public String parsedWithVariables()
        {
            StringBuilder outString = new StringBuilder();


            for (int i = 0; i < saParsed.Length; i++)
            {
                switch (saParsed[i])
                {
                case "synclose":
                    //outString.Append(Math.Round(optionSpreadManager.getSyntheticClose(optionStrategy),2));
                    outString.Append(ConversionAndFormatting.roundToSmallestIncrement(
                                         optionSpreadManager.getSyntheticClose(optionStrategy), optionStrategy.instrument.tickSize,
                                         optionStrategy.instrument.optionTickSize, optionStrategy.instrument.secondaryOptionTickSize));
                    break;

                case "volume":
                    outString.Append(Math.Round(optionSpreadManager.getCumulativeVolume(optionStrategy), 2));
                    break;

                case "~":
                    outString.Append("-");
                    break;

                default:
                    outString.Append(saParsed[i]);
                    break;
                }

                outString.Append(" ");
            }

            return(outString.ToString());
        }
Ejemplo n.º 2
0
        internal void setupInstrumentAndfillStrikeInDecimal(ADMPositionImportWeb aDMSummaryImport,
                                                            Instrument[] instruments, BrokerImportFiles brokerImportFiles)
        {
            if (aDMSummaryImport.PFC.CompareTo("05") == 0)
            {
                aDMSummaryImport.PFC = "S-";
            }
            else if (aDMSummaryImport.PFC.CompareTo("02") == 0)
            {
                aDMSummaryImport.PFC = "C-";
            }

            int instrumentCounter = 0;

            while (instrumentCounter < instruments.Length)
            {
                if (aDMSummaryImport.PFC.CompareTo(instruments[instrumentCounter].admCode) == 0)
                {
                    break;
                }

                instrumentCounter++;
            }

            if (instrumentCounter >= instruments.Length)
            {
                instrumentCounter = 0;
            }

            aDMSummaryImport.instrumentArrayIdx = instrumentCounter;

            aDMSummaryImport.instrument = instruments[instrumentCounter];



            subContractType((ADM_Input_Data)aDMSummaryImport,
                            aDMSummaryImport.PSUBTY);


            if (brokerImportFiles == BrokerImportFiles.GMI_IMPORT_CSV_FILES)
            {
                aDMSummaryImport.strikeInDecimal = Convert.ToDouble(aDMSummaryImport.aDMStrike)
                                                   * instruments[instrumentCounter].admFuturePriceFactor;
            }
            else if (brokerImportFiles == BrokerImportFiles.ADM_WEB_IMPORT_FILES)
            {
                aDMSummaryImport.strikeInDecimal =
                    ConversionAndFormatting.convertToTickMovesDouble(aDMSummaryImport.aDMStrike,
                                                                     instruments[instrumentCounter].optionStrikeIncrement,
                                                                     instruments[instrumentCounter].optionADMStrikeDisplay);
            }
            else if (brokerImportFiles == BrokerImportFiles.BACKUP_SAVED_FILE)
            {
                aDMSummaryImport.strikeInDecimal = Convert.ToDouble(aDMSummaryImport.aDMStrike);
            }


            aDMSummaryImport.strike =
                ConversionAndFormatting.convertToTickMovesString(aDMSummaryImport.strikeInDecimal,
                                                                 instruments[aDMSummaryImport.instrumentArrayIdx].optionStrikeIncrement,
                                                                 instruments[aDMSummaryImport.instrumentArrayIdx].optionStrikeDisplay);
        }