private void FillPanelChain(OptionChain dateChain)
{
panelChain.Controls.Clear();
if (dateChain.Options.Count > 0)
{
for (int i = 0; i < _strikes.Length; i++)
{
OptionChainDataPoint call = dateChain.FindOption(Options.OptionType.Call, _experation, _strikes[i]);
OptionChainDataPoint put = dateChain.FindOption(Options.OptionType.Put, _experation, _strikes[i]);
OptionChainStrikeLine line = new OptionChainStrikeLine(call, put);
line.Location = new Point(0, 32 * i);
line.CallClicked += new MouseEventHandler(FireCallClickEvent);
line.PutClicked += new MouseEventHandler(FirePutClickEvent);
line.CallDoubleClicked += new MouseEventHandler(FireCallDoubleClickEvent);
line.PutDoubleClicked += new MouseEventHandler(FirePutDoubleClickEvent);
line.CallEntered += new EventHandler(FireCallEnteredEvent);
line.PutEntered += new EventHandler(FirePutEnteredEvent);
line.CallMouseUp += new MouseEventHandler(FireCallMouseUpEvent);
line.PutMouseUp += new MouseEventHandler(FirePutMouseUpEvent);
line.CallMouseMove += new MouseEventHandler(FireCallMouseMoveEvent);
line.PutMouseMove += new MouseEventHandler(FirePutMouseMoveEvent);
panelChain.Controls.Add(line);
}
}
}
private void FillLabels(OptionChainDataPoint option, int amount)
{
_isFilling = true;
if (option != null)
{
numericUpDownQuantity.Visible = true;
numericUpDownQuantity.Value = amount;
labelDate.Text = option.Experation.ToString("MMM dd");
labelDaysOut.Text = (option.Experation - option.DataDate).TotalDays.ToString();
labelStrike.Text = option.Strike.ToString();
labelType.Text = option.Type.ToString().Substring(0, 1);
if (amount < 0)
{
labelOrderType.Text = "STO";
labelOrderType.ForeColor = Color.Red;
}
else
{
labelOrderType.Text = "BTO";
labelOrderType.ForeColor = Color.Green;
}
}
else
{
numericUpDownQuantity.Visible = false;
labelDate.Text = "";
labelDaysOut.Text = "";
labelStrike.Text = "";
labelType.Text = "";
labelOrderType.Text = "";
}
_isFilling = false;
}
public OptionChainStrikeLine(OptionChainDataPoint dataPointCall, OptionChainDataPoint dataPointPut)
{
InitializeComponent();
labelStrike.Text = dataPointCall.Strike.ToString();
labelVolumeCall.Text = dataPointCall.Volume.ToString();
labelAskCall.Text = dataPointCall.Ask.ToString();
labelBidCall.Text = dataPointCall.Bid.ToString();
labelOpenInterestCall.Text = dataPointCall.OpenInterest.ToString();
labelVolumePut.Text = dataPointPut.Volume.ToString();
labelAskPut.Text = dataPointPut.Ask.ToString();
labelBidPut.Text = dataPointPut.Bid.ToString();
labelOpenInterestPut.Text = dataPointPut.OpenInterest.ToString();
Strike = dataPointCall.Strike;
Experation = dataPointCall.Experation;
}
public static Option GetOption(Stock stock, OptionType optionType, PositionType posType, double strike, DateTime experation, DateTime date)
{
OptionChain chain = OptionDataBase.Get(stock, date);
if (chain != null)
{
OptionChainDataPoint option = chain.FindOption(optionType, experation, strike);
return(new Option(stock, option.Type, posType, option.Strike, option.Experation));
}
else
{
int daysUntilThursday = 4 - (int)experation.DayOfWeek;
experation = experation.AddDays(daysUntilThursday);
strike = Math.Round(strike, 0);
double amountFromTwoFifty = (strike % 2.5) <= (2.5 - strike % 2.5) ? -(strike % 2.5) : (2.5 - strike % 2.5);
strike += amountFromTwoFifty;
return(new Option(stock, optionType, posType, strike, experation));
}
}
public async Task <double> Price(DateTime date)
{
double price = 0;
OptionChain chain = OptionDataBase.Get(_stock, date);
if (chain != null)
{
OptionChainDataPoint option = chain.FindOption(_optionType, _expDate, _strike);
price = (option.Bid + option.Ask) * 0.5;
}
else
{
TimeSpan updateSpan = DateTime.UtcNow - date;
StockData data = await StockDataBase.Get(_stock, Api.Interval.Daily, updateSpan);
int index = data.FindDateIndex(date);
int expiration = DaysUntilExpiration(date);
price = Indicators.Options.AproxPrice(data, index, _optionType, _strike, expiration);
}
return(price);
}
public OptionChain Load()
{
if (File.Exists(FilePath))
{
string[] fileLines = File.ReadAllLines(FilePath);
if (fileLines.Length > 0)
{
string[] values = fileLines[0].Split(',');
Stock stock = new Stock(values[0]);
DateTime dataDate = DateTime.Parse(values[5]);
OptionChain result = new OptionChain(stock, dataDate);
for (int i = 0; i < fileLines.Length; i++)
{
values = fileLines[i].Split(',');
OptionChainDataPoint dataPoint = new OptionChainDataPoint()
{
Stock = stock,
StockPrice = Convert.ToDouble(values[1]),
Code = values[2],
Type = Option.ParseType(values[3]),
Experation = DateTime.Parse(values[4]),
DataDate = dataDate,
Strike = Convert.ToDouble(values[6]),
Last = Convert.ToDouble(values[7]),
Bid = Convert.ToDouble(values[8]),
Ask = Convert.ToDouble(values[9]),
Volume = Convert.ToDouble(values[10]),
OpenInterest = Convert.ToDouble(values[11])
};
result.Options.Add(dataPoint);
}
return(result);
}
}
return(null);
}
public void Fill(OptionTrade trade, DateTime dataDate)
{
Clear();
if (trade.Spread.Options[0] != null)
{
if (trade.Spread.Options[0].Strike > 0)
{
OptionChain chain = OptionDataBase.Get(trade.Spread.Stock, dataDate);
OptionChainDataPoint option1 = chain.FindOption(trade.Spread.Options[0].OptionType, trade.Spread.Options[0].ExpirationDate, trade.Spread.Options[0].Strike);
if (trade.Spread.Options[0].PositionType == PositionType.Long)
{
orderLineUI1.Fill(option1, trade.Amount);
}
else if (trade.Spread.Options[0].PositionType == PositionType.Short)
{
orderLineUI1.Fill(option1, trade.Amount * -1);
}
}
}
if (trade.Spread.Options[1] != null)
{
if (trade.Spread.Options[1].Strike > 0)
{
OptionChain chain = OptionDataBase.Get(trade.Spread.Stock, dataDate);
OptionChainDataPoint option1 = chain.FindOption(trade.Spread.Options[1].OptionType, trade.Spread.Options[1].ExpirationDate, trade.Spread.Options[1].Strike);
if (trade.Spread.Options[1].PositionType == PositionType.Long)
{
orderLineUI2.Fill(option1, trade.Amount);
}
else if (trade.Spread.Options[1].PositionType == PositionType.Short)
{
orderLineUI2.Fill(option1, trade.Amount * -1);
}
}
}
}
public void Fill(OptionChainDataPoint option, int amount)
{
FillLabels(option, amount);
}
