// code parsing or 어쩌구.
public static Kospi200Index_option CreateKOSPI200_Option(DateTime tradeDate,
string krxCode,
int quantity,
double tradeIndex)
{
// 장내 이므로 불러옴.
clsTRADABLE_KRX_INDEXOPTION_TB clstb = new clsTRADABLE_KRX_INDEXOPTION_TB();
clstb.INST_KRX_CD = krxCode;
clstb.SelectOwn();
Kospi200Index_option inst = new Kospi200Index_option();
string inst_ID = IDGenerator.getNewInstrumentID(inst.InstrumentType_, tradeDate, inst);
inst.baseDAO_.INSTRUMENT_ID = inst_ID;
inst.baseDAO_.INSTRUMENT_NM = clstb.INST_NM;
//inst.baseDAO_.FP_MASTER_TYP = Convert.ToInt32(inst.InstrumentType_); // 아직 구분 못했음. 우선 그냥 instType으로 넣음.
inst.baseDAO_.FP_MASTER_TYP = IDGenerator.KRXCodetoFP_MASTER_TYP(krxCode);
inst.baseDAO_.NOTIONAL = clstb.INDEX_MULTIPLIER;
inst.baseDAO_.PRICE = tradeIndex;
inst.baseDAO_.QUANTITY = quantity;
inst.baseDAO_.CURR = "KRW";
inst.baseDAO_.FX_RATE = 1.0;
//inst.baseDAO_.NOTIONAL = Math.Abs(quantity * clstb.STRIKE * clstb.INDEX_MULTIPLIER);
//inst.baseDAO_.CURR = "KRW";
//inst.baseDAO_.BUY_SELL = (quantity > 0) ? (int)clsMAST_FP_INSTRUMENT_TB.BUY_SELL_Type.Buy :
// (int)clsMAST_FP_INSTRUMENT_TB.BUY_SELL_Type.Sell;
//inst.baseDAO_.QUANTITY = Math.Abs(quantity);
inst.baseDAO_.EFFECTIVE_DT = tradeDate.ToString("yyyyMMdd");
inst.baseDAO_.MATURITY_DT = clstb.MATURITY_DT;
inst.baseDAO_.BOOKED_DT = tradeDate.ToString("yyyyMMdd");
inst.baseDAO_.CLOSED_DT = "20991231";
clsTRADABLE_KRX_INDEXOPTION_TB clstb_tradable = new clsTRADABLE_KRX_INDEXOPTION_TB();
clstb_tradable.INST_KRX_CD = krxCode;
clstb_tradable.SelectOwn();
inst.indexOptionDAO_.INSTRUMENT_ID = inst_ID;
inst.indexOptionDAO_.INSTRUMENT_TYP = Convert.ToInt32(inst.InstrumentType_); // 내부 타입인데..
inst.indexOptionDAO_.NOTIONAL = Math.Abs(quantity * clstb.STRIKE * clstb.INDEX_MULTIPLIER);
inst.indexOptionDAO_.QUANTITY = quantity;
inst.indexOptionDAO_.INDEX_MULTIPLIER = clstb_tradable.INDEX_MULTIPLIER;
inst.indexOptionDAO_.UNDERLYING_INDEX_CD = clstb.UNDERLYING_CD;
inst.indexOptionDAO_.OPTION_TYP = 0;
inst.indexOptionDAO_.STRIKE = clstb_tradable.STRIKE;
inst.indexOptionDAO_.CURR = "KRW";
inst.indexOptionDAO_.EFFECTIVE_DT = tradeDate.ToString("yyyyMMdd");
inst.indexOptionDAO_.MATURITY_DT = clstb.MATURITY_DT;
return inst;
}
public static void inserKRX_kospi200Option(string inst_name,string krx_krCode)
{
// kr 코드 파싱함.
clsTRADABLE_KRX_INDEXOPTION_TB clstb = new clsTRADABLE_KRX_INDEXOPTION_TB();
clstb.INST_KRX_CD = krx_krCode;
if ( clstb.SelectOwn() == 0 )
{
clstb.INST_NM = inst_name;
clstb.INST_BROKER_CD = "";
// 둘째 주 목요일 구하는 거.
int year = Convert.ToInt32(inst_name.Substring(9, 4));
int month = Convert.ToInt32(inst_name.Substring(13, 2));
DateTime maturity = CalendarManager.monthlyOptionMaturiry(year, month, DayOfWeek.Thursday, 2);
clstb.MATURITY_DT = maturity.ToString("yyyyMMdd");
clstb.UNDERLYING_CD = "KOSPI200";
int type = Convert.ToInt32(krx_krCode.Substring(2, 3));
clstb.OPTION_TYP = type;
double strike = Convert.ToDouble(inst_name.Substring(inst_name.Length - 5, 5));
clstb.STRIKE = strike;
clstb.INDEX_MULTIPLIER = 500000;
clstb.BROKER_CD = "";
clstb.Insert();
}
//
}
public static Kospi200OptionTradeInfo makeKospi200f_tradeInfo(DateTime tradeDate,
string availableTradeCD,
int quantity,
double tradeIndex)
{
Kospi200OptionTradeInfo ifti = new Kospi200OptionTradeInfo();
Kospi200Index_option index_option = Kospi200Index_option.CreateKOSPI200_Option(tradeDate,
availableTradeCD,
quantity,
tradeIndex);
index_option.Index_ = tradeIndex;
ifti.Financial_instrument_ = index_option;
// index multiplier
clsTRADABLE_KRX_INDEXOPTION_TB clstb = new clsTRADABLE_KRX_INDEXOPTION_TB();
clstb.INST_KRX_CD = availableTradeCD;
clstb.SelectOwn();
double indexMultiplier = clstb.INDEX_MULTIPLIER;
// trade fee
//clsITEM_FP_TRADE_FEE_TB clstb_tradeFee = new clsITEM_FP_TRADE_FEE_TB();
//clstb_tradeFee.TRADE_CD = availableTradeCD;
//clstb_tradeFee.SelectOwn();
//double tradeFeeRate = clstb_tradeFee.TRADE_FEE;
double tradeFeeRate = 0.0015; // 키움꺼임.
double strike = index_option.indexOptionDAO_.STRIKE;
ifti.DAO_ = new clsHITM_TRADEINFO_TB();
ifti.DAO_.TRADE_ID = IDGenerator.getNewTradeID(TradeInfo.TradeType.Dynamic_Hedge,
index_option.InstrumentType_,
tradeDate);
ifti.DAO_.INSTRUMENT_ID = index_option.indexOptionDAO_.INSTRUMENT_ID;
ifti.DAO_.TRADE_DT = tradeDate.ToString("yyyyMMdd");
ifti.DAO_.TRADE_TM = DateTime.Now.ToString("HHmmss");
ifti.DAO_.TRADE_SEQ = IDGenerator.getTradeSeq(tradeDate);
ifti.DAO_.TRADE_TYP = Convert.ToInt32(TradeInfo.TradeType.Dynamic_Hedge);
ifti.DAO_.FP_MASTER_TYP = index_option.baseDAO_.FP_MASTER_TYP;
ifti.DAO_.TRADE_UNIT = Convert.ToInt32(tradeIndex * indexMultiplier);
ifti.DAO_.TRADE_MULTIPLIER = indexMultiplier;
ifti.DAO_.TRADE_CURR = "KRW";
ifti.DAO_.CURR_RATE = 1.0;
ifti.DAO_.TRADE_INDEX = tradeIndex;
ifti.DAO_.TRADE_INDEXUNIT = 1.0;
ifti.DAO_.TRADE_QNT = quantity;
ifti.DAO_.TRADE_NOTIONAL_AMT = Math.Round(Math.Abs(Convert.ToDouble(quantity * strike * indexMultiplier)));
//ifti.DAO_.ACCOUNT_AMT = tradeIndex * quantity * indexMultiplier;
ifti.DAO_.ACCOUNT_AMT = 0.0;
ifti.DAO_.TRADE_FEE = Math.Round(Math.Abs(ifti.DAO_.ACCOUNT_AMT * tradeFeeRate));
ifti.DAO_.TRADE_PL = 0.0;
ifti.DAO_.TRADE_FEE_PAYMENT_DT = tradeDate.ToString("yyyyMMdd");
ifti.DAO_.COUNTER_ID = "KRX";
ifti.DAO_.BOOKED_FLAG = 0;
return ifti;
}