private List <String> readSeparatedLine(String separatedLine, char separator)
{
List <String> listOfStrings = new List <string>();
#if DEBUG
try
#endif
{
String[] separatedArray = separatedLine.Split(separator);
for (int arrayCnt = 0; arrayCnt < separatedArray.Length - 1; arrayCnt++)
{
String x = separatedArray[arrayCnt].Replace("\"", "");
listOfStrings.Add(x); //separatedArray[arrayCnt].Trim());
}
}
#if DEBUG
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
#endif
return(listOfStrings);
}
public bool createCSVFile(String fileName)
{
try
{
this.fileName = fileName;
//this.instrument = instrument;
//this.studyName = studyName;
//File.Exists(fullFile)
//String fileNameFull = dir + fileName + ".csv";
// if(File.Exists(fileNameFull))
// {
// File.Open(fileNameFull);
//
// }
fileStream = new FileStream(System.IO.Path.Combine(dir, fileName),
FileMode.Create, FileAccess.ReadWrite, FileShare.Read);
streamWriter = new StreamWriter(fileStream);
return(true);
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
return(false);
}
// The cumulative normal distribution function
public static double CND(double X)
{
try
{
double L, K, w;
double a1 = 0.31938153,
a2 = -0.356563782,
a3 = 1.781477937,
a4 = -1.821255978,
a5 = 1.330274429;
L = Math.Abs(X);
K = 1.0 / (1.0 + 0.2316419 * L);
w = 1.0 - 1.0 / Math.Sqrt(2.0 * Math.PI) * Math.Exp(-L * L / 2) * (a1 * K + a2 * K * K + a3
* Math.Pow(K, 3) + a4 * Math.Pow(K, 4) + a5 * Math.Pow(K, 5));
if (X < 0.0)
{
w = 1.0 - w;
}
return(w);
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut("OptionCalcs", ex);
}
return(0);
}
// The Black and Scholes (1973) Stock option formula
public static double blackScholes(char CallPutFlag, double S, double X, double T, double r, double v)
{
try
{
if (T == 0)
{
T = 0.0001;
}
double d1, d2;
d1 = (Math.Log(S / X) + (r + v * v / 2) * T) / (v * Math.Sqrt(T));
d2 = d1 - v * Math.Sqrt(T);
if (CallPutFlag == 'c' || CallPutFlag == 'C')
{
return(S * CND(d1) - X * Math.Exp(-r * T) * CND(d2));
}
else
{
return(X * Math.Exp(-r * T) * CND(-d2) - S * CND(-d1));
}
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut("OptionCalcs", ex);
}
return(0);
}
public void writeLnToEnd(DateTime dateTimeOut, double arrayValue)//DateTime arrayDateTime, double arrayValues)
{
try
{
streamWriter.BaseStream.Seek(0, SeekOrigin.End);
writeLnToFile(dateTimeOut, arrayValue);
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
}
public void closeAndSaveFile()
{
try
{
streamWriter.Close();
fileStream.Close();
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
}
public Dictionary <string, string> readInstrumentAccount(string cfgAcctFileName)
{
Dictionary <string, string> instrumentAcctHashSet = new Dictionary <string, string>();
try
{
//String fullFile = System.IO.Path.Combine(Directory.GetCurrentDirectory(),
// TradingSystemConstants.INITIALIZE_CONFIG_DIRECTORY,
// TradingSystemConstants.INSTRUMENT_ACCT_CSV);
String fullFile = System.IO.Path.Combine(Directory.GetCurrentDirectory(),
TradingSystemConstants.INITIALIZE_CONFIG_DIRECTORY,
cfgAcctFileName);
if (File.Exists(fullFile))
{
FileStream fileStream = new FileStream(fullFile,
FileMode.Open, FileAccess.Read, FileShare.ReadWrite);
StreamReader streamReader = new StreamReader(fileStream);
while (!streamReader.EndOfStream)
{
String line = streamReader.ReadLine();
if (line.Length > 0)
{
string[] instrumentAcctArray = line.Split(',');
instrumentAcctHashSet.Add(instrumentAcctArray[0], instrumentAcctArray[1]);
//int locationOfEqual = line.IndexOf("=");
//String token = line.Substring(0, locationOfEqual);
//String value = line.Substring(locationOfEqual + 1);
//if (token.CompareTo("DAYLIGHTSAVINGS") == 0)
//{
// return Convert.ToBoolean(value);
//}
//Debug.WriteLine("$$$"+ token +"$$$");
//Debug.WriteLine("$$$"+ value +"$$$");
}
}
fileStream.Close();
streamReader.Close();
}
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
return(instrumentAcctHashSet);
}
public static double ND(double X)
{
try
{
return(Math.Exp(-X * X / 2) / Math.Sqrt(2 * Math.PI));
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut("OptionCalcs", ex);
}
return(0);
}
public static String convertToTickMovesString(double barVal, double tickIncrement, double tickDisplay)
{
try
{
return(Convert.ToString(convertToTickMovesDouble(barVal, tickIncrement, tickDisplay)));
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut("ConversionAndFormatting", ex);
return(Convert.ToString(barVal));
}
}
public void closeDB()
{
try
{
//conn.Close();
//conn.Dispose();
}
catch (System.Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
}
public void createFile(String fileName)
{
try
{
this.fileName = fileName;
fileStream = new FileStream(dir + fileName,
FileMode.Create, FileAccess.ReadWrite, FileShare.Read);
streamWriter = new StreamWriter(fileStream);
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
}
public String readStoredADMStrategyInfoList_1Line()
{
try
{
if (streamReader != null && !streamReader.EndOfStream)
{
return(streamReader.ReadLine());
}
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
return(null);
}
private double getDoubleOutOfStringList(List <String> stringList, ADM_DETAIL_FIELDS summaryField)
{
#if DEBUG
try
#endif
{
return(Convert.ToDouble(stringList[(int)summaryField]));
}
#if DEBUG
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
#endif
return(0);
}
private int getIntOutOfStringList(List <String> stringList, ADM_SUMMARY_FIELDS summaryField)
{
#if DEBUG
try
#endif
{
return(Convert.ToInt32(stringList[(int)summaryField]));
}
#if DEBUG
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
#endif
return(0);
}
public DateTime getFileDateTimeOfADMPositionsWeb(String nameOfStoredFile)
{
try
{
if (File.Exists(nameOfStoredFile))
{
return(File.GetLastWriteTime(nameOfStoredFile));
}
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
return(new DateTime(1900, 1, 1));
}
public SaveOutputFile(String groupFolder, String currentDate)
{
try
{
dir = System.IO.Path.Combine(Directory.GetCurrentDirectory(), groupFolder, currentDate);
if (!Directory.Exists(dir))
{
Directory.CreateDirectory(dir);
}
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
}
//public MySqlConnection conn;
//connection to database here
public void connectDB(String dbServerName)
{
try
{
String connString =
String.Format("server={0};user id={1}; password={2}; database={3}; pooling=false ", dbServerName,
TradingSystemConstants.DB_USERNAME, TradingSystemConstants.DB_PASSWORD, TradingSystemConstants.DB_DATABASENAME);
//conn = new MySqlConnection(connString);
//conn.Open();
}
catch (System.Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
}
public SaveOutputFile(String fullOutputDirectory, bool setFullOutputDirectory)
{
try
{
dir = fullOutputDirectory;
if (!Directory.Exists(dir))
{
Directory.CreateDirectory(dir);
}
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
}
// The generalized Black and Scholes formula
//
// S - stock price
// X - strike price of option
// r - risk-free interest rate
// T - time to expiration in years
// v - volatility of the relative price change of the underlying stock price
// b - cost-of-carry
// b = r --> Black-Scholes stock option model
// b = 0 --> Black futures option model
// b = r-q --> Merton stock option model with continuous dividend yield q
// b = r - r(f) --> Garman-Kohlhagen currency option model, where r(f) is the risk-free rate of the foreign currency
//
// Examples:
// a) currency option
// T = 0.5, 6 month to expiry
// S = 1.56, USD/DEM exchange rate is 1.56
// X = 1.6, strike is 1.60
// r = 0.06, domestic interest rate in Germany is 6% per annum
// r(f) = 0.08, foreign risk-free interest rate in the U.S. is 8% per annum
// v = 0.12, volatility is 12% per annum
// c = 0.0291
public static double calculateOptionVolatility(char callPutFlag, double S, double X, double T, double r, double currentOptionPrice)
{
double tempV = 0.5;
try
{
if (T == 0)
{
T = 0.0001;
}
int i = 0;
//double tempV = 0.1;
double volInc = 0.5;
double priceTest;
//double diffBtwnTempPriceAndTruePrice = 999999;
int maxIter = 100;
while (i < maxIter)
{
priceTest = blackScholes(callPutFlag, S, X, T, r, tempV);
if (Math.Abs(currentOptionPrice - priceTest) < 0.01)
{
return(tempV);
}
else if (priceTest - currentOptionPrice > 0)
{
volInc /= 2;
tempV -= volInc;
}
else
{
volInc /= 2;
tempV += volInc;
}
i++;
}
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut("OptionCalcs", ex);
}
return(tempV);
}
public void createConfigFile(String fileName)
{
try
{
this.fileName = fileName;
//this.instrument = instrument;
//this.studyOut = studyOut;
fileStream = new FileStream(System.IO.Path.Combine(dir, fileName),
FileMode.Create, FileAccess.ReadWrite, FileShare.Read);
streamWriter = new StreamWriter(fileStream);
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
}
public void writeLnToFile(DateTime dateTimeOut, double arrayValue)
{
try
{
String dateLine = dateTimeOut.ToString("MM/dd/yy", DateTimeFormatInfo.InvariantInfo);
String timeLine = dateTimeOut.ToString("HH:mm", DateTimeFormatInfo.InvariantInfo);
String lineOfArray = dateLine.PadRight(padBuffer, ' ') + "\t"
+ timeLine.PadRight(padBuffer, ' ')
+ "\t" + arrayValue.ToString().PadRight(padBuffer, ' ');
streamWriter.WriteLine(lineOfArray);
streamWriter.Flush();
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
}
public void writeTextLineFile(String text)
{
try
{
String lineOut;
lineOut = text + "\r\n";
streamWriter.BaseStream.Seek(0, SeekOrigin.End);
streamWriter.Write(lineOut);
streamWriter.Flush();
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
}
public void writeConfigLineFile(String label, String value)
{
try
{
String lineOut;
lineOut = label + "=" + value + "\r\n";
streamWriter.BaseStream.Seek(0, SeekOrigin.End);
streamWriter.Write(lineOut);
streamWriter.Flush();
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
}
// Vega for the generalized Black and Scholes formula
public static double gVega(double S, double X, double T, double r, double b, double v)
{
try
{
if (T == 0)
{
T = 0.0001;
}
double d1 = (Math.Log(S / X) + (b + Math.Pow(v, 2) / 2) * T) / (v * Math.Sqrt(T));
return(S * Math.Exp((b - r) * T) * ND(d1) * Math.Sqrt(T));
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut("OptionCalcs", ex);
}
return(0);
}
public bool createFile(String fileName, String instrument, String studyName)
{
try
{
this.fileName = fileName;
//this.instrument = instrument;
fileStream = new FileStream(dir + fileName + ".txt",
FileMode.Create, FileAccess.ReadWrite, FileShare.Read);
streamWriter = new StreamWriter(fileStream);
return(true);
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
return(false);
}
//connection to database here
public void setupSqlConnectionString()
{
try
{
connString1Builder = new SqlConnectionStringBuilder();
connString1Builder.DataSource = "tcp:h9ggwlagd1.database.windows.net,1433";
connString1Builder.InitialCatalog = "TMLDB";
connString1Builder.Encrypt = true;
connString1Builder.TrustServerCertificate = false;
connString1Builder.UserID = "realtimeuser@h9ggwlagd1";
connString1Builder.Password = "******";
connString1Builder.MultipleActiveResultSets = true;
connString1Builder.Pooling = true;
connString1Builder.MaxPoolSize = 50;
connString1Builder.ConnectTimeout = 30;
}
catch (System.Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
}
public void ModifyFile(DateTime dateTimeOut, double arrayValue, int lineNum)
{
try
{
int offset = (padBuffer * 3 + 4) * lineNum;
fileStream.Seek(offset, SeekOrigin.Begin);
modifyLnInFile(dateTimeOut, arrayValue);
fileStream.SetLength(offset);
streamWriter.BaseStream.Seek(0, SeekOrigin.End);
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
}
/**
* double fuzzyZero = tickIncrement / 1000;
* double positiveFuzzyZero = tickIncrement / 1000;
*
* if (barVal < 0)
* fuzzyZero = -tickIncrement / 1000;
*
* int nTicksInUnit = (int)(1 / tickIncrement + positiveFuzzyZero);
*
* if (nTicksInUnit == 0)
* return barVal / tickIncrement * tickDisplay;
*
* //nTicksInUnit = 1;
*
* int intPart = (int)(barVal + fuzzyZero);
* int nTicks = (int)((barVal + fuzzyZero) / tickIncrement + fuzzyZero);
* //Debug.WriteLine(barVal + " " + tickIncrement + " " + fuzzyZero + " " + nTicks + " ");
*
* int decPart = (int)((nTicks % nTicksInUnit) * tickDisplay + fuzzyZero);
* double fractPart = 0;
*
* // a hack for Eurodollar
* if (tickDisplay < 1)
* fractPart = (nTicks % nTicksInUnit) * tickDisplay - decPart;
*
* int decimalBase = 1;
*
* //if (tickDisplay/tickIncrement > 1)
* // decimalBase = (int)tickDisplay;
* //else
*
*
*
* while (((nTicksInUnit - 1) * tickDisplay / decimalBase) >= 1)
* decimalBase *= 10;
*
*
* //if (decimalBase == 1 && tickDisplay > 0 && tickIncrement > 0 && tickDisplay > tickIncrement)
* //{
* // decimalBase = (int)(tickDisplay / tickIncrement);
* //}
*
*
* return intPart * decimalBase + decPart + fractPart;
*
*
*
*
*
*
*
*
*
*
* double fuzzyZero = tickIncrement / 1000;
* double positiveFuzzyZero = tickIncrement / 1000;
*
* int nTicksInUnit = (int)(1 / tickIncrement + positiveFuzzyZero);
*
* double maxFractUnits = 0;
*
* if (tickIncrement == 1 && tickDisplay > 0)
* {
* maxFractUnits = nTicksInUnit * tickDisplay;
* }
* else
* {
* maxFractUnits = (nTicksInUnit - 1) * tickDisplay;
* }
*
*
* int decimalBase = 1;
* while ((maxFractUnits + positiveFuzzyZero) / decimalBase >= 1)
* decimalBase *= 10;
*
* double displayVal = Convert.ToDouble(barVal);
*
* if (displayVal < 0)
* fuzzyZero = -tickIncrement / 1000;
*
* int intPart = (int)((displayVal + fuzzyZero) / decimalBase + fuzzyZero);
* double decPart = (displayVal - intPart * decimalBase) / tickDisplay * tickIncrement;
*
* double incrementFixTest = (displayVal - intPart * decimalBase) % (tickIncrement * decimalBase);
*
* double incrementFix = 0;
*
* if (incrementFixTest != 0)
* incrementFix = ((tickIncrement * decimalBase) - incrementFixTest) / decimalBase;
*
*
* return intPart + decPart + incrementFix;
*/
public static double convertToTickMovesDouble(String barVal, double tickIncrement, double tickDisplay)
{
if (tickDisplay == 0)
{
return(Convert.ToDouble(barVal));
}
try
{
double fuzzyZero = tickIncrement / 1000; //0.000000000001;
double positiveFuzzyZero = tickIncrement / 1000; //0.000000000001;
int nTicksInUnit = (int)(1 / tickIncrement + positiveFuzzyZero);
double maxFractUnits = (nTicksInUnit - 1) * tickDisplay;
if (tickIncrement == 1)
{
maxFractUnits = tickDisplay;
}
int decimalBase = 1;
while ((maxFractUnits + positiveFuzzyZero) / decimalBase >= 1)
{
decimalBase *= 10;
}
double displayVal = Convert.ToDouble(barVal);
if (displayVal < 0)
{
fuzzyZero = -tickIncrement / 1000;
}
int intPart = (int)((displayVal + fuzzyZero) / decimalBase + fuzzyZero);
double decPart = (displayVal - intPart * decimalBase) / tickDisplay * tickIncrement;
double fractPart = 0;
// a hack for Eurodollar
//if ( tickDisplay < 1 )
// fractPart = (nTicks % nTicksInUnit) * tickDisplay - decPart;
double res = intPart + decPart + fractPart;
double incrMultiple = Math.Floor(res / tickIncrement + positiveFuzzyZero) * tickIncrement;
if (res < incrMultiple + positiveFuzzyZero && res > incrMultiple - positiveFuzzyZero)
{
return(res);
}
else
{
return(incrMultiple + tickIncrement);
}
// make sure return value is an integral multiple of the tick increment
//return Math.Ceiling((intPart + decPart) / tickIncrement - positiveFuzzyZero)
// * tickIncrement;
//return intPart + decPart + fractPart;
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut("ConversionAndFormatting", ex);
return(Convert.ToDouble(barVal));
}
}
public static double convertToTickMovesDouble(double barVal, double tickIncrement, double tickDisplay)
{
if (tickDisplay == 0)
{
return(barVal);
}
else
{
try
{
double fuzzyZero = tickIncrement / 1000;
double positiveFuzzyZero = tickIncrement / 1000;
if (barVal < 0)
{
fuzzyZero = -tickIncrement / 1000;
}
int nTicksInUnit = (int)(1 / tickIncrement + positiveFuzzyZero);
if (nTicksInUnit == 0)
{
return(barVal / tickIncrement * tickDisplay);
}
//nTicksInUnit = 1;
int intPart = (int)(barVal + fuzzyZero);
int nTicks = (int)((barVal + fuzzyZero) / tickIncrement + fuzzyZero);
//Debug.WriteLine(barVal + " " + tickIncrement + " " + fuzzyZero + " " + nTicks + " ");
int decPart = (int)((nTicks % nTicksInUnit) * tickDisplay + fuzzyZero);
double fractPart = 0;
// a hack for Eurodollar
if (tickDisplay < 1)
{
fractPart = (nTicks % nTicksInUnit) * tickDisplay - decPart;
}
int decimalBase = 1;
//if (tickDisplay/tickIncrement > 1)
// decimalBase = (int)tickDisplay;
//else
while (((nTicksInUnit - 1) * tickDisplay / decimalBase) >= 1)
{
decimalBase *= 10;
}
//if (decimalBase == 1 && tickDisplay > 0 && tickIncrement > 0 && tickDisplay > tickIncrement)
//{
// decimalBase = (int)(tickDisplay / tickIncrement);
//}
return(intPart * decimalBase + decPart + fractPart);
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut("ConversionAndFormatting", ex);
return((int)barVal);
}
}
}
public List <OptionStrategy> readSupplementContracts(string fullFile, OptionArrayTypes optionArrayTypes,
int portfolioId,
QueryFutureIdContractDelegate queryFutureIdContractDelegate, object queryObject)
{
List <OptionStrategy> optionStrategies = new List <OptionStrategy>();
try
{
if (File.Exists(fullFile))
{
FileStream fileStream = new FileStream(fullFile,
FileMode.Open, FileAccess.Read, FileShare.ReadWrite);
StreamReader streamReader = new StreamReader(fileStream);
int optionStrategyCount = 1;
while (!streamReader.EndOfStream)
{
String line = streamReader.ReadLine();
if (line.Length > 0)
{
string[] supplementContractStrategy = line.Split(',');
if (supplementContractStrategy.Length >= 3)
{
string idcontract = queryFutureIdContractDelegate(queryObject,
Convert.ToInt32(supplementContractStrategy[0].Trim()),
Convert.ToInt32(supplementContractStrategy[1].Trim()),
Convert.ToInt32(supplementContractStrategy[2].Trim()));
OptionStrategy optionStrategy = new OptionStrategy();
optionStrategy.optionStrategyParameters = new OptionStrategyParameter[
optionArrayTypes.tblStrategyStateFieldTypesArray.GetLength(0)];
for (int i = 0; i < optionArrayTypes.tblStrategyStateFieldTypesArray.GetLength(0); i++)
{
optionStrategy.optionStrategyParameters[i] = new OptionStrategyParameter();
}
optionStrategies.Add(optionStrategy);
optionStrategy.supplementContract = true;
optionStrategy.idPortfoliogroup = portfolioId;
optionStrategy.idInstrument = Convert.ToInt32(supplementContractStrategy[0]);
optionStrategy.idStrategy = optionStrategyCount;
optionStrategyCount++;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.numberOfLegs].strategyStateFieldType
= TBL_STRATEGY_STATE_FIELDS.numberOfLegs;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.numberOfLegs].parseParameter = TBL_DB_PARSE_PARAMETER.DONOT_PARSE_PARAMETER;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.numberOfLegs].stateValue = 1;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.spreadStructure].strategyStateFieldType = TBL_STRATEGY_STATE_FIELDS.spreadStructure;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.spreadStructure].parseParameter = TBL_DB_PARSE_PARAMETER.PARSE_PARAMETER;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.spreadStructure].stateValueStringNotParsed = "2";
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.activeContractIndexes].strategyStateFieldType = TBL_STRATEGY_STATE_FIELDS.activeContractIndexes;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.activeContractIndexes].parseParameter = TBL_DB_PARSE_PARAMETER.PARSE_PARAMETER;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.activeContractIndexes].stateValueStringNotParsed = idcontract;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.rollIntoContractIndexes].strategyStateFieldType = TBL_STRATEGY_STATE_FIELDS.rollIntoContractIndexes;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.rollIntoContractIndexes].parseParameter = TBL_DB_PARSE_PARAMETER.PARSE_ROLL_PARAMETER_SCRIPT;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.rollIntoContractIndexes].stateValueStringNotParsed = "";
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.cfgContracts].strategyStateFieldType = TBL_STRATEGY_STATE_FIELDS.cfgContracts;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.cfgContracts].parseParameter = TBL_DB_PARSE_PARAMETER.PARSE_PARAMETER;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.cfgContracts].stateValueStringNotParsed = "";
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.currentPosition].strategyStateFieldType = TBL_STRATEGY_STATE_FIELDS.currentPosition;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.currentPosition].parseParameter = TBL_DB_PARSE_PARAMETER.PARSE_PARAMETER;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.currentPosition].stateValueStringNotParsed = "";
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.entryRule].strategyStateFieldType = TBL_STRATEGY_STATE_FIELDS.entryRule;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.entryRule].parseParameter = TBL_DB_PARSE_PARAMETER.PARSE_ENTRY_SCRIPT;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.entryRule].stateValueStringNotParsed = "";
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.entryLots].strategyStateFieldType = TBL_STRATEGY_STATE_FIELDS.entryLots;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.entryLots].parseParameter = TBL_DB_PARSE_PARAMETER.PARSE_PARAMETER;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.entryLots].stateValueStringNotParsed = "";
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.exitRule].strategyStateFieldType = TBL_STRATEGY_STATE_FIELDS.exitRule;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.exitRule].parseParameter = TBL_DB_PARSE_PARAMETER.PARSE_EXIT_SCRIPT;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.exitRule].stateValueStringNotParsed = "";
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.exitLots].strategyStateFieldType = TBL_STRATEGY_STATE_FIELDS.exitLots;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.exitLots].parseParameter = TBL_DB_PARSE_PARAMETER.PARSE_PARAMETER;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.exitLots].stateValueStringNotParsed = "";
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.marginRequirement].strategyStateFieldType = TBL_STRATEGY_STATE_FIELDS.marginRequirement;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.marginRequirement].parseParameter = TBL_DB_PARSE_PARAMETER.DONOT_PARSE_PARAMETER;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.marginRequirement].stateValue = 0;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.rRisk].strategyStateFieldType = TBL_STRATEGY_STATE_FIELDS.rRisk;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.rRisk].parseParameter = TBL_DB_PARSE_PARAMETER.DONOT_PARSE_PARAMETER;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.rRisk].stateValue = 0;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.rRisk_R].strategyStateFieldType = TBL_STRATEGY_STATE_FIELDS.rRisk_R;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.rRisk_R].parseParameter = TBL_DB_PARSE_PARAMETER.DONOT_PARSE_PARAMETER;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.rRisk_R].stateValue = 0;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.oneR].strategyStateFieldType = TBL_STRATEGY_STATE_FIELDS.oneR;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.oneR].parseParameter = TBL_DB_PARSE_PARAMETER.DONOT_PARSE_PARAMETER;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.oneR].stateValue = 0;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.rStatus].strategyStateFieldType = TBL_STRATEGY_STATE_FIELDS.rStatus;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.rStatus].parseParameter = TBL_DB_PARSE_PARAMETER.DONOT_PARSE_PARAMETER;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.rStatus].stateValue = 0;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.rStatus_R].strategyStateFieldType = TBL_STRATEGY_STATE_FIELDS.rStatus_R;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.rStatus_R].parseParameter = TBL_DB_PARSE_PARAMETER.DONOT_PARSE_PARAMETER;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.rStatus_R].stateValue = 0;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.idRiskType].strategyStateFieldType = TBL_STRATEGY_STATE_FIELDS.idRiskType;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.idRiskType].parseParameter = TBL_DB_PARSE_PARAMETER.DONOT_PARSE_PARAMETER;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.idRiskType].stateValue = 0;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.idSignalType].strategyStateFieldType = TBL_STRATEGY_STATE_FIELDS.idSignalType;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.idSignalType].parseParameter = TBL_DB_PARSE_PARAMETER.DONOT_PARSE_PARAMETER;
optionStrategy.optionStrategyParameters[(int)TBL_STRATEGY_STATE_FIELDS.idSignalType].stateValue = 0;
optionStrategy.lockedIn_R = 0;
}
}
}
fileStream.Close();
streamReader.Close();
}
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
return(optionStrategies);
}
