467 lines
18 KiB
C#
467 lines
18 KiB
C#
//using MarketData.Generator;
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//using MarketData.MarketDataModel;
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//using MarketData.Utils;
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//using System;
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//using System.Collections.Generic;
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//using System.Collections.ObjectModel;
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//using System.Linq;
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//using System.Text;
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//using System.Threading.Tasks;
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//using System.Windows.Media;
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//using TradeBlotter.ViewModels;
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//using TradeBlotter.UIUtils;
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//using System.Collections.Specialized;
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//using MarketData.Generator.MMTrend;
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//using MarketData;
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//using Position=MarketData.Generator.MMTrend.Position;
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//using StopLimit=MarketData.MarketDataModel.StopLimit;
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//using MarketData.DataAccess;
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//namespace TradeBlotter.Model
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//{
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// public class MMPositionModelCollection:ObservableCollection<MMPositionModel>
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// {
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// public void Add(ActivePositions activePositions)
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// {
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// foreach(Position position in activePositions)Add(new MMPositionModel(position));
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// }
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// public void Add(Positions allPositions)
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// {
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// foreach(Position position in allPositions) Add(new MMPositionModel(position));
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// }
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// public void OnCollectionChanged()
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// {
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// base.OnCollectionChanged(new NotifyCollectionChangedEventArgs(NotifyCollectionChangedAction.Reset,null));
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// }
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// }
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// public class MMPositionModel:ModelBase
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// {
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// private Position position=new Position();
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// private int priceChangeDirection=0;
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// private double prevPrice=double.NaN;
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// private double currentPriceLow=double.NaN;
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// private DateTime lastUpdated=DateTime.Now;
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// public MMPositionModel()
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// {
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// }
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// public MMPositionModel(Position position)
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// {
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// Symbol=position.Symbol;
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// PurchaseDate=position.PurchaseDate;
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// SellDate=position.SellDate;
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// Shares=position.Shares;
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// PurchasePrice=position.PurchasePrice;
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// CurrentPrice=position.CurrentPrice;
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// PositionRiskPercentDecimal=position.PositionRiskPercentDecimal;
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// InitialStopLimit=position.InitialStopLimit;
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// TrailingStopLimit=position.TrailingStopLimit;
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// LastStopAdjustment=position.LastStopAdjustment;
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// this.position.R=position.R;
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// this.position.C=position.C;
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// }
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// public void UpdateProperties()
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// {
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// base.OnPropertyChanged("CurrentPrice");
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// base.OnPropertyChanged("MarketValue");
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// base.OnPropertyChanged("ActiveMarketValue");
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// base.OnPropertyChanged("GainLoss");
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// base.OnPropertyChanged("GainLossPcnt");
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// base.OnPropertyChanged("RMultipleAsString");
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// base.OnPropertyChanged("CurrentPriceColor");
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// base.OnPropertyChanged("TrailingStopLimitColor");
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// base.OnPropertyChanged("InitialStopLimitColor");
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// base.OnPropertyChanged("TotalRiskExposureColor");
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// base.OnPropertyChanged("ActiveMarketValueColor");
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// base.OnPropertyChanged("GainLossColor");
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// base.OnPropertyChanged("GainLossPcntColor");
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// }
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// public Position Position
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// {
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// get{return position;}
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// set
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// {
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// Symbol=position.Symbol;
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// PurchaseDate=position.PurchaseDate;
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// SellDate=position.SellDate;
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// Shares=position.Shares;
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// PurchasePrice=position.PurchasePrice;
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// CurrentPrice=position.CurrentPrice;
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// PositionRiskPercentDecimal=position.PositionRiskPercentDecimal;
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// InitialStopLimit=position.InitialStopLimit;
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// TrailingStopLimit=position.TrailingStopLimit;
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// LastStopAdjustment=position.LastStopAdjustment;
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// this.position.R=position.R;
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// this.position.C=position.C;
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// }
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// }
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// public String Symbol
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// {
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// get { return position.Symbol; }
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// set { position.Symbol=value; base.OnPropertyChanged("Symbol"); }
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// }
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// public Brush SymbolColor
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// {
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// get
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// {
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// if(!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
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// return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
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// }
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// }
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//// ***
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// public DateTime PurchaseDate
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// {
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// get { return position.PurchaseDate; }
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// set { position.PurchaseDate=value; base.OnPropertyChanged("PurchaseDate"); }
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// }
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// public Brush PurchaseDateColor
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// {
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// get
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// {
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// DateGenerator dateGenerator=new DateGenerator();
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// if(!dateGenerator.IsMarketOpen(PurchaseDate)) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Red);
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// if(!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
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// return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
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// }
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// }
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// public DateTime SellDate
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// {
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// get { return position.SellDate; }
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// set { position.SellDate=value; base.OnPropertyChanged("SellDate"); }
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// }
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// public Brush SellDateColor
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// {
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// get
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// {
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// if(Utility.IsEpoch(SellDate)) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
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// DateGenerator dateGenerator=new DateGenerator();
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// if(!dateGenerator.IsMarketOpen(SellDate)) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Red);
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// if(!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
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// return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
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// }
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// }
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//// ***
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// public int DaysHeld
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// {
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// get
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// {
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// DateGenerator dateGenerator=new DateGenerator();
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// if(Utility.IsEpoch(SellDate)) return dateGenerator.DaysBetween(PurchaseDate,DateTime.Now.Date);
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// return dateGenerator.DaysBetween(PurchaseDate,SellDate);
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// }
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// }
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// public Brush DaysHeldColor
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// {
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// get
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// {
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// if(!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
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// return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
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// }
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// }
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//// ***
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//// Here we take R as based upon our StopLimit.
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// public double R
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// {
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// get
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// {
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// if(position.TrailingStopLimit>position.PurchasePrice)return 0.00; // here we are considering the current risk/share which is based on our stop limit
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// return position.TrailingStopLimit>position.PurchasePrice?0.00:position.PurchasePrice-position.TrailingStopLimit;
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// }
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// }
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// public Brush RColor
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// {
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// get
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// {
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// if(!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
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// return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
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// }
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// }
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//// ***
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// public double TotalRiskExposure
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// {
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// get{return R*position.Shares;}
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// }
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// public Brush TotalRiskExposureColor
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// {
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// get
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// {
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// if(!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
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// return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
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// }
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// }
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//// ***
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// public String RMultipleAsString
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// {
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// get{return Utility.FormatNumber((position.CurrentPrice-position.PurchasePrice)/(position.PurchasePrice-position.InitialStopLimit),2,false)+"R";} // always based on original position risk
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// }
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// public Brush RMultipleAsStringColor
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// {
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// get
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// {
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// if(!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
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// return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
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// }
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// }
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//// ***
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// public double PositionRiskPercentDecimal
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// {
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// get{return position.PositionRiskPercentDecimal;}
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// set { position.PositionRiskPercentDecimal=value; base.OnPropertyChanged("PositionRiskPercentDecimal"); }
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// }
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// public double InitialStopLimit
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// {
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// get { return position.InitialStopLimit; }
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// set
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// {
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// position.InitialStopLimit=value;
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// base.OnPropertyChanged("InitialStopLimit");
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// base.OnPropertyChanged("InitialStopLimitColor");
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// }
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// }
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// public Brush InitialStopLimitColor
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// {
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// get
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// {
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// if(!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
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// if(!Utility.IsEpoch(position.LastStopAdjustment)) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black); // if we have a trailing stop then we are no longer using the initial stop
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// StopLimit stopLimit=PortfolioDA.GetStopLimit(position.Symbol);
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// if(null==stopLimit||!stopLimit.StopPrice.Equals(Math.Round(position.InitialStopLimit,2))) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Purple);
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// if(currentPriceLow<=position.InitialStopLimit) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Red);
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// return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
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// }
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// }
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// public double TrailingStopLimit
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// {
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// get { return position.TrailingStopLimit; }
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// set
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// {
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// position.TrailingStopLimit=value;
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// base.OnPropertyChanged("TrailingStopLimit");
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// base.OnPropertyChanged("TrailingStopLimitColor");
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// }
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// }
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// public Brush TrailingStopLimitColor
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// {
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// get
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// {
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// if(!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
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// StopLimit stopLimit=PortfolioDA.GetStopLimit(position.Symbol);
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// if(null==stopLimit||!stopLimit.StopPrice.Equals(Math.Round(position.TrailingStopLimit,2))) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Purple);
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// if(currentPriceLow<=position.TrailingStopLimit)return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Red);
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// return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
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// }
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// }
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//// ***
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// public DateTime LastStopAdjustment
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// {
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// get { return position.LastStopAdjustment; }
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// set { position.LastStopAdjustment=value; base.OnPropertyChanged("LastStopAdjustment"); }
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// }
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// public Brush LastStopAdjustmentColor
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// {
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// get
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// {
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// if(!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
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// return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
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// }
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// }
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//// ***
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// public int DaysSinceLastStopAdjustment
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// {
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// get
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// {
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// if(!IsActivePosition)return int.MinValue;
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// DateGenerator dateGenerator=new DateGenerator();
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// DateTime today=DateTime.Now;
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// int daysSinceLastStopAdjustment=int.MinValue;
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// if(Utility.IsEpoch(position.LastStopAdjustment)) daysSinceLastStopAdjustment=dateGenerator.DaysBetweenActual(today,position.PurchaseDate);
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// else daysSinceLastStopAdjustment=dateGenerator.DaysBetweenActual(today,position.LastStopAdjustment);
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// return daysSinceLastStopAdjustment;
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// }
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// }
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// public Brush DaysSinceLastStopAdjustmentColor
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// {
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// get
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// {
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// if(!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
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// int daysSinceLastStopAdjustment=DaysSinceLastStopAdjustment;
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// if(int.MinValue.Equals(daysSinceLastStopAdjustment))return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
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// if(daysSinceLastStopAdjustment>=90) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Red);
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// else if(daysSinceLastStopAdjustment>=60) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Yellow);
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// return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Green);
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// }
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// }
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//// ***
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// public double Shares
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// {
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// get { return position.Shares; }
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// set { position.Shares=value; base.OnPropertyChanged("Shares"); base.OnPropertyChanged("Exposure"); base.OnPropertyChanged("ActiveExposure"); base.OnPropertyChanged("MarketValue"); base.OnPropertyChanged("ActiveMarketValue"); base.OnPropertyChanged("GainLoss"); base.OnPropertyChanged("GainLossPcnt"); }
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// }
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// public Brush SharesColor
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// {
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// get
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// {
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// if(!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
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// return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
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// }
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// }
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//// ***
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// public double PurchasePrice
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// {
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// get { return position.PurchasePrice; }
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// set { position.PurchasePrice=value; base.OnPropertyChanged("PurchasePrice"); base.OnPropertyChanged("Exposure"); base.OnPropertyChanged("ActiveExposure"); base.OnPropertyChanged("GainLoss"); base.OnPropertyChanged("GainLossPcnt"); }
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// }
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// public Brush PurchasePriceColor
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// {
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// get
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// {
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// if(!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
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// return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
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// }
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// }
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//// ***
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// public double CurrentPrice
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// {
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// get { return position.CurrentPrice; }
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// set
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// {
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// if(position.CurrentPrice==value) return;
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// position.CurrentPrice=value;
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// if(double.IsNaN(prevPrice)) { prevPrice=position.CurrentPrice; priceChangeDirection=0; }
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// else if(prevPrice>position.CurrentPrice) priceChangeDirection=-1;
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// else if(prevPrice==position.CurrentPrice) priceChangeDirection=0;
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// else priceChangeDirection=1;
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// prevPrice=position.CurrentPrice;
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// UpdateProperties();
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// }
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// }
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// public Brush CurrentPriceColor
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// {
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// get
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// {
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// if(!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
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// if(priceChangeDirection>0) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Green);
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// else if(priceChangeDirection<0) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Red);
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// else return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
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// }
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// }
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//// ***
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// public double CurrentPriceLow
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// {
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// get{return currentPriceLow;}
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// set
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// {
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// if(currentPriceLow==value)return;
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// currentPriceLow=value;
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// base.OnPropertyChanged("CurrentPriceLow");
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// base.OnPropertyChanged("CurrentPriceLowAsString");
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// base.OnPropertyChanged("TrailingStopLimitColor");
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// base.OnPropertyChanged("InitialStopLimitColor");
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// }
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// }
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//// ***
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// public String CurrentPriceLowAsString
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// {
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// get { return Utility.FormatCurrency(currentPriceLow); }
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// }
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// public Brush CurrentPriceLowAsStringColor
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// {
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// get
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// {
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// if(!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
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// return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
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// }
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// }
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//// ***
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// public DateTime LastUpdated
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// {
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// get { return lastUpdated; }
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// set { lastUpdated=value; base.OnPropertyChanged("LastUpdated"); }
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// }
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// public Brush LastUpdatedColor
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// {
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// get
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// {
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// if(!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
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// return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
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// }
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// }
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// // ***
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// public double Exposure
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// {
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// get { return Shares*PurchasePrice; }
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// }
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// public double ActiveExposure
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// {
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// get { return IsActivePosition?Exposure:0.00; }
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// }
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// public Brush ActiveExposureColor
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// {
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// get
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// {
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// if(!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
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// else return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
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// }
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// }
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// public double MarketValue
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// {
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// get { return Shares*CurrentPrice; }
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// }
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// public double ActiveMarketValue
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// {
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// get { return IsActivePosition?MarketValue:0.00; }
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// }
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// public Brush ActiveMarketValueColor
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// {
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// get
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// {
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// if(!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
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// if(ActiveMarketValue>Exposure) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Green);
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// else if(ActiveMarketValue<Exposure) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Red);
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// else return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
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// }
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// }
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// public double GainLoss
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// {
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// get { return MarketValue-Exposure; }
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// }
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// public Brush GainLossColor
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// {
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// get
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// {
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// if(!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
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// if(GainLoss>0) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Green);
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// else if(GainLoss<0) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Red);
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// else return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
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// }
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// }
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// public double GainLossPcnt
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// {
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// get { return (MarketValue-Exposure)/Exposure; }
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// }
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// public Brush GainLossPcntColor
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// {
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// get
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// {
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// if(!IsActivePosition) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Blue);
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// if(GainLoss>0) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Green);
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// else if(GainLoss<0) return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Red);
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// else return BrushCollection.GetContextBrush(BrushCollection.BrushColor.Black);
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// }
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// }
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// public bool IsActivePosition
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// {
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// get { return Utility.IsEpoch(SellDate)?true:false; }
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// }
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// }
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//}
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