371 lines
14 KiB
C#
371 lines
14 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.Threading.Tasks;
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using System.Windows.Input;
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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.Model;
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using TradeBlotter.Command;
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using Microsoft.Research.DynamicDataDisplay.DataSources;
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using TradeBlotter.Cache;
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namespace TradeBlotter.ViewModels
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{
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public class MACDViewModel : WorkspaceViewModel
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{
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private MACDFastSlowSignals macdFastSlowSignals;
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public enum SignalIndicator{SlowWeakSell=0,SlowWeakBuy,SlowStrongSell,SlowStrongBuy,FastWeakBuy,FastWeakSell,FastStrongBuy,FastStrongSell};
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Signals[] signals=new Signals[((int)SignalIndicator.FastStrongSell)+1];
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private String symbol;
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private String companyName;
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private List<String> symbols;
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private List<String> watchLists;
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private String selectedWatchList;
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private RelayCommand refreshCommand;
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private List<Int32> dayCounts;
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private Int32 selectedDayCount;
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private bool isLegendVisible = true;
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private bool busyIndicator = false;
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public MACDViewModel()
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{
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base.DisplayName = "MACDView";
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watchLists = WatchListDA.GetWatchLists();
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watchLists.Insert(0, Constants.CONST_ALL);
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selectedWatchList = watchLists.Find(x => x.Equals("Valuations"));
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symbols = WatchListDA.GetWatchList(selectedWatchList);
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dayCounts = new List<Int32>();
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dayCounts.Add(60);
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dayCounts.Add(90);
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dayCounts.Add(180);
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dayCounts.Add(360);
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dayCounts.Add(720);
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dayCounts.Add(1440);
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dayCounts.Add(3600);
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selectedDayCount = dayCounts[1];
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PropertyChanged += OnMACDViewModelPropertyChanged;
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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 == symbol) 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>("SelectedSymbol", symbol));
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saveParams.Add(new KeyValuePair<String, String>("SelectedWatchList", selectedWatchList));
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saveParams.Add(new KeyValuePair<String, String>("SelectedDayCount", selectedDayCount.ToString()));
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saveParams.Add(new KeyValuePair<String, String>("IsLegendVisible", isLegendVisible.ToString()));
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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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symbol = (from KeyValuePair<String, String> item in saveParameters where item.Key.Equals("SelectedSymbol") select item).FirstOrDefault().Value;
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selectedWatchList = (from KeyValuePair<String, String> item in saveParameters where item.Key.Equals("SelectedWatchList") select item).FirstOrDefault().Value;
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base.OnPropertyChanged("SelectedWatchList");
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selectedDayCount = Int32.Parse((from KeyValuePair<String, String> item in saveParameters where item.Key.Equals("SelectedDayCount") select item).FirstOrDefault().Value);
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try { isLegendVisible = Boolean.Parse((from KeyValuePair<String, String> item in saveParameters where item.Key.Equals("IsLegendVisible") select item).FirstOrDefault().Value); }
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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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Referer=saveParameters.Referer;
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base.OnPropertyChanged("SelectedSymbol");
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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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public override bool CanPersist()
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{
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return true;
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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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private void OnMACDViewModelPropertyChanged(object sender, PropertyChangedEventArgs eventArgs)
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{
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if (eventArgs.PropertyName.Equals("SelectedSymbol")||(eventArgs.PropertyName.Equals("SelectedDayCount")&&null!=symbol))
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{
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BusyIndicator = true;
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Task workerTask = Task.Factory.StartNew(() =>
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{
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base.DisplayName = "MACD (" + symbol + ")";
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base.OnPropertyChanged("DisplayName");
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base.OnPropertyChanged("Title");
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macdFastSlowSignals = MACDGenerator.GenerateMACD(symbol, selectedDayCount);
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signals[(int)SignalIndicator.SlowWeakSell]=macdFastSlowSignals.SlowCondensedSignals.WeakSellSignals;
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signals[(int)SignalIndicator.SlowWeakBuy]=macdFastSlowSignals.SlowCondensedSignals.WeakBuySignals;
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signals[(int)SignalIndicator.SlowStrongSell]=macdFastSlowSignals.SlowCondensedSignals.StrongSellSignals;
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signals[(int)SignalIndicator.SlowStrongBuy]=macdFastSlowSignals.SlowCondensedSignals.StrongBuySignals;
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signals[(int)SignalIndicator.FastWeakSell]=macdFastSlowSignals.FastCondensedSignals.WeakSellSignals;
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signals[(int)SignalIndicator.FastWeakBuy]=macdFastSlowSignals.FastCondensedSignals.WeakBuySignals;
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signals[(int)SignalIndicator.FastStrongSell]=macdFastSlowSignals.FastCondensedSignals.StrongSellSignals;
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signals[(int)SignalIndicator.FastStrongBuy]=macdFastSlowSignals.FastCondensedSignals.StrongBuySignals;
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companyName = PricingDA.GetNameForSymbol(symbol);
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});
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workerTask.ContinueWith((continuation) =>
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{
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BusyIndicator = false;
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base.OnPropertyChanged("SignalSlow");
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base.OnPropertyChanged("MACDSlow");
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base.OnPropertyChanged("SignalFast");
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base.OnPropertyChanged("MACDFast");
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base.OnPropertyChanged("MACDFastWeakBuy");
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base.OnPropertyChanged("MACDFastStrongBuy");
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base.OnPropertyChanged("MACDFastWeakSell");
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base.OnPropertyChanged("MACDFastStrongSell");
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base.OnPropertyChanged("MACDSlowWeakBuy");
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base.OnPropertyChanged("MACDSlowStrongBuy");
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base.OnPropertyChanged("MACDSlowWeakSell");
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base.OnPropertyChanged("MACDSlowStrongSell");
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base.OnPropertyChanged("TitleSlow");
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base.OnPropertyChanged("TitleFast");
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base.OnPropertyChanged("LegendVisible");
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});
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}
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else if (eventArgs.PropertyName.Equals("SelectedWatchList"))
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{
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// if (selectedWatchList.Equals(Constants.CONST_ALL)) symbols = PricingDA.GetSymbols();
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if (selectedWatchList.Equals(Constants.CONST_ALL)) symbols = SymbolCache.GetInstance().GetSymbols();
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else symbols = WatchListDA.GetWatchList(selectedWatchList);
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base.OnPropertyChanged("Symbols");
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}
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}
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// ****************************************************** C O M P O S I T E S O U R C E S S I G N A L S B U Y S / S E L L S****************************************************
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// Slow buy/sell signal markers
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public CompositeDataSource MACDSlowWeakBuy
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{
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get
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{
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if(null==signals||0==signals.Length||null==macdFastSlowSignals)return null;
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CompositeDataSource compositeDataSource = MACDModel.Signals(signals[(int)SignalIndicator.SlowWeakBuy],macdFastSlowSignals.MinSlowMACD);
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return compositeDataSource;
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}
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}
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public CompositeDataSource MACDSlowStrongBuy
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{
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get
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{
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if(null==signals||0==signals.Length||null==macdFastSlowSignals)return null;
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CompositeDataSource compositeDataSource = MACDModel.Signals(signals[(int)SignalIndicator.SlowStrongBuy],macdFastSlowSignals.MinSlowMACD);
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return compositeDataSource;
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}
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}
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public CompositeDataSource MACDSlowWeakSell
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{
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get
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{
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if(null==signals||0==signals.Length||null==macdFastSlowSignals)return null;
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CompositeDataSource compositeDataSource = MACDModel.Signals(signals[(int)SignalIndicator.SlowWeakSell],macdFastSlowSignals.MinSlowMACD);
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return compositeDataSource;
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}
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}
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public CompositeDataSource MACDSlowStrongSell
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{
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get
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{
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if(null==signals||0==signals.Length||null==macdFastSlowSignals)return null;
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CompositeDataSource compositeDataSource = MACDModel.Signals(signals[(int)SignalIndicator.SlowStrongSell],macdFastSlowSignals.MinSlowMACD);
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return compositeDataSource;
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}
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}
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// Fast buy/sell signal markers
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public CompositeDataSource MACDFastWeakBuy
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{
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get
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{
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if(null==signals||0==signals.Length||null==macdFastSlowSignals)return null;
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CompositeDataSource compositeDataSource = MACDModel.Signals(signals[(int)SignalIndicator.FastWeakBuy],macdFastSlowSignals.MinFastMACD);
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return compositeDataSource;
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}
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}
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public CompositeDataSource MACDFastStrongBuy
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{
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get
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{
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if(null==signals||0==signals.Length||null==macdFastSlowSignals)return null;
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CompositeDataSource compositeDataSource = MACDModel.Signals(signals[(int)SignalIndicator.FastStrongBuy],macdFastSlowSignals.MinFastMACD);
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return compositeDataSource;
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}
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}
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public CompositeDataSource MACDFastWeakSell
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{
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get
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{
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if(null==signals||0==signals.Length||null==macdFastSlowSignals)return null;
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CompositeDataSource compositeDataSource = MACDModel.Signals(signals[(int)SignalIndicator.FastWeakSell],macdFastSlowSignals.MinFastMACD);
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return compositeDataSource;
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}
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}
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public CompositeDataSource MACDFastStrongSell
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{
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get
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{
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if(null==signals||0==signals.Length||null==macdFastSlowSignals)return null;
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CompositeDataSource compositeDataSource = MACDModel.Signals(signals[(int)SignalIndicator.FastStrongSell],macdFastSlowSignals.MinFastMACD);
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return compositeDataSource;
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}
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}
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// *********************************************************** C O M P O S I T E S O U R C E S M A C D ****************************************************
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public CompositeDataSource SignalSlow
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{
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get
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{
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if(null==macdFastSlowSignals)return null;
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CompositeDataSource compositeDataSource = MACDModel.SignalSlow(macdFastSlowSignals);
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return compositeDataSource;
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}
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}
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public CompositeDataSource MACDSlow
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{
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get
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{
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if(null==macdFastSlowSignals)return null;
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CompositeDataSource compositeDataSource = MACDModel.MACDSlow(macdFastSlowSignals);
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return compositeDataSource;
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}
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}
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public CompositeDataSource SignalFast
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{
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get
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{
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if(null==macdFastSlowSignals)return null;
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CompositeDataSource compositeDataSource = MACDModel.SignalFast(macdFastSlowSignals);
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return compositeDataSource;
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}
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}
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public CompositeDataSource MACDFast
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{
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get
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{
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if(null==macdFastSlowSignals)return null;
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CompositeDataSource compositeDataSource = MACDModel.MACDFast(macdFastSlowSignals);
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return compositeDataSource;
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}
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}
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public String TitleSlow
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{
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get
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{
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if (null == companyName || null == macdFastSlowSignals || 0 == macdFastSlowSignals.Count) return "";
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return companyName + " (" + symbol + ") " + Utility.DateTimeToStringMMHDDHYYYY(macdFastSlowSignals.FromDate) + " Thru " + Utility.DateTimeToStringMMHDDHYYYY(macdFastSlowSignals.ThruDate)+" \nMACD(12,26,9)";
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}
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}
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public String TitleFast
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{
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get
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{
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if (null == companyName || null == macdFastSlowSignals || 0 == macdFastSlowSignals.Count) return "";
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return companyName + " (" + symbol + ") " + Utility.DateTimeToStringMMHDDHYYYY(macdFastSlowSignals.FromDate) + " Thru " + Utility.DateTimeToStringMMHDDHYYYY(macdFastSlowSignals.ThruDate)+" \nMACD(8,17,9)";
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}
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}
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public Boolean Visibility
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{
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get { return false; }
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}
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public Boolean CheckBoxLegendVisible
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{
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get
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{
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return isLegendVisible;
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}
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set
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{
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isLegendVisible = value;
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base.OnPropertyChanged("CheckBoxLegendVisible");
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base.OnPropertyChanged("LegendVisible");
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}
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}
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public String LegendVisible
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{
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get
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{
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if (isLegendVisible) return "true";
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return "false";
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}
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set
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{
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isLegendVisible = Boolean.Parse(value);
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base.OnPropertyChanged("LegendVisible");
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}
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}
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public List<Int32> DayCounts
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{
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get { return dayCounts; }
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}
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public Int32 SelectedDayCount
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{
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get { return selectedDayCount; }
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set { selectedDayCount = value; base.OnPropertyChanged("SelectedDayCount"); }
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}
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public List<String> Symbols
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{
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get
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{
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return symbols;
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}
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}
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public String SelectedSymbol
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{
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get { return symbol; }
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set
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{
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if (value == symbol || String.IsNullOrEmpty(value)) return;
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symbol = value;
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base.OnPropertyChanged("SelectedSymbol");
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}
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}
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public List<String> WatchListNames
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{
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get
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{
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return watchLists;
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}
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set { ;}
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}
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public String SelectedWatchList
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{
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get { return selectedWatchList; }
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set { selectedWatchList = value; base.OnPropertyChanged("SelectedWatchList"); }
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}
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private void Refresh()
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{
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base.OnPropertyChanged("SelectedSymbol");
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}
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private Boolean CanRefresh
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{
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get { return true; }
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}
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public ICommand RefreshCommand
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{
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get
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{
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if (null == refreshCommand) refreshCommand = new RelayCommand(param => Refresh(), param => CanRefresh);
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return refreshCommand;
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}
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}
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}
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}
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