Auto-filter for Microsoft WPF DataGrid

<Window x:Class="Test.GridSorting.MainWnd"
        xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
        xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
        
        xmlns:stepi="clr-namespace:Stepi.UIFilters;assembly=Stepi.UIFilters"
        xmlns:local="clr-namespace:Test.GridSorting"
        xmlns:dg="clr-namespace:Microsoft.Windows.Controls;assembly=WPFToolkit"
        xmlns:primitives="clr-namespace:Microsoft.Windows.Controls.Primitives;assembly=WPFToolkit"
        
        Title="Window1" Height="400" Width="700">
    <Window.Resources>

        <Style x:Key="ColumnHeaderGripperStyle" TargetType="{x:Type Thumb}">
            <Setter Property="Width" Value="8"/>
            <Setter Property="Background" Value="Transparent"/>
            <Setter Property="Cursor" Value="SizeWE"/>
            <Setter Property="Template">
                <Setter.Value>
                    <ControlTemplate TargetType="{x:Type Thumb}">
                        <Border Padding="{TemplateBinding Padding}"
                    Background="{TemplateBinding Background}"/>
                    </ControlTemplate>
                </Setter.Value>
            </Setter>
        </Style>

        <Style TargetType="primitives:DataGridColumnHeader" x:Key="columnHeaderStyle" >
            <Setter Property="Template">
                <Setter.Value>
                    <ControlTemplate TargetType="{x:Type primitives:DataGridColumnHeader}">
                        <Grid>
                            <Grid.ColumnDefinitions>
                                <ColumnDefinition Width="*"/>
                                <ColumnDefinition Width="Auto"/>
                            </Grid.ColumnDefinitions>
                            <Grid.RowDefinitions>
                                <RowDefinition Height="*"/>
                            </Grid.RowDefinitions>
                            <dg:DataGridHeaderBorder SortDirection="{TemplateBinding SortDirection}"
                                                     IsHovered="{TemplateBinding IsMouseOver}"
                                                     IsPressed="{TemplateBinding IsPressed}"
                                                     IsClickable="{TemplateBinding CanUserSort}"
                                                     Background="{TemplateBinding Background}"
                                                     BorderBrush="{TemplateBinding BorderBrush}"
                                                     BorderThickness="{TemplateBinding BorderThickness}"
                                                     Padding ="{TemplateBinding Padding}"
                                                     SeparatorVisibility="{TemplateBinding SeparatorVisibility}"
                                                     SeparatorBrush="{TemplateBinding SeparatorBrush}"
                                                      Grid.ColumnSpan="2"/>
                                <ContentPresenter Margin="2" SnapsToDevicePixels="{TemplateBinding SnapsToDevicePixels}"
                                                  VerticalAlignment="{TemplateBinding VerticalContentAlignment}"
                                                  HorizontalAlignment="{TemplateBinding HorizontalContentAlignment}"/>                          
                            <Thumb x:Name="PART_LeftHeaderGripper" HorizontalAlignment="Left" 
                               Style="{StaticResource ColumnHeaderGripperStyle}"/>
                            <Thumb x:Name="PART_RightHeaderGripper" HorizontalAlignment="Right"  Grid.Column="1"
                               Style="{StaticResource ColumnHeaderGripperStyle}"/>
                            
                            
                            <!-- InitalizersManager="{StaticResource filtersViewInitializersManager}" if you want a different initializers list-->
                            <stepi:DataGridColumnFilter Grid.Row="0" Grid.Column="1"
                                                               Background="Transparent"
                                                               Width="Auto" Height="Auto"
                                                               Margin="4,1,4,1"
                                                               HorizontalAlignment="Stretch" VerticalAlignment="Center"/>
                        </Grid>
                        <ControlTemplate.Triggers>
                            <Trigger Property="DisplayIndex" Value="0">
                                <Setter Property="Visibility" Value="Collapsed" TargetName="PART_LeftHeaderGripper"></Setter>
                            </Trigger>
                        </ControlTemplate.Triggers>
                    </ControlTemplate>
                </Setter.Value>
            </Setter>
        </Style>
    </Window.Resources>
    <Grid x:Name="LayoutRoot" Background="White">
        <Grid.RowDefinitions>
            <RowDefinition Height="Auto"/>
            <RowDefinition Height="1*"/>
            <RowDefinition Height="Auto"/>
        </Grid.RowDefinitions>
        <Grid.ColumnDefinitions>
            <ColumnDefinition Width="0.8*"/>
            <ColumnDefinition Width="0.2*"/>
        </Grid.ColumnDefinitions>

        <CheckBox IsChecked="{Binding IsFakeUpdateEnabled, Mode=TwoWay}" Content="Fake data update"/>
        <dg:DataGrid  x:Name="dg"
                        Grid.ColumnSpan="2" Grid.Row="1"
                        HorizontalAlignment="Stretch" VerticalAlignment="Stretch"
                        ItemsSource="{Binding Data}"
                         ColumnHeaderStyle="{StaticResource columnHeaderStyle}"
                        Margin="2" BorderThickness="1" BorderBrush="Black" AutoGenerateColumns="False">
            <!---->
            <dg:DataGrid.Columns>
                <dg:DataGridTextColumn Header="First Name" Binding="{Binding FirstName, Mode=TwoWay}" />
                <dg:DataGridTextColumn Header="Last Name" Binding="{Binding LastName}" />
                <dg:DataGridTextColumn Header="Age" Width="70" Binding="{Binding Age}" />

                <dg:DataGridTemplateColumn Header="Birthday" MinWidth="100">
                    <dg:DataGridTemplateColumn.CellEditingTemplate>
                        <DataTemplate>
                            <dg:DatePicker SelectedDate="{Binding Birthday}" SelectedDateFormat="Short" />
                        </DataTemplate>
                    </dg:DataGridTemplateColumn.CellEditingTemplate>
                    <dg:DataGridTemplateColumn.CellTemplate>
                        <DataTemplate>
                            <TextBlock Text="{Binding Birthday, StringFormat=d}" />
                        </DataTemplate>
                    </dg:DataGridTemplateColumn.CellTemplate>
                </dg:DataGridTemplateColumn>
                <dg:DataGridTextColumn Header="Value" Width="150" Binding="{Binding Value}" />
            </dg:DataGrid.Columns>
       </dg:DataGrid>
    </Grid>
</Window>