public void TxExplorerPreparation()
{
if (comboBoxTxExCcy.InvokeRequired)
{
DelegateTables d = new DelegateTables(TxExplorerPreparation);
this.Invoke(d, new object[] { });
}
else
{
comboBoxTxExCcy.Items.Clear();
comboBoxTxExCcy.Items.Add("ALL");
foreach (var item in TSP.Currencies)
{
comboBoxTxExCcy.Items.Add(item.ToString());
}
comboBoxTxExCcy.SelectedIndex = 0;
comboBoxTxExType.Items.Clear();
comboBoxTxExType.Items.Add("ALL");
foreach (TransactionType tt in Enum.GetValues(typeof(TransactionType)))
{
if (tt != TransactionType.None)
{
comboBoxTxExType.Items.Add(tt.ToString());
}
}
comboBoxTxExType.SelectedIndex = 0;
}
}
public void ShowOpenOrders()
{
if (comboBoxCcy1.InvokeRequired)
{
DelegateTables d = new DelegateTables(ShowOpenOrders);
this.Invoke(d, new object[] { });
}
else
{
dataGridViewOpenBuyOrders.Rows.Clear();
dataGridViewOpenSellOrders.Rows.Clear();
CurrencyPair cp = new CurrencyPair((string)comboBoxCcy1.SelectedItem,
(string)comboBoxCcy2.SelectedItem);
List <OpenOrder> openOrders = TSP.GetOpenOrders(cp);
foreach (var item in openOrders)
{
object[] newRow = item.GetDataRow();
if (item.Return < 0)
{
dataGridViewOpenBuyOrders.Rows.Add(newRow);
}
else
{
dataGridViewOpenSellOrders.Rows.Add(newRow);
}
}
}
}
public void OpenOrdersPreparation()
{
if (comboBoxCcy1.InvokeRequired)
{
DelegateTables d = new DelegateTables(OpenOrdersPreparation);
this.Invoke(d, new object[] { });
}
else
{
comboBoxCcy1.Items.Clear();
comboBoxCcy2.Items.Clear();
foreach (var item in TSP.Currencies)
{
if (!item.IsFiat())
{
comboBoxCcy1.Items.Add(item.ToString());
}
else
{
comboBoxCcy2.Items.Add(item.ToString());
}
}
comboBoxCcy1.SelectedIndex = 0;
comboBoxCcy2.SelectedIndex = 0;
}
}
public void AllocationTableUpdate()
{
if (dataGridViewAllocation.InvokeRequired)
{
DelegateTables d = new DelegateTables(AllocationTableUpdate);
this.Invoke(d, new object[] { });
}
else
{
var data = TSP.GetLastAllocationToTable(LiveTxHistory: true);
double position = data["Total"].Position;
dataGridViewAllocation.Rows.Clear();
foreach (var key in data.Keys)
{
PnLElement item = data[key];
Currency ccy = CurrencyPorperties.FromNameToCurrency(key);
if (ccy.IsNone())
{
ccy = Fiat;
}
dataGridViewAllocation.Rows.
Add(key,
item.Presentation_Position(ccy),
item.Presentation_XChangeRate(ccy),
item.Presentation_AverageCost(ccy),
item.Weight.HasValue ? PercentageToString(item.Weight.Value) : "0",
Math.Round(item.OnGoingPnL, 2),
Math.Round(item.Fees, 2),
Math.Round(item.RealizedPnL, 2));
}
TSP.GetOnGoingPnLs();
}
}
public void ShowTxExplorer()
{
if (dataGridViewTxExplorer.InvokeRequired)
{
DelegateTables d = new DelegateTables(ShowTxExplorer);
this.Invoke(d, new object[] { });
}
else
{
dataGridViewTxExplorer.Rows.Clear();
string selected_ccy = comboBoxTxExCcy.SelectedItem.ToString();
string selected_type = comboBoxTxExType.SelectedItem.ToString();
SortedList <DateTime, Transaction> data_tx = TSP.DataProvider.GetTransactionList();
List <DateTime> data_dates = data_tx.GetReversedKeys();
foreach (DateTime dt in data_dates)
{
Transaction tx = data_tx[dt];
if (tx.Paid.Ccy.ToString() == selected_ccy ||
tx.Received.Ccy.ToString() == selected_ccy ||
selected_ccy == "ALL")
{
if (tx.Type.ToString() == selected_type ||
selected_type == "ALL")
{
dataGridViewTxExplorer
.Rows
.Add(
dt,
tx.Type.ToString(),
tx.Paid.Amount,
tx.Paid.Ccy,
tx.Received.Amount,
tx.Received.Ccy,
tx.Fees.Amount,
tx.Fees.Ccy,
tx.XRate.ToString()
);
}
}
}
}
}
public void GetCheckedCurrencyPairs()
{
if (comboBoxFiat.InvokeRequired)
{
DelegateTables d = new DelegateTables(GetCheckedCurrencyPairs);
this.Invoke(d, new object[] { });
}
else
{
TimeSeriesKeyList = new List <ITimeSeriesKey>();
foreach (string item in checkedListBox1.CheckedItems)
{
Currency ccy = CurrencyPorperties.FromNameToCurrency(item);
if (!ccy.IsNone())
{
TimeSeriesKeyList.Add(new CurrencyPairTimeSeries(new CurrencyPair(ccy, Fiat), Frequency));
}
else if (item == "MyStrategy")
{
TimeSeriesKeyList.Add(new AllocationSrategy(item, Fiat, Frequency));
}
}
}
}
public void PnLTableUpdate()
{
if (dataGridViewPnL.InvokeRequired)
{
DelegateTables d = new DelegateTables(PnLTableUpdate);
this.Invoke(d, new object[] { });
}
else
{
// start date
DateTime dateStart = PnLExplainStartDateSelector.Date.GetRoundDate(TenorUnit.Day);
var dataStart = TSP.GetAllocationToTable(dateStart);
// end date
DateTime dateEnd = PnLExaplainEndDateSelector.Date.GetRoundDate(TenorUnit.Day);
Dictionary <string, PnLElement> dataEnd;
if (dateEnd == TSP.FXMH.LastRealDate_NoLive.Date)
{
dataEnd = TSP.GetLastAllocationToTable();
}
else
{
dataEnd = TSP.GetAllocationToTable(dateEnd);
}
// Total Statistics
double value1 = dataStart["Total"].Position - (dataStart["Total"].Deposit - dataStart["Total"].Withdrawal);
double value2 = dataEnd["Total"].Position - (dataEnd["Total"].Deposit - dataEnd["Total"].Withdrawal);
double AbsoluteValueChange = value2 - value1;
double RelativeChange = AbsoluteValueChange / dataStart["Total"].Position;
// fill rows
dataGridViewPnL.Rows.Clear();
foreach (var key in dataStart.Keys)
{
PnLElement item = dataStart[key];
PnLElement item2 = dataEnd[key];
Currency ccy = CurrencyPorperties.FromNameToCurrency(key);
if (ccy.IsNone())
{
ccy = Fiat;
}
double depositNetTotal = Math.Round((item2.Deposit - item.Deposit) - (item2.Withdrawal - item.Withdrawal), 2);
double realizedPnLChange = item2.RealizedPnL - item.RealizedPnL;
double onGoingPnLChange = item2.OnGoingPnL - item.OnGoingPnL + realizedPnLChange;
if (key != "Total")
{
dataGridViewPnL.Rows.
Add(key, // Ccy
item.Presentation_Position(ccy), // Position
item.Presentation_XChangeRate(ccy), // Rate
PercentageToString(item.Weight), // Weight
PercentageToString(item2.Position / item.Position - 1), // Delta Pos.
PercentageToString(item2.xChangeRate / item.xChangeRate - 1), // Delta Rate
Math.Round(onGoingPnLChange, 2), // Delta On Going PnL
Math.Round(realizedPnLChange, 2), // Delta Realizes PnL
depositNetTotal); // Deposit Net Total
}
else
{
dataGridViewPnL.Rows.
Add(key, // Ccy
item.Presentation_Position(ccy), // Total
0, // 0
PercentageToString(item.Weight), // Weight (100%)
Math.Round(AbsoluteValueChange, 2), // Delta Pos. (Total Absolute Change)
PercentageToString(RelativeChange), // Delta Rate (Total Relative Change)
Math.Round(onGoingPnLChange, 2), // Delta On Going PnL
Math.Round(realizedPnLChange, 2), // Delta Realized PnL
depositNetTotal); // Deposit Net Total
}
}
}
}