void addRunInfoTab(SystemRunInfo info, ItemsControl charts)
{
var parametersGrid = new QDataTableGrid();
charts.Items.Add(new DockableContent {
Title = title("RunInfo"), Content = parametersGrid
});
var parametersTable = new QDataTable {
{ "name", typeof(string) },
{ "value", typeof(string) }
};
Action <string, string> addRow = (name, value) => {
var row = parametersTable.NewRow();
row["name"] = name;
row["value"] = value;
parametersTable.add(row);
};
Objects.each(info.parameters, name => addRow(name, info.parameters.get <string>(name)));
addRow("", "");
addRow("start date", Objects.ymdHuman(info.startDate, ""));
addRow("end date", Objects.ymdHuman(info.endDate, ""));
addRow("slippage calculator", info.slippageCalculatorName);
addRow("run in native currency", info.runInNativeCurrency + "");
parametersGrid.populateFromDataTable(parametersTable);
}
DataRow addRow(string tag, string fullTicker, string rowKey)
{
var row = table.NewRow();
row["tag"] = tag;
row["symbol"] = fullTicker;
row["tomahawk"] = 0;
row["aim"] = 0;
row["diff"] = 0;
table.addAtStart(row);
rowsByTagTicker[rowKey] = row;
return(row);
}
void addRow(string metric, QDataTable result)
{
var row = result.NewRow();
row["Metric"] = metric;
foreach (var column in result.columns())
{
var columnName = column.ColumnName;
if (columnName.Equals("Metric"))
{
continue;
}
row[column] = this[columnName.Replace("_", ".")][metric];
}
result.add(row);
}
void addRow(int barIndex, Bar bar)
{
var row = dataTable_.NewRow();
addBarTo(row, bar);
eachPane(pane => Objects.each(pane.spuds, pane.names, (spud, name) => {
if (spud.count() > barIndex)
{
addSpudTo(row, name, spud[barIndex]);
}
}));
var equity = spudPane(EQUITY).equity;
addEquityTo(row, equity[equity.Count - barIndex - 1]);
dataTable_.add(row);
}
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))));
}
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()));
}