Asset plot improvement

Common/BaseSeries.cs

@@ -46,6 +46,12 @@ public abstract class BaseSeries
         /// </summary>
         public int Index { get; set; }
 
+        /// <summary>
+        /// Defines the visual Z index of the series on the chart.
+        /// </summary>
+        [JsonProperty(DefaultValueHandling = DefaultValueHandling.Ignore)]
+        public int? ZIndex { get; set; }
+
         /// <summary>
         /// Chart type for the series:
         /// </summary>
@@ -259,8 +265,6 @@ public enum SeriesType
         /// Heatmap Plot (9) -- NOTE: 8 is reserved
         Heatmap = 9,
         /// Scatter 3D Plot (10)
-        Scatter3d,
-        /// A stock plot
-        StockPlot
+        Scatter3d
     }
 }

Common/CandlestickSeries.cs

@@ -173,7 +173,7 @@ public override ISeriesPoint ConsolidateChartPoints()
         /// <returns></returns>
         public override BaseSeries Clone(bool empty = false)
         {
-            var series = new CandlestickSeries(Name, Index, Unit);
+            var series = new CandlestickSeries(Name, Index, Unit) { ZIndex = ZIndex };
 
             if (!empty)
             {

Common/Chart.cs

@@ -38,6 +38,12 @@ public class Chart
         /// List of Series Objects for this Chart:
         public Dictionary<string, BaseSeries> Series = new Dictionary<string, BaseSeries>();
 
+        /// <summary>
+        /// Associated symbol if any, making this an asset plot
+        /// </summary>
+        [JsonProperty(DefaultValueHandling = DefaultValueHandling.Ignore)]
+        public Symbol Symbol { get; set; }
+
         /// <summary>
         /// Default constructor for chart:
         /// </summary>
@@ -60,9 +66,19 @@ public Chart(string name, ChartType type = ChartType.Overlay)
         /// Constructor for a chart
         /// </summary>
         /// <param name="name">String name of the chart</param>
-        public Chart(string name)
+        public Chart(string name) : this(name, null)
+        {
+        }
+
+        /// <summary>
+        /// Constructor for a chart
+        /// </summary>
+        /// <param name="name">String name of the chart</param>
+        /// <param name="symbol">Associated symbol if any</param>
+        public Chart(string name, Symbol symbol)
         {
             Name = name;
+            Symbol = symbol;
             Series = new Dictionary<string, BaseSeries>();
         }
 

Common/Orders/OrderJsonConverter.cs

@@ -124,6 +124,13 @@ public static Order CreateOrderFromJObject(JObject jObject)
                 order.OrderSubmissionData = new OrderSubmissionData(bidPrice, askPrice, lastPrice);
             }
 
+            var priceAdjustmentMode = jObject["PriceAdjustmentMode"];
+            if (priceAdjustmentMode != null && priceAdjustmentMode.Type != JTokenType.Null)
+            {
+                var value = priceAdjustmentMode.Value<int>();
+                order.PriceAdjustmentMode = (DataNormalizationMode)value;
+            }
+
             var lastFillTime = jObject["LastFillTime"];
             var lastUpdateTime = jObject["LastUpdateTime"];
             var canceledTime = jObject["CanceledTime"];

Common/Series.cs

@@ -187,7 +187,8 @@ public override BaseSeries Clone(bool empty = false)
             var series = new Series(Name, SeriesType, Index, Unit)
             {
                 Color = Color,
-                ScatterMarkerSymbol = ScatterMarkerSymbol
+                ZIndex = ZIndex,
+                ScatterMarkerSymbol = ScatterMarkerSymbol,
             };
 
             if (!empty)

Common/Util/SeriesJsonConverter.cs

@@ -14,11 +14,11 @@
 */
 
 using System;
-using System.Collections.Generic;
-using System.Drawing;
 using System.Linq;
+using System.Drawing;
 using Newtonsoft.Json;
 using Newtonsoft.Json.Linq;
+using System.Collections.Generic;
 
 namespace QuantConnect.Util
 {
@@ -52,6 +52,12 @@ public override void WriteJson(JsonWriter writer, object value, JsonSerializer s
             writer.WritePropertyName("SeriesType");
             writer.WriteValue(baseSeries.SeriesType);
 
+            if (baseSeries.ZIndex.HasValue)
+            {
+                writer.WritePropertyName("ZIndex");
+                writer.WriteValue(baseSeries.ZIndex.Value);
+            }
+
             switch (value)
             {
                 case Series series:
@@ -103,13 +109,21 @@ public override object ReadJson(JsonReader reader, Type objectType, object exist
             var seriesType = (SeriesType)jObject["SeriesType"].Value<int>();
             var values = (JArray)jObject["Values"];
 
+            int? zindex = null;
+            var jZIndex = jObject["ZIndex"];
+            if (jZIndex != null && jZIndex.Type != JTokenType.Null)
+            {
+                zindex = jZIndex.Value<int>();
+            }
+
             if (seriesType == SeriesType.Candle)
             {
                 return new CandlestickSeries()
                 {
                     Name = name,
                     Unit = unit,
                     Index = index,
+                    ZIndex = zindex,
                     SeriesType = seriesType,
                     Values = values.ToObject<List<Candlestick>>(serializer).Where(x => x != null).Cast<ISeriesPoint>().ToList()
                 };
@@ -120,6 +134,7 @@ public override object ReadJson(JsonReader reader, Type objectType, object exist
                 Name = name,
                 Unit = unit,
                 Index = index,
+                ZIndex = zindex,
                 SeriesType = seriesType,
                 Color = jObject["Color"].ToObject<Color>(serializer),
                 ScatterMarkerSymbol = jObject["ScatterMarkerSymbol"].ToObject<ScatterMarkerSymbol>(serializer),

Tests/Common/CandlestickSeriesTests.cs

@@ -0,0 +1,36 @@
+/*
+ * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+ * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+*/
+
+using NUnit.Framework;
+
+namespace QuantConnect.Tests.Common
+{
+    [TestFixture]
+    public class CandlestickSeriesTest
+    {
+        [Test]
+        public void Clone()
+        {
+            var series = new CandlestickSeries("A", 8, "TT") { ZIndex = 98 };
+            var result = (CandlestickSeries)series.Clone();
+
+            Assert.AreEqual(series.Name, result.Name);
+            Assert.AreEqual(series.Unit, result.Unit);
+            Assert.AreEqual(series.SeriesType, result.SeriesType);
+            Assert.AreEqual(series.Index, result.Index);
+            Assert.AreEqual(series.ZIndex, result.ZIndex);
+        }
+    }
+}

Tests/Common/Orders/OrderJsonConverterTests.cs

@@ -510,7 +510,8 @@ public void RoundTripUsingJsonConverter(string  timeInForceStr)
                 CanceledTime = DateTime.UtcNow,
                 Status = OrderStatus.Filled,
                 OrderSubmissionData = new OrderSubmissionData(321.47m, 321.48m, 321.49m),
-                Properties = { TimeInForce = timeInForce }
+                Properties = { TimeInForce = timeInForce },
+                PriceAdjustmentMode = DataNormalizationMode.Adjusted
             };
 
             var converter = new OrderJsonConverter();
@@ -541,6 +542,7 @@ public void RoundTripUsingJsonConverter(string  timeInForceStr)
             Assert.AreEqual(expected.OrderSubmissionData.AskPrice, actual.OrderSubmissionData.AskPrice);
             Assert.AreEqual(expected.OrderSubmissionData.BidPrice, actual.OrderSubmissionData.BidPrice);
             Assert.AreEqual(expected.OrderSubmissionData.LastPrice, actual.OrderSubmissionData.LastPrice);
+            Assert.AreEqual(expected.PriceAdjustmentMode, actual.PriceAdjustmentMode);
         }
 
         [Test]

Tests/Common/SeriesTests.cs

@@ -15,6 +15,7 @@
 
 using System;
 using System.Linq;
+using System.Drawing;
 using NUnit.Framework;
 
 namespace QuantConnect.Tests.Common
@@ -26,10 +27,25 @@ public class SeriesTests
         public void RespectsMostRecentTimeOnDuplicatePoints()
         {
             var series = new Series();
-            series.AddPoint(DateTime.Today, 1m);
-            series.AddPoint(DateTime.Today, 2m);
+            series.AddPoint(new DateTime(2023, 2, 2), 1m);
+            series.AddPoint(new DateTime(2023, 2, 2), 2m);
             Assert.AreEqual(1, series.Values.Count);
             Assert.AreEqual(2m, series.GetValues<ChartPoint>().Single().y);
         }
+
+        [Test]
+        public void Clone()
+        {
+            var series = new Series("A", SeriesType.Line, "TT", Color.AliceBlue, ScatterMarkerSymbol.Circle) { ZIndex = 98, Index = 8 };
+            var result = (Series)series.Clone();
+
+            Assert.AreEqual(series.Name, result.Name);
+            Assert.AreEqual(series.Unit, result.Unit);
+            Assert.AreEqual(series.SeriesType, result.SeriesType);
+            Assert.AreEqual(series.Color.ToArgb(), result.Color.ToArgb());
+            Assert.AreEqual(series.ScatterMarkerSymbol, result.ScatterMarkerSymbol);
+            Assert.AreEqual(series.Index, result.Index);
+            Assert.AreEqual(series.ZIndex, result.ZIndex);
+        }
     }
 }

Tests/Common/Util/SeriesJsonConverterTests.cs

@@ -26,11 +26,12 @@ namespace QuantConnect.Tests.Common.Util
     [TestFixture]
     public class SeriesJsonConverterTests
     {
-        [Test]
-        public void SerializeDeserializeReturnsSameSeriesValue()
+        [TestCase(null)]
+        [TestCase(87)]
+        public void SerializeDeserializeReturnsSameSeriesValue(int? zIndex)
         {
             var date = new DateTime(2050, 1, 1, 1, 1, 1);
-            var series = new Series("Pepito Grillo", SeriesType.Bar, "%", Color.Blue, ScatterMarkerSymbol.Diamond);
+            var series = new Series("Pepito Grillo", SeriesType.Bar, "%", Color.Blue, ScatterMarkerSymbol.Diamond) { ZIndex = zIndex, Index = 6 };
             series.AddPoint(date, 1);
             series.AddPoint(date.AddSeconds(1), 2);
 
@@ -50,6 +51,8 @@ public void SerializeDeserializeReturnsSameSeriesValue()
             Assert.AreEqual(series.SeriesType, result.SeriesType);
             Assert.AreEqual(series.Color.ToArgb(), result.Color.ToArgb());
             Assert.AreEqual(series.ScatterMarkerSymbol, result.ScatterMarkerSymbol);
+            Assert.AreEqual(series.ZIndex, result.ZIndex);
+            Assert.AreEqual(series.Index, result.Index);
         }
 
         [Test]