public CloudSTOPanel()
{
var panel = new QDockPanel();
Content = panel;
Loaded += initialize;
instanceGrid = new QDataTableGrid(loadInstanceRow, unloadInstanceRow);
var controls = new QDockPanel();
systemIdBox = new QComboBox("-1", resetInstanceId, true)
{
MinWidth = 80, IsTextSearchEnabled = true, IsSynchronizedWithCurrentItem = false
};
controls.add(systemIdBox, Dock.Left);
var grid = new QGrid();
grid.addColumns(4);
instancesLabel = label("");
grid.add(instancesLabel, 0);
redGreenLabel = label("");
grid.add(redGreenLabel, 1);
summaryLabel = label("");
grid.add(summaryLabel, 2);
completionTimeLabel = label("");
grid.add(completionTimeLabel, 3);
controls.add(grid, Dock.Left);
controls.add(new QButton("Refresh System Ids", refreshSystemIds), Dock.Left);
panel.add(controls, Dock.Top);
panel.add(instanceGrid, Dock.Top);
LogC.info("starting cloud STO tracker");
tracker = new CloudSTOTracker(this);
}
public WatcherPanel()
{
watcher = new LiveWatcher(this);
var panel = new QDockPanel();
grid = new QDataTableGrid(loadRow, row => {});
Content = panel;
panel.add(filterPanel(), Dock.Top);
panel.add(grid);
Loaded += (s, e) => initialize();
}
public PositionsPanel()
{
var panel = new QDockPanel();
Content = panel;
positionGrid = new QDataTableGrid(loadPositionRow, unloadPositionRow);
panel.add(positionGrid);
LogC.info("starting position tracker");
positionTracker = new PositionTracker(this,
new QTopic("Redi.Positions.00182087-T.*", PositionTracker.DEFAULT_RECONCILIATION_BROKER, true),
new QTopic("Aim.Positions.QMF.*", PositionTracker.DEFAULT_RECONCILIATION_BROKER, true)
);
Loaded += (sender, args) => positionTracker.initialize();
}
void addSwitchesPanel(Panel outer)
{
var pane = dockableChild(outer);
ResizingPanel.SetResizeHeight(pane, 100);
var switches = new QDockPanel();
pane.Items.Add(new DockableContent {
Name = "AdditionalSwitches", Title = "Additional Switches", Content = switches
});
switches.add(label("Slippage Calculator"), Dock.Top);
switches.add(slippageBox, Dock.Top);
switches.add(runInNativeCurrencyBox, Dock.Top);
}
public ReconPanel()
{
Producer <string> buttonText = () => "set LOG__VERBOSE " + (Log.verbose() ? "off" : "on");
QButton[] verboseButton = { null };
verboseButton[0] = new QButton(buttonText(), () => {
bool newVerbose;
LogC.flipVerbose(out newVerbose);
runOnGuiThread(() => verboseButton[0].setText(buttonText()));
})
{
HorizontalAlignment = HorizontalAlignment.Left, VerticalAlignment = VerticalAlignment.Top, Width = 250
};
var dockPanel = new QDockPanel {
LastChildFill = false
};
Content = dockPanel;
dockPanel.add(verboseButton[0], Dock.Top);
var executionConfigurationGrid = new QGrid {
Height = 25
};
dockPanel.add(executionConfigurationGrid, Dock.Top);
O.zeroTo(4, i => executionConfigurationGrid.addColumn(200));
var platformBox = new TextBox();
var routeBox = new TextBox();
var typeBox = new QComboBox("Future", selected => {
var config = ExecutionConfigurationTable.currentConfiguration(selected);
platformBox.Text = config.platform();
routeBox.Text = config.route();
}, O.list("Equity"));
executionConfigurationGrid.add(typeBox, 0);
executionConfigurationGrid.add(withLabel("Platform", platformBox), 1);
executionConfigurationGrid.add(withLabel("Route", routeBox), 2);
executionConfigurationGrid.add(new QButton("Set Current Execution Configuration", () => {
var type = typeBox.selected("NA");
var platform = platformBox.Text;
var route = routeBox.Text;
ExecutionConfigurationTable.CONFIG.insert(type, platform, route);
Db.commit();
Email.notification("Execution Configuration Changed for " + type + ": " + platform + ", " + route, "").sendTo("team");
alertUser("Configuration changed for " + type + " - don't forget to restart systems to pick up the change.");
})
{
Width = 200
}, 3);
}
void addTradesTab(Simulator simulator, ItemsControl charts, IEnumerable <Trade> trades)
{
var dataGrid = new QDataTableGrid();
var table = new QDataTable {
{ "symbol", typeof(string) },
{ "time", typeof(DateTime) },
{ "description", typeof(string) },
{ "direction", typeof(string) },
{ "size", typeof(int) },
{ "price", typeof(double) },
{ "details", typeof(string) },
{ "fxRate", typeof(double) }
};
var panel = new QDockPanel();
charts.Items.Add(new DockableContent {
Title = title("Trades"), Content = panel
});
var controlGrid = new QGrid();
controlGrid.addColumns(2);
controlGrid.add(withLabel("S_ymbol", new QComboBox("ALL", selected => table.filter("symbol", selected), markets())), 0);
controlGrid.add(withLabel("_Direction", new QComboBox("ALL", selected => table.filter("direction", selected), Objects.list("buy", "sell"))), 1);
panel.add(controlGrid, Dock.Top);
panel.add(dataGrid, Dock.Bottom);
Converter <Trade, DataRow> newTradeRow = trade => {
var row = table.NewRow();
row["symbol"] = trade.order().symbol.name;
row["time"] = trade.time;
row["description"] = trade.description;
row["direction"] = trade.direction.longShort("buy", "sell");
row["size"] = trade.size;
row["price"] = trade.price;
row["details"] = " " + trade.order().details;
row["fxRate"] = trade.fxRate;
return(row);
};
Objects.each(Objects.reverse(trades), trade => table.add(newTradeRow(trade)));
dataGrid.populateFromDataTable(table);
dataGrid.AutoGeneratedColumns += rightJustifyColumns;
simulator.addNewTradeListener((position, trade) => runOnGuiThread(() => table.addAtStart(newTradeRow(trade))));
}
public OrdersPanel()
{
var panel = new QDockPanel();
Content = panel;
Loaded += initialize;
systemBox = new QComboBox(onSystemSelected);
pvBox = new QComboBox(onPvSelected);
marketBox = new QComboBox(onMarketSelected);
filterBox = new QComboBox("ALL", onFilterSelected, O.list("Not Ferret", "Ferret"));
panel.add(comboBoxPanel(), Dock.Top);
panel.add(new FerretPanel(), Dock.Bottom);
orderGrid = new QDataTableGrid(loadOrderRow, unloadOrderRow);
panel.add(orderGrid);
LogC.info("starting order tracker");
orderTracker = new OrderTracker(this);
}
void addPositionsTab(Researcher researcher, ItemsControl charts)
{
var simulator = researcher.simulator;
var positionsPane = new DockablePane();
var dataGrid = new QDataTableGrid();
var table = new QDataTable("symbol", "entryTime", "exitTime", "direction")
{
{ "initialSize", typeof(int) },
{ "pnl", typeof(double) },
{ "barsHeld", typeof(int) },
{ "numTrades", typeof(int) },
{ "positionHIDDEN", typeof(Position) }
};
var panel = new QDockPanel();
positionsPane.Items.Add(new DockableContent {
Title = title("Position List"), Content = panel
});
charts.Items.Add(new DockableContent {
Title = title("Positions"), Content = positionsPane
});
var controlGrid = new QGrid();
controlGrid.addColumns(3);
controlGrid.add(withLabel("S_ymbol", new QComboBox("ALL", selected => table.filter("symbol", selected), markets())), 0);
controlGrid.add(withLabel("_Direction", new QComboBox("ALL", selected => table.filter("direction", selected), Objects.list("long", "short"))), 1);
controlGrid.add(withLabel("_P&L", new QComboBox("ALL", selected => table.filter <double>("pnl", value => pnlMatchesSelection(selected, value)), Objects.list("winning", "losing"))), 2);
panel.add(controlGrid, Dock.Top);
panel.add(dataGrid, Dock.Bottom);
Action <DataRow, Position> updateRow = (row, position) => {
row["symbol"] = position.symbol.name;
row["entryTime"] = Objects.ymdHuman(position.entry().time);
row["exitTime"] = position.isClosed() ? Objects.ymdHuman(position.exitTrade().time) : "Open";
row["direction"] = position.entry().direction.ToString();
row["initialSize"] = position.entry().size;
row["pnl"] = position.isClosed() ? position.pnl(true, simulator.runInNativeCurrency()) : simulator.pnlForPosition(position);
row["barsHeld"] = position.barsHeld();
row["numTrades"] = position.trades().Count;
row["positionHIDDEN"] = position;
};
Converter <Position, DataRow> newRow = position => {
var row = table.NewRow();
updateRow(row, position);
return(row);
};
Objects.each(Objects.reverse(researcher.positions), position => table.add(newRow(position)));
dataGrid.populateFromDataTable(table);
dataGrid.AutoGeneratedColumns += rightJustifyColumns;
simulator.addNewTradeListener((position, trade) => runOnGuiThread(() => {
if (position.isEntry(trade))
{
table.addAtStart(newRow(position));
}
else
{
updateRow(table.firstRow("positionHIDDEN", position), position);
}
}));
addFilteredHistogram(positionsPane, table, "Average P&L (Bar To End)", new TradePathHistogramControl(researcher, true, true));
addFilteredHistogram(positionsPane, table, "Cumulative P&L (Bar To End)", new TradePathHistogramControl(researcher, false, true));
addFilteredHistogram(positionsPane, table, "Average P&L (Start To Bar)", new TradePathHistogramControl(researcher, true, false));
addFilteredHistogram(positionsPane, table, "Cumulative P&L (Start To Bar)", new TradePathHistogramControl(researcher, false, false));
addFilteredHistogram(positionsPane, table, "Pnl Distribution", new PositionHistogramControl(researcher, position => position.pnl(true, researcher.simulator.runInNativeCurrency())));
addFilteredHistogram(positionsPane, table, "Entry Size Distribution", new PositionHistogramControl(researcher, position => Objects.first(position.trades()).size));
addFilteredHistogram(positionsPane, table, "Bars Held Distribution", new PositionHistogramControl(researcher, position => position.barsHeld()));
}