86 lines
2.8 KiB
Go
86 lines
2.8 KiB
Go
package mujica
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import (
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"cmp"
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"math"
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"github.com/egoist/mygo/ui"
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"mujicaui/icons"
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"mujicaui/theme"
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)
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// OptionGreeks are an option's sensitivities.
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type OptionGreeks struct {
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Delta, Gamma, Theta, Vega, Rho float64
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}
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// GreeksRow is a labeled contract's greeks; NaN shows a dash.
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type GreeksRow struct {
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Label string
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Greeks OptionGreeks
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}
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// GreeksTableOptions configure a GreeksTable.
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type GreeksTableOptions struct {
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// Decimals per value; zero means 4.
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Decimals int
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// Notes shows what each greek means under the table.
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Notes bool
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}
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var greekNames = [5]string{"Delta", "Gamma", "Theta", "Vega", "Rho"}
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// GreeksTable lists Delta, Gamma, Theta, Vega and Rho per contract; headers explain each.
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func GreeksTable(c *ui.Context, rows []GreeksRow, opts GreeksTableOptions) *ui.Element {
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if opts.Decimals < 0 {
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panic("mujica: GreeksTable Decimals is negative")
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}
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dec := cmp.Or(opts.Decimals, 4)
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k := Tokens(c)
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d := Density(c)
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u := d.Unit()
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col := ui.Column(c).Gap(u * 2)
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col.Children(func() {
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g := ui.Grid(c).ColumnTracks(ui.Fr(1), ui.FitContent(), ui.FitContent(), ui.FitContent(), ui.FitContent(), ui.FitContent()).
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GapX(u*5).Padding(u*2, u*3).Background(k.Surface).Border(theme.BorderWidth, k.Border).Radius(theme.CardRadius).
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Role(ui.RoleTable).Label(msg(c, "greeks_table.title"))
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g.Children(func() {
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ui.Text(c, msg(c, "greeks_table.contract")).TextColor(k.TextMuted).FontSize(FontSize(c, theme.CaptionSize)).
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MinHeight(d.ControlHeight()).Role(ui.RoleColumnHeader)
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for i, name := range greekNames {
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h := ui.Row(c).Key(name).Gap(2).AlignItems(ui.Center).Justify(ui.End).MinHeight(d.ControlHeight()).
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Role(ui.RoleColumnHeader).Label(name).Description(msg(c, "greeks_table.note_"+greekKey(i)))
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h.Tooltip(msg(c, "greeks_table.note_"+greekKey(i)))
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h.Children(func() {
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ui.Text(c, name).Font(theme.SerifFont).TextColor(k.Text)
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ui.Icon(c, icons.Must("info")).Size(12, 12).TextColor(k.TextMuted)
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})
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}
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for ri, r := range rows {
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vals := [5]float64{r.Greeks.Delta, r.Greeks.Gamma, r.Greeks.Theta, r.Greeks.Vega, r.Greeks.Rho}
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ui.Text(c, r.Label).Key(ri).SingleLine().MinHeight(d.ControlHeight()).Role(ui.RoleCell)
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for i, v := range vals {
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s := "—"
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if !math.IsNaN(v) {
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s = statisticSigned(v, dec)
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}
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ui.Text(c, s).Key([2]int{ri, i}).JustifySelf(ui.End).FontFeatures("tnum").TextColor(k.Text).
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Role(ui.RoleCell).Label(greekNames[i] + " " + s)
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}
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}
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})
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if opts.Notes {
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ui.Column(c).Gap(u).Children(func() {
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for i, name := range greekNames {
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ui.RichText(c, ui.Span{Text: name + " ", Weight: 700}, ui.Span{Text: msg(c, "greeks_table.note_"+greekKey(i))}).
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FontSize(FontSize(c, theme.CaptionSize)).TextColor(k.TextMuted)
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}
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})
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}
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})
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return col
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}
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func greekKey(i int) string { return [5]string{"delta", "gamma", "theta", "vega", "rho"}[i] }
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