public void UpdateStrategyModel(StrategyVM sVM, StrategyVM.Model model)
{
var strategy = new PBStrategy();
strategy.Exchange = sVM.Exchange;
strategy.Contract = sVM.Contract;
strategy.Symbol = sVM.StrategySym;
strategy.BaseContract = sVM.BaseContract;
if (model == StrategyVM.Model.PM)
{
strategy.PricingModel = sVM.PricingModel;
}
if (model == StrategyVM.Model.IVM)
{
strategy.IvModel = sVM.IVModel;
}
if (model == StrategyVM.Model.VM)
{
strategy.VolModel = sVM.VolModel;
}
MessageWrapper.SendMessage((uint)BusinessMessageID.MSG_ID_MODIFY_PRICING_CONTRACT, strategy);
}
private void OnKeyDown(object sender, KeyEventArgs e)
{
Control ctrl = sender as Control;
if (ctrl != null)
{
if (e.Key == Key.Enter)
{
StrategyVM strategyVM = ctrl.Tag as StrategyVM;
if (strategyVM != null)
{
if (e.Key == Key.Enter)
{
strategyVM.UpdateStrategy();
}
else
{
ctrl.DataContext = null;
ctrl.DataContext = strategyVM;
}
}
ctrl.Background = Brushes.White;
}
else
{
ctrl.Background = Brushes.MistyRose;
}
}
}
public void UpdateStrategy(StrategyVM sVM, bool resetCounter = false)
{
var strategy = new PBStrategy();
strategy.Exchange = sVM.Exchange;
strategy.Contract = sVM.Contract;
strategy.Symbol = sVM.StrategySym;
strategy.Depth = sVM.Depth;
strategy.BidQV = sVM.BidQV;
strategy.AskQV = sVM.AskQV;
strategy.Hedging = sVM.Hedging;
strategy.AskEnabled = sVM.AskEnabled;
strategy.BidEnabled = sVM.BidEnabled;
strategy.MaxAutoTrade = sVM.MaxAutoTrade;
strategy.BidNotCross = sVM.BidNotCross;
strategy.CloseMode = sVM.CloseMode;
strategy.Tif = (int)sVM.TIF;
strategy.VolCond = (int)sVM.VolCondition;
strategy.TickSizeMult = sVM.TickSize;
if (resetCounter)
{
strategy.BidCounter = -1;
strategy.AskCounter = -1;
}
MessageWrapper.SendMessage((uint)BusinessMessageID.MSG_ID_MODIFY_STRATEGY, strategy);
}
private void _otcHandler_OnStrategyUpdated(StrategyVM strategyVM)
{
var contract = strategyVM.Contract;
var exchange = strategyVM.Exchange;
var pointPA = VolatilityModelVM.TheoPutAskVolScatter.
FirstOrDefault(c => ((StrategyVM)c.Tag)?.Contract == contract && ((StrategyVM)c.Tag)?.Exchange == exchange);
var pointPB = VolatilityModelVM.TheoPutBidVolScatter.
FirstOrDefault(c => ((StrategyVM)c.Tag)?.Contract == contract && ((StrategyVM)c.Tag)?.Exchange == exchange);
var pointCA = VolatilityModelVM.TheoCallAskVolScatter.
FirstOrDefault(c => ((StrategyVM)c.Tag)?.Contract == contract && ((StrategyVM)c.Tag)?.Exchange == exchange);
var pointCB = VolatilityModelVM.TheoCallBidVolScatter.
FirstOrDefault(c => ((StrategyVM)c.Tag)?.Contract == contract && ((StrategyVM)c.Tag)?.Exchange == exchange);
if (pointPA != null)
{
pointPA.Value = strategyVM.AskEnabled ? 1 : 0;
}
if (pointPB != null)
{
pointPB.Value = strategyVM.BidEnabled ? 1 : 0;
}
if (pointCA != null)
{
pointCA.Value = strategyVM.AskEnabled ? 1 : 0;
}
if (pointCB != null)
{
pointCB.Value = strategyVM.BidEnabled ? 1 : 0;
}
volPlot.InvalidatePlot(true);
}
private void OnStrategyChanged(object sender, RoutedPropertyChangedEventArgs <object> e)
{
FrameworkElement ctrl = sender as FrameworkElement;
StrategyVM strategyVM = ctrl.DataContext as StrategyVM;
if (strategyVM != null)
{
strategyVM.UpdateStrategy();
}
}
private async void OTCTradingLV_SelectionChanged(object sender, SelectionChangedEventArgs e)
{
StrategyVM strategyVM = OTCTradingLV.SelectedItem as StrategyVM;
if (strategyVM != null)
{
var paramsVM = await OTCHandler?.QueryModelParamsAsync(strategyVM.PricingModel);
StrategyParam.ItemsSource = paramsVM.Params;
}
}
private void ValueChanged(object sender, RoutedPropertyChangedEventArgs <object> e)
{
var updownctrl = sender as IntegerUpDown;
if (updownctrl != null && e.OldValue != null && e.NewValue != null)
{
StrategyVM strategyVM = updownctrl.Tag as StrategyVM;
if (strategyVM != null)
{
strategyVM.UpdateStrategy();
}
}
}
public void UpdateStrategyPricingContracts(StrategyVM sVM, StrategyVM.Model model)
{
var strategy = new PBStrategy();
strategy.Exchange = sVM.Exchange;
strategy.Contract = sVM.Contract;
strategy.Symbol = sVM.StrategySym;
if (model == StrategyVM.Model.PM)
{
foreach (var pc in sVM.PricingContractParams)
{
strategy.PricingContracts.Add(new PBPricingContract()
{
Exchange = pc.Exchange, Contract = pc.Contract, Adjust = pc.Adjust, Weight = pc.Weight
});
}
}
if (model == StrategyVM.Model.IVM)
{
foreach (var pc in sVM.IVMContractParams)
{
strategy.IvmContracts.Add(new PBPricingContract()
{
Exchange = pc.Exchange, Contract = pc.Contract, Adjust = pc.Adjust, Weight = pc.Weight
});
}
}
if (model == StrategyVM.Model.VM)
{
foreach (var pc in sVM.VMContractParams)
{
strategy.VolContracts.Add(new PBPricingContract()
{
Exchange = pc.Exchange, Contract = pc.Contract, Adjust = pc.Adjust, Weight = pc.Weight
});
}
}
MessageWrapper.SendMessage((uint)BusinessMessageID.MSG_ID_MODIFY_PRICING_CONTRACT, strategy);
}
protected void OnQueryStrategySuccessAction(PBStrategyList PB)
{
foreach (var strategy in PB.Strategy)
{
var strategyVM = StrategyVMCollection.FindContract(strategy.Exchange, strategy.Contract);
if (strategyVM == null)
{
strategyVM = new StrategyVM(this);
StrategyVMCollection.Add(strategyVM);
}
strategyVM.Exchange = strategy.Exchange;
strategyVM.Contract = strategy.Contract;
strategyVM.Hedging = strategy.Hedging;
strategyVM.Underlying = strategy.Underlying;
strategyVM.StrategySym = strategy.Symbol;
strategyVM.Depth = strategy.Depth;
strategyVM.AskEnabled = strategy.AskEnabled;
strategyVM.BidEnabled = strategy.BidEnabled;
strategyVM.BidQV = strategy.BidQV;
strategyVM.AskQV = strategy.AskQV;
strategyVM.IVModel = strategy.IvModel;
strategyVM.VolModel = strategy.VolModel;
strategyVM.PricingModel = strategy.PricingModel;
strategyVM.BaseContract = strategy.BaseContract;
strategyVM.Portfolio = strategy.Portfolio;
strategyVM.MaxAutoTrade = strategy.MaxAutoTrade;
strategyVM.BidNotCross = strategy.BidNotCross;
strategyVM.AskCounter = strategy.AskCounter;
strategyVM.BidCounter = strategy.BidCounter;
strategyVM.CloseMode = strategy.CloseMode;
strategyVM.TickSize = strategy.TickSizeMult;
strategyVM.OrderCounter = strategy.LimitOrderCounter;
strategyVM.PricingContractParams.Clear();
foreach (var wtContract in strategy.PricingContracts)
{
strategyVM.PricingContractParams.Add(
new PricingContractParamVM()
{
Exchange = wtContract.Exchange,
Contract = wtContract.Contract,
Adjust = wtContract.Adjust,
Weight = wtContract.Weight
});
}
strategyVM.IVMContractParams.Clear();
foreach (var wtContract in strategy.IvmContracts)
{
strategyVM.IVMContractParams.Add(
new PricingContractParamVM()
{
Exchange = wtContract.Exchange,
Contract = wtContract.Contract,
Adjust = wtContract.Adjust,
Weight = wtContract.Weight
});
}
strategyVM.VMContractParams.Clear();
foreach (var wtContract in strategy.VolContracts)
{
strategyVM.VMContractParams.Add(
new PricingContractParamVM()
{
Exchange = wtContract.Exchange,
Contract = wtContract.Contract,
Adjust = wtContract.Adjust,
Weight = wtContract.Weight
});
}
}
}
