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feat(app): responsive asset detail layout, full width chart, reactive hero header, shimmer loaders and enriched fundamentals

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Kleidukos
2026-08-14 23:57:03 +02:00
parent f94e3b8164
commit 1d244b338a
22 changed files with 1950 additions and 1074 deletions
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FinlyticApp/lib/features/trades/models/trade_model.dart
+34 -6
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@@ -27,6 +27,7 @@ class TradeModel extends Equatable {
final double winRate;
final String timeframe;
final String instrumentType;
final String derivativeIsin;
final DateTime? createdAt;
final String riskTolerance;
@@ -67,6 +68,7 @@ class TradeModel extends Equatable {
this.winRate = 50.0,
this.timeframe = '1D',
this.instrumentType = 'Stock',
this.derivativeIsin = '',
this.createdAt,
this.riskTolerance = 'Moderate',
this.vixValue = 0.0,
@@ -92,21 +94,45 @@ class TradeModel extends Equatable {
}
double get calculatedPnlAbs {
if (pnlAbsolute != 0) return pnlAbsolute;
if (isClosed && pnlAbsolute != 0) return pnlAbsolute;
final curr = currentPrice;
if (curr <= 0) return pnlAbsolute;
final entry = actualEntryPrice > 0 ? actualEntryPrice : entryPrice;
final curr = effectiveCurrentPrice;
if (entry <= 0) return 0.0;
final isShort = signalType == 'SELL' || signalType == 'SHORT';
final rawMove = isShort ? ((entry - curr) / entry) : ((curr - entry) / entry);
final posSize = positionSize > 0 ? positionSize : entry;
final posSize = positionSize > 0 ? positionSize : (quantity > 0 ? quantity * entry : entry);
final lev = leverageUsed > 0 ? leverageUsed : 1.0;
return (rawMove * posSize * lev);
final fees = entryFee + exitFee;
return (rawMove * posSize * lev) - fees;
}
double get calculatedPnlPct {
if (pnlPercent != 0) return pnlPercent;
if (isClosed && pnlPercent != 0) return pnlPercent;
final pnlAbs = calculatedPnlAbs;
final posSize = positionSize > 0 ? positionSize : (actualEntryPrice > 0 ? actualEntryPrice : entryPrice);
final posSize = positionSize > 0 ? positionSize : (actualEntryPrice > 0 ? actualEntryPrice : (entryPrice > 0 ? entryPrice : 1.0));
if (posSize <= 0) return 0.0;
return (pnlAbs / posSize) * 100.0;
}
double calculateLivePnlAbs(double livePrice) {
if (isClosed && pnlAbsolute != 0) return pnlAbsolute;
final curr = livePrice > 0 ? livePrice : currentPrice;
if (curr <= 0) return pnlAbsolute;
final entry = actualEntryPrice > 0 ? actualEntryPrice : entryPrice;
if (entry <= 0) return 0.0;
final isShort = signalType == 'SELL' || signalType == 'SHORT';
final rawMove = isShort ? ((entry - curr) / entry) : ((curr - entry) / entry);
final posSize = positionSize > 0 ? positionSize : (quantity > 0 ? quantity * entry : entry);
final lev = leverageUsed > 0 ? leverageUsed : 1.0;
final fees = entryFee + exitFee;
return (rawMove * posSize * lev) - fees;
}
double calculateLivePnlPct(double livePrice) {
if (isClosed && pnlPercent != 0) return pnlPercent;
final pnlAbs = calculateLivePnlAbs(livePrice);
final posSize = positionSize > 0 ? positionSize : (actualEntryPrice > 0 ? actualEntryPrice : (entryPrice > 0 ? entryPrice : 1.0));
if (posSize <= 0) return 0.0;
return (pnlAbs / posSize) * 100.0;
}
@@ -161,6 +187,7 @@ class TradeModel extends Equatable {
winRate: parseDbl(json['winRate'] ?? json['WinRate']),
timeframe: (json['timeframe'] ?? json['Timeframe'])?.toString() ?? '1D',
instrumentType: (json['instrumentType'] ?? json['InstrumentType'])?.toString() ?? 'Stock',
derivativeIsin: (json['derivativeIsin'] ?? json['DerivativeIsin'] ?? json['knockoutIsin'] ?? json['KnockoutIsin'])?.toString() ?? '',
createdAt: dt,
riskTolerance: (json['riskTolerance'] ?? json['RiskTolerance'])?.toString() ?? 'Moderate',
vixValue: parseDbl(json['vixValue'] ?? json['VixValue']),
@@ -205,6 +232,7 @@ class TradeModel extends Equatable {
'winRate': winRate,
'timeframe': timeframe,
'instrumentType': instrumentType,
'derivativeIsin': derivativeIsin,
'createdAt': createdAt?.toIso8601String(),
'riskTolerance': riskTolerance,
'vixValue': vixValue,