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Add standalone IRR chart view to Performance #5833

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2 changes: 2 additions & 0 deletions name.abuchen.portfolio.ui/src/name/abuchen/portfolio/ui/editor/Navigation.java
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Expand Up @@ -45,6 +45,7 @@
import name.abuchen.portfolio.ui.views.BrowserTestView;
import name.abuchen.portfolio.ui.views.GroupedAccountsListView;
import name.abuchen.portfolio.ui.views.InvestmentPlanListView;
import name.abuchen.portfolio.ui.views.IRRChartView;
import name.abuchen.portfolio.ui.views.PerformanceChartView;
import name.abuchen.portfolio.ui.views.PerformanceView;
import name.abuchen.portfolio.ui.views.PortfolioListView;
Expand Down Expand Up @@ -499,6 +500,7 @@ private void createPerformanceSection()

performance.add(new Item(Messages.ClientEditorPerformanceCalculation, PerformanceView.class));
performance.add(new Item(Messages.ClientEditorLabelChart, PerformanceChartView.class, true));
performance.add(new Item("IRR", IRRChartView.class, true));
performance.add(new Item(Messages.ClientEditorLabelReturnsVolatility, ReturnsVolatilityChartView.class, true));
performance.add(new Item(Messages.LabelSecurities, SecuritiesPerformanceView.class));
performance.add(new Item(Messages.LabelPayments, PaymentsView.class, true));
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43 changes: 42 additions & 1 deletion name.abuchen.portfolio.ui/src/name/abuchen/portfolio/ui/util/chart/TimelineChart.java
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Expand Up @@ -55,6 +55,20 @@ public long getEpochDay()
}
}

private static class HorizontalMarkerLine
{
private Color color;
private String label;
private double value;

private HorizontalMarkerLine(Color color, String label, double value)
{
this.color = color;
this.label = label;
this.value = value;
}
}

private static class NonTradingDayMarker
{
private LocalDate date;
Expand All @@ -73,6 +87,7 @@ public long getEpochDay()
}

private List<MarkerLine> markerLines = new ArrayList<>();
private List<HorizontalMarkerLine> horizMarkerLines = new ArrayList<>();
private List<NonTradingDayMarker> nonTradingDayMarkers = new ArrayList<>();
private Map<Object, IAxis> addedAxis = new HashMap<>();

Expand Down Expand Up @@ -152,6 +167,16 @@ public void clearMarkerLines()
this.markerLines.clear();
}

public void addHorizontalMarkerLine(double value, Color color, String label)
{
this.horizMarkerLines.add(new HorizontalMarkerLine(color, label, value));
}

public void clearHorizontalMarkerLines()
{
this.horizMarkerLines.clear();
}

public void addNonTradingDayMarker(LocalDate date, Color color)
{
this.nonTradingDayMarkers.add(new NonTradingDayMarker(date, color));
Expand Down Expand Up @@ -251,7 +276,7 @@ private void paintTimeGrid(PaintEvent e)

private void paintMarkerLines(PaintEvent e) // NOSONAR
{
if (markerLines.isEmpty())
if (markerLines.isEmpty() && horizMarkerLines.isEmpty())
return;

IAxis xAxis = getAxisSet().getXAxis(0);
Expand Down Expand Up @@ -286,6 +311,22 @@ private void paintMarkerLines(PaintEvent e) // NOSONAR
e.gc.drawLine(x - 5, y, x + 5, y);
}
}

for (HorizontalMarkerLine marker : horizMarkerLines)
{
int y = yAxis.getPixelCoordinate(marker.value);

e.gc.setLineStyle(SWT.LINE_DASHDOT);
e.gc.setForeground(marker.color);
e.gc.setLineWidth(1);
e.gc.drawLine(0, y, e.width, y);

if (marker.label != null)
{
Point textExtent = e.gc.textExtent(marker.label);
e.gc.drawText(marker.label, 10, y - textExtent.y - 2, true);
}
}
}

private void paintNonTradingDayMarker(PaintEvent eventNonTradingDay) // NOSONAR
Expand Down
209 changes: 209 additions & 0 deletions name.abuchen.portfolio.ui/src/name/abuchen/portfolio/ui/views/IRRChartView.java
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@@ -0,0 +1,209 @@
package name.abuchen.portfolio.ui.views;

import java.io.File;
import java.io.IOException;
import java.text.DecimalFormat;
import java.time.LocalDate;
import java.util.Arrays;
import java.util.List;
import java.util.UUID;

import jakarta.annotation.PostConstruct;

import org.eclipse.jface.action.Action;
import org.eclipse.jface.action.IMenuListener;
import org.eclipse.jface.action.IMenuManager;
import org.eclipse.jface.action.Separator;
import org.eclipse.jface.action.ToolBarManager;
import org.eclipse.jface.layout.GridDataFactory;
import org.eclipse.jface.layout.GridLayoutFactory;
import org.eclipse.swt.SWT;
import org.eclipse.swt.widgets.Composite;
import org.eclipse.swt.widgets.Shell;

import name.abuchen.portfolio.ui.Images;
import name.abuchen.portfolio.ui.Messages;
import name.abuchen.portfolio.ui.util.AbstractCSVExporter;
import name.abuchen.portfolio.ui.util.Colors;
import name.abuchen.portfolio.ui.util.DropDown;
import name.abuchen.portfolio.ui.util.chart.TimelineChart;
import name.abuchen.portfolio.ui.views.AbstractHistoricView;
import name.abuchen.portfolio.ui.util.chart.TimelineChartCSVExporter;
import name.abuchen.portfolio.ui.util.format.AxisTickPercentNumberFormat;
import name.abuchen.portfolio.snapshot.IRRSeries;
import name.abuchen.portfolio.snapshot.PerformanceIndex;
import name.abuchen.portfolio.money.CurrencyConverter;
import name.abuchen.portfolio.money.CurrencyConverterImpl;
import name.abuchen.portfolio.money.ExchangeRateProviderFactory;
import name.abuchen.portfolio.util.ColorConversion;

public class IRRChartView extends AbstractHistoricView
{
private TimelineChart chart;

@Override
protected String getDefaultTitle()
{
return "IRR";
}

@Override
protected Composite createBody(Composite parent)
{
Composite composite = new Composite(parent, SWT.NONE);
composite.setBackground(Colors.theme().defaultBackground());

chart = new TimelineChart(composite);
chart.getTitle().setText("IRR");
chart.getTitle().setVisible(false);
chart.getAxisSet().getYAxis(0).getTick().setFormat(new AxisTickPercentNumberFormat("0.#%")); //$NON-NLS-1$
chart.getToolTip().setDefaultValueFormat(new DecimalFormat("0.##%"));
chart.getToolTip().reverseLabels(true);

GridLayoutFactory.fillDefaults().numColumns(1).margins(0, 0).spacing(0, 0).applyTo(composite);
GridDataFactory.fillDefaults().grab(true, true).applyTo(chart);

updateChart();
return composite;
}

@Override
protected void addButtons(ToolBarManager toolBar)
{
super.addButtons(toolBar);
toolBar.add(new ExportDropDown());
}

@Override
public void setFocus()
{
chart.adjustRange();
chart.setFocus();
}

@Override
public void reportingPeriodUpdated()
{
notifyModelUpdated();
}

@Override
public void notifyModelUpdated()
{
updateChart();
}

private void updateChart()
{
chart.suspendUpdate(true);
try
{
chart.getTitle().setText("IRR");
for (var s : chart.getSeriesSet().getSeries())
chart.getSeriesSet().deleteSeries(s.getId());

chart.clearHorizontalMarkerLines();

ExchangeRateProviderFactory factory = make(ExchangeRateProviderFactory.class);
CurrencyConverter converter = new CurrencyConverterImpl(factory, getClient().getBaseCurrency());
java.util.List<Exception> warnings = new java.util.ArrayList<>();
PerformanceIndex clientIndex = PerformanceIndex.forClient(getClient(), converter, getReportingPeriod().toInterval(LocalDate.now()), warnings);

var irrValues = IRRSeries.calculate(clientIndex);
var allDates = clientIndex.getDates();

double maxTotal = 0.1;
double minTotal = -0.1;
double[] totals = clientIndex.getAccumulatedPercentage();
if (totals != null) {
for (double v : totals) {
if (Double.isFinite(v)) {
if (v > maxTotal) maxTotal = v;
if (v < minTotal) minTotal = v;
}
}
}

double capMax = Math.max(0.2, maxTotal * 1.5);
double capMin = Math.min(-0.2, minTotal * 1.5);

int validCount = 0;
for (double v : irrValues) {
if (Double.isFinite(v)) validCount++;
}

LocalDate[] validDates = new LocalDate[validCount];
double[] validValues = new double[validCount];
int idx = 0;
for (int i = 0; i < irrValues.length; i++) {
if (Double.isFinite(irrValues[i])) {
validDates[idx] = allDates[i];
validValues[idx] = Math.max(capMin, Math.min(capMax, irrValues[i]));
idx++;
}
}

if (validCount > 0) {
var irrLineSeries = chart.addDateSeries("irr-main-series",
validDates, validValues, Messages.LabelIRR);
irrLineSeries.setLineColor(Colors.getColor(ColorConversion.hex2RGB("#034EFF")));
irrLineSeries.setLineWidth(2);

double[] sortedValues = Arrays.copyOf(validValues, validCount);
Arrays.sort(sortedValues);

double minV = sortedValues[0];
double p5 = sortedValues[Math.max(0, (int)(validCount * 0.05))];
double median = sortedValues[Math.max(0, (int)(validCount * 0.50))];
double p95 = sortedValues[Math.min(validCount - 1, (int)(validCount * 0.95))];
double maxV = sortedValues[validCount - 1];

var colorMin = Colors.getColor(ColorConversion.hex2RGB("#D90429"));
var colorP5 = Colors.getColor(ColorConversion.hex2RGB("#F27438"));
var colorMed = Colors.getColor(ColorConversion.hex2RGB("#E6AF2E"));
var colorP95 = Colors.getColor(ColorConversion.hex2RGB("#8CD373"));
var colorMax = Colors.getColor(ColorConversion.hex2RGB("#2B9348"));

chart.addHorizontalMarkerLine(minV, colorMin, String.format("Mínimo (%.1f%%)", minV * 100));
chart.addHorizontalMarkerLine(p5, colorP5, String.format("Percentil 5%% (%.1f%%)", p5 * 100));
chart.addHorizontalMarkerLine(median, colorMed, String.format("Mediana (%.1f%%)", median * 100));
chart.addHorizontalMarkerLine(p95, colorP95, String.format("Percentil 95%% (%.1f%%)", p95 * 100));
chart.addHorizontalMarkerLine(maxV, colorMax, String.format("Máximo (%.1f%%)", maxV * 100));
}

chart.adjustRange();
}
finally
{
chart.suspendUpdate(false);
}
chart.redraw();
}

private final class ExportDropDown extends DropDown implements IMenuListener
{
private ExportDropDown()
{
super(Messages.MenuExportData, Images.EXPORT, SWT.NONE);
setMenuListener(this);
}

@Override
public void menuAboutToShow(IMenuManager manager)
{
manager.add(new Action(Messages.MenuExportChartData)
{
@Override
public void run()
{
TimelineChartCSVExporter exporter = new TimelineChartCSVExporter(chart);
exporter.setValueFormat(new DecimalFormat("0.##########")); //$NON-NLS-1$
exporter.export("IRR.csv"); //$NON-NLS-1$
}
});

manager.add(new Separator());
chart.exportMenuAboutToShow(manager, "IRR");
}
}
}
3 changes: 3 additions & 0 deletions ...olio.ui/src/name/abuchen/portfolio/ui/views/dataseries/PerformanceChartSeriesBuilder.java
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Original file line number Diff line number Diff line change
@@ -1,10 +1,13 @@
package name.abuchen.portfolio.ui.views.dataseries;

import java.time.LocalDate;
import java.util.Arrays;

import org.eclipse.swt.graphics.Color;
import org.eclipse.swtchart.LineStyle;

import name.abuchen.portfolio.snapshot.Aggregation;
import name.abuchen.portfolio.snapshot.IRRSeries;
import name.abuchen.portfolio.snapshot.PerformanceIndex;
import name.abuchen.portfolio.ui.Messages;
import name.abuchen.portfolio.ui.util.Colors;
Expand Down