public PerformanceReportPageViewModel(IDBContext context, IDialogService dialogService, MainViewModel parent)
: base(dialogService)
{
Context = context;
Parent = parent;
ReportSettings = new ReportSettings();
TradeFilterSettings = new TradeFilterSettings(Context);
ToggleTagsText = "Select All";
ToggleStratsText = "Select All";
Strategies = new ObservableCollection <CheckListItem <Strategy> >();
Tags = new ObservableCollection <CheckListItem <Tag> >();
Benchmarks = new ObservableCollection <Benchmark>();
CreateCommands();
}
public PerformanceReportPageViewModel(IDBContext context, IDialogService dialogService, MainViewModel parent, IDataSourcer datasourcer)
: base(dialogService)
{
Context = context;
Parent = parent;
Datasourcer = datasourcer;
ReportSettings = new ReportSettings();
TradeFilterSettings = new TradeFilterSettings(Context);
ToggleTagsText = "Select All";
ToggleStratsText = "Select All";
ToggleInstrumentsText = "Deselect All";
Strategies = new ObservableCollection <CheckListItem <Strategy> >();
Tags = new ObservableCollection <CheckListItem <Tag> >();
Instruments = new ObservableCollection <CheckListItem <Instrument> >();
Benchmarks = new ObservableCollection <Benchmark>();
BacktestSeries = new ObservableCollection <QDMS.Instrument>();
CreateCommands();
}
public static List<Trade> Filter(List<Tag> selectedTags, List<Strategy> selectedStrategies, List<Instrument> selectedInstruments, IDBContext context, TradeFilterSettings settings)
{
if (context == null) throw new ArgumentNullException("context");
//filter dates
var trades = context
.Trades
.Include(x => x.Tags)
.Include(x => x.Strategy)
.Include(x => x.Orders)
.Include(x => x.CashTransactions)
.Where(x => x.DateClosed == null || x.DateClosed > settings.From)
.Where(x => x.DateOpened < settings.To)
.ToList();
//filter open if required
if (settings.ClosedTradesOnly)
{
trades = trades.Where(x => !x.Open).ToList();
}
//filter by strategy
switch (settings.StrategyFilterMethod)
{
case FilterMethod.Any:
trades = trades.Where(x => selectedStrategies.Contains(x.Strategy)).ToList();
break;
case FilterMethod.Exclude:
trades = trades.Where(x => !selectedStrategies.Contains(x.Strategy)).ToList();
break;
}
//filter by tags
switch (settings.TagFilterMethod)
{
case FilterMethod.Any:
trades = trades.Where(x => selectedTags.Intersect(x.Tags).Any()).ToList();
break;
case FilterMethod.All:
trades = trades.Where(x => selectedTags.Intersect(x.Tags).Count() == selectedTags.Count).ToList();
break;
case FilterMethod.Exclude:
trades = trades.Where(x => !selectedTags.Intersect(x.Tags).Any()).ToList();
break;
}
List<int> selectedInstrumentIDs = selectedInstruments.Select(x => x.ID).ToList();
//filter by instrument
switch (settings.InstrumentFilterMethod)
{
case FilterMethod.Any:
trades = trades.Where(x =>
x.Orders.Select(y => y.InstrumentID).Intersect(selectedInstrumentIDs).Any() ||
x.CashTransactions.Where(y => y.InstrumentID.HasValue).Select(y => y.InstrumentID.Value).Intersect(selectedInstrumentIDs).Any())
.ToList();
break;
case FilterMethod.All:
trades = trades.Where(x =>
x.Orders.Select(y => y.InstrumentID).Intersect(selectedInstrumentIDs).Union(
x.CashTransactions.Where(y => y.InstrumentID.HasValue).Select(y => y.InstrumentID.Value)).Count()
== selectedInstrumentIDs.Count)
.ToList();
break;
case FilterMethod.Exclude:
trades = trades.Where(x =>
!x.Orders.Select(y => y.InstrumentID).Intersect(selectedInstrumentIDs).Any() &&
!x.CashTransactions.Where(y => y.InstrumentID.HasValue).Select(y => y.InstrumentID.Value).Intersect(selectedInstrumentIDs).Any())
.ToList();
break;
}
return trades.ToList();
}
public static List <Trade> Filter(List <Tag> selectedTags, List <Strategy> selectedStrategies, IDBContext context, TradeFilterSettings settings)
{
if (context == null)
{
throw new ArgumentNullException("context");
}
//filter dates
var trades = context
.Trades
.Include(x => x.Tags)
.Include(x => x.Strategy)
.Where(x => x.DateClosed == null || x.DateClosed > settings.From)
.Where(x => x.DateOpened < settings.To)
.ToList();
//filter open if required
if (settings.ClosedTradesOnly)
{
trades = trades.Where(x => !x.Open).ToList();
}
//filter by strategy
switch (settings.StrategyFilterMethod)
{
case FilterMethod.Any:
trades = trades.Where(x => selectedStrategies.Contains(x.Strategy)).ToList();
break;
case FilterMethod.Exclude:
trades = trades.Where(x => !selectedStrategies.Contains(x.Strategy)).ToList();
break;
}
//filter by tags
switch (settings.TagFilterMethod)
{
case FilterMethod.Any:
trades = trades.Where(x => selectedTags.Intersect(x.Tags).Any()).ToList();
break;
case FilterMethod.All:
trades = trades.Where(x => selectedTags.Intersect(x.Tags).Count() == selectedTags.Count).ToList();
break;
case FilterMethod.Exclude:
trades = trades.Where(x => !selectedTags.Intersect(x.Tags).Any()).ToList();
break;
}
return(trades.ToList());
}
public PerformanceReportPageViewModel(IDBContext context, IDialogCoordinator dialogService, MainViewModel parent, IDataSourcer datasourcer)
: base(dialogService)
{
Context = context;
Parent = parent;
Datasourcer = datasourcer;
ReportSettings = new ReportSettings();
TradeFilterSettings = new TradeFilterSettings(Context);
ToggleTagsText = "Select All";
ToggleStratsText = "Select All";
ToggleInstrumentsText = "Deselect All";
Strategies = new ObservableCollection<CheckListItem<Strategy>>();
Tags = new ObservableCollection<CheckListItem<Tag>>();
Instruments = new ObservableCollection<CheckListItem<Instrument>>();
Benchmarks = new ObservableCollection<Benchmark>();
BacktestSeries = new ObservableCollection<QDMS.Instrument>();
CreateCommands();
}
public static List <Trade> Filter(List <Tag> selectedTags, List <Strategy> selectedStrategies, List <Instrument> selectedInstruments, IEnumerable <Trade> allTrades, TradeFilterSettings settings)
{
//filter dates
var trades = allTrades
.Where(x => x.DateClosed == null || x.DateClosed > settings.From)
.Where(x => x.DateOpened < settings.To)
.ToList();
//filter open if required
if (settings.ClosedTradesOnly)
{
trades = trades.Where(x => !x.Open).ToList();
}
//filter by strategy
switch (settings.StrategyFilterMethod)
{
case FilterMethod.Any:
trades = trades.Where(x => selectedStrategies.Contains(x.Strategy)).ToList();
break;
case FilterMethod.Exclude:
trades = trades.Where(x => !selectedStrategies.Contains(x.Strategy)).ToList();
break;
}
//filter by tags
switch (settings.TagFilterMethod)
{
case FilterMethod.Any:
trades = trades.Where(x => selectedTags.Intersect(x.Tags).Any()).ToList();
break;
case FilterMethod.All:
trades = trades.Where(x => selectedTags.Intersect(x.Tags).Count() == selectedTags.Count).ToList();
break;
case FilterMethod.Exclude:
trades = trades.Where(x => !selectedTags.Intersect(x.Tags).Any()).ToList();
break;
}
List <int> selectedInstrumentIDs = selectedInstruments.Select(x => x.ID).ToList();
//filter by instrument
switch (settings.InstrumentFilterMethod)
{
case FilterMethod.Any:
trades = trades.Where(x =>
x.Orders.Select(y => y.InstrumentID).Intersect(selectedInstrumentIDs).Any() ||
x.CashTransactions.Where(y => y.InstrumentID.HasValue).Select(y => y.InstrumentID.Value).Intersect(selectedInstrumentIDs).Any())
.ToList();
break;
case FilterMethod.All:
trades = trades.Where(x =>
x.Orders.Select(y => y.InstrumentID).Intersect(selectedInstrumentIDs).Union(
x.CashTransactions.Where(y => y.InstrumentID.HasValue).Select(y => y.InstrumentID.Value)).Count()
== selectedInstrumentIDs.Count)
.ToList();
break;
case FilterMethod.Exclude:
trades = trades.Where(x =>
!x.Orders.Select(y => y.InstrumentID).Intersect(selectedInstrumentIDs).Any() &&
!x.CashTransactions.Where(y => y.InstrumentID.HasValue).Select(y => y.InstrumentID.Value).Intersect(selectedInstrumentIDs).Any())
.ToList();
break;
}
return(trades.ToList());
}
