protected override QuoteOptionsResult ConvertResult(Base.ConnectionInfo connInfo, System.IO.Stream stream, Base.SettingsBase settings)
{
List <QuoteOptionsDataChain> options = new List <QuoteOptionsDataChain>();
System.Globalization.CultureInfo culture = new System.Globalization.CultureInfo("en-US");
XDocument doc = MyHelper.ParseXmlDocument(stream);
XElement[] mainLst = XPath.GetElements("//optionsChain", doc);
foreach (XElement chain in mainLst)
{
string idAtt = MyHelper.GetXmlAttributeValue(chain, "symbol");
string expirationDateAtt = MyHelper.GetXmlAttributeValue(chain, "expiration");
DateTime expirationDate = default(DateTime);
if (!System.DateTime.TryParseExact(expirationDateAtt, "yyyy-MM-dd", culture, System.Globalization.DateTimeStyles.None, out expirationDate))
{
System.DateTime.TryParseExact(expirationDateAtt, "yyyy-MM", culture, System.Globalization.DateTimeStyles.None, out expirationDate);
}
List <QuoteOptionsData> lst = new List <QuoteOptionsData>();
foreach (XElement optionNode in chain.Elements())
{
if (optionNode.Name.LocalName == "option")
{
QuoteOptionsData opt = ImportExport.ToQuoteOption(optionNode, culture);
if (opt != null)
{
lst.Add(opt);
}
}
}
options.Add(new QuoteOptionsDataChain(idAtt, expirationDate, lst));
}
return(new QuoteOptionsResult(options.ToArray()));
}
/// <summary>
/// Tries to read a list of quote options from a CSV formatted text
/// </summary>
/// <param name="csvText">The CSV formatted text</param>
/// <param name="delimiter">The delimiter of the CSV text</param>
/// <param name="culture">The used culture for formating dates and numbers. If parameter value is null/Nothing, default Culture will be used.</param>
/// <returns>The converted quote values or Nothing</returns>
/// <remarks></remarks>
public static QuoteOptionsData[] ToQuoteOptions(string csvText, char delimiter, System.Globalization.CultureInfo culture = null)
{
List <QuoteOptionsData> lst = new List <QuoteOptionsData>();
if (csvText != string.Empty)
{
System.Globalization.CultureInfo ci = System.Globalization.CultureInfo.CurrentCulture;
if (culture != null)
{
ci = culture;
}
string[][] table = MyHelper.CsvTextToStringTable(csvText, delimiter);
if (table.Length > 1)
{
for (int i = 0; i <= table.Length - 1; i++)
{
if (table[i].Length == 10)
{
QuoteOptionsData qd = new QuoteOptionsData();
qd.Symbol = table[i][0];
qd.Type = (QuoteOptionType)(table[i][1].ToLower() == "p" ? QuoteOptionType.Put : QuoteOptionType.Call);
double t1;
double t2;
double t3;
double t4;
double t5;
int t6;
int t7;
if (double.TryParse(table[i][2], System.Globalization.NumberStyles.Currency, ci, out t1) &&
double.TryParse(table[i][3], System.Globalization.NumberStyles.Currency, ci, out t2) &&
double.TryParse(table[i][4], System.Globalization.NumberStyles.Currency, ci, out t3) &&
double.TryParse(table[i][6], System.Globalization.NumberStyles.Currency, ci, out t4) &&
double.TryParse(table[i][7], System.Globalization.NumberStyles.Currency, ci, out t5) &&
int.TryParse(table[i][8], System.Globalization.NumberStyles.Integer, ci, out t6) &&
int.TryParse(table[i][9], System.Globalization.NumberStyles.Integer, ci, out t7))
{
qd.LastPrice = t1;
qd.StrikePrice = t2;
qd.Change = t3;
qd.Bid = t4;
qd.Ask = t5;
qd.Volume = t6;
qd.OpenInterest = t7;
qd.Change *= Convert.ToInt32((table[i][5].ToLower() == "down" ? -1 : 1));
lst.Add(qd);
}
}
}
}
}
return(lst.ToArray());
}
/// <summary>
/// Writes a QuoteOption to XML format
/// </summary>
/// <param name="writer">The used XML writer</param>
/// <param name="quoteOption">The used QuoteOption</param>
/// <param name="culture">The used culture for formating dates and numbers. If parameter value is null/Nothing, default Culture will be used.</param>
/// <remarks></remarks>
public static void FromQuoteOption(System.Xml.XmlWriter writer, QuoteOptionsData quoteOption, System.Globalization.CultureInfo culture = null)
{
System.Globalization.CultureInfo ci = System.Globalization.CultureInfo.CurrentCulture;
if (culture != null)
{
ci = culture;
}
writer.WriteStartElement("Option");
writer.WriteAttributeString(FinanceHelper.NameOptionSymbol, quoteOption.Symbol);
writer.WriteAttributeString(FinanceHelper.NameOptionType, (quoteOption.Type == QuoteOptionType.Call ? "C" : "P").ToString());
writer.WriteStartElement(FinanceHelper.NameOptionLastPrice);
writer.WriteValue(MyHelper.ObjectToString(quoteOption.LastPrice, ci));
writer.WriteEndElement();
writer.WriteStartElement(FinanceHelper.NameOptionStrikePrice);
writer.WriteValue(MyHelper.ObjectToString(quoteOption.StrikePrice, ci));
writer.WriteEndElement();
writer.WriteStartElement(FinanceHelper.NameOptionChange);
writer.WriteValue(MyHelper.ObjectToString(Math.Abs(quoteOption.Change), ci));
writer.WriteEndElement();
writer.WriteStartElement(FinanceHelper.NameOptionChangeDir);
writer.WriteValue((quoteOption.Change >= 0 ? "Up" : "Down").ToString());
writer.WriteEndElement();
writer.WriteStartElement(FinanceHelper.NameOptionBid);
writer.WriteValue(MyHelper.ObjectToString(quoteOption.Bid, ci));
writer.WriteEndElement();
writer.WriteStartElement(FinanceHelper.NameOptionAsk);
writer.WriteValue(MyHelper.ObjectToString(quoteOption.Ask, ci));
writer.WriteEndElement();
writer.WriteStartElement(FinanceHelper.NameOptionVolume);
writer.WriteValue(MyHelper.ObjectToString(quoteOption.Volume, ci));
writer.WriteEndElement();
writer.WriteStartElement(FinanceHelper.NameOptionOpenInterest);
writer.WriteValue(MyHelper.ObjectToString(quoteOption.OpenInterest, ci));
writer.WriteEndElement();
writer.WriteEndElement();
}