private void Init(Stock stock, DateTime date)
{
InitializeComponent();
_chain = OptionDataBase.Get(stock, date);
FillChainExpandables();
FillSymbolLabel();
ClearPreviewTrade();
}
public void ChangeStock(Stock stock, DateTime date)
{
_chain = OptionDataBase.Get(stock, date);
if (_chain != null)
{
FillChainExpandables();
FillSymbolLabel();
ClearPreviewTrade();
}
}
public bool HistoricData(DateTime date)
{
OptionChain chain = OptionDataBase.Get(_stock, date);
if (chain != null)
{
return(true);
}
return(false);
}
public FormMain()
{
GlobalObjects.Initialize();
Api.Initialize(File.ReadAllText("AlphavantageKey.txt"));
StockDataBase.Initialize(TimeSpan.FromHours(5));
OptionDataBase.Initialize();
WatchListManager.Initialize();
InitializeComponent();
watchListUI.Link(GlobalObjects.Chart);
chartControl.Link(GlobalObjects.Chart);
watchListUI.LoadStockEvent += new WatchListUI.LoadStockHandler(LoadStock);
chartControl.LoadStockEvent += new ChartControl.LoadStockHandler(LoadStockChart);
}
public static Option GetOption(Stock stock, OptionType optionType, PositionType posType, double strike, DateTime experation, DateTime date)
{
OptionChain chain = OptionDataBase.Get(stock, date);
if (chain != null)
{
OptionChainDataPoint option = chain.FindOption(optionType, experation, strike);
return(new Option(stock, option.Type, posType, option.Strike, option.Experation));
}
else
{
int daysUntilThursday = 4 - (int)experation.DayOfWeek;
experation = experation.AddDays(daysUntilThursday);
strike = Math.Round(strike, 0);
double amountFromTwoFifty = (strike % 2.5) <= (2.5 - strike % 2.5) ? -(strike % 2.5) : (2.5 - strike % 2.5);
strike += amountFromTwoFifty;
return(new Option(stock, optionType, posType, strike, experation));
}
}
public async Task <double> Price(DateTime date)
{
double price = 0;
OptionChain chain = OptionDataBase.Get(_stock, date);
if (chain != null)
{
OptionChainDataPoint option = chain.FindOption(_optionType, _expDate, _strike);
price = (option.Bid + option.Ask) * 0.5;
}
else
{
TimeSpan updateSpan = DateTime.UtcNow - date;
StockData data = await StockDataBase.Get(_stock, Api.Interval.Daily, updateSpan);
int index = data.FindDateIndex(date);
int expiration = DaysUntilExpiration(date);
price = Indicators.Options.AproxPrice(data, index, _optionType, _strike, expiration);
}
return(price);
}
public void Fill(OptionTrade trade, DateTime dataDate)
{
Clear();
if (trade.Spread.Options[0] != null)
{
if (trade.Spread.Options[0].Strike > 0)
{
OptionChain chain = OptionDataBase.Get(trade.Spread.Stock, dataDate);
OptionChainDataPoint option1 = chain.FindOption(trade.Spread.Options[0].OptionType, trade.Spread.Options[0].ExpirationDate, trade.Spread.Options[0].Strike);
if (trade.Spread.Options[0].PositionType == PositionType.Long)
{
orderLineUI1.Fill(option1, trade.Amount);
}
else if (trade.Spread.Options[0].PositionType == PositionType.Short)
{
orderLineUI1.Fill(option1, trade.Amount * -1);
}
}
}
if (trade.Spread.Options[1] != null)
{
if (trade.Spread.Options[1].Strike > 0)
{
OptionChain chain = OptionDataBase.Get(trade.Spread.Stock, dataDate);
OptionChainDataPoint option1 = chain.FindOption(trade.Spread.Options[1].OptionType, trade.Spread.Options[1].ExpirationDate, trade.Spread.Options[1].Strike);
if (trade.Spread.Options[1].PositionType == PositionType.Long)
{
orderLineUI2.Fill(option1, trade.Amount);
}
else if (trade.Spread.Options[1].PositionType == PositionType.Short)
{
orderLineUI2.Fill(option1, trade.Amount * -1);
}
}
}
}
public static Spread GetSpread(Stock stock, SpreadType type, double strikeLow, double spreadWidth, DateTime experationDate, DateTime date)
{
Option[] options;
if (type == SpreadType.LongCall || type == SpreadType.LongPut || type == SpreadType.ShortPut)
{
options = new Option[1];
}
else
{
options = new Option[2];
}
switch (type)
{
case SpreadType.LongCall:
options[0] = Option.GetOption(stock, OptionType.Call, PositionType.Long, strikeLow, experationDate, date);
break;
case SpreadType.LongPut:
options[0] = Option.GetOption(stock, OptionType.Put, PositionType.Long, strikeLow, experationDate, date);
break;
case SpreadType.ShortPut:
options[0] = Option.GetOption(stock, OptionType.Put, PositionType.Short, strikeLow, experationDate, date);
break;
case SpreadType.LongCallVertical:
options[0] = Option.GetOption(stock, OptionType.Call, PositionType.Long, strikeLow, experationDate, date);
options[1] = Option.GetOption(stock, OptionType.Call, PositionType.Short, strikeLow + spreadWidth, experationDate, date);
break;
case SpreadType.ShortCallVertical:
options[0] = Option.GetOption(stock, OptionType.Call, PositionType.Short, strikeLow, experationDate, date);
options[1] = Option.GetOption(stock, OptionType.Call, PositionType.Long, strikeLow + spreadWidth, experationDate, date);
break;
case SpreadType.LongPutVertical:
options[0] = Option.GetOption(stock, OptionType.Put, PositionType.Short, strikeLow, experationDate, date);
options[1] = Option.GetOption(stock, OptionType.Put, PositionType.Long, strikeLow + spreadWidth, experationDate, date);
break;
case SpreadType.ShortPutVertical:
options[0] = Option.GetOption(stock, OptionType.Put, PositionType.Long, strikeLow, experationDate, date);
options[1] = Option.GetOption(stock, OptionType.Put, PositionType.Short, strikeLow + spreadWidth, experationDate, date);
break;
}
if (options.Length == 2)
{
if (options[0].Strike == options[1].Strike)
{
OptionChain chain = OptionDataBase.Get(options[1].Stock, date);
double newStrike = chain.FindNextStrike(options[1].Strike, options[1].ExpirationDate);
options[1] = Option.GetOption(options[1].Stock, options[1].OptionType, options[1].PositionType,
newStrike, options[1].ExpirationDate, date);
}
}
Spread spread = new Spread(options);
return(spread);
}