public async Task RemoveCashTransactionsFromTrade(Trade trade, IEnumerable <CashTransaction> cashTransactions)
{
foreach (var ct in cashTransactions)
{
await TradesRepository.RemoveCashTransaction(trade, ct).ConfigureAwait(false);
}
}
private async Task Open(IList trades)
{
foreach (Trade trade in trades)
{
trade.Open = true;
}
await TradesRepository.UpdateTrade(trades : trades.Cast <Trade>());
}
public StatementHandler(IDBContext context, IDialogService dialogService, IDataSourcer dataSourcer)
{
_dialogService = dialogService;
AssembleComponents();
DownloaderNames = StatementDownloaders.Select(x => x.Metadata.Name).ToList();
ParserNames = StatementParsers.Select(x => x.Metadata.Name).ToList();
_tradeRepository = new TradesRepository(context, dataSourcer);
}
public FXTransactionsPageViewModel(IDBContext context, IDataSourcer datasourcer, IDialogService dialogService)
: base(dialogService)
{
Context = context;
TradesRepository = new TradesRepository(Context, datasourcer);
FXTransactions = new CollectionViewSource();
FXTransactions.Source = Context.FXTransactions.Local;
FXTransactions.View.SortDescriptions.Add(new SortDescription("DateTime", ListSortDirection.Descending));
CreateCommands();
}
private async Task UpdateTradeStats(IList trades)
{
if (trades == null || trades.Count == 0)
{
return;
}
foreach (Trade t in trades)
{
await TradesRepository.UpdateStats(t);
}
await TradesRepository.UpdateTrade(trades : trades.Cast <Trade>());
}
public FXTransactionsPageViewModel(IContextFactory contextFactory, IDataSourcer datasourcer, IDialogCoordinator dialogService, IAppSettings settings, DataContainer data, IMainViewModel mainVm)
: base(dialogService)
{
_contextFactory = contextFactory;
_mainVm = mainVm;
FXTransactions = new CollectionViewSource();
FXTransactions.Source = data.FXTransactions;
FXTransactions.View.SortDescriptions.Add(new SortDescription("DateTime", ListSortDirection.Descending));
TradesRepository = new TradesRepository(contextFactory, datasourcer, settings);
CreateCommands();
}
/// <summary>
/// Opens/closes a trade
/// </summary>
public async Task ChangeOpenState(bool newOpenState, Trade trade)
{
if (newOpenState == false && !trade.IsClosable())
{
return;
}
using (var dbContext = _contextFactory.Get())
{
trade.Open = newOpenState;
await TradesRepository.UpdateStats(trade);
await TradesRepository.UpdateTrade(trade);
}
}
public TradesPageViewModel(IDBContext context, IDialogService dialogService, IDataSourcer datasourcer, MainViewModel parent)
: base(dialogService)
{
Context = context;
Parent = parent;
Datasourcer = datasourcer;
TradesRepository = new TradesRepository(Context, Datasourcer);
TradesSource = new CollectionViewSource();
TradesSource.Source = Context.Trades.Local;
TradesSource.View.SortDescriptions.Add(new SortDescription("DateOpened", ListSortDirection.Descending));
Strategies = new ObservableCollection <Strategy>();
CreateCommands();
}
public async Task <Trade> CreateTrade(string name)
{
//only add a trade if there's a name in the box
if (String.IsNullOrEmpty(name))
{
return(null);
}
var newTrade = new Trade {
Name = name, Open = true
};
await TradesRepository.Add(newTrade);
_data.Trades.Add(newTrade);
return(newTrade);
}
public OrdersPageViewModel(IDBContext context, IDialogService dialogService, IDataSourcer datasourcer, MainViewModel parent)
: base(dialogService)
{
Context = context;
Parent = parent;
Datasourcer = datasourcer;
TradesRepository = new TradesRepository(Context, Datasourcer);
OrdersSource = new CollectionViewSource();
OrdersSource.Source = Context.Orders.Local;
OrdersSource.SortDescriptions.Add(new SortDescription("TradeDate", ListSortDirection.Descending));
ExecutionStatsGenerator = new ExecutionStatsGenerator(datasourcer);
CreateCommands();
}
public TradeWindow(TradeViewModel viewModel, IContextFactory contextFactory, TradesRepository tradesRepo)
{
_contextFactory = contextFactory;
_tradesRepo = tradesRepo;
ViewModel = viewModel;
InitializeComponent();
DataContext = ViewModel;
InitializeFontSizes();
FontFamilyComboBox.ItemsSource = Fonts.SystemFontFamilies;
FontSizeComboBox.ItemsSource = FontSizes;
//load the notes
LoadNotes();
}
public TradesPageViewModel(IContextFactory contextFactory, IDialogCoordinator dialogService, IDataSourcer datasourcer, IAppSettings settings, DataContainer data, IMainViewModel parent)
: base(dialogService)
{
Parent = parent;
_contextFactory = contextFactory;
Datasourcer = datasourcer;
_data = data;
TradesRepository = new TradesRepository(contextFactory, datasourcer, settings);
TradesSource = new CollectionViewSource();
TradesSource.Source = _data.Trades;
TradesSource.View.SortDescriptions.Add(new SortDescription("DateOpened", ListSortDirection.Descending));
Strategies = data.Strategies;
CreateCommands();
}
public OrdersPageViewModel(IContextFactory contextFactory, IDialogCoordinator dialogService, IDataSourcer datasourcer, IAppSettings settings, DataContainer data, IScriptRunner scriptRunner, IMainViewModel parent)
: base(dialogService)
{
Parent = parent;
_contextFactory = contextFactory;
Datasourcer = datasourcer;
_data = data;
_scriptRunner = scriptRunner;
TradesRepository = new TradesRepository(contextFactory, datasourcer, settings);
OrdersSource = new CollectionViewSource();
OrdersSource.Source = data.Orders;
OrdersSource.SortDescriptions.Add(new SortDescription("TradeDate", ListSortDirection.Descending));
ExecutionStatsGenerator = new ExecutionStatsGenerator(datasourcer);
CreateCommands();
}
public MainViewModel(IDBContext context, IDataSourcer datasourcer, IDialogCoordinator dialogService)
: base(dialogService)
{
Context = context;
Datasourcer = datasourcer;
TradesRepository = new TradesRepository(context, datasourcer, Properties.Settings.Default.optionsCapitalUsageMultiplier);
StatementHandler = new StatementHandler(
context,
dialogService,
datasourcer,
TradesRepository,
this);
CreateSubViewModels();
SelectedPageViewModel = OpenPositionsPageViewModel;
CreateCommands();
ScriptRunner = new ScriptRunner(TradesRepository);
}
public MainViewModel(IContextFactory contextFactory, IDataSourcer datasourcer, IDialogCoordinator dialogService, IAppSettings settings, DataContainer data)
: base(dialogService)
{
Datasourcer = datasourcer;
Settings = settings;
Data = data;
_tradesRepository = new TradesRepository(contextFactory, datasourcer, settings);
StatementHandler = new StatementHandler(
dialogService,
contextFactory,
settings,
this);
this._contextFactory = contextFactory;
ScriptRunner = new ScriptRunner(contextFactory, _tradesRepository, data);
CreateCommands();
CreateSubViewModels();
SelectedPageViewModel = OpenPositionsPageViewModel;
}
private async Task ResetTrades(IList trades)
{
if (trades == null || trades.Count == 0)
{
return;
}
MessageDialogResult res = await DialogService.ShowMessageAsync(Parent,
"Reset Trade",
string.Format("Are you sure you want to reset {0} trades?", trades.Count),
MessageDialogStyle.AffirmativeAndNegative);
if (res != MessageDialogResult.Affirmative)
{
return;
}
//reset the trades
foreach (Trade trade in trades)
{
await TradesRepository.Reset(trade);
}
}
public MainWindow()
{
//make sure we have a database connection and stuff, otherwise show the dialog to set db settings
try
{
DBUtils.CheckDBConnection();
}
catch
{
App.Splash.LoadComplete();
var dbDetailsWindow = new DBPicker();
dbDetailsWindow.ShowDialog();
}
//initialize logging
InitializeLogging();
//Log unhandled exceptions
AppDomain.CurrentDomain.UnhandledException += AppDomain_CurrentDomain_UnhandledException;
//set the connection string
DBUtils.SetConnectionString();
Context = new DBContext();
//create db if it doesn't exist
Context.Database.Initialize(false);
//check for any currencies, seed the db with initial values if nothing is found
if (!Context.Currencies.Any())
{
Seed.DoSeed();
}
//check for empty account fields
if (Context.EquitySummaries.Any(x => x.AccountID == null))
{
App.Splash.LoadComplete();
var accountMigrationWindow = new AccountMigrationWindow();
accountMigrationWindow.ShowDialog();
}
var qdmsSource = new ExternalDataSources.QDMS();
Datasourcer = new DataSourcer(Context, qdmsSource);
TradesRepository = new TradesRepository(Context, Datasourcer);
IDialogService dialogService = new DialogService(this);
ViewModel = new MainViewModel(Context, Datasourcer, dialogService);
/////////////////////////////////////////////////////////
InitializeComponent();
/////////////////////////////////////////////////////////
DataContext = ViewModel;
//Create the load statement menus using the loaded plugins
PopulateStatementMenus();
//Restore column ordering, widths, and sorting
LoadDataGridLayouts();
//A hack to force the heavy stuff to load,
//providing snappier navigation at the expense of longer startup time
#if !DEBUG
ViewModel.TradesPageViewModel.Refresh();
TradesGrid.Measure(new Size(500, 500));
ViewModel.OrdersPageViewModel.Refresh();
OrdersGrid.Measure(new Size(500, 500));
ViewModel.CashTransactionsPageViewModel.Refresh();
CashTransactionsGrid.Measure(new Size(500, 500));
#endif
//hiding the tab headers
Style s = new Style();
s.Setters.Add(new Setter(VisibilityProperty, Visibility.Collapsed));
MainTabCtl.ItemContainerStyle = s;
//load the open positions page data
ViewModel.RefreshCurrentPage();
//close the slash screen
App.Splash.LoadComplete();
ShowChangelog();
}
public async Task RemoveFxTransactionFromTrade(Trade trade, FXTransaction fxTransaction)
{
await TradesRepository.RemoveFXTransaction(trade, fxTransaction);
}
public async Task AddFxTransactionToTrade(Trade trade, FXTransaction fxTransaction)
{
await TradesRepository.AddFXTransaction(trade, fxTransaction);
}
internal static async Task Import(DataContainer existingData, DataContainer newData, string accountId, IContextFactory contextFactory, TradesRepository tradesRepo)
{
using (var dbContext = contextFactory.Get())
{
//Accounts
foreach (var newAccount in newData.Accounts)
{
if (!existingData.Accounts.Any(x => x.AccountId == newAccount.AccountId))
{
dbContext.Accounts.Add(newAccount);
existingData.Accounts.Add(newAccount);
}
else
{
dbContext.Attach(existingData.Accounts.First(x => x.AccountId == newAccount.AccountId));
}
}
var selectedAccount = existingData.Accounts.First(x => x.AccountId == accountId);
//then we have to attach the existing currencies to prevent attempts at re-insertion
foreach (var currency in existingData.Currencies)
{
dbContext.Attach(currency);
}
var currencyDict = existingData.Currencies.ToDictionary(x => x.Name, x => x);
//attach existing instruments
foreach (var instrument in existingData.Instruments)
{
dbContext.Attach(instrument);
}
//then add new instruments
foreach (var newInstrument in newData.Instruments)
{
if (!existingData.Instruments.Any(x => x.ConID == newInstrument.ConID))
{
dbContext.Instruments.Add(newInstrument);
existingData.Instruments.Add(newInstrument);
}
}
await dbContext.SaveChangesAsync().ConfigureAwait(false);
//Cash Transactions
var latestExistingCashTransaction = dbContext.CashTransactions.Where(x => x.AccountID == selectedAccount.ID).OrderByDescending(x => x.TransactionDate).FirstOrDefault();
var latestDate = latestExistingCashTransaction == null ? new DateTime(1970, 1, 1) : latestExistingCashTransaction.TransactionDate;
foreach (var newCashTransaction in newData.CashTransactions)
{
if (newCashTransaction.TransactionDate <= latestDate)
{
continue;
}
newCashTransaction.Account = selectedAccount;
newCashTransaction.Currency = currencyDict[newCashTransaction.CurrencyString];
newCashTransaction.Instrument = existingData.Instruments.FirstOrDefault(x => x.ConID == newCashTransaction.ConID);
dbContext.CashTransactions.Add(newCashTransaction);
existingData.CashTransactions.Add(newCashTransaction);
}
//Orders + Executions
DateTime lastDate = dbContext.Orders.Any(x => x.AccountID == selectedAccount.ID)
? dbContext.Orders.Where(x => x.AccountID == selectedAccount.ID).Max(x => x.TradeDate)
: new DateTime(1970, 1, 1);
foreach (var newOrder in newData.Orders)
{
if (newOrder.TradeDate <= lastDate)
{
continue;
}
if (newOrder.AssetCategory == AssetClass.Cash)
{
//These are currency trades. But currencies aren't provided in the SecuritiesInfos
//So we have to hack around it and add the currency as an instrument "manually" if it's not in yet
newOrder.Instrument = TryAddAndGetCurrencyInstrument(newOrder, existingData, dbContext);
}
else
{
newOrder.Instrument = existingData.Instruments.FirstOrDefault(x => x.ConID == newOrder.ConID);
}
newOrder.Account = selectedAccount;
newOrder.Currency = currencyDict[newOrder.CurrencyString];
newOrder.CommissionCurrency = currencyDict[newOrder.CommissionCurrencyString];
//then the executions in that order
foreach (var exec in newOrder.Executions)
{
exec.Account = selectedAccount;
exec.Instrument = existingData.Instruments.FirstOrDefault(x => x.ConID == exec.ConID);
exec.Currency = currencyDict[exec.CurrencyString];
exec.CommissionCurrency = currencyDict[exec.CommissionCurrencyString];
}
//and finally add
existingData.Orders.Add(newOrder);
existingData.Executions.AddRange(newOrder.Executions);
dbContext.Orders.Add(newOrder);
}
//Equity Summaries
foreach (var eq in newData.EquitySummaries)
{
eq.Account = selectedAccount;
if (existingData.EquitySummaries.Count(x => x.Date == eq.Date && x.AccountID == selectedAccount.ID) == 0)
{
dbContext.EquitySummaries.Add(eq);
existingData.EquitySummaries.Add(eq);
}
}
//Open Positions
//start by deleting the old ones
var toRemove = dbContext.OpenPositions.Where(x => x.AccountID == selectedAccount.ID).ToList();
dbContext.OpenPositions.RemoveRange(toRemove);
//then add the new ones
foreach (var op in newData.OpenPositions)
{
op.Account = selectedAccount;
op.Instrument = existingData.Instruments.FirstOrDefault(x => x.ConID == op.ConID);
op.Currency = currencyDict[op.CurrencyString];
dbContext.OpenPositions.Add(op);
}
//FX Rates
foreach (var fxRate in newData.FXRates)
{
fxRate.FromCurrency = currencyDict[fxRate.FromCurrencyString];
fxRate.ToCurrency = currencyDict[fxRate.ToCurrencyString];
if (!existingData.FXRates.Any(x =>
x.FromCurrency.ID == fxRate.ID &&
x.ToCurrency.ID == fxRate.ToCurrency.ID &&
x.Date == fxRate.Date))
{
dbContext.FXRates.Add(fxRate);
existingData.FXRates.Add(fxRate);
}
}
//Prior Positions
lastDate = dbContext.PriorPositions.Any(x => x.AccountID == selectedAccount.ID)
? dbContext.PriorPositions.Where(x => x.AccountID == selectedAccount.ID).Max(x => x.Date)
: new DateTime(1, 1, 1);
foreach (var priorPosition in newData.PriorPositions)
{
if (priorPosition.Date > lastDate)
{
priorPosition.Account = selectedAccount;
priorPosition.Currency = currencyDict[priorPosition.CurrencyString];
priorPosition.Instrument = existingData.Instruments.FirstOrDefault(x => x.ConID == priorPosition.ConID);
dbContext.PriorPositions.Add(priorPosition);
existingData.PriorPositions.Add(priorPosition);
}
}
//Open Dividend Accruals
//delete and then add the new ones
dbContext.DividendAccruals.RemoveRange(dbContext.DividendAccruals.Where(x => x.AccountID == selectedAccount.ID).ToList());
existingData.DividendAccruals.Clear();
foreach (var dividendAccrual in newData.DividendAccruals)
{
dividendAccrual.Currency = currencyDict[dividendAccrual.CurrencyString];
dividendAccrual.Instrument = existingData.Instruments.FirstOrDefault(x => x.ConID == dividendAccrual.ConID);
dividendAccrual.Account = selectedAccount;
if (dividendAccrual.Instrument == null)
{
var logger = LogManager.GetCurrentClassLogger();
logger.Log(LogLevel.Error, "Could not find instrument for dividend accrual with conid: " + dividendAccrual.ConID);
}
else
{
dbContext.DividendAccruals.Add(dividendAccrual);
existingData.DividendAccruals.Add(dividendAccrual);
}
}
//FX Positions
//remove existing then add fresh
dbContext.FXPositions.RemoveRange(dbContext.FXPositions.Where(x => x.AccountID == selectedAccount.ID).ToList());
foreach (var fxPosition in newData.FXPositions)
{
fxPosition.FunctionalCurrency = currencyDict[fxPosition.FunctionalCurrencyString];
fxPosition.FXCurrency = currencyDict[fxPosition.FXCurrencyString];
fxPosition.Account = selectedAccount;
dbContext.FXPositions.Add(fxPosition);
}
//FX Transactions
lastDate = dbContext.FXTransactions.Any(x => x.AccountID == selectedAccount.ID)
? dbContext.FXTransactions.Where(x => x.AccountID == selectedAccount.ID).Max(x => x.DateTime)
: new DateTime(1, 1, 1);
foreach (var fxTransaction in newData.FXTransactions)
{
if (fxTransaction.DateTime > lastDate)
{
fxTransaction.FunctionalCurrency = currencyDict[fxTransaction.FunctionalCurrencyString];
fxTransaction.FXCurrency = currencyDict[fxTransaction.FXCurrencyString];
fxTransaction.Account = selectedAccount;
dbContext.FXTransactions.Add(fxTransaction);
existingData.FXTransactions.Add(fxTransaction);
}
}
await tradesRepo.UpdateOpenTrades(existingData); //todo: this is slow, perhaps parallelize? qdmsclient probably doesn't like that, would need to make it thread-safe
await dbContext.SaveChangesAsync();
}
}
public async Task AddCashTransactionsToTrade(Trade trade, IEnumerable <CashTransaction> cashTransactions)
{
await TradesRepository.AddCashTransactions(trade, cashTransactions).ConfigureAwait(false);
}
public async Task AddOrders(Trade trade, List <Order> orders)
{
await TradesRepository.AddOrders(trade, orders);
}
public async Task RemoveOrder(Trade trade, Order order)
{
await TradesRepository.RemoveOrder(trade, order);
}
private async Task Close(IList trades)
{
await TradesRepository.CloseTrades(trades);
}
