internal static IList <ITrade> GetOpenTradesByAssetClass(AssetClass ac)
{
var trades = new List <ITrade>();
try
{
using var connection = new SqlConnection(Builder.ConnectionString);
connection.Open();
const string sql = "SELECT * From Trade INNER JOIN Market ON Trade.MarketId=Market.Id" +
" INNER JOIN Strategy ON Trade.StrategyId=Strategy.Id WHERE CloseLevel IS NULL AND Market.AssetClass = @assetClass;";
using (var cmd = new SqlCommand(sql, connection))
{
cmd.Parameters.AddWithValue("@assetClass", ac.ToString());
var results = cmd.ExecuteReader();
if (results.HasRows)
{
while (results.Read())
{
trades.Add(ReadTradeIn(results));
}
}
}
connection.Close();
}
catch (SqlException e)
{
Debug.WriteLine(e.ToString());
}
return(trades);
}
/// <summary>
/// Returns the class UClass if it is loaded. It is not possible to load the class if it is unloaded since we only have the short name.
/// </summary>
/// <returns></returns>
public UClass GetClass()
{
if (!IsValid)
{
return(null);
}
return(UClass.GetClass(AssetClass.ToString()));
}
public AssetBase CreateAsset(AssetClass assetClass, string ticker, OptionClass?optionClass = null, string underlyingTicker = null, DateTime?expiration = null, double?strike = null)
{
switch (assetClass)
{
case AssetClass.Stock:
Stock stock = new Stock(ticker);
SaveAsset(stock);
return(stock);
case AssetClass.ETF:
ETF etf = new ETF(ticker);
SaveAsset(etf);
return(etf);
case AssetClass.Bond:
Bond bond = new Bond(ticker);
SaveAsset(bond);
return(bond);
case AssetClass.Option:
if (optionClass.HasValue)
{
Option option = new Option(optionClass.Value, ticker);
Stock unserlyingAsset = (Stock)GetAssetyBy(AssetClass.Stock, underlyingTicker);
if (unserlyingAsset == null)
{
unserlyingAsset = new Stock(underlyingTicker);
SaveAsset(unserlyingAsset);
}
option.UnderlyingAsset = unserlyingAsset;
option.ExpirationDate = expiration.Value;
option.Strike = strike.Value;
SaveAsset(option);
return(option);
}
else
{
throw new ArgumentException("Must provide option class (call other put), underlying asset, strike and expiration when asset is an option");
}
case AssetClass.Cash:
Cash cash = new Cash(ticker);
SaveAsset(cash);
return(cash);
default:
throw new NotImplementedException($"There is no DBSet AssetClass={assetClass.ToString()}");
}
}
private IEnumerable <AssetBase> GetDBSetFor(AssetClass assetClass)
{
switch (assetClass)
{
case AssetClass.Stock:
return(Stocks);
case AssetClass.ETF:
return(ETFs);
case AssetClass.Bond:
return(Bonds);
case AssetClass.Option:
return(Options);
case AssetClass.Cash:
return(Cash);
default:
throw new NotImplementedException($"There is no DBSet AssetClass={assetClass.ToString()}");
}
}
public override object ReadJson(JsonReader reader, Type objectType, object existingValue, JsonSerializer serializer)
{
JObject jo = JObject.Load(reader);
AssetClass assetClass = (AssetClass)jo["assetClass"].Value <int>();
switch (assetClass)
{
case AssetClass.Stock:
return(jo.ToObject <Stock>(serializer));
case AssetClass.ETF:
return(jo.ToObject <ETF>(serializer));
case AssetClass.Option:
return(jo.ToObject <Option>(serializer));
case AssetClass.Cash:
return(jo.ToObject <Cash>(serializer));
case AssetClass.Bond:
return(jo.ToObject <Bond>(serializer));
default:
throw new NotImplementedException($"There is no convertion for asset class='{assetClass.ToString()}'");
}
}
public AssetType(AssetClass assetClass) : base(assetClass.ToString())
{
}