => this.ReloadCommand(),param =>
|
|
{
|
|
return ReloadEnabled;
|
|
});
|
|
}
|
|
return reloadCommand;
|
|
}
|
|
}
|
|
public bool ReloadEnabled
|
|
{
|
|
get
|
|
{
|
|
return !String.IsNullOrEmpty(pathFileName);
|
|
}
|
|
}
|
|
public ICommand LoadFile
|
|
{
|
|
get
|
|
{
|
|
if(loadFileCommand==null)
|
|
{
|
|
loadFileCommand=new RelayCommand(param => this.LoadFileCommand(),param => { return true; });
|
|
}
|
|
return loadFileCommand;
|
|
}
|
|
}
|
|
public ICommand Monitor
|
|
{
|
|
get
|
|
{
|
|
if(monitorCommand==null)
|
|
{
|
|
monitorCommand=new RelayCommand(param => this.MonitorCommand(),param => { return IsTradeFileLoaded; });
|
|
}
|
|
return monitorCommand;
|
|
}
|
|
}
|
|
private bool IsTradeFileLoaded
|
|
{
|
|
get { return null==pathFileName?false:true; }
|
|
}
|
|
// *************************************************************************************************************************************************************
|
|
// ********************************************************************** C O M M A N D W O R K E R S ********************************************************
|
|
// *************************************************************************************************************************************************************
|
|
public void DisplayBollingerBandCommand()
|
|
{
|
|
SaveParameters saveParams=SaveParameters.Parse("Type,TradeBlotter.ViewModels.BollingerBandViewModel,SelectedSymbol,"+selectedItem.Symbol+",SelectedWatchList,{All},SelectedDayCount,360");
|
|
saveParams.Referer=this;
|
|
WorkspaceInstantiator.Invoke(saveParams);
|
|
}
|
|
public void DisplayAnalystRatingsCommand()
|
|
{
|
|
SaveParameters saveParams=SaveParameters.Parse("Type,TradeBlotter.ViewModels.AnalystRatingsViewModel,SelectedSymbol,"+selectedItem.Symbol+",SelectedWatchList,{All}");
|
|
saveParams.Referer=this;
|
|
WorkspaceInstantiator.Invoke(saveParams);
|
|
}
|
|
public void DisplayStochasticsCommand()
|
|
{
|
|
SaveParameters saveParams=SaveParameters.Parse("Type,TradeBlotter.ViewModels.StochasticsViewModel,SelectedSymbol,"+selectedItem.Symbol+",SelectedWatchList,{All},SelectedDayCount,180");
|
|
saveParams.Referer=this;
|
|
WorkspaceInstantiator.Invoke(saveParams);
|
|
}
|
|
public void DisplayRelativeStrengthCommand()
|
|
{
|
|
SaveParameters saveParams=SaveParameters.Parse("Type,TradeBlotter.ViewModels.RSIViewModel,SelectedSymbol,"+selectedItem.Symbol+",SelectedWatchList,{All},SelectedDayCount,60,SelectedRSIDayCount,3");
|
|
saveParams.Referer=this;
|
|
WorkspaceInstantiator.Invoke(saveParams);
|
|
}
|
|
public void DisplayMACDCommand()
|
|
{
|
|
SaveParameters saveParams=SaveParameters.Parse("Type,TradeBlotter.ViewModels.MACDViewModel,SelectedSymbol,"+selectedItem.Symbol+",SelectedWatchList,{All},SelectedDayCount,180");
|
|
saveParams.Referer=this;
|
|
WorkspaceInstantiator.Invoke(saveParams);
|
|
}
|
|
// *************************************************************************************************************************************************************
|
|
// ********************************************************************** C O M M A N D W O R K E R S P O S I T I O N ****************************************
|
|
// *************************************************************************************************************************************************************
|
|
|
|
// Legacy bollinger band
|
|
public void DisplayBollingerBandCommandPositionAll()
|
|
{
|
|
MarketData.MarketDataModel.StopLimits stopLimits = GetHistoricalStopLimitsMarketDataModel();
|
|
|
|
StringBuilder sb = new StringBuilder();
|
|
SaveParameters saveParams = null;
|
|
sb = new StringBuilder();
|
|
sb.Append("Type,TradeBlotter.ViewModels.BollingerBandViewModel,SelectedSymbol,");
|
|
sb.Append(selectedPosition.Symbol).Append(",");
|
|
sb.Append("SelectedWatchList,{All},SelectedDayCount,");
|
|
sb.Append(GetDayCountSelectionForBollingerBands(selectedPosition));
|
|
saveParams = SaveParameters.Parse(sb.ToString());
|
|
SaveParameters stopLimitParams = StopLimitsExtensions.FromStopLimits(stopLimits);
|
|
saveParams.AddRange(stopLimitParams);
|
|
saveParams.Referer = this;
|
|
WorkspaceInstantiator.Invoke(saveParams);
|
|
}
|
|
// Bollinger band for this position
|
|
public void DisplayBollingerBandCommandPosition()
|
|
{
|
|
MarketData.MarketDataModel.StopLimits stopLimits = GetHistoricalStopLimitsMarketDataModel();
|
|
|
|
StringBuilder sb = new StringBuilder();
|
|
SaveParameters saveParams = null;
|
|
sb = new StringBuilder();
|
|
sb.Append("Type,TradeBlotter.ViewModels.BollingerBandPositionViewModel,SelectedSymbol,");
|
|
sb.Append(selectedPosition.Symbol).Append(",");
|
|
sb.Append("SelectedWatchList,{All},SelectedDayCount,");
|
|
sb.Append(GetDayCountSelectionForBollingerBands(selectedPosition));
|
|
saveParams = SaveParameters.Parse(sb.ToString());
|
|
SaveParameters stopLimitParams = StopLimitsExtensions.FromStopLimits(stopLimits);
|
|
saveParams.AddRange(stopLimitParams);
|
|
SaveParameters portfolioTradesParams = PortfolioTradesExtensions.FromPosition(selectedPosition);
|
|
saveParams.AddRange(portfolioTradesParams);
|
|
saveParams.Referer=this;
|
|
WorkspaceInstantiator.Invoke(saveParams);
|
|
}
|
|
|
|
|
|
|
|
private int GetDayCountSelectionForBollingerBands(CMTPositionModel selectedPosition)
|
|
{
|
|
DateGenerator dateGenerator=new DateGenerator();
|
|
|
|
int daysBetween=dateGenerator.DaysBetween(selectedPosition.PurchaseDate,DateTime.Today);
|
|
if(daysBetween<90)return 90;
|
|
if(daysBetween<180)return 180;
|
|
if(daysBetween<360)return 360;
|
|
if(daysBetween<720)return 720;
|
|
if(daysBetween<1440)return 1440;
|
|
return 3600;
|
|
}
|
|
|
|
public void DisplayAnalystRatingsCommandPosition()
|
|
{
|
|
SaveParameters saveParams=SaveParameters.Parse("Type,TradeBlotter.ViewModels.AnalystRatingsViewModel,SelectedSymbol,"+selectedPosition.Symbol+",SelectedWatchList,{All}");
|
|
saveParams.Referer=this;
|
|
WorkspaceInstantiator.Invoke(saveParams);
|
|
}
|
|
public void DisplayStochasticsCommandPosition()
|
|
{
|
|
SaveParameters saveParams=SaveParameters.Parse("Type,TradeBlotter.ViewModels.StochasticsViewModel,SelectedSymbol,"+selectedPosition.Symbol+",SelectedWatchList,{All},SelectedDayCount,180");
|
|
saveParams.Referer=this;
|
|
WorkspaceInstantiator.Invoke(saveParams);
|
|
}
|
|
public void DisplayRelativeStrengthCommandPosition()
|
|
{
|
|
SaveParameters saveParams=SaveParameters.Parse("Type,TradeBlotter.ViewModels.RSIViewModel,SelectedSymbol,"+selectedPosition.Symbol+",SelectedWatchList,{All},SelectedDayCount,60,SelectedRSIDayCount,3");
|
|
saveParams.Referer=this;
|
|
WorkspaceInstantiator.Invoke(saveParams);
|
|
}
|
|
public void DisplayMACDCommandPosition()
|
|
{
|
|
SaveParameters saveParams=SaveParameters.Parse("Type,TradeBlotter.ViewModels.MACDViewModel,SelectedSymbol,"+selectedPosition.Symbol+",SelectedWatchList,{All},SelectedDayCount,180");
|
|
saveParams.Referer=this;
|
|
WorkspaceInstantiator.Invoke(saveParams);
|
|
}
|
|
public void DisplayPriceHistoryCommandPosition()
|
|
{
|
|
SaveParameters saveParams=SaveParameters.Parse("Type,TradeBlotter.ViewModels.PricingViewModel,SelectedSymbol,"+selectedPosition.Symbol+",SelectedWatchList,{All},SelectedDayCount,180");
|
|
saveParams.Referer=this;
|
|
WorkspaceInstantiator.Invoke(saveParams);
|
|
}
|
|
// ***************************************************************************************************************************************************************************
|
|
// ********************************************************************* G E N E R A L W O R K E R S ***********************************************************************
|
|
// ***************************************************************************************************************************************************************************
|
|
public void DisplayMovingAverageCommand(String symbol)
|
|
{
|
|
SaveParameters saveParams=new SaveParameters();
|
|
saveParams.Add(new KeyValuePair<String,String>("Type","TradeBlotter.ViewModels.MovingAverageViewModel"));
|
|
saveParams.Add(new KeyValuePair<String,String>("SelectedSymbol",symbol));
|
|
saveParams.Add(new KeyValuePair<String,String>("SelectedWatchList",Constants.CONST_ALL));
|
|
saveParams.Add(new KeyValuePair<String,String>("SelectedDayCount","360"));
|
|
saveParams.Add(new KeyValuePair<String,String>("IsLegendVisible","true"));
|
|
saveParams.Referer=this;
|
|
WorkspaceInstantiator.Invoke(saveParams);
|
|
}
|
|
|
|
public void ClosePositionCommand(CMTPositionModel selectedPosition)
|
|
{
|
|
bool deleteStop=false;
|
|
Position clonedPosition=Position.Clone(selectedPosition.Position);
|
|
bool hasStopLimit=StopLimitDA.HasStopLimit(clonedPosition.Symbol,clonedPosition.Shares);
|
|
IPosition changedPosition=ClosePositionDialog.Prompt("Close Position",clonedPosition,hasStopLimit,ref deleteStop);
|
|
if(null==changedPosition) return;
|
|
CMTTrendModel mmTrendModel=new CMTTrendModel();
|
|
if(!mmTrendModel.ClosePosition(changedPosition.Symbol,changedPosition.PurchaseDate,changedPosition.SellDate,changedPosition.CurrentPrice,pathFileName))
|
|
{
|
|
MessageBox.Show("Failed to close the position, check log for details.","Close Position");
|
|
return;
|
|
}
|
|
if(deleteStop) StopLimitDA.DeleteStopLimit(changedPosition.Symbol,changedPosition.Shares);
|
|
String strMessage=String.Format("Closed position for {0}, Purchase Date:{1}, Sell Date{2}, Current Price:{3}, Delete Stop:{4} to {5}. A backup was created.",
|
|
changedPosition.Symbol,changedPosition.PurchaseDate.ToShortDateString(),changedPosition.SellDate.ToShortDateString(),Utility.FormatCurrency(changedPosition.CurrentPrice),deleteStop,pathFileName);
|
|
MessageBox.Show(strMessage,"Close Position");
|
|
LoadSessionFile();
|
|
}
|
|
|
|
public void EditPositionCommand(CMTPositionModel selectedPosition)
|
|
{
|
|
Position clonedPosition=Position.Clone(selectedPosition.Position);
|
|
IPosition changedPosition=EditPositionDialog.Prompt("Edit Position",clonedPosition);
|
|
if(null==changedPosition) return;
|
|
CMTTrendModel mmTrendModel=new CMTTrendModel();
|
|
if(!mmTrendModel.EditPosition(changedPosition.Symbol,changedPosition.PurchaseDate,changedPosition.PurchasePrice,changedPosition.InitialStopLimit,changedPosition.TrailingStopLimit,pathFileName))
|
|
{
|
|
MessageBox.Show("Failed to edit the position, check log for details.","Edit Position");
|
|
return;
|
|
}
|
|
if(!selectedPosition.TrailingStopLimit.Equals(changedPosition.TrailingStopLimit))
|
|
{
|
|
selectedPosition.TrailingStopLimit=changedPosition.TrailingStopLimit;
|
|
selectedPosition.LastStopAdjustment=DateTime.Now.Date;
|
|
StopLimit stopLimit=StopLimitDA.GetStopLimit(changedPosition.Symbol,changedPosition.Shares);
|
|
if(null==stopLimit)
|
|
{
|
|
stopLimit=new StopLimit();
|
|
stopLimit.Symbol=changedPosition.Symbol;
|
|
stopLimit.StopType=StopLimitConstants.STOP_QUOTE;
|
|
stopLimit.Shares=changedPosition.Shares;
|
|
}
|
|
stopLimit.StopPrice=changedPosition.TrailingStopLimit;
|
|
StopLimitDA.InsertUpdateStopLimit(stopLimit);
|
|
}
|
|
selectedPosition.PurchaseDate=changedPosition.PurchaseDate;
|
|
selectedPosition.PurchasePrice=changedPosition.PurchasePrice;
|
|
selectedPosition.TrailingStopLimit=changedPosition.TrailingStopLimit;
|
|
selectedPosition.InitialStopLimit=changedPosition.InitialStopLimit;
|
|
String strMessage=String.Format("Edited Position for {0} Purchase Date:{1} Purchase Price:{2}, Trailing Stop:{3}. A backup was created.",
|
|
selectedPosition.Symbol,selectedPosition.PurchaseDate.ToShortDateString(),Utility.FormatCurrency(selectedPosition.PurchasePrice),Utility.FormatCurrency(selectedPosition.TrailingStopLimit));
|
|
MessageBox.Show(strMessage,"Edit Position");
|
|
LoadSessionFile();
|
|
}
|
|
|
|
public void AddToWatchListCommand(String symbol)
|
|
{
|
|
if(WatchListDA.IsInWatchList(symbol))
|
|
{
|
|
System.Windows.MessageBox.Show("'"+symbol+"' is already in watchlist","Info",MessageBoxButton.OK,MessageBoxImage.Information);
|
|
return;
|
|
}
|
|
if(!WatchListDA.AddToWatchList(symbol))
|
|
{
|
|
System.Windows.MessageBox.Show("Error adding '"+symbol+"' to watchlist","Warning",MessageBoxButton.OK,MessageBoxImage.Warning);
|
|
}
|
|
else
|
|
{
|
|
System.Windows.MessageBox.Show("Added '"+symbol+"'","Success",MessageBoxButton.OK,MessageBoxImage.Information);
|
|
}
|
|
}
|
|
public void RemoveFromWatchListCommand(String symbol)
|
|
{
|
|
if(!WatchListDA.IsInWatchList(symbol))
|
|
{
|
|
System.Windows.MessageBox.Show("'"+symbol+"' is not in watchlist","Info",MessageBoxButton.OK,MessageBoxImage.Information);
|
|
return;
|
|
}
|
|
if(!WatchListDA.RemoveFromWatchList(symbol))
|
|
{
|
|
System.Windows.MessageBox.Show("Error removing '"+symbol+"' from watchlist","Warning",MessageBoxButton.OK,MessageBoxImage.Warning);
|
|
}
|
|
else
|
|
{
|
|
System.Windows.MessageBox.Show("Removed '"+symbol+"'","Success",MessageBoxButton.OK,MessageBoxImage.Information);
|
|
}
|
|
}
|
|
// **************************************************************************************************************************************************************************
|
|
// ********************************************************************** C O M M A N D W O R K E R S S E S S I O N ********************************************************
|
|
// ***************************************************************************************************************************************************************************
|
|
public void MonitorCommand()
|
|
{
|
|
if(monitorRunning) StopMonitor();
|
|
else StartMonitor();
|
|
}
|
|
|
|
private void StopMonitor()
|
|
{
|
|
if(!monitorRunning) return;
|
|
dispatcherTimer.Stop();
|
|
monitorRunning=false;
|
|
base.OnPropertyChanged("MonitorStatus");
|
|
}
|
|
private void StartMonitor()
|
|
{
|
|
if(monitorRunning) return;
|
|
dispatcherTimer.Start();
|
|
monitorRunning=true;
|
|
Dispatcher.CurrentDispatcher.BeginInvoke((Action)(() => { DispatcherTimerTick(null,null); }),DispatcherPriority.Normal);
|
|
DispatcherTimerTick(null,null);
|
|
base.OnPropertyChanged("MonitorStatus");
|
|
}
|
|
private void DispatcherTimerTick(object sender,EventArgs e)
|
|
{
|
|
UpdatePositionPrices(true);
|
|
RunPerformance();
|
|
}
|
|
private void UpdatePositionPrices(bool signalChangeEvent=true)
|
|
{
|
|
try
|
|
{
|
|
DateTime today=DateTime.Now;
|
|
if(null==positions||0==positions.Count) return;
|
|
List<String> symbols=(from CMTPositionModel position in positions where position.IsActivePosition select position.Symbol).Distinct().ToList();
|
|
foreach(String symbol in symbols)
|
|
{
|
|
var selectedPositions=(from CMTPositionModel position in positions where position.IsActivePosition&&position.Symbol.Equals(symbol) select position);
|
|
foreach(CMTPositionModel selectedPosition in selectedPositions)
|
|
{
|
|
Price price=PricingDA.GetPrice(symbol);
|
|
if(null==price) continue;
|
|
selectedPosition.CurrentPrice=price.Close;
|
|
selectedPosition.CurrentPriceLow=price.Low;
|
|
selectedPosition.LastUpdated=price.Date.Date<today.Date?price.Date:today;
|
|
selectedPosition.EdgeRatio=EdgeRatioGenerator.CalculateEdgeRatio(symbol,selectedPosition.PurchaseDate,selectedPosition.PurchasePrice,price.Date).EdgeRatio;
|
|
}
|
|
}
|
|
if(signalChangeEvent) positions.OnCollectionChanged();
|
|
}
|
|
catch(Exception exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG,exception.ToString());
|
|
}
|
|
}
|
|
public void ReloadCommand()
|
|
{
|
|
LoadSessionFile();
|
|
}
|
|
public void LoadFileCommand()
|
|
{
|
|
try
|
|
{
|
|
Forms.OpenFileDialog openFileDialog=new Forms.OpenFileDialog();
|
|
openFileDialog.Filter="text file (*.txt)|*.txt";
|
|
openFileDialog.FilterIndex=0;
|
|
openFileDialog.RestoreDirectory=false;
|
|
if(null!=initialPath) openFileDialog.InitialDirectory=initialPath;
|
|
else openFileDialog.InitialDirectory=Directory.GetCurrentDirectory();
|
|
if(!Forms.DialogResult.OK.Equals(openFileDialog.ShowDialog())) return;
|
|
pathFileName=openFileDialog.FileName;
|
|
if(!CMTSessionManager.IsValidSessionFile(pathFileName))
|
|
{
|
|
MessageBox.Show(String.Format("Invalid session file '{0}'",pathFileName));
|
|
pathFileName=null;
|
|
}
|
|
else LoadSessionFile();
|
|
}
|
|
catch(Exception exception)
|
|
{
|
|
System.Windows.MessageBox.Show(String.Format("Exception {0}",exception.ToString()),"Error",MessageBoxButton.OK,MessageBoxImage.Exclamation);
|
|
return;
|
|
}
|
|
}
|
|
|
|
public bool LoadSessionFile()
|
|
{
|
|
BusyIndicator = true;
|
|
BusyContent = $"Loading {Utility.GetFileNameNoExtension(pathFileName)}...";
|
|
|
|
Task workerTask = Task.Factory.StartNew( () =>
|
|
{
|
|
try
|
|
{
|
|
if(!CMTSessionManager.IsValidSessionFile(pathFileName)) return false;
|
|
initialPath=Path.GetDirectoryName(pathFileName);
|
|
sessionParams=CMTSessionManager.RestoreSession(pathFileName);
|
|
if(null==sessionParams) { MessageBox.Show(String.Format("Unable to open {0}",pathFileName)); pathFileName=null; return false; }
|
|
modelStatistics=CMTTrendModel.GetModelStatistics(sessionParams);
|
|
configuration=sessionParams.CMTParams;
|
|
NVPCollection nvpCollection=sessionParams.CMTParams.ToNVPCollection();
|
|
nvpDictionary=nvpCollection.ToDictionary();
|
|
List<String> dictionaryKeys=new List<String>(nvpDictionary.Keys);
|
|
dictionaryKeys.Sort();
|
|
nvpDictionaryKeys=new ObservableCollection<String>(dictionaryKeys);
|
|
selectedParameter=nvpDictionaryKeys[0];
|
|
positions=new CMTPositionModelCollection();
|
|
positions.Add(sessionParams.ActivePositions);
|
|
positions.Add(sessionParams.AllPositions);
|
|
trendCandidates=new ObservableCollection<CMTCandidate>();
|
|
foreach(CMTCandidate candidate in sessionParams.Candidates)trendCandidates.Add(candidate);
|
|
UpdatePositionPrices(true);
|
|
RunPerformance();
|
|
return true;
|
|
}
|
|
catch(Exception exception)
|
|
{
|
|
System.Windows.MessageBox.Show(String.Format("Exception {0}",exception.ToString()),"Error",MessageBoxButton.OK,MessageBoxImage.Exclamation);
|
|
return false;
|
|
}
|
|
});
|
|
workerTask.ContinueWith(continuation =>
|
|
{
|
|
BusyIndicator = false;
|
|
base.OnPropertyChanged("Parameters");
|
|
base.OnPropertyChanged("SelectedParameter");
|
|
base.OnPropertyChanged("ParameterValue");
|
|
base.OnPropertyChanged("Title");
|
|
base.OnPropertyChanged("DisplayName");
|
|
base.OnPropertyChanged("AllPositions");
|
|
base.OnPropertyChanged("CanMonitor");
|
|
base.OnPropertyChanged("AllItems");
|
|
base.OnPropertyChanged("CashBalance");
|
|
base.OnPropertyChanged("NonTradeableCash");
|
|
base.OnPropertyChanged("ModelExpectation");
|
|
base.OnPropertyChanged("ExpectationColor");
|
|
base.OnPropertyChanged("ExpectationDescription");
|
|
base.OnPropertyChanged("TradeableCashDescription");
|
|
base.OnPropertyChanged("NonTradeableCashDescription");
|
|
});
|
|
return true;
|
|
}
|
|
|
|
private void RunPerformance()
|
|
{
|
|
if(null==sessionParams)return;
|
|
modelPerformanceSeries=CMTTrendModel.GetModelPerformance(sessionParams);
|
|
base.OnPropertyChanged("Data");
|
|
base.OnPropertyChanged("GraphTitle");
|
|
}
|
|
// **************************************************************************** C H A R T P L O T T E R *********************************************************
|
|
public String LegendVisible
|
|
{
|
|
get
|
|
{
|
|
if(isLegendVisible) return "true";
|
|
return "false";
|
|
}
|
|
set
|
|
{
|
|
isLegendVisible=Boolean.Parse(value);
|
|
base.OnPropertyChanged("LegendVisible");
|
|
}
|
|
}
|
|
public String PercentButtonText
|
|
{
|
|
get
|
|
{
|
|
if(!showAsGainLoss) return "Show $";
|
|
else return "Show %";
|
|
}
|
|
}
|
|
public ICommand ToggleReturnOrPercentCommand
|
|
{
|
|
get
|
|
{
|
|
if(toggleReturnOrPercentCommand==null)
|
|
{
|
|
toggleReturnOrPercentCommand=new RelayCommand(action =>
|
|
{
|
|
showAsGainLoss=!showAsGainLoss;
|
|
base.OnPropertyChanged("Data");
|
|
base.OnPropertyChanged("PercentButtonText");
|
|
base.OnPropertyChanged("GraphTitle");
|
|
},action => { return true; });
|
|
}
|
|
return toggleReturnOrPercentCommand;
|
|
}
|
|
}
|
|
public CompositeDataSource Data
|
|
{
|
|
get
|
|
{
|
|
if(null==modelPerformanceSeries) return null;
|
|
CompositeDataSource compositeDataSource=null;
|
|
compositeDataSource=GainLossModel.GainLoss(modelPerformanceSeries,showAsGainLoss);
|
|
return compositeDataSource;
|
|
}
|
|
}
|
|
public String GraphTitle
|
|
{
|
|
get
|
|
{
|
|
if(null==sessionParams||null==modelPerformanceSeries) return "";
|
|
StringBuilder sb=new StringBuilder();
|
|
Positions allPositions=sessionParams.GetCombinedPositions();
|
|
DateTime minDate=allPositions.Min(x => x.PurchaseDate);
|
|
DateTime maxDate=PricingDA.GetLatestDate();
|
|
|
|
if(modelPerformanceSeries.Count<2)
|
|
{
|
|
sb.Append(showAsGainLoss?"$ GainLoss":"% Return");
|
|
sb.Append(" ");
|
|
sb.Append("(").Append(minDate.ToShortDateString()).Append("-").Append(maxDate.ToShortDateString()).Append(")");
|
|
sb.Append(" ");
|
|
sb.Append(showAsGainLoss?Utility.FormatCurrency(modelPerformanceSeries[modelPerformanceSeries.Count-1].CumulativeGainLoss):Utility.FormatPercent(modelPerformanceSeries[modelPerformanceSeries.Count-1].CumProdMinusOne));
|
|
return sb.ToString();
|
|
}
|
|
if(showAsGainLoss)
|
|
{
|
|
double latestGainLoss=modelPerformanceSeries[modelPerformanceSeries.Count-1].CumulativeGainLoss;
|
|
double change=modelPerformanceSeries[modelPerformanceSeries.Count-1].GainLossDOD;
|
|
sb.Append("$ GainLoss");
|
|
sb.Append(" ");
|
|
sb.Append("(").Append(minDate.ToShortDateString()).Append("-").Append(maxDate.ToShortDateString()).Append(")");
|
|
sb.Append(" ");
|
|
sb.Append(Utility.FormatCurrency(latestGainLoss));
|
|
sb.Append(",");
|
|
sb.Append(" ");
|
|
sb.Append(change>0.00?"+":"").Append(Utility.FormatCurrency(change));
|
|
}
|
|
else
|
|
{
|
|
double latestCumGainLoss=modelPerformanceSeries[modelPerformanceSeries.Count-1].CumProdMinusOne;
|
|
double prevCumGainLoss=modelPerformanceSeries[modelPerformanceSeries.Count-2].CumProdMinusOne;
|
|
double change=latestCumGainLoss-prevCumGainLoss;
|
|
sb.Append("% Return");
|
|
sb.Append(" ");
|
|
sb.Append("(").Append(minDate.ToShortDateString()).Append("-").Append(maxDate.ToShortDateString()).Append(")");
|
|
sb.Append(" ");
|
|
sb.Append(Utility.FormatPercent(latestCumGainLoss));
|
|
sb.Append(",");
|
|
sb.Append(" ");
|
|
sb.Append(change>0.00?"+":"").Append(Utility.FormatPercent(change));
|
|
}
|
|
return sb.ToString();
|
|
}
|
|
}
|
|
// ****************************************************************************************************************************************************************
|
|
// *************************************************************************** T O O L T I P C A L L O U T S *****************************************************
|
|
// ****************************************************************************************************************************************************************
|
|
public String ToolTipRMultiple
|
|
{
|
|
get
|
|
{
|
|
if(null==selectedPosition)return "Please select a position by clicking on a row.";
|
|
StringBuilder sb=new StringBuilder();
|
|
sb.Append("RMultiple is based on original position setup.").Append("\n");
|
|
sb.Append("Original Exposure=").Append(Utility.FormatCurrency(selectedPosition.PurchasePrice*selectedPosition.Shares)).Append("\n");
|
|
sb.Append("Original R/Share=PurchasePrice-InitialStop").Append("\n");
|
|
sb.Append(Utility.FormatCurrency(selectedPosition.PurchasePrice-selectedPosition.InitialStopLimit)).Append("=").Append(Utility.FormatCurrency(selectedPosition.PurchasePrice)).Append("-").Append(Utility.FormatCurrency(selectedPosition.InitialStopLimit)).Append("\n");
|
|
sb.Append("Original Risk=Original R/Share*Shares").Append("\n");
|
|
sb.Append(Utility.FormatCurrency((selectedPosition.PurchasePrice-selectedPosition.InitialStopLimit)*selectedPosition.Shares)).Append("=").Append(Utility.FormatCurrency(selectedPosition.PurchasePrice-selectedPosition.InitialStopLimit)).Append("*").Append(selectedPosition.Shares).Append("\n");
|
|
sb.Append("RMultiple=(CurrentPrice-PurchasePrice)/(PurchasePrice-InitialStop)").Append("\n");
|
|
sb.Append(selectedPosition.RMultipleAsString).Append("=").Append("(").Append(Utility.FormatCurrency(selectedPosition.CurrentPrice)).Append("-").Append(Utility.FormatCurrency(selectedPosition.PurchasePrice)).Append(")");
|
|
sb.Append("/").Append("(").Append(Utility.FormatCurrency(selectedPosition.PurchasePrice)).Append("-").Append(Utility.FormatCurrency(selectedPosition.InitialStopLimit)).Append(")");
|
|
return sb.ToString();
|
|
}
|
|
}
|
|
public String ToolTipTotalRiskExposure
|
|
{
|
|
get
|
|
{
|
|
if(null==selectedPosition)return "Please select a position by clicking on a row.";
|
|
StringBuilder sb=new StringBuilder();
|
|
sb.Append("Current Risk. See RMultiple for initial risk assumptions.").Append("\n");
|
|
sb.Append("[TotalRiskExposure]=([R/Share]*[Shares])").Append("\n");
|
|
if(null==selectedPosition) return sb.ToString();
|
|
sb.Append(Utility.FormatCurrency(selectedPosition.TotalRiskExposure)).Append("=(").Append(Utility.FormatCurrency(selectedPosition.R)).Append("*").Append(Utility.FormatNumber(selectedPosition.Shares,0)).Append(")");
|
|
return sb.ToString();
|
|
}
|
|
}
|
|
public String ToolTipR
|
|
{
|
|
get
|
|
{
|
|
if(null==selectedPosition)return "Please select a position by clicking on a row.";
|
|
StringBuilder sb=new StringBuilder();
|
|
sb.Append("Current R/Share. See RMultiple for initial risk assumptions.").Append("\n");
|
|
sb.Append("R/Share=TrailingStop>PurchasePrice?0.00:PurchasePrice-TrailingStop").Append("\n");
|
|
if(selectedPosition.TrailingStopLimit>selectedPosition.PurchasePrice)
|
|
{
|
|
sb.Append(Utility.FormatCurrency(0)).Append("=").Append(Utility.FormatCurrency(0));
|
|
}
|
|
else
|
|
{
|
|
sb.Append(Utility.FormatCurrency(selectedPosition.TrailingStopLimit>selectedPosition.PurchasePrice?0.00:selectedPosition.PurchasePrice-selectedPosition.TrailingStopLimit));
|
|
sb.Append("=").Append(Utility.FormatCurrency(selectedPosition.PurchasePrice)).Append("-").Append(Utility.FormatCurrency(selectedPosition.TrailingStopLimit));
|
|
}
|
|
return sb.ToString();
|
|
}
|
|
}
|
|
public String ToolTipPriceLow
|
|
{
|
|
get
|
|
{
|
|
if(null==selectedPosition) return "Please select a position by clicking on a row.";
|
|
StringBuilder sb=new StringBuilder();
|
|
sb.Append("[Low]=([CurrentLowPrice])").Append("\n");
|
|
sb.Append(Utility.FormatCurrency(selectedPosition.CurrentPriceLow)).Append("=").Append(Utility.FormatCurrency(selectedPosition.CurrentPriceLow));
|
|
return sb.ToString();
|
|
}
|
|
}
|
|
public String ToolTipPrice
|
|
{
|
|
get
|
|
{
|
|
if(null==selectedPosition) return "Please select a position by clicking on a row.";
|
|
StringBuilder sb=new StringBuilder();
|
|
sb.Append("[Price]=([CurrentPrice])").Append("\n");
|
|
sb.Append(Utility.FormatCurrency(selectedPosition.CurrentPrice)).Append("=").Append(Utility.FormatCurrency(selectedPosition.CurrentPrice));
|
|
return sb.ToString();
|
|
}
|
|
}
|
|
public String ToolTipTrailingStop
|
|
{
|
|
get
|
|
{
|
|
if(null==selectedPosition) return "Please select a position by clicking on a row.";
|
|
StringBuilder sb=new StringBuilder();
|
|
sb.Append("[TrailingStop]=([TrailingStopLimit])").Append("\n");
|
|
sb.Append(Utility.FormatCurrency(selectedPosition.TrailingStopLimit)).Append("=").Append(Utility.FormatCurrency(selectedPosition.TrailingStopLimit)).Append("\n");
|
|
List<MarketData.Generator.Model.StopLimit> stopLimits=GetHistoricalStopLimits();
|
|
if(selectedPosition.TrailingStopLimit > selectedPosition.PurchasePrice)
|
|
{
|
|
sb.Append("Riskless Gain").Append(" = ");
|
|
sb.Append(String.Format("(Trailing Stop - Purchase Price) * Shares"));
|
|
sb.Append("\n");
|
|
sb.Append(String.Format("{0}",Utility.FormatCurrency((selectedPosition.TrailingStopLimit-selectedPosition.PurchasePrice)*selectedPosition.Shares)));
|
|
sb.Append(String.Format("=({0}-{1})*{2}",Utility.FormatCurrency(selectedPosition.TrailingStopLimit),Utility.FormatCurrency(selectedPosition.PurchasePrice),Utility.FormatNumber(selectedPosition.Shares,3)));
|
|
sb.Append("\n");
|
|
}
|
|
if(null!=stopLimits && 0!=stopLimits.Count)
|
|
{
|
|
sb.Append("Stop History").Append("\n");
|
|
foreach(MarketData.Generator.Model.StopLimit stopLimit in stopLimits)
|
|
{
|
|
sb.Append(String.Format("Analysis Date:{0} New Stop:{1} Previous Stop:{2}",Utility.DateTimeToStringMMSDDSYYYY(stopLimit.AnalysisDate),Utility.FormatCurrency(stopLimit.NewStop),Utility.FormatCurrency(stopLimit.PreviousStop)));
|
|
sb.Append("\n");
|
|
}
|
|
}
|
|
return sb.ToString();
|
|
}
|
|
}
|
|
public String ToolTipInitialStop
|
|
{
|
|
get
|
|
{
|
|
if(null==selectedPosition) return "Please select a position by clicking on a row.";
|
|
StringBuilder sb=new StringBuilder();
|
|
sb.Append("[InitialStop]=([InitialStopLimit])").Append("\n");
|
|
sb.Append(Utility.FormatCurrency(selectedPosition.InitialStopLimit)).Append("=").Append(Utility.FormatCurrency(selectedPosition.InitialStopLimit));
|
|
return sb.ToString();
|
|
}
|
|
}
|
|
public String ToolTipPurchasePrice
|
|
{
|
|
get
|
|
{
|
|
if(null==selectedPosition) return "Please select a position by clicking on a row.";
|
|
StringBuilder sb=new StringBuilder();
|
|
sb.Append("[PurchasePrice]=([PurchasePrice])").Append("\n");
|
|
sb.Append(Utility.FormatCurrency(selectedPosition.PurchasePrice)).Append("=").Append(Utility.FormatCurrency(selectedPosition.PurchasePrice));
|
|
return sb.ToString();
|
|
}
|
|
}
|
|
public String ToolTipEdgeRatio
|
|
{
|
|
get
|
|
{
|
|
if(null==selectedPosition) return "Please select a position by clicking on a row.";
|
|
StringBuilder sb=new StringBuilder();
|
|
sb.Append("[EdgeRatio]=AVG(SUM(MFE/ATR(14)))/AVG(SUM(MAE/ATR(14)))").Append("\n");
|
|
sb.Append("MFE=Maximum Favorable Excursion").Append("\n");
|
|
sb.Append("MAE=Maximum Adverse Excursion").Append("\n");
|
|
sb.Append("ATR=Average True Range. 14 days").Append("\n");
|
|
if(selectedPosition.EdgeRatio<1.00)
|
|
{
|
|
sb.Append(String.Format("You can expect a further {0} units more of adverse volatility.",Utility.FormatNumber(1.00-selectedPosition.EdgeRatio,2)));
|
|
}
|
|
else
|
|
{
|
|
sb.Append(String.Format("You can expect a further {0} units more of favorable volatility.",Utility.FormatNumber(selectedPosition.EdgeRatio-1.00,2)));
|
|
}
|
|
return sb.ToString();
|
|
}
|
|
}
|
|
// ************************************************************************************************************************************************************************************************************
|
|
// This getter returns MMTrend specific stop limits to show in the tooltips
|
|
public MarketData.Generator.Model.StopLimits GetHistoricalStopLimits()
|
|
{
|
|
if(null==sessionParams||null==selectedPosition) return null;
|
|
MarketData.Generator.Model.StopLimits stopLimits=new MarketData.Generator.Model.StopLimits((from MarketData.Generator.Model.StopLimit stopLimit in sessionParams.StopLimits where stopLimit.Symbol.Equals(selectedPosition.Symbol) select stopLimit).OrderByDescending(x => x.AnalysisDate).ToList());
|
|
return stopLimits;
|
|
}
|
|
// This getter returns non-model (MarketData.MarketDataModel) specific stop limits to pass along to the bollinger bands
|
|
public MarketData.MarketDataModel.StopLimits GetHistoricalStopLimitsMarketDataModel()
|
|
{
|
|
if(null==sessionParams||null==selectedPosition) return null;
|
|
DateGenerator dateGenerator=new DateGenerator();
|
|
MarketData.MarketDataModel.StopLimits marketDataModelStopLimits=new MarketData.MarketDataModel.StopLimits();
|
|
|
|
MarketData.Generator.Model.StopLimits stopLimits = default;
|
|
if(selectedPosition.IsActivePosition)
|
|
{
|
|
stopLimits = new MarketData.Generator.Model.StopLimits(
|
|
(from MarketData.Generator.Model.StopLimit stopLimit in sessionParams.StopLimits where stopLimit.Symbol.Equals(selectedPosition.Symbol) &&
|
|
stopLimit.AnalysisDate > selectedPosition.PurchaseDate select stopLimit).OrderByDescending(x => x.AnalysisDate).ToList());
|
|
}
|
|
else
|
|
{
|
|
stopLimits = new MarketData.Generator.Model.StopLimits(
|
|
(from MarketData.Generator.Model.StopLimit stopLimit in sessionParams.StopLimits where stopLimit.Symbol.Equals(selectedPosition.Symbol) &&
|
|
stopLimit.AnalysisDate > selectedPosition.PurchaseDate && stopLimit.AnalysisDate <= selectedPosition.SellDate select stopLimit).
|
|
OrderByDescending(x => x.AnalysisDate).ToList());
|
|
}
|
|
|
|
MarketData.MarketDataModel.StopLimit initialStopLimit=new MarketData.MarketDataModel.StopLimit();
|
|
initialStopLimit.Symbol=selectedPosition.Symbol;
|
|
initialStopLimit.Shares=0;
|
|
initialStopLimit.StopPrice=selectedPosition.InitialStopLimit;
|
|
initialStopLimit.StopType=StopLimitConstants.STOP_QUOTE;
|
|
initialStopLimit.EffectiveDate=selectedPosition.PurchaseDate;
|
|
// initialStopLimit.Active=1;
|
|
marketDataModelStopLimits.Add(initialStopLimit);
|
|
|
|
foreach(MarketData.Generator.Model.StopLimit stopLimit in stopLimits)
|
|
{
|
|
MarketData.MarketDataModel.StopLimit marketDataModelStopLimit=new MarketData.MarketDataModel.StopLimit();
|
|
marketDataModelStopLimit.Symbol=stopLimit.Symbol;
|
|
marketDataModelStopLimit.Shares=0;
|
|
marketDataModelStopLimit.StopPrice=stopLimit.NewStop;
|
|
marketDataModelStopLimit.StopType=StopLimitConstants.STOP_QUOTE;
|
|
marketDataModelStopLimit.EffectiveDate=stopLimit.AnalysisDate;
|
|
// marketDataModelStopLimit.Active=1;
|
|
marketDataModelStopLimits.Add(marketDataModelStopLimit);
|
|
}
|
|
return marketDataModelStopLimits;
|
|
}
|
|
}
|
|
}
|
|
|
|
|