static void testMarket1()
{
AMarket market = AMarket.GetInstance(MarketVendor.Exchange);
ASecurity s1 = new ETF("510050", Exchange.SHE); //50ETF
ASecurity s2 = new ETF("510180", Exchange.SHE); //100ETF
ASecurity s3 = new Stock("601318", Exchange.SHE); //中国平安
ASecurity s4 = new Stock("600104", Exchange.SHE); //上汽集团
List <ASecurity> seclist = new List <ASecurity>();
seclist.Add(s1);
seclist.Add(s2);
seclist.Add(s3);
seclist.Add(s4);
List <Option> optionlist = market.GetOptionSet(seclist);
//ASecurity s = (ASecurity)market.htUnderlyingSets["510050"];
//s.name = "更改";
if (optionlist != null)
{
foreach (Option o in optionlist)
{
o.DebugPrint();
}
}
market.Dispose();
}
public virtual void AddOptions(ASecurity underlying)
{
try
{
if (underlying.category == SecurityCategory.OPTION)
{
//添加期权合约本身
this.AddOptions((Option)underlying);
}
else
{
//添加标的对应的期权合约
List <Option> optionlist = _optionengine.GetOptionSet(underlying);
this.AddOptions(optionlist);
}
}
catch (Exception ex)
{
throw ex;
}
}
static void testMM1()
{
string acc = "1104";
string combi = "11040201";
List <ASecurity> underlyinglist = new List <ASecurity>();
//underlyinglist.Add(new ETF("510050", Exchange.SHE));
underlyinglist.Add(new ETF("510180", Exchange.SHE));
underlyinglist.Add(new Stock("601318", Exchange.SHE));
//underlyinglist.Add(new Stock("600104", Exchange.SHE));
AMarket mkt = AMarket.GetInstance(MarketVendor.Exchange);
List <Option> optionlist = mkt.GetOptionSet(underlyinglist);
foreach (Option o in optionlist)
{
QueryPara param = new QueryPara();
param.fundcode = acc;
param.portfolio = combi;
param.securitycode = o.code;
AEntrust et = AEntrust.GetInstance(EntrustVendor.Hundsun);
et.OptionEntrustQuery(param, o.entrustbook);
bool flg = o.makemarketstat.IsValid();
if (o.entrustbook != null && o.entrustbook.Count > 0)
{
foreach (EntrustBook eb in o.entrustbook)
{
eb.DebugPrint();
}
}
//Debug.Print(string.Format("spread, code={2},name={3},价差={0},{1}", o.makemarketstat.currminspreadpct.ToString("P2"), o.makemarketstat.message, o.code,o.name));
}
}
