private string[] CreateActualPosTableDataRowFromFut(Futures fut)
{
string[] rowData = new string[10];
int indexCount = 4;
rowData[0] = "F";
rowData[1] = "0";
rowData[2] = Convert.ToString(fut.Position.EnterPrice);
rowData[3] = Convert.ToString(fut.Position.Quantity);
rowData[4] = Convert.ToString(fut.Position.GetMarketPriceToClose(fut.GetTradeBlotter()));
rowData[5] = Convert.ToString(fut.Position.CalcCurrentPnL(fut.GetTradeBlotter()));
rowData[6] = Convert.ToString(fut.Position.CalcCurrentPnLInCurrency(fut.GetTradeBlotter(), fut.PriceStep, fut.PriceStepValue));
rowData[7] = Convert.ToString(0.0);
rowData[8] = Convert.ToString(0.0);
rowData[9] = Convert.ToString(dataCollector.GetBasicFutures().MarginRequirement);
return(rowData);
}
public double[] GetRenderDataFromFutures(Futures futures)
{
if (futures == null)
{
throw new RenderingDerivativesException("instrument is null, can't render it.");
}
double[] result = new double[]
{
futures.Position.GetMarketPriceToClose(futures.GetTradeBlotter()),
0.0,
Math.Round(futures.Position.CalcCurrentPnL(futures.GetTradeBlotter()), 2),
Math.Round(futures.Position.CalcCurrentPnLInCurrency(futures.GetTradeBlotter(), futures.PriceStep, futures.PriceStepValue), 0),
futures.Position.Quantity,
0.0,
0.0,
0.0,
};
return(result);
}
public double CalculateActualStrike()
{
return(Math.Round(basicFutures.GetTradeBlotter().AskPrice / Settings.Default.StrikeStep, 0) * Settings.Default.StrikeStep);
}