private void listView_Click(object sender, EventArgs e)
{
try
{
ListViewItem item = listView.SelectedItems[0];
var name = item.SubItems[0].Name;
chart.GraphPane.Title.Text = name;
selectedPair = pairs.First(i => i.Name == name);
var deltas = selectedPair.DeltaValues;
chart.SetDeltaValues(deltas);
chart.SetCurrentDeltaValue(deltas.Last());
ShowValuesForPairInfo();
SMAPeriod_ValueChanged(null, null);
WMAPeriod_ValueChanged(null, null);
}
catch (Exception ex)
{
Console.WriteLine("listView1_Click(s,e) " + ex.Message);
}
}
private void OnMouseLeftDown(object sender, MouseButtonEventArgs e)
{
try
{
var info = dataGrid.SelectedItem as PairInfo;
if (info != null)
{
selectedPair = pairs.Find(i => i.Name == info.Name);
if (selectedPair != null)
{
var SMAValue = sma.GetInt32();
if (SMAValue < 0)
{
throw new Exception("SMA should be more or equal 0.");
}
chartModel.Update(selectedPair.DeltaValues, selectedPair.Name, SMAValue);
plot.InvalidatePlot();
ShowValuesForPairInfo();
}
}
}
catch (Exception ex)
{
this.Display($"OnMouseLeftDown => {ex.Message}");
}
}
private void MainWindow_Load(object sender, EventArgs e)
{
AppStartWindow startWin = new AppStartWindow();
startWin.ShowDialog();
stocks = startWin.Stocks;
if (stocks == null)
{
Close();
}
else if (stocks.Length == 0)
{
MessageBox.Show("No input data. App will be closed.");
Close();
}
else
{
pairs = FinancialPair.CreateMany(stocks);
listView.Items.Clear();
listView.Update(pairs);
CenterToScreen();
}
}
private void CheckStocks(FinancialPair pair)
{
Assert.IsNotNull(pair.X);
Assert.IsNotNull(pair.Y);
Assert.IsNotNull(pair.X.Prices);
Assert.IsNotNull(pair.Y.Prices);
}
public void Update(FinancialPair selectedPair)
{
pairName.Text = selectedPair.Name.ToString();
xName.Text = selectedPair.X.Name;
yName.Text = selectedPair.Y.Name;
pairsTradeBalance.Text = Math.Round(selectedPair.TradeVolume, 4).ToString();
yTradeVolume.Text = Math.Round(selectedPair.Y.TradeVolume, 4).ToString();
xTradeVolume.Text = Math.Round(selectedPair.X.TradeVolume, 4).ToString();
riskLimit.Text = Math.Round((selectedPair.TradeVolume * risk.GetDouble() / 100.0), 4).ToString();
}
public void FinancialPairTest()
{
Stock aapl = CsvUtils.Read("csv-samples/AAPL.txt", 4, false);
Stock xom = CsvUtils.Read("csv-samples/XOM.txt", 4, false);
FinancialPair pair = new FinancialPair(aapl, xom, DeltaType.Spread);
CheckStocks(pair);
CheckName(pair);
CheckDeviations(pair);
CheckDeltaValues(pair);
CheckRegression(pair.Regression);
}
public void CalculateTest()
{
Stock[] stocks = CsvUtils.ReadAllDataFrom("csv-samples/", 4, false);
List <FinancialPair> pairs = FinancialPair.CreateMany(stocks);
RiskManager rm = new RiskManager(pairs.ToArray(), 100000.00);
rm.Calculate();
pairs.ForEach(i => { Assert.AreNotEqual(0, i.TradeVolume); });
Assert.AreEqual(100000.00, pairs.Select(i => i.TradeVolume).Sum());
Assert.AreEqual(1, pairs.Select(i => i.Weight).Sum());
}
static void Main(string[] args)
{
var marketData = CsvUtils.ReadAllDataFrom(MarketDataDirectory, 4, false);
var selectedShares = marketData.ToList().FindAll(i => Symbols.Contains(i.Name));
var financialPairs = FinancialPair.CreateMany(selectedShares);
var riskManager = new RiskManager(financialPairs, Balance);
riskManager.Calculate();
DisplayResults(financialPairs);
Console.WriteLine("PRESS 'ENTER' TO EXIT.");
Console.ReadLine();
}
private void MainWindow_Load(object sender, EventArgs e)
{
AppStartWindow startWin = new AppStartWindow();
startWin.ShowDialog();
appData = startWin.AppData;
if (appData.InputData == null)
{
MessageBox.Show("No input data. App will be closed.");
Close();
}
DeltaType deltaType = (DeltaType)Enum.Parse(typeof(DeltaType), appData.DeltaTypeName);
pairs = FinancialPair.CreateMany(appData.InputData, deltaType);
listView.Items.Clear();
listView.Update(pairs);
CenterToScreen();
}
private static void CheckName(FinancialPair pair)
{
Assert.AreEqual("XOM|AAPL", pair.Name);
}
private void CheckDeviations(FinancialPair pair)
{
Assert.AreEqual(185.7958, pair.X.Deviation, 0.001);
Assert.AreEqual(8.441, pair.Y.Deviation, 0.001);
}
private void CheckDeltaValues(FinancialPair pair)
{
Assert.AreEqual(473, pair.DeltaValues.Length);
Assert.AreEqual(-453.3799, pair.DeltaValues.First(), 0.001);
Assert.AreEqual(-33.2799, pair.DeltaValues.Last(), 0.001);
}
private void CheckDeltaValues(FinancialPair pair)
{
Assert.AreEqual(473, pair.DeltaValues.Length);
Assert.AreEqual(89.2855, pair.DeltaValues.First(), 0.001);
Assert.AreEqual(78.7398, pair.DeltaValues.Last(), 0.001);
}
private void InitPairs()
{
pairs = FinancialPair.CreateMany(stocks);
}
