public PnLWidgetViewModel(DemoWorkspaceViewModel host, String cacheID = null) : base(host, cacheID)
{
Strategies = new ReactiveList <StrategyWidgetViewModel>();
this.WhenAnyObservable(vm => vm.Strategies.CountChanged).Subscribe(change => StrategiesCount = change);
var strategyObservable = StrategyService.All.Connect()
.Transform(strategy => new StrategyWidgetViewModel(Workspace)
{
Strategy = strategy
})
.Bind(_strategies)
.DisposeMany()
.Subscribe();
var pricesObservable = PriceService.All
.Connect()
.ObserveOn(AppScheduler.MainThread)
.Do(changes =>
{
PnLGlobal = Strategies.Sum(strategy => strategy.Trades.Sum(trade => trade.PnL));
})
.DisposeMany()
.Subscribe();
OpenStrategyWorkspace = ReactiveCommand.Create <StrategyWidgetViewModel>((vm) =>
{
var state = this.Workspace.Dashboard.GetState();
this.Workspace.Dashboard.CreateWorkspace(new DemoWorkspaceState(vm.Name, state.Date, DemoWorkspaceType.Strategy)
{
Strategy = vm.Strategy
}, true);
});
this.WhenAny(vm => vm.TradesCount, vm => vm.StrategiesCount, vm => vm.PnLGlobal, (trd, str, pnl) => String.Format("PnL viewer - {0} Strategies - {1} Trades(s) - PnL [{2}] ", StrategiesCount, TradesCount, PnLGlobal))
.Subscribe(header =>
{
Header = header;
});
var tradesCountObservable = Observable
.Interval(TimeSpan.FromMilliseconds(500))
.ObserveOnDispatcher()
.Subscribe(observer =>
{
TradesCount = Strategies.Sum(strategy => strategy.TradesCount);
});
Cleanup(tradesCountObservable, strategyObservable, pricesObservable);
}
public StrategyChartWidgetViewModel(DemoWorkspaceViewModel host, String cacheID) : base(host, cacheID)
{
StrategyChartItems = new ReactiveList <StrategyChartItemViewModel>();
this.WhenAnyValue(vm => vm.Workspace)
.Where(obj => null != obj)
.Subscribe((obs) =>
{
Strategy = obs.State.Strategy;
});
this.WhenAnyValue(vm => vm.Strategy)
.Where(chg => chg != null)
.Subscribe(chg =>
{
var tradeObservable = Strategy.Trades
.Connect()
.Group(trade => trade.Counterparty)
.Transform(group => new StrategyChartItemViewModel(group))
.Bind(StrategyChartItems)
.DisposeMany()
.Subscribe();
Cleanup(tradeObservable);
});
this.WhenAnyObservable(vm => vm.Strategy.Trades.CountChanged)
.Subscribe((obs) =>
{
Header = String.Format("{0} Counterparties", Strategy.Trades.Items.Select(trade => trade.Counterparty).Distinct().Count());
//force chart to redraw
this.RaisePropertyChanged("StrategyChartItems");
});
}
public DemoWidgetViewModelBase(DemoWorkspaceViewModel host, String cacheID = null) : base(host, cacheID)
{
}
public StrategyWidgetViewModel(DemoWorkspaceViewModel host, String cacheId = null) : base(host, cacheId)
{
var pricesObservable = PriceService.All
.Connect()
.ObserveOn(AppScheduler.MainThread)
.Do(changes =>
{
changes.ForEach(change =>
{
var pnl = 0.0;
for (var i = 0; i < Trades.Count; i++)
{
if (Trades[i].Trade.Asset == change.Current.Asset.Name)
{
Trades[i].PnL = Trades[i].Trade.Price - change.Current.Value;
}
pnl += Trades[i].PnL;
}
StrategyPnL = pnl;
});
})
.DisposeMany()
.Subscribe();
Cleanup(pricesObservable);
this.WhenAnyValue(vm => vm.Workspace)
.Where(obj => null != obj)
.Subscribe((obs) =>
{
Strategy = obs.State.Strategy;
});
this.WhenAnyValue(vm => vm.Strategy)
.Where(obj => null != obj)
.Subscribe((obs) =>
{
Trades = new ReactiveList <TradeViewModel>();
var tradeObservable = _strategy.Trades
.Connect()
.Transform(trade => new TradeViewModel(trade))
.Bind(_trades)
.DisposeMany()
.Subscribe();
Cleanup(tradeObservable);
});
_tradesCount = this.WhenAnyObservable(vm => vm.Trades.CountChanged)
.ToProperty(this, vm => vm.TradesCount);
this.WhenAnyObservable(vm => vm.Trades.CountChanged)
.Select(change => Trades.Sum(trade => trade.Price + trade.PnL))
.Subscribe(chg =>
{
MarketValue = chg;
});
this.WhenAny(vm => vm.TradesCount, vm => vm.StrategyPnL, (trd, pnl) => String.Format("Strategy viewer - {0} Trades - PnL [{1}] ", TradesCount, StrategyPnL))
.Subscribe(header =>
{
Header = header;
});
}
