//public string[] parsedExpression
//{
// get { return saParsed; }
//}
public ReversePolishNotation(OptionStrategy optionStrategy, OptionSpreadManager optionSpreadManager)
{
sOriginalExpression = string.Empty;
sTransitionExpression = string.Empty;
sPostfixExpression = string.Empty;
this.optionStrategy = optionStrategy;
this.optionSpreadManager = optionSpreadManager;
}
public List <OptionStrategy> readSupplementContracts(string fullFile, OptionArrayTypes optionArrayTypes,
int portfolioId,
QueryFutureIdContractDelegate queryFutureIdContractDelegate, object queryObject)
{
List <OptionStrategy> optionStrategies = new List <OptionStrategy>();
try
{
if (File.Exists(fullFile))
{
FileStream fileStream = new FileStream(fullFile,
FileMode.Open, FileAccess.Read, FileShare.ReadWrite);
StreamReader streamReader = new StreamReader(fileStream);
int optionStrategyCount = 1;
while (!streamReader.EndOfStream)
{
String line = streamReader.ReadLine();
if (line.Length > 0)
{
string[] supplementContractStrategy = line.Split(',');
if (supplementContractStrategy.Length >= 3)
{
string idcontract = queryFutureIdContractDelegate(queryObject,
Convert.ToInt32(supplementContractStrategy[0].Trim()),
Convert.ToInt32(supplementContractStrategy[1].Trim()),
Convert.ToInt32(supplementContractStrategy[2].Trim()));
OptionStrategy optionStrategy = new OptionStrategy();
optionStrategy.optionStrategyParameters = new OptionStrategyParameter[
optionArrayTypes.tblStrategyStateFieldTypesArray.GetLength(0)];
for (int i = 0; i < optionArrayTypes.tblStrategyStateFieldTypesArray.GetLength(0); i++)
{
optionStrategy.optionStrategyParameters[i] = new OptionStrategyParameter();
}
optionStrategies.Add(optionStrategy);
optionStrategy.supplementContract = true;
optionStrategy.idPortfoliogroup = portfolioId;
optionStrategy.idInstrument = Convert.ToInt32(supplementContractStrategy[0]);
optionStrategy.idStrategy = optionStrategyCount;
optionStrategyCount++;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.numberOfLegs].strategyStateFieldType
= TBL_STRATEGY_STATE_FIELDS.numberOfLegs;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.numberOfLegs].parseParameter = TBL_DB_PARSE_PARAMETER.DONOT_PARSE_PARAMETER;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.numberOfLegs].stateValue = 1;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.spreadStructure].strategyStateFieldType = TBL_STRATEGY_STATE_FIELDS.spreadStructure;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.spreadStructure].parseParameter = TBL_DB_PARSE_PARAMETER.PARSE_PARAMETER;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.spreadStructure].stateValueStringNotParsed = "2";
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.activeContractIndexes].strategyStateFieldType = TBL_STRATEGY_STATE_FIELDS.activeContractIndexes;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.activeContractIndexes].parseParameter = TBL_DB_PARSE_PARAMETER.PARSE_PARAMETER;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.activeContractIndexes].stateValueStringNotParsed = idcontract;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.rollIntoContractIndexes].strategyStateFieldType = TBL_STRATEGY_STATE_FIELDS.rollIntoContractIndexes;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.rollIntoContractIndexes].parseParameter = TBL_DB_PARSE_PARAMETER.PARSE_ROLL_PARAMETER_SCRIPT;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.rollIntoContractIndexes].stateValueStringNotParsed = "";
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.cfgContracts].strategyStateFieldType = TBL_STRATEGY_STATE_FIELDS.cfgContracts;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.cfgContracts].parseParameter = TBL_DB_PARSE_PARAMETER.PARSE_PARAMETER;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.cfgContracts].stateValueStringNotParsed = "";
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.currentPosition].strategyStateFieldType = TBL_STRATEGY_STATE_FIELDS.currentPosition;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.currentPosition].parseParameter = TBL_DB_PARSE_PARAMETER.PARSE_PARAMETER;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.currentPosition].stateValueStringNotParsed = "";
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.entryRule].strategyStateFieldType = TBL_STRATEGY_STATE_FIELDS.entryRule;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.entryRule].parseParameter = TBL_DB_PARSE_PARAMETER.PARSE_ENTRY_SCRIPT;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.entryRule].stateValueStringNotParsed = "";
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.entryLots].strategyStateFieldType = TBL_STRATEGY_STATE_FIELDS.entryLots;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.entryLots].parseParameter = TBL_DB_PARSE_PARAMETER.PARSE_PARAMETER;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.entryLots].stateValueStringNotParsed = "";
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.exitRule].strategyStateFieldType = TBL_STRATEGY_STATE_FIELDS.exitRule;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.exitRule].parseParameter = TBL_DB_PARSE_PARAMETER.PARSE_EXIT_SCRIPT;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.exitRule].stateValueStringNotParsed = "";
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.exitLots].strategyStateFieldType = TBL_STRATEGY_STATE_FIELDS.exitLots;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.exitLots].parseParameter = TBL_DB_PARSE_PARAMETER.PARSE_PARAMETER;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.exitLots].stateValueStringNotParsed = "";
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.marginRequirement].strategyStateFieldType = TBL_STRATEGY_STATE_FIELDS.marginRequirement;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.marginRequirement].parseParameter = TBL_DB_PARSE_PARAMETER.DONOT_PARSE_PARAMETER;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.marginRequirement].stateValue = 0;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.rRisk].strategyStateFieldType = TBL_STRATEGY_STATE_FIELDS.rRisk;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.rRisk].parseParameter = TBL_DB_PARSE_PARAMETER.DONOT_PARSE_PARAMETER;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.rRisk].stateValue = 0;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.rRisk_R].strategyStateFieldType = TBL_STRATEGY_STATE_FIELDS.rRisk_R;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.rRisk_R].parseParameter = TBL_DB_PARSE_PARAMETER.DONOT_PARSE_PARAMETER;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.rRisk_R].stateValue = 0;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.oneR].strategyStateFieldType = TBL_STRATEGY_STATE_FIELDS.oneR;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.oneR].parseParameter = TBL_DB_PARSE_PARAMETER.DONOT_PARSE_PARAMETER;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.oneR].stateValue = 0;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.rStatus].strategyStateFieldType = TBL_STRATEGY_STATE_FIELDS.rStatus;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.rStatus].parseParameter = TBL_DB_PARSE_PARAMETER.DONOT_PARSE_PARAMETER;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.rStatus].stateValue = 0;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.rStatus_R].strategyStateFieldType = TBL_STRATEGY_STATE_FIELDS.rStatus_R;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.rStatus_R].parseParameter = TBL_DB_PARSE_PARAMETER.DONOT_PARSE_PARAMETER;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.rStatus_R].stateValue = 0;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.idRiskType].strategyStateFieldType = TBL_STRATEGY_STATE_FIELDS.idRiskType;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.idRiskType].parseParameter = TBL_DB_PARSE_PARAMETER.DONOT_PARSE_PARAMETER;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.idRiskType].stateValue = 0;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.idSignalType].strategyStateFieldType = TBL_STRATEGY_STATE_FIELDS.idSignalType;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.idSignalType].parseParameter = TBL_DB_PARSE_PARAMETER.DONOT_PARSE_PARAMETER;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.idSignalType].stateValue = 0;
optionStrategy.lockedIn_R = 0;
}
}
}
fileStream.Close();
streamReader.Close();
}
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
return(optionStrategies);
}
