protected virtual HealthCheckData DoTest()
{
// check it even exists!
var count = 0;
DateTime?oldestMessageDated = null;
var exists = MessageQueue.Exists(myConfig.QueueName);
string info;
if (exists)
{
var queue = new MessageQueue(myConfig.QueueName)
{
MessageReadPropertyFilter = new MessagePropertyFilter
{
ArrivedTime = true
}
};
var me = queue.GetMessageEnumerator2();
var timeout = new TimeSpan(0, 0, 0);
while (me.MoveNext(timeout))
{
var msg = me.Current;
if (!oldestMessageDated.HasValue)
{
oldestMessageDated = msg.ArrivedTime;
}
else if (msg.ArrivedTime < oldestMessageDated)
{
oldestMessageDated = msg.ArrivedTime;
}
count++;
}
info = string.Format("Queue {0} has {1} messages", myConfig.QueueName, count);
}
else
{
info = string.Format("Queue {0} does not exist!", myConfig.QueueName);
}
var props = new ResultProperties
{
{ "Queue", myConfig.QueueName },
{ "Count", count.ToString() }
};
if (oldestMessageDated.HasValue)
{
props.Add("Oldest", oldestMessageDated.ToString());
}
var result = new HealthCheckData
{
Identity = Identity,
Info = info,
Result = exists,
Properties = props
};
if (exists)
{
result.ResultCount = count;
}
return(result);
}
void CalculateOptionPrice()
{
//FIXME: This entire function
OptionType optionType = OptionType.AmericanOptionType;
BinomialStrategyType binomialStrategyType = BinomialStrategyType.CRRBinomialStrategyType; int numberSteps = 200; double interestRate = 0.1;
double volatility = 0.1; double strike = 200; double expiry = 1.0; double currentPrice = 200; double costOfCarry = 0.1; bool isCall = true;
foreach (Property property in InputProperties)
{
if (property.Key is string)
{
string key = property.Key as string;
if (key == InputKeyConstants.OptionType)
{
optionType = ((property.Value as Selection).SelectedItem == "American Option") ? OptionType.AmericanOptionType : OptionType.EuropeanOptionType;
}
else if (key == InputKeyConstants.BinomialType)
{
binomialStrategyType = BinomialStrategyType.CRRBinomialStrategyType;
}
else if (key == InputKeyConstants.NumberOfSteps)
{
numberSteps = int.Parse(property.Value.ToString());
}
else if (key == InputKeyConstants.InterestRate)
{
interestRate = double.Parse(property.Value.ToString());
}
else if (key == InputKeyConstants.Volatility)
{
volatility = double.Parse(property.Value.ToString());
}
else if (key == InputKeyConstants.Strike)
{
strike = double.Parse(property.Value.ToString());
}
else if (key == InputKeyConstants.Expiry)
{
expiry = double.Parse(property.Value.ToString());
}
else if (key == InputKeyConstants.CurrentPrice)
{
currentPrice = double.Parse(property.Value.ToString());
}
else if (key == InputKeyConstants.IsCall)
{
isCall = true;//FIXME
}
}
}
VegaCLR clr = new VegaCLR();
double price = 0.0;
double delta = 0.0;
double vega = 0.0;
clr.CalculateOption(optionType, binomialStrategyType, numberSteps, interestRate, volatility, strike, expiry, currentPrice, costOfCarry, isCall, ref price, ref delta, ref vega);
foreach (Property property in ResultProperties)
{
if (property.Key == ResultKeyConstants.Price)
{
property.Value = price;
}
else if (property.Key == ResultKeyConstants.Delta)
{
property.Value = delta;
}
else if (property.Key == ResultKeyConstants.Vega)
{
property.Value = vega;
}
}
ResultProperties.Add(new Property("", ""));
ResultProperties.Remove(ResultProperties.Last()); //FIXME
_plotViewModel.GraphData = clr.PriceData;
}