Added option to export volatility data

Issue: #226

name.abuchen.portfolio.ui/src/name/abuchen/portfolio/ui/views/PerformanceView.java

@@ -3,6 +3,8 @@
 import static name.abuchen.portfolio.ui.util.SWTHelper.clearLabel;
 import static name.abuchen.portfolio.ui.util.SWTHelper.placeBelow;
 
+import java.io.File;
+import java.io.IOException;
 import java.text.MessageFormat;
 import java.time.ZoneId;
 import java.time.format.DateTimeFormatter;
@@ -19,6 +21,7 @@
 import name.abuchen.portfolio.snapshot.ReportingPeriod;
 import name.abuchen.portfolio.ui.Messages;
 import name.abuchen.portfolio.ui.PortfolioPlugin;
+import name.abuchen.portfolio.ui.util.AbstractCSVExporter;
 import name.abuchen.portfolio.ui.util.AbstractDropDown;
 import name.abuchen.portfolio.ui.util.Colors;
 import name.abuchen.portfolio.ui.util.Column;
@@ -68,6 +71,8 @@ public class PerformanceView extends AbstractHistoricView
 {
     private static class OverviewTab implements DisposeListener
     {
+        private ClientPerformanceSnapshot snapshot;
+
         private LocalResourceManager resourceManager = new LocalResourceManager(JFaceResources.getResources());
 
         private Font kpiFont;
@@ -93,6 +98,8 @@ private static class OverviewTab implements DisposeListener
 
         public void setInput(ClientPerformanceSnapshot snapshot)
         {
+            this.snapshot = snapshot;
+
             PerformanceIndex index = snapshot.getPerformanceIndex();
 
             if (index.getTotals().length > 1)
@@ -293,6 +300,11 @@ public void widgetDisposed(DisposeEvent e)
         {
             resourceManager.dispose();
         }
+
+        public ClientPerformanceSnapshot getSnapshot()
+        {
+            return snapshot;
+        }
     }
 
     private OverviewTab overview;
@@ -772,6 +784,32 @@ public void run()
                 }
             });
 
+            manager.add(new Action(MessageFormat.format(Messages.LabelExport, Messages.LabelVolatility))
+            {
+                @Override
+                public void run()
+                {
+                    new AbstractCSVExporter()
+                    {
+                        @Override
+                        protected void writeToFile(File file) throws IOException
+                        {
+                            ClientPerformanceSnapshot snapshot = overview.getSnapshot();
+                            if (snapshot == null)
+                                return;
+
+                            PerformanceIndex index = snapshot.getPerformanceIndex();
+                            index.exportVolatilityData(file);
+                        }
+
+                        @Override
+                        protected Control getControl()
+                        {
+                            return ExportDropDown.this.getToolBar();
+                        }
+                    }.export(Messages.LabelVolatility + ".csv"); //$NON-NLS-1$
+                }
+            });
         }
     }
 

name.abuchen.portfolio/src/name/abuchen/portfolio/snapshot/PerformanceIndex.java

@@ -8,6 +8,7 @@
 import java.nio.charset.StandardCharsets;
 import java.util.Date;
 import java.util.List;
+import java.util.function.Predicate;
 
 import name.abuchen.portfolio.Messages;
 import name.abuchen.portfolio.math.Risk.Drawdown;
@@ -157,27 +158,32 @@ public Volatility getVolatility()
     {
         if (volatility == null)
         {
-            // Volatility calculation must only include values starting with the
-            // first data point.
-            int skip = 0;
-            for (int ii = 0; ii < totals.length; ii++)
-            {
-                if (totals[ii] != 0)
-                {
-                    skip = ii;
-                    break;
-                }
-            }
-
-            // additionally skip first value as it is always 0 (as there is no
-            // previous period for the delta)
             TradeCalendar calendar = new TradeCalendar();
-            volatility = new Volatility(dates, delta, skip + 1, date -> !calendar.isHoldiay(date));
+            volatility = new Volatility(dates, delta, getVolatilitySkip(), date -> !calendar.isHoldiay(date));
         }
 
         return volatility;
     }
 
+    /**
+     * Volatility calculation must only include values starting with the first
+     * data point. Additionally skip first value as it is always 0 (as there is
+     * no previous period for the delta)
+     */
+    private int getVolatilitySkip()
+    {
+        int skip = 0;
+        for (int ii = 0; ii < totals.length; ii++)
+        {
+            if (totals[ii] != 0)
+            {
+                skip = ii;
+                break;
+            }
+        }
+        return skip + 1;
+    }
+
     public long[] getTaxes()
     {
         return taxes;
@@ -216,6 +222,17 @@ public DateTime getFirstDataPoint()
     }
 
     public void exportTo(File file) throws IOException
+    {
+        exportTo(file, 0, d -> true);
+    }
+
+    public void exportVolatilityData(File file) throws IOException
+    {
+        TradeCalendar calendar = new TradeCalendar();
+        exportTo(file, getVolatilitySkip(), date -> !calendar.isHoldiay(date));
+    }
+
+    private void exportTo(File file, int skip, Predicate<Date> filter) throws IOException
     {
         CSVStrategy strategy = new CSVStrategy(';', '"', CSVStrategy.COMMENTS_DISABLED, CSVStrategy.ESCAPE_DISABLED,
                         false, false, false, false);
@@ -231,8 +248,11 @@ public void exportTo(File file) throws IOException
                             Messages.CSVColumn_DeltaInPercent, //
                             Messages.CSVColumn_CumulatedPerformanceInPercent });
 
-            for (int ii = 0; ii < totals.length; ii++)
+            for (int ii = skip; ii < totals.length; ii++)
             {
+                if (!filter.test(dates[ii]))
+                    continue;
+
                 printer.print(Values.Date.format(dates[ii]));
                 printer.print(Values.Amount.format(totals[ii]));
                 printer.print(Values.Amount.format(transferals[ii]));