1358 lines
58 KiB
C#
1358 lines
58 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 Forms=System.Windows.Forms;
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using System.Threading;
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using System.Windows;
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using System.Windows.Media;
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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.Momentum;
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using TradeBlotter.UIUtils;
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using MarketData.Generator.Model;
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using MarketData.Generator.Interface;
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using Position = MarketData.Generator.Momentum.Position;
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namespace TradeBlotter.ViewModels
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{
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public class MomentumViewModel : WorkspaceViewModel
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{
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// generic section
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private const String DISPLAY_NAME = "Momentum 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<MomentumCandidate> momentumCandidates=new ObservableCollection<MomentumCandidate>();
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private MomentumCandidate 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 MGConfiguration configuration=null;
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private MGSessionParams sessionParams;
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private String selectedParameter=null;
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private MGPositionModelCollection positions=null;
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private MGPositionModel 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 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 MomentumViewModel(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 MGConfiguration();
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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", MenuItemClickedCommand = DisplayBollingerBandPosition, 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 "Momentum Model";
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String fileName=Path.GetFileName(pathFileName);
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fileName=Utility.BetweenString(fileName,null,".");
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return "Momentum Model ("+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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private void Run()
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{
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try
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{
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if(null==selectedDate)return;
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BusyIndicator = true;
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BusyContent="Running Momentum...";
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Task workerTask = Task.Factory.StartNew(() =>
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{
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MGConfiguration localConfiguration=new MGConfiguration();
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localConfiguration.MaxPositions = int.Parse(nvpDictionary["MaxPositions"].Value);
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localConfiguration.HoldingPeriod = int.Parse(nvpDictionary["HoldingPeriod"].Value);
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MomentumCandidates candidates = MomentumGenerator.GenerateMomentumWithFallback(Utility.ParseDate(selectedDate), configuration == null ? localConfiguration : configuration);
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momentumCandidates=new ObservableCollection<MomentumCandidate>();
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foreach(MomentumCandidate momentumCandidate in candidates)momentumCandidates.Add(momentumCandidate);
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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("AllItems");
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base.OnPropertyChanged("Title");
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});
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}
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finally
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{
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}
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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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CompanyProfile companyProfile=CompanyProfileDA.GetCompanyProfile(selectedPosition.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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// ****************************************************************************************************************************************************************
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// ****************************************************************************************************************************************************************
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// ****************************************************************************************************************************************************************
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public MomentumCandidate 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 MGPositionModel 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<MomentumCandidate> AllItems
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{
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get{return momentumCandidates;}
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}
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public MGPositionModelCollection 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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// *************************************************************************************************************************************************************
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// *********************************************************************** I C O M M A N D ********************************************************************
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// *************************************************************************************************************************************************************
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public ICommand DisplayHistorical
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{
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get
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{
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if (displayHistoricalCommand == null)
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{
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displayHistoricalCommand = new RelayCommand(param =>
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{
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SaveParameters saveParams = SaveParameters.Parse("Type,TradeBlotter.ViewModels.HistoricalViewModel,SelectedSymbol," + selectedItem.Symbol + ",SelectedWatchList,{All}");
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saveParams.Referer=this;
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WorkspaceInstantiator.Invoke(saveParams);
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}, param => { return null != selectedItem && null != selectedItem.Symbol; });
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}
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return displayHistoricalCommand;
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}
|
|
}
|
|
public ICommand RunCommand
|
|
{
|
|
get
|
|
{
|
|
if (runCommand == null)
|
|
{
|
|
runCommand = new RelayCommand(param => this.Run(), param => {return true;});
|
|
}
|
|
return runCommand;
|
|
}
|
|
}
|
|
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 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 ****************************************
|
|
// *************************************************************************************************************************************************************
|
|
public void DisplayBollingerBandCommandPosition()
|
|
{
|
|
SaveParameters saveParams = SaveParameters.Parse("Type,TradeBlotter.ViewModels.BollingerBandViewModel,SelectedSymbol," + selectedPosition.Symbol + ",SelectedWatchList,{All},SelectedDayCount,90");
|
|
saveParams.Referer=this;
|
|
WorkspaceInstantiator.Invoke(saveParams);
|
|
}
|
|
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 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);
|
|
}
|
|
}
|
|
|
|
public void ClosePositionCommand(MGPositionModel selectedPosition)
|
|
{
|
|
Position clonedPosition=Position.Clone(selectedPosition.Position);
|
|
IPurePosition changedPosition=ClosePositionDialogNoStop.Prompt("Close Position",clonedPosition);
|
|
if(null==changedPosition) return;
|
|
MomentumBacktest momentumModel = new MomentumBacktest();
|
|
if (!momentumModel.ClosePosition(changedPosition.Symbol, changedPosition.PurchaseDate, changedPosition.SellDate, changedPosition.CurrentPrice, pathFileName))
|
|
{
|
|
MessageBox.Show("Failed to close the position, check log for details.", "Close Position");
|
|
return;
|
|
}
|
|
String strMessage = String.Format("Closed position for {0}, Purchase Date:{1}, Sell Date{2}, Current Price:{3}. Saved to {4}. A backup was created.",
|
|
changedPosition.Symbol,
|
|
changedPosition.PurchaseDate.ToShortDateString(),
|
|
changedPosition.SellDate.ToShortDateString(),
|
|
Utility.FormatCurrency(changedPosition.CurrentPrice),
|
|
pathFileName);
|
|
MessageBox.Show(strMessage, "Close Position");
|
|
LoadSessionFile();
|
|
}
|
|
|
|
public void EditPositionCommand(MGPositionModel selectedPosition)
|
|
{
|
|
Position clonedPosition=Position.Clone(selectedPosition.Position);
|
|
IPurePosition changedPosition=EditPositionDialogNoStop.Prompt("Edit Position",clonedPosition);
|
|
if(null==changedPosition) return;
|
|
MomentumBacktest momentumModel = new MomentumBacktest();
|
|
if (!momentumModel.EditPosition(changedPosition.Symbol, changedPosition.PurchaseDate, changedPosition.PurchasePrice, pathFileName))
|
|
{
|
|
MessageBox.Show("Failed to edit the position, check log for details.", "Edit Position");
|
|
return;
|
|
}
|
|
selectedPosition.PurchaseDate = changedPosition.PurchaseDate;
|
|
selectedPosition.PurchasePrice = changedPosition.PurchasePrice;
|
|
String strMessage = String.Format("Edited Position for {0} Purchase Date:{1} Purchase Price:{2}. A backup was created.",
|
|
selectedPosition.Symbol,
|
|
selectedPosition.PurchaseDate.ToShortDateString(),
|
|
Utility.FormatCurrency(selectedPosition.PurchasePrice));
|
|
MessageBox.Show(strMessage, "Edit Position");
|
|
LoadSessionFile();
|
|
}
|
|
// **************************************************************************************************************************************************************************
|
|
// ********************************************************************** 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(false);
|
|
UpdatePositionRSI3(true);
|
|
RunPerformance();
|
|
}
|
|
private void UpdatePositionPrices(bool change=true)
|
|
{
|
|
try
|
|
{
|
|
DateTime today=DateTime.Now;
|
|
if(null==positions||0==positions.Count)return;
|
|
List<String> symbols=(from MGPositionModel position in positions where position.IsActivePosition select position.Symbol).Distinct().ToList();
|
|
foreach(String symbol in symbols)
|
|
{
|
|
var selectedPositions=(from MGPositionModel position in positions where position.IsActivePosition && position.Symbol.Equals(symbol) select position);
|
|
foreach(MGPositionModel selectedPosition in selectedPositions)
|
|
{
|
|
Price price=PricingDA.GetPrice(symbol);
|
|
if(null==price)continue;
|
|
selectedPosition.CurrentPrice=price.Close;
|
|
selectedPosition.Volume=price.Volume;
|
|
selectedPosition.LastUpdated=price.Date.Date<today.Date?price.Date:today;
|
|
}
|
|
}
|
|
if(change) positions.OnCollectionChanged();
|
|
}
|
|
catch(Exception exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG,exception.ToString());
|
|
}
|
|
}
|
|
private void UpdatePositionRSI3(bool change=true)
|
|
{
|
|
try
|
|
{
|
|
if(null==positions||0==positions.Count)return;
|
|
List<String> symbols=(from MGPositionModel position in positions where position.IsActivePosition select position.Symbol).Distinct().ToList();
|
|
foreach(String symbol in symbols)
|
|
{
|
|
var selectedPositions=(from MGPositionModel position in positions where position.IsActivePosition && position.Symbol.Equals(symbol) select position);
|
|
foreach(MGPositionModel selectedPosition in selectedPositions)
|
|
{
|
|
RSICollection rsiCollection=RSIGenerator.GenerateRSI(symbol,30,3);
|
|
if(null==rsiCollection||0==rsiCollection.Count)continue;
|
|
selectedPosition.RSI3=rsiCollection[rsiCollection.Count-1].RSI;
|
|
}
|
|
}
|
|
if(change)positions.OnCollectionChanged();
|
|
}
|
|
catch(Exception exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG,exception.ToString());
|
|
}
|
|
}
|
|
public void ReloadCommand()
|
|
{
|
|
LoadSessionFile();
|
|
}
|
|
public void LoadFileCommand()
|
|
{
|
|
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(!MGSessionManager.IsValidSessionFile(pathFileName))
|
|
{
|
|
MessageBox.Show(String.Format("Invalid session file '{0}'",pathFileName));
|
|
pathFileName=null;
|
|
}
|
|
else LoadSessionFile();
|
|
}
|
|
|
|
public bool LoadSessionFile()
|
|
{
|
|
BusyIndicator = true;
|
|
BusyContent = $"Loading {Utility.GetFileNameNoExtension(pathFileName)}...";
|
|
|
|
Task workerTask = Task.Factory.StartNew(() =>
|
|
{
|
|
try
|
|
{
|
|
if(!MGSessionManager.IsValidSessionFile(pathFileName))
|
|
{
|
|
MessageBox.Show(String.Format("'{0}' is not a valid model. IsValidSessionFile returned false.",pathFileName));
|
|
pathFileName = null;
|
|
return false;
|
|
}
|
|
initialPath=Path.GetDirectoryName(pathFileName);
|
|
sessionParams=MGSessionManager.RestoreSession(pathFileName);
|
|
if(null==sessionParams)
|
|
{
|
|
MessageBox.Show(String.Format("Unable to open '{0}'. Restore session failed.",pathFileName));
|
|
pathFileName=null;
|
|
return false;
|
|
}
|
|
modelStatistics=MomentumBacktest.GetModelStatistics(sessionParams);
|
|
modelPerformanceSeries=MomentumBacktest.GetModelPerformance(sessionParams);
|
|
configuration=sessionParams.Configuration;
|
|
NVPCollection nvpCollection=sessionParams.Configuration.ToNVPCollection();
|
|
nvpDictionary=nvpCollection.ToDictionary();
|
|
List<String> dictionaryKeys=new List<String>(nvpDictionary.Keys);
|
|
dictionaryKeys.Sort();
|
|
nvpDictionaryKeys=new ObservableCollection<String>(dictionaryKeys);
|
|
selectedParameter=nvpDictionaryKeys[0];
|
|
positions=new MGPositionModelCollection();
|
|
positions.Add(sessionParams.ActivePositions);
|
|
positions.Add(sessionParams.AllPositions);
|
|
UpdatePositionPrices(false);
|
|
UpdatePositionRSI3(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("CashBalance");
|
|
base.OnPropertyChanged("NonTradeableCash");
|
|
base.OnPropertyChanged("ModelExpectation");
|
|
base.OnPropertyChanged("ExpectationColor");
|
|
base.OnPropertyChanged("ExpectationDescription");
|
|
});
|
|
return true;
|
|
}
|
|
|
|
private void RunPerformance()
|
|
{
|
|
if(null==sessionParams)return;
|
|
modelPerformanceSeries=MomentumBacktest.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(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();
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|