public static string EquityType2String(EquityType eq) { if (eq == EquityType.Option) { return("OPT"); } else if (eq == EquityType.Stock) { return("STK"); } else if (eq == EquityType.Future) { return("FUT"); } else if (eq == EquityType.FutOpt) { return("FOP"); } else if (eq == EquityType.Index) { return("IND"); } throw new Exception("Invalid exception type. Internal error"); }
protected ITimeSheet TimeSheetFactory( IEnumerable <long> systemsIds, TimeInterval timeInterval = TimeInterval.Month, EquityType equityType = EquityType.Equity, String planId = C2ExplorerServiceStack.Logic.Implementation.Globals.DefaultCommissPlan) { return(queryRunner.TimeSheetFactory(systemsIds, timeInterval, equityType, planId)); }
protected IEnumerable <object> GetEquitiesSheet(long system, TimeInterval timeInterval, EquityType equityType) { return(this.GetEquitiesSheet(new long[] { system }, timeInterval, equityType)); }
protected IEnumerable <object> GetEquitiesSheet(long[] systems, TimeInterval timeInterval, EquityType equityType) { ITimeSheet timeSheet = queryRunner.TimeSheetFactory(systems, timeInterval, equityType); return(timeSheet.GetEquitiesSheet()); }
public LegData(int?ID, string ticker, EquityType equity_type, string exchange, int multiplier, string local_symbol, int?con_id, OpenCloseValues if_closed, bool?if_call, bool if_sell, decimal?strike, DateTime?expiry_date, decimal?und_price, decimal?open_price, decimal?close_price, int no_contracts, double?totaldelta, double?totaltheta, double?gamma, double?vega, double?mydelta, double?mytheta, double?mygamma, double?myvega, DateTime?open_date, DateTime?closed_date, decimal?profit_loss, DateTime?profit_loss_timestamp, decimal?daily_profit_loss, DateTime?daily_profit_loss_timestamp, decimal?yesterday_profit_loss, DateTime?yesterday_profit_loss_timestamp, decimal?profit_threshold, DateTime?last_email, int email_notifications, int?trade_id) { bIfUpdatingMarketData = false; Id = ID; Ticker = ticker; Equity = equity_type; Exchange = exchange; Multiplier = multiplier; LocalSymbol = local_symbol; ConId = con_id; OpenCloseStatus = if_closed; IfCall = if_call; IfSell = if_sell; Strike = (double?)strike; ExpiryDate = expiry_date; UnderlyingPrice = (double?)und_price; OpenPrice = (double?)open_price; ClosePrice = (double?)close_price; NoContracts = no_contracts; TotalDelta = totaldelta; TotalTheta = totaltheta; // Gamma = gamma; // Vega = vega; MyDelta = mydelta; MyTheta = mytheta; MyGamma = mygamma; MyVega = myvega; OpenDate = open_date; ClosedDate = closed_date; TotalProfitLoss = (double?)profit_loss; DailyProfitLoss = (double?)daily_profit_loss; DailyProfitLossTimestamp = daily_profit_loss_timestamp; ProfitLossTimestamp = profit_loss_timestamp; YesterdayProfitLoss = (double?)yesterday_profit_loss; YesterdayProfitLossTimestamp = yesterday_profit_loss_timestamp; ProfitThreshold = (double?)profit_threshold; LastEmail = last_email; EmailNotifications = email_notifications; Trade_id = trade_id; ModelOption = null; }
public OmahaEquity(EquityType eqtype, bool hasouts) { this.type = eqtype; this.outcount = hasouts ? new int[52] : null; this.outs = hasouts ? new List <Out>() : null; }