755 lines
34 KiB
C#
755 lines
34 KiB
C#
using System;
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using System.Windows.Input;
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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.Threading.Tasks;
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using System.Windows;
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using System.Linq;
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using System.Text;
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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.DataAccess;
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using TradeBlotter.DataAccess;
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using TradeBlotter.Command;
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using TradeBlotter.Helper;
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using TradeBlotter.UIUtils;
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using TradeBlotter.Model;
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namespace TradeBlotter.ViewModels
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{
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public class ValuationsViewModel : WorkspaceViewModel
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{
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private String selectedValuationDate;
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private String saveDocument=null;
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private RelayCommand displaySECFilingsCommand = null;
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private RelayCommand saveCommand = null;
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private RelayCommand stochasticsCommand = null;
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private RelayCommand relativeStrengthCommand = null;
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private RelayCommand macdCommand = null;
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private RelayCommand bollingerBandCommand = null;
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private RelayCommand priceHistoryCommand = null;
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private RelayCommand addToWatchListCommand = null;
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private RelayCommand removeFromWatchListCommand = null;
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private RelayCommand stickerValuationCommand = null;
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private RelayCommand dcfValuationCommand = null;
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private RelayCommand displayAnalystRatingsCommand = null;
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private RelayCommand displayHeadlinesCommand = null;
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private RelayCommand removeValuationCommand = null;
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private RelayCommand dividendHistoryCommand = null;
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private RelayCommand displayHistoricalCommand = null;
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private RelayCommand movingAverageCommand = null;
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private RelayCommand proformaDividendRiskCommand = null;
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private List<String> sortFilters;
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private String selectedSortFilter;
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private int saveCount = 0;
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private bool busyIndicator=false;
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private ValuationModel selectedItem = null;
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public ValuationsViewModel()
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{
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base.DisplayName = "Valuations";
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CreateSortFilters();
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SelectedSortFilter=sortFilters[0];
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PropertyChanged += OnValuationsViewModelPropertyChanged;
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}
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private void OnValuationsViewModelPropertyChanged(object sender, PropertyChangedEventArgs eventArgs)
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{
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if (eventArgs.PropertyName.Equals("SelectedValuationDate"))
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{
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CreateAllValuations();
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}
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if(eventArgs.PropertyName.Equals("SelectedSortFilter"))
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{
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CreateAllValuations();
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}
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}
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private void CreateSortFilters()
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{
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sortFilters=new List<String>();
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sortFilters.Add("Acquirers Multiple");
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sortFilters.Add("Joel Greenblatt (ROIC)");
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sortFilters.Add("Joel Greenblatt (ROC)");
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sortFilters.Add("Rule #1 (MOS)");
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sortFilters.Add("Rule #1 (MOS) R>=15%");
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sortFilters.Add("Rule #1 (MOS80)");
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sortFilters.Add("Rule #1 Factors");
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SortFilters=new ObservableCollection<String>(sortFilters);
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}
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public String SelectedSortFilter
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{
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get{return selectedSortFilter;}
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set{selectedSortFilter=value;base.OnPropertyChanged("SelectedSortFilter");}
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}
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public ObservableCollection<String> SortFilters
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{
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get;
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private set;
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}
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public ObservableCollection<ValuationModel> AllValuations
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{
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get;
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private set;
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}
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public String Title
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{
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get{return " CalcSticker ("+SelectedValuationDate+")";}
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}
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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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saveParams.Add(new KeyValuePair<String, String>("Type", GetType().Namespace + "." + GetType().Name));
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saveParams.Add(new KeyValuePair<String, String>("SelectedValuationDate", selectedValuationDate));
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saveParams.Add(new KeyValuePair<String, String>("SelectedSortFilter", selectedSortFilter));
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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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selectedValuationDate = (from KeyValuePair<String, String> item in saveParameters where item.Key.Equals("SelectedValuationDate") select item).FirstOrDefault().Value;
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try{selectedSortFilter = (from KeyValuePair<String, String> item in saveParameters where item.Key.Equals("SelectedSortFilter") select item).FirstOrDefault().Value;}
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catch(Exception){;}
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if(null==selectedSortFilter)selectedSortFilter=sortFilters[0];
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Referer = saveParameters.Referer;
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base.OnPropertyChanged("SelectedSortFilter");
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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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// ******************************************************************************************************************************************************
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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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public String PCFDescription
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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 "(Price to Operating Cashflow): CurrentPrice/(Operating Cashflow/Shares Outstanding).";
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}
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}
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public String DividendYieldDescription
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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 "DividendYield: Dividend Payments/Current Price.";
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}
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}
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public String MarketCapDescription
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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 "MarketCap: Market Capitalization. Fundamentals.";
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}
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}
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public String EBITDescription
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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 "EBIT: Earnings Before Interest and Taxes. Fundamentals.";
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}
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}
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public String AcquirersMultipleDescription
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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 "Acquirers Multiple (Tobias Carlisle uses EV/OE and ranks to lowest). This is ranked as the higher the rank the better. If market capitalization < $200,000,00.00 rank will be set to zero.";
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}
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}
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public String OperatingEarningsDescription
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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 "Tobias Carlisle : Revenue-(Cost of Goods Sold + Selling, General, and Administrative+Depreciation and Amortization)";
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}
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}
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public String AMRankDescription
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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 "Acquirers Multiple (Tobias Carlisle) Rank based on Enterprise Value/Operating Earnings. This is ranked as the higher the rank the better.";
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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 "Beta:Covariance(stock,benchmark)/Variance(benchmark). (<1.00 less volatile than market)(1.00=parity with market)(>1.00 more volatile than market)";
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}
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}
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public String DebtToEquityDescription
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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 "Fundamental : DebtToEquity";
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}
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}
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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)return "No description found.";
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return companyProfile.Description;
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}
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}
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public String EarningsYieldDescription
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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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StringBuilder sb=new StringBuilder();
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sb.Append("EarningsYield:EBIT/EnterpriseValue");
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return sb.ToString();
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}
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}
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public String EnterpriseValueDescription
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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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StringBuilder sb=new StringBuilder();
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sb.Append("EnterpriseValue:Yahoo Finance (Key Statistics)");
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return sb.ToString();
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}
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}
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public String TLBRankROICDescription
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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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StringBuilder sb=new StringBuilder();
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sb.Append("TLBRankROIC:Max(Rank[ROIC]+Rank[EarningsYield]). The higher the rank, the better.");
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return sb.ToString();
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}
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}
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public String TLBRankROCDescription
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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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StringBuilder sb=new StringBuilder();
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sb.Append("TLBRankROC:Max(Rank[ROC]+Rank[EarningsYield]) where ROC=EBIT/(Net Fixed Assets + Working Capital) Note: Net PPE = Net Fixed Assets. The higher the rank, the better.");
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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 ObservableCollection<MenuItem> MenuItems
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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 Proforma Dividend Risk", MenuItemClickedCommand = DisplayProformaDividendRisk, 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 = DisplayStochastic, 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 Moving Average", MenuItemClickedCommand = DisplayMovingAverage, 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 DCF Valuation", MenuItemClickedCommand = DisplayDCFValuation, 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 Headlines", MenuItemClickedCommand = DisplayHeadlines, StaysOpenOnClick = false });
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collection.Add(new MenuItem() { Text = "Display SEC Filings", MenuItemClickedCommand = DisplaySECFilings, 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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collection.Add(new MenuItem() { Text = "Remove Valuation", MenuItemClickedCommand = RemoveValuation, StaysOpenOnClick = false });
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return collection;
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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 DisplayProformaDividendRisk
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{
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get
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{
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if (proformaDividendRiskCommand == null)
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{
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proformaDividendRiskCommand = new RelayCommand(param =>
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{
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SaveParameters saveParams = SaveParameters.Parse("Type,TradeBlotter.ViewModels.DividendRiskParityViewModel,SelectedSymbol," + selectedItem.Symbol + "");
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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 proformaDividendRiskCommand;
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}
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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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}
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}
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public ICommand DisplayDividendHistory
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{
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get
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{
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if (dividendHistoryCommand == null)
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{
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dividendHistoryCommand = new RelayCommand(param =>
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{
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SaveParameters saveParams = SaveParameters.Parse("Type,TradeBlotter.ViewModels.DividendHistoryViewModel,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 dividendHistoryCommand;
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}
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}
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public ICommand DisplaySECFilings
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{
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get
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{
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if (null == displaySECFilingsCommand)
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{
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displaySECFilingsCommand = new RelayCommand(param =>
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{
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SaveParameters saveParams = SaveParameters.Parse("Type,TradeBlotter.ViewModels.SECFilingViewModel,SelectedSymbol," + selectedItem.Symbol + ",SelectedWatchList,Valuations");
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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 displaySECFilingsCommand;
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}
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}
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public ICommand DisplayHeadlines
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{
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get
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{
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if (null == displayHeadlinesCommand)
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{
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displayHeadlinesCommand = new RelayCommand(param =>
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{
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SaveParameters saveParams = SaveParameters.Parse("Type,TradeBlotter.ViewModels.HeadlinesViewModel,SelectedSymbol," + selectedItem.Symbol + ",SelectedWatchList,Valuations");
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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 displayHeadlinesCommand;
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}
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}
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public ICommand DisplayAnalystRatings
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{
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get
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{
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if (null == displayAnalystRatingsCommand)
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{
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displayAnalystRatingsCommand = new RelayCommand(param =>
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{
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SaveParameters saveParams = SaveParameters.Parse("Type,TradeBlotter.ViewModels.AnalystRatingsViewModel,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 displayAnalystRatingsCommand;
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}
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}
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public ICommand DisplayStickerValuation
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{
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get
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{
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if (null == stickerValuationCommand)
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{
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stickerValuationCommand = new RelayCommand(param =>
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{
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SaveParameters saveParams = SaveParameters.Parse("Type,TradeBlotter.ViewModels.StickerPriceViewModel,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 stickerValuationCommand;
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}
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}
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public ICommand DisplayDCFValuation
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{
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get
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{
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if (null == dcfValuationCommand)
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{
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dcfValuationCommand = new RelayCommand(param =>
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{
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SaveParameters saveParams = SaveParameters.Parse("Type,TradeBlotter.ViewModels.DCFValuationViewModel,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 dcfValuationCommand;
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}
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}
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public ICommand RemoveValuation
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{
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get
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{
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if (null == removeValuationCommand)
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{
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removeValuationCommand = new RelayCommand(param =>
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{
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this.RemoveFromValuationCommand();
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}, param => { return null != selectedItem && null!=selectedItem.Symbol; });
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}
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return removeValuationCommand;
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}
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}
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public ICommand AddToWatchList
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{
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get
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{
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if (addToWatchListCommand == null)
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{
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addToWatchListCommand = new RelayCommand(param => this.AddToWatchListCommand(),
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param =>
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{
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if(null==selectedItem || null==selectedItem.Symbol)return false;
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if (WatchListDA.IsInWatchList(selectedItem.Symbol)) return false;
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return true;
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});
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}
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return addToWatchListCommand;
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}
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}
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public ICommand RemoveFromWatchList
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{
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get
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{
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if (removeFromWatchListCommand == null)
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{
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removeFromWatchListCommand = new RelayCommand(param => this.RemoveFromWatchListCommand(),
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param =>
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{
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if(null==selectedItem || null==selectedItem.Symbol)return false;
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if (!WatchListDA.IsInWatchList(selectedItem.Symbol)) return false;
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return true;
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});
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}
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return removeFromWatchListCommand;
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}
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}
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public ICommand DisplayBollingerBand
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{
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get
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{
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if (bollingerBandCommand == null)
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{
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bollingerBandCommand = new RelayCommand(param => this.DisplayBollingerBandCommand(),
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param => { return null != selectedItem && null!=selectedItem.Symbol; });
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}
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return bollingerBandCommand;
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}
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}
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public ICommand DisplayMovingAverage
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{
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get
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{
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if (movingAverageCommand == null)
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{
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movingAverageCommand = new RelayCommand(param => this.DisplayMovingAverageCommand(), param => { return null != selectedItem && null != selectedItem.Symbol; });
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}
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return movingAverageCommand;
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}
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}
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public ICommand DisplayStochastic
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{
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get
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{
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if (stochasticsCommand == null)
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{
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stochasticsCommand = new RelayCommand(param => this.DisplayStochasticCommand(),
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param => { return null != selectedItem && null != selectedItem.Symbol; });
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}
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return stochasticsCommand;
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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 void RemoveFromValuationCommand()
|
|
{
|
|
ValuationDA.RemoveValuationBySymbol(selectedItem.Symbol,DateTime.Parse(selectedItem.ValuationDate));
|
|
base.OnPropertyChanged("SelectedValuationDate");
|
|
}
|
|
public void AddToWatchListCommand()
|
|
{
|
|
if (WatchListDA.IsInWatchList(selectedItem.Symbol))
|
|
{
|
|
System.Windows.MessageBox.Show("'"+selectedItem.Symbol+"' is already in watchlist","Info", MessageBoxButton.OK, MessageBoxImage.Information);
|
|
return;
|
|
}
|
|
if (!WatchListDA.AddToWatchList(selectedItem.Symbol))
|
|
{
|
|
System.Windows.MessageBox.Show("Error adding '"+selectedItem.Symbol+"' to watchlist","Warning", MessageBoxButton.OK, MessageBoxImage.Warning);
|
|
}
|
|
else
|
|
{
|
|
System.Windows.MessageBox.Show("Added '"+selectedItem.Symbol+"'","Success", MessageBoxButton.OK, MessageBoxImage.Information);
|
|
}
|
|
}
|
|
public void RemoveFromWatchListCommand()
|
|
{
|
|
if (!WatchListDA.IsInWatchList(selectedItem.Symbol))
|
|
{
|
|
System.Windows.MessageBox.Show("'"+selectedItem.Symbol+"' is not in watchlist","Info", MessageBoxButton.OK, MessageBoxImage.Information);
|
|
return;
|
|
}
|
|
if (!WatchListDA.RemoveFromWatchList(selectedItem.Symbol))
|
|
{
|
|
System.Windows.MessageBox.Show("Error removing '"+selectedItem.Symbol+"' from watchlist","Warning", MessageBoxButton.OK, MessageBoxImage.Warning);
|
|
}
|
|
else
|
|
{
|
|
System.Windows.MessageBox.Show("Removed '"+selectedItem.Symbol+"'","Success", MessageBoxButton.OK, MessageBoxImage.Information);
|
|
}
|
|
}
|
|
public void DisplayBollingerBandCommand()
|
|
{
|
|
SaveParameters saveParams = SaveParameters.Parse("Type,TradeBlotter.ViewModels.BollingerBandViewModel,SelectedSymbol," + selectedItem.Symbol + ",SelectedWatchList,{All},SelectedDayCount,180");
|
|
saveParams.Referer=this;
|
|
WorkspaceInstantiator.Invoke(saveParams);
|
|
}
|
|
|
|
public void DisplayMovingAverageCommand()
|
|
{
|
|
SaveParameters saveParams = SaveParameters.Parse("Type,TradeBlotter.ViewModels.MovingAverageViewModel,SelectedSymbol," + selectedItem.Symbol + ",SelectedWatchList,{All},SelectedDayCount,360");
|
|
saveParams.Referer = this;
|
|
WorkspaceInstantiator.Invoke(saveParams);
|
|
}
|
|
public void DisplayStochasticCommand()
|
|
{
|
|
SaveParameters saveParams = SaveParameters.Parse("Type,TradeBlotter.ViewModels.StochasticsViewModel,SelectedSymbol," + selectedItem.Symbol + ",SelectedWatchList,{All},SelectedDayCount,180");
|
|
saveParams.Referer=this;
|
|
WorkspaceInstantiator.Invoke(saveParams);
|
|
}
|
|
public ICommand DisplayRelativeStrength
|
|
{
|
|
get
|
|
{
|
|
if (relativeStrengthCommand == null)
|
|
{
|
|
relativeStrengthCommand = new RelayCommand(param => this.DisplayRelativeStrengthCommand(),
|
|
param => { return null != selectedItem && null!=selectedItem.Symbol; });
|
|
}
|
|
return relativeStrengthCommand;
|
|
}
|
|
}
|
|
public void DisplayRelativeStrengthCommand()
|
|
{
|
|
SaveParameters saveParams = SaveParameters.Parse("Type,TradeBlotter.ViewModels.RSIViewModel,SelectedSymbol," + selectedItem.Symbol + ",SelectedWatchList,{All},SelectedDayCount,60,SelectedRSIDayCount,14");
|
|
saveParams.Referer=this;
|
|
WorkspaceInstantiator.Invoke(saveParams);
|
|
}
|
|
public ICommand DisplayMACD
|
|
{
|
|
get
|
|
{
|
|
if (macdCommand == null)
|
|
{
|
|
macdCommand = new RelayCommand(param => this.DisplayMACDCommand(),
|
|
param => { return null != selectedItem && null!=selectedItem.Symbol; });
|
|
}
|
|
return macdCommand;
|
|
}
|
|
}
|
|
public void DisplayMACDCommand()
|
|
{
|
|
SaveParameters saveParams = SaveParameters.Parse("Type,TradeBlotter.ViewModels.MACDViewModel,SelectedSymbol," + selectedItem.Symbol + ",SelectedWatchList,{All},SelectedDayCount,180");
|
|
saveParams.Referer=this;
|
|
WorkspaceInstantiator.Invoke(saveParams);
|
|
}
|
|
public ICommand DisplayPriceHistory
|
|
{
|
|
get
|
|
{
|
|
if (priceHistoryCommand == null)
|
|
{
|
|
priceHistoryCommand = new RelayCommand(param => this.DisplayPriceHistoryCommand(),
|
|
param => { return null != selectedItem && null!=selectedItem.Symbol; });
|
|
}
|
|
return priceHistoryCommand;
|
|
}
|
|
}
|
|
public void DisplayPriceHistoryCommand()
|
|
{
|
|
SaveParameters saveParams = SaveParameters.Parse("Type,TradeBlotter.ViewModels.PricingViewModel,SelectedSymbol," + selectedItem.Symbol + ",SelectedWatchList,{All},SelectedDayCount,180");
|
|
saveParams.Referer=this;
|
|
WorkspaceInstantiator.Invoke(saveParams);
|
|
}
|
|
// **************************************************************************************************************************************************
|
|
// **************************************************************************************************************************************************
|
|
// **************************************************************************************************************************************************
|
|
private void CreateAllValuations()
|
|
{
|
|
try
|
|
{
|
|
if (null == selectedValuationDate) return;
|
|
BusyIndicator = true;
|
|
Task workerTask = Task.Factory.StartNew(() =>
|
|
{
|
|
Valuations valuations = ValuationDA.GetValuation(DateTime.Parse(selectedValuationDate));
|
|
List<ValuationModel> selectedValuations=ApplySortFilter(valuations,selectedSortFilter);
|
|
this.AllValuations = new ObservableCollection<ValuationModel>(selectedValuations);
|
|
});
|
|
workerTask.ContinueWith((continuation) =>
|
|
{
|
|
BusyIndicator = false;
|
|
base.OnPropertyChanged("RowCount");
|
|
base.OnPropertyChanged("AllValuations");
|
|
});
|
|
}
|
|
catch (Exception exception)
|
|
{
|
|
MDTrace.WriteLine(LogLevel.DEBUG,exception);
|
|
}
|
|
}
|
|
// *******************************************************************************************************************************************************
|
|
// ******************************************************************************** S O R T I N G ********************************************************
|
|
// *******************************************************************************************************************************************************
|
|
private List<ValuationModel> ApplySortFilter(Valuations valuations, String sortFilter)
|
|
{
|
|
List<Valuation> sortedList;
|
|
switch(sortFilter)
|
|
{
|
|
case "Acquirers Multiple" :
|
|
sortedList=valuations.OrderByDescending(x=>x.AMRank).ThenByDescending(y=>y.TLBRankROIC).ThenByDescending(z=>z.TLBRankROC).ToList();
|
|
return (from valuation in sortedList select new ValuationModel(valuation,valuations.ValuationDate)).ToList();
|
|
break;
|
|
case "Joel Greenblatt (ROIC)" :
|
|
sortedList=valuations.OrderByDescending(x=>x.TLBRankROIC).ThenByDescending(y=>y.TLBRankROC).ThenByDescending(z=>z.TLBRankROC).ToList();
|
|
return (from valuation in sortedList select new ValuationModel(valuation,valuations.ValuationDate)).ToList();
|
|
break;
|
|
case "Joel Greenblatt (ROC)" :
|
|
sortedList=valuations.OrderByDescending(x=>x.TLBRankROC).ThenByDescending(y=>y.TLBRankROIC).ThenByDescending(z=>z.TLBRankROC).ToList();
|
|
return (from valuation in sortedList select new ValuationModel(valuation,valuations.ValuationDate)).ToList();
|
|
break;
|
|
case "Rule #1 (MOS)":
|
|
sortedList=(from valuation in valuations where valuation.Bargain.Equals(true) && valuation.LatestROICDate.Year>=valuations.ValuationDate.Year && valuation.DebtLoad.Equals("Pass") select valuation).OrderByDescending(s=>s.LatestROICDate).OrderByDescending(t=>t.ROICSlope).OrderByDescending(u=>u.AverageROIC).ThenByDescending(v=>v.AverageEPSGrowth).ThenByDescending(w=>w.AverageRevenueGrowth).ThenByDescending(x=>x.AverageFreeCashflowGrowth).ThenByDescending(y=>y.AverageEquityGrowth).ThenBy(z=>z.SharesOutstanding).ThenBy(za=>za.MarketCap).ToList();
|
|
return (from valuation in sortedList select new ValuationModel(valuation, valuations.ValuationDate)).ToList();
|
|
break;
|
|
case "Rule #1 (MOS) R>=15%":
|
|
sortedList = (from valuation in valuations where valuation.Bargain.Equals(true) && valuation.AverageROIC>=.15 && valuation.LatestROICDate.Year >= valuations.ValuationDate.Year && valuation.DebtLoad.Equals("Pass") select valuation).OrderByDescending(s => s.LatestROICDate).OrderByDescending(t => t.ROICSlope).OrderByDescending(u => u.AverageROIC).ThenByDescending(v => v.AverageEPSGrowth).ThenByDescending(w => w.AverageRevenueGrowth).ThenByDescending(x => x.AverageFreeCashflowGrowth).ThenByDescending(y => y.AverageEquityGrowth).ThenBy(z => z.SharesOutstanding).ThenBy(za => za.MarketCap).ToList();
|
|
return (from valuation in sortedList select new ValuationModel(valuation, valuations.ValuationDate)).ToList();
|
|
break;
|
|
case "Rule #1 (MOS80)":
|
|
sortedList = (from valuation in valuations where valuation.Bargain80.Equals(true) && valuation.LatestROICDate.Year>=valuations.ValuationDate.Year && valuation.DebtLoad.Equals("Pass") select valuation).OrderByDescending(s=>s.LatestROICDate).OrderByDescending(t => t.ROICSlope).OrderByDescending(u => u.AverageROIC).ThenByDescending(v => v.AverageEPSGrowth).ThenByDescending(w => w.AverageRevenueGrowth).ThenByDescending(x => x.AverageFreeCashflowGrowth).ThenByDescending(y => y.AverageEquityGrowth).ThenBy(z => z.SharesOutstanding).ThenBy(za => za.MarketCap).ToList();
|
|
return (from valuation in sortedList select new ValuationModel(valuation, valuations.ValuationDate)).ToList();
|
|
break;
|
|
case "Rule #1 Factors":
|
|
sortedList = (from valuation in valuations where valuation.LatestROICDate.Year>=valuations.ValuationDate.Year select valuation).OrderByDescending(s=>s.LatestROICDate).OrderByDescending(t=>t.ROICSlope).OrderByDescending(u => u.AverageROIC).ThenByDescending(v => v.AverageEPSGrowth).ThenByDescending(w => w.AverageRevenueGrowth).ThenByDescending(x => x.AverageFreeCashflowGrowth).ThenByDescending(y => y.AverageEquityGrowth).ThenBy(z => z.SharesOutstanding).ToList();
|
|
return (from valuation in sortedList select new ValuationModel(valuation, valuations.ValuationDate)).ToList();
|
|
break;
|
|
case "None":
|
|
default: return (from valuation in valuations select new ValuationModel(valuation, valuations.ValuationDate)).ToList();
|
|
}
|
|
}
|
|
|
|
|
|
// ********************************************************************************************************************************************************
|
|
public bool BusyIndicator
|
|
{
|
|
get { return busyIndicator; }
|
|
set { busyIndicator = value; base.OnPropertyChanged("BusyIndicator"); }
|
|
}
|
|
public String BusyContent
|
|
{
|
|
get { return "Loading Valuations..."; }
|
|
}
|
|
|
|
public String SaveDocument
|
|
{
|
|
get { return saveDocument; }
|
|
set { saveDocument = value; base.OnPropertyChanged("SaveDocument"); }
|
|
}
|
|
private void Save()
|
|
{
|
|
SaveDocument = "Valuations_"+(saveCount++)+".xls";
|
|
}
|
|
private bool CanSave
|
|
{
|
|
get { return true; }
|
|
}
|
|
public ICommand SaveCommand
|
|
{
|
|
get
|
|
{
|
|
if (saveCommand == null)
|
|
{
|
|
saveCommand = new RelayCommand(param => this.Save(), param => this.CanSave);
|
|
}
|
|
return saveCommand;
|
|
}
|
|
}
|
|
public String SelectedValuationDate
|
|
{
|
|
get { return selectedValuationDate; }
|
|
set { selectedValuationDate = value; base.OnPropertyChanged("SelectedValuationDate"); }
|
|
}
|
|
public String RowCount
|
|
{
|
|
get { return null == this.AllValuations ? Constants.CONST_DASHES : this.AllValuations.Count.ToString(); }
|
|
set { ;}
|
|
}
|
|
public List<String> ValuationDates
|
|
{
|
|
get
|
|
{
|
|
List<String> valuationDatesStr = new List<String>();
|
|
List<DateTime> valuationDates = ValuationDA.GetValuationDates();
|
|
foreach (DateTime valuationDate in valuationDates)
|
|
{
|
|
valuationDatesStr.Add(Utility.DateTimeToStringMMHDDHYYYY(valuationDate));
|
|
}
|
|
return valuationDatesStr;
|
|
}
|
|
}
|
|
public ValuationModel SelectedItem
|
|
{
|
|
get
|
|
{
|
|
return selectedItem;
|
|
}
|
|
set
|
|
{
|
|
selectedItem = value;
|
|
}
|
|
}
|
|
}
|
|
}
|