public void Create(CalendarAnalysisResult result_)
{
m_analysisResult = result_;
reloadChart();
lineChartDataDisplay1.Chart.ChartDataClicked -= handleChartDataClicked;
lineChartDataDisplay1.Chart.ChartDataClicked += handleChartDataClicked;
boundInfraGrid1.Bind(m_range);
boundInfraGrid1.AddClickHandler("TradeDirection", (x, y) =>
{
var row = y.ListObject as CalendarAnalysisTradeRange;
if (row == null) return;
switch (row.TradeDirection)
{
case TradeDirection.Long:
row.TradeDirection = TradeDirection.Short;
break;
case TradeDirection.Short:
row.TradeDirection = TradeDirection.Flat;
break;
case TradeDirection.Flat:
row.TradeDirection = TradeDirection.Long;
break;
}
});
boundInfraGrid1.AddClickHandler("DeleteImage", (x, y) =>
{
if (m_mode == ListeningMode.Listening) return;
var row = y.ListObject as CalendarAnalysisTradeRange;
if (row == null) return;
if ((ModifierKeys & Keys.Shift) != 0)
{
var stats = CalendarAnalysisHelper.GetTradeRuleHistoricalStats(row, m_analysisResult);
if (stats == null) return;
var list = new BindingList<CalendarAnalysisTradeRangeResult> {stats};
var grid = new SI.Controls.BoundInfraGrid();
grid.Bind(list);
grid.DisplayInShowForm("blah");
}
else
{
m_range.Remove(row);
}
});
}
public static void CompareResults(Strat[] strats_)
{
var results = new BindingList<Backtest.SimResultGen<Strat>>();
foreach(var s in strats_)
{
var we = getWE(s);
if (we.Value == null) continue;
var eval = we.Value;
var wts = we.Key;
results.Add(new Backtest.SimResultGen<Strat>(s, wts, eval));
}
var grid = new SI.Controls.BoundInfraGrid();
grid.Bind(results);
grid.AddClickHandler("Sharpe", (a, b) =>
{
((Backtest.SimResultGen<Strat>)b.ListObject).Perf.Display();
});
grid.AddClickHandler("NumRebals", (a, b) =>
{
((Backtest.SimResultGen<Strat>)b.ListObject).Weights.DisplayInGrid("Weights");
});
grid.AddClickHandler("Stat", (a, b) =>
{
((Backtest.SimResultGen<Strat>)b.ListObject).WtsAnalyzer.Display("weights analysis");
});
grid.Grid.DisplayLayout.Bands[0].Columns["Param3"].Hidden = true;
grid.Grid.DisplayLayout.Bands[0].Columns["Param4"].Hidden = true;
grid.DisplayInShowForm("Comparison of results");
}
private void handleDDClicked(object sender, SI.Controls.RowClickedEventArgs e_)
{
PerfRow pr = (PerfRow)e_.ListObject;
ReturnsEval.DataSeriesEvaluator eval = m_comp.FindEval(pr.StrategyName.Name);
SI.Controls.BoundInfraGrid grid = new SI.Controls.BoundInfraGrid();
grid.Bind(eval.Daily.DrawDowns, typeof(ReturnsEval.DrawDown));
grid.DisplayInShowForm(string.Format("{0} drawdowns", pr.StrategyName));
}
public void Create()
{
BbgTalk.Core.GUI_INVOKE_CONTROL = this;
m_countryBondSource = m_countryBondSource;
mainGrid.Create(m_localList);
mainGrid.StatCellClicked += handleCellClicked;
// smart markings on fit y axis
swccVsFit.SetYAxixTickStyle(Infragistics.UltraChart.Shared.Styles.AxisTickStyle.Smart);
// no labels on different x axis
swccChange.Chart.Axis.X.Labels.ItemFormat = Infragistics.UltraChart.Shared.Styles.AxisItemLabelFormat.None;
focusSwitchControl1.SelectedFocus = m_countryBondSource.Focus;
focusSwitchControl1.FocusChanged += (x, y) => m_countryBondSource.Focus = y.Focus;
rebuildLocalList();
m_countryBondSource.PropertyChanged += (a, b) =>
{
switch (b.PropertyName)
{
case "Focus":
reloadAllStats();
break;
}
};
m_countryBondSource.DisplayArgs.PropertyChanged += (a, b) =>
{
switch (b.PropertyName)
{
case "StartTenor":
case "EndTenor":
reloadSmoothCurves();
break;
case "ZScore1":
case "ZScore2":
reloadFocusZScores(false);
break;
}
};
m_countryBondSource.DisplayArgs.GetClusterArgs(0).PropertyChanged += (a, b) => reloadClusterFlyZScores(0, false);
m_countryBondSource.DisplayArgs.GetClusterArgs(1).PropertyChanged += (a, b) => reloadClusterFlyZScores(1, false);
tbFlyZ1_1.Bind(m_countryBondSource.DisplayArgs.GetClusterArgs(0), "ZScore1", new Validators.IntValidator());
tbFlyZ1_2.Bind(m_countryBondSource.DisplayArgs.GetClusterArgs(0), "ZScore2", new Validators.IntValidator());
tbFlyZ2_1.Bind(m_countryBondSource.DisplayArgs.GetClusterArgs(1), "ZScore1", new Validators.IntValidator());
tbFlyZ2_2.Bind(m_countryBondSource.DisplayArgs.GetClusterArgs(1), "ZScore2", new Validators.IntValidator());
tbfocusZ1.Bind(m_countryBondSource.DisplayArgs, "ZScore1", new Validators.IntValidator());
tbHighLowWindow.Bind(m_countryBondSource.DisplayArgs, "HighLowAvgWindow", new Validators.IntValidator());
tbStartTenor.Bind(m_countryBondSource.DisplayArgs, "StartTenor", new Validators.IntValidator());
tbEndTenor.Bind(m_countryBondSource.DisplayArgs, "EndTenor", new Validators.IntValidator());
tbRepoRate.Bind(m_countryBondSource, "RepoRate", new Validators.DoubleValidator(null));
#if DEBUG
mainGrid.AddClickHandler("Bond", (a, b) =>
{
var line = b.ListObject as BondAnalysisLine;
if (line == null) return;
SI.Common.CBBExecute.Execute(string.Format("<home><blp-0>{0} <GOVT> <go> FLDS <go>", line.UnderlyingBond.Isin));
});
mainGrid.AddClickHandler("ModifiedDuration", (a, b) =>
{
var line = b.ListObject as BondAnalysisLine;
if (line == null) return;
var dt = line.ValuesAsDataTable((BondField[])Enum.GetValues(typeof(BondField)));
var grid = new SI.Controls.BoundInfraGrid();
grid.Bind(dt);
grid.DisplayInShowForm(string.Format("{0} underlying values", line.Bond));
});
#endif
mainGrid.AddClickHandler("ImageIncludeInFit", (a, b) =>
{
var line = b.ListObject as BondAnalysisLine;
if (line == null) return;
line.IncludeInFit = !line.IncludeInFit;
reloadSmoothCurves();
});
reloadAllStats();
}
private void compareToplevelStatsToolStripMenuItem_Click(object sender, EventArgs e)
{
if ((ModifierKeys & Keys.Shift) != 0 && (ModifierKeys & Keys.Control) != 0)
{
return;
}
BindingList<ReturnsEval.EvaluatorComparisonItem> comps = new BindingList<SI.ReturnsEval.EvaluatorComparisonItem>();
DateTime startDate = m_comp.GetDate(m_focus);
DateTime endDate = m_comp.AsOfDate;
foreach (Infragistics.Win.UltraWinGrid.UltraGridRow row in gridPerf.Grid.Rows)
{
PerfRow pr = (PerfRow)row.ListObject;
if (pr.Selected == false) continue;
ReturnsEval.DataSeriesEvaluator eval = m_comp.FindEval(pr.StrategyName.Name);
eval.Evaluate(
(eval.MinDate > startDate) ? eval.MinDate : startDate,
(eval.MaxDate < endDate) ? eval.MaxDate : endDate);
comps.Add(new SI.ReturnsEval.EvaluatorComparisonItem(eval));
}
SI.Controls.BoundInfraGrid grid = new SI.Controls.BoundInfraGrid();
grid.Bind(comps, typeof(ReturnsEval.EvaluatorComparisonItem));
SI.Controls.ShowForm.Show(grid, "relative performance");
}
