 John Colvin
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1a0158817e
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remove size constraints on RiskManagementControl
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2020-08-04 11:28:23 -05:00 |
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John Colvin
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53853591fe
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move RiskManagementControl.xaml/cs to 'View' dir
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2020-08-04 11:28:23 -05:00 |
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Taha Afzal
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80d4899f2c
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removing fake data functions (when the UI was not around)
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2020-08-04 09:51:32 -04:00 |
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Taha Afzal
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75f15c50d8
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working long/short pos was not getting copied in copy_positions_from
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2020-08-03 18:25:40 -04:00 |
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John Colvin
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f197f213f3
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Risk Management ui - open edit-rows dialog near mouse
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2020-08-03 15:52:26 -05:00 |
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John Colvin
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a7e1b71883
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TextCell available_size is updated in ArrangeOverride
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2020-08-03 15:28:41 -05:00 |
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John Colvin
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f9f22e1e36
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add risk management window
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2020-08-03 15:28:41 -05:00 |
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John Colvin
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cda50f562d
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AdminModel - add methods to subscribe, and modify proprietary risk limits (dj)
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2020-08-03 15:28:41 -05:00 |
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John Colvin
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4010298a46
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parameterize SecurityStore.join (don't mess with core logic/impl)
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2020-08-03 15:28:41 -05:00 |
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John Colvin
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48e701ba00
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client side data types that mirror api protos (minimize client/server coupling)
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2020-08-03 15:28:41 -05:00 |
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John Colvin
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cb07abbf42
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made new SelectorVM (todo: replace refs to old one)
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2020-08-03 15:28:41 -05:00 |
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John Colvin
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3c8e2c636f
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add SimpleGridSettingsManagerVM (uses DIYGridColumnModels instead of the view type ColumnBase)
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2020-08-03 15:28:41 -05:00 |
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John Colvin
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6a3b4ebe75
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add DIYGridColumnModel, so the DIYGrid column paradigm is cleanear mvvm
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2020-08-03 15:28:41 -05:00 |
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John Colvin
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80256fbe12
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add get/load_state methods to non-generic IDataGridColumnFilter
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2020-08-03 15:28:41 -05:00 |
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John Colvin
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a0a5d82139
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add PropertyEqualityComparerAttribute (supports simple automatic equality impl)
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2020-08-03 15:28:41 -05:00 |
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John Colvin
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ee6b00b9f2
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unify SecurityCriteria initialization with securities (use pretty_name if single sec)
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2020-08-03 15:28:41 -05:00 |
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Taha Afzal
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9a494ce24f
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Parent Child Secrity Pos Limit
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2020-08-03 16:25:24 -04:00 |
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Taha Afzal
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ae78ebac9a
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All sec based risk done (master, slave remain)
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2020-07-31 17:27:06 -04:00 |
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Taha Afzal
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5c11eecbd1
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SecurityLimitNode keeps working qty and positions differently
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2020-07-31 00:21:17 -04:00 |
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Taha Afzal
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78a47c33c7
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Fixing order rejection message
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2020-07-30 14:55:11 -04:00 |
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Taha Afzal
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9dcd80e3db
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Security level risk controls are passed to update order
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2020-07-30 13:02:22 -04:00 |
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Taha Afzal
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f7563413bd
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New security level controls hooked to order entry
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2020-07-30 11:14:45 -04:00 |
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Taha Afzal
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29c418db42
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Routed the SecLimit to SecurityLimitNode
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2020-07-29 18:15:18 -04:00 |
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Taha Afzal
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f177efde70
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Added price arg to the Limiter's can_send and can_update functions
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2020-07-29 14:28:16 -04:00 |
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Taha Afzal
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3b83d105a0
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Filled in the prop risk limits persistence code
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2020-07-29 12:29:56 -04:00 |
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Taha Afzal
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34aafd79cd
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Added new risk proto and Admin API function to update it
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2020-07-29 11:30:36 -04:00 |
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Taha Afzal
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c30bab899f
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Changing TASCounter to use the new formula
2.16.4
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2020-07-29 09:43:00 -04:00 |
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Taha Afzal
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d3de164c53
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Moved the 2500 translation to the end points of the system
20.1.0_rc1
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2020-07-27 17:05:19 -04:00 |
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Taha Afzal
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46544f36f1
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Pyramid Algo now sends hedges for fills while a cancel is in flight
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2020-07-23 13:13:52 -04:00 |
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John Colvin
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c7df3ac43c
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Merge remote-tracking branch 'origin/csv_export' into prod
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2020-07-22 10:44:58 -05:00 |
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Taha Afzal
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1d1c0d6b85
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Jan exps' are showing 12 for the month, adjustment for risk
20.1.0_rc0
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2020-07-21 12:09:41 -04:00 |
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Taha Afzal
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2f127ecc18
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Using day positions for risk enforcement
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2020-07-20 23:48:35 -04:00 |
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Taha Afzal
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3fc080d02c
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Better position violation comments
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2020-07-20 23:21:20 -04:00 |
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Taha Afzal
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d86543261c
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Risk enforcement changes for ICE NG OTC markets
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2020-07-20 13:01:56 -04:00 |
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John Colvin
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8761f313f5
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remove with_reguard_to_price param from tick 'format' extension
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2020-07-20 10:50:15 -05:00 |
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John Colvin
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3906ef6507
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fix typo in ConvertUtils.update_value_type (was missing negation '!')
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2020-07-19 13:28:09 -05:00 |
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John Colvin
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78055d79c6
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fix tick unit tests, and reorganize security tests a bit
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2020-07-19 13:27:12 -05:00 |
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John Colvin
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885a9dd939
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add precision param (epsilon) to tickup/down methods
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2020-07-19 13:20:00 -05:00 |
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John Colvin
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20c449de60
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TickFactors are cached in a ThreadStatic dictionary rather than concurrent (no locks required)
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2020-07-15 11:22:11 -05:00 |
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John Colvin
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52b487946a
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ticksize extension handles invalid tick props gracefully
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2020-07-15 10:50:25 -05:00 |
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John Colvin
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98144ea939
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remove unused parameter from TickTestHelper.full_ticks_from_zero
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2020-07-14 15:46:06 -05:00 |
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John Colvin
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5e27a5fa7c
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fix ladder session low/high grid animation (was not using the ticks per row setting)
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2020-07-14 15:39:55 -05:00 |
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John Colvin
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6cfc15ccd8
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LadderGridHost invalidates '_spec' on connect_vm (not just on settings updates)
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2020-07-14 15:38:21 -05:00 |
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John Colvin
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2de08c2c48
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fix typo in LadderGridHost._spec getter (was accidentally returning the fallback value)
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2020-07-14 15:27:03 -05:00 |
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John Colvin
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fb6e05560b
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make tick unit tests more robust (test tick_up/down, use these methods to covalidate results)
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2020-07-14 12:48:21 -05:00 |
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John Colvin
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1abf84337f
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include Sim ContractSpecs in tick unit tests
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2020-07-14 11:53:57 -05:00 |
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John Colvin
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d691e0aeee
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ladder settings dialog - fix 'when implied is > 0' label alignment
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2020-07-14 11:01:32 -05:00 |
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John Colvin
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5e0f1b59fb
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added tick unit test (namely for 'full_ticks_from_zero' method)
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2020-07-14 10:53:30 -05:00 |
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John Colvin
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a234ecbf26
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added 'full_ticks_from' method which accepts an origin price (instead of just an arbitrary 0)
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2020-07-14 10:53:27 -05:00 |
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John Colvin
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062cabf075
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TickUtils.full_ticks_from_zero checks pricebreak
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2020-07-13 13:52:29 -05:00 |
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