Ejemplo n.º 1
0
        private static DataTable addDataTableColumns(DataTable result)
        {
            Records.Datum.CE1 ce = new Records.Datum.CE1();

            result.Columns.Add("CE" + "expiryDate");
            result.Columns.Add("CE" + "underlying");
            result.Columns.Add("CE" + "identifier");
            result.Columns.Add("CE" + "pchangeinOpenInterest");
            result.Columns.Add("CE" + "impliedVolatility");
            result.Columns.Add("CE" + "totalBuyQuantity");
            result.Columns.Add("CE" + "totalSellQuantity");
            result.Columns.Add("CE" + "underlyingValue");
            result.Columns.Add("CE" + "pChange");
            result.Columns.Add("Contract");
            result.Columns.Add("CE" + "openInterest");
            result.Columns.Add("CE" + "changeinOpenInterest");
            result.Columns.Add("CE" + "totalTradedVolume");
            result.Columns.Add("CE" + "lastPrice");
            result.Columns.Add("CE" + "change");
            result.Columns.Add("CE" + "bidQty");
            result.Columns.Add("CE" + "bidprice");
            result.Columns.Add("CE" + "askPrice");
            result.Columns.Add("CE" + "askQty");
            result.Columns.Add("StrikePrice");

            Records.Datum.PE1 pe = new Records.Datum.PE1();
            //result.Columns.Add("strikePrice");
            result.Columns.Add("PE" + "bidQty");
            result.Columns.Add("PE" + "bidprice");
            result.Columns.Add("PE" + "askPrice");
            result.Columns.Add("PE" + "askQty");
            result.Columns.Add("PE" + "change");
            result.Columns.Add("PE" + "lastPrice");
            result.Columns.Add("PE" + "totalTradedVolume");
            result.Columns.Add("PE" + "changeinOpenInterest");
            result.Columns.Add("PE" + "pchangeinOpenInterest");

            result.Columns.Add("PE" + "pChange");
            result.Columns.Add("ExpiryDate");
            result.Columns.Add("PE" + "underlying");
            result.Columns.Add("PE" + "identifier");
            result.Columns.Add("PE" + "openInterest");
            result.Columns.Add("PE" + "impliedVolatility");
            result.Columns.Add("PE" + "totalBuyQuantity");
            result.Columns.Add("PE" + "totalSellQuantity");
            result.Columns.Add("PE" + "underlyingValue");

            return(result);
        }
Ejemplo n.º 2
0
        public static Records.Datum.CE1 GetCE(string ocType, string expiryDate, int strikePrice)
        {
            Records.Datum.CE1 result        = null;
            Records           recordsObject = GetOC(ocType);

            foreach (Records.Datum datum in recordsObject.data)
            {
                if (datum.expiryDate.Equals(expiryDate) && datum.strikePrice.Equals(strikePrice))
                {
                    if (datum.CE != null)
                    {
                        result = datum.CE;
                    }
                }
            }
            return(result);
        }
Ejemplo n.º 3
0
        private void GridviewDataBind(DataTable dataTable)
        {
            int avgOfSP = 0;

            foreach (DataRow row in dataTable.Rows)
            {
                if (row["Strike Price"] != null && row["Strike Price"].ToString().Trim().Length > 0)
                {
                    avgOfSP += Convert.ToInt32(row["Strike Price"]);
                }
            }

            if (dataTable.Rows.Count > 0)
            {
                avgOfSP = avgOfSP / dataTable.Rows.Count;
            }

            int columnDiff = 0;

            if (rblOCType.SelectedValue.Equals(NIFTY))
            {
                columnDiff = NIFTY_COL_DIFF;
            }
            if (rblOCType.SelectedValue.Equals(BANKNIFTY))
            {
                columnDiff = BANKNIFTY_COL_DIFF;
            }

            //Assign header value to the center column
            dataTable.Columns[SELECTED_SP_COL_INDEX].ColumnName = avgOfSP.ToString();
            for (int icount = SELECTED_SP_COL_INDEX - 1; icount >= LOWER_SP_COL_START_INDEX; icount--)
            {
                dataTable.Columns[icount].ColumnName =
                    Math.Round(Convert.ToDouble(avgOfSP - (SELECTED_SP_COL_INDEX - icount) * columnDiff), 0).ToString();
            }
            //Assign value to the right columns from the center
            for (int icount = SELECTED_SP_COL_INDEX + 1; icount <= HIGHER_SP_COL_END_INDEX; icount++)
            {
                dataTable.Columns[icount].ColumnName =
                    Math.Round(Convert.ToDouble(avgOfSP + (icount - SELECTED_SP_COL_INDEX) * columnDiff), 0).ToString();
            }

            int lotsSize = 0;

            if (rblOCType.SelectedValue.Equals(NIFTY))
            {
                lotsSize = NIFTY_LOT_SIZE;
            }
            if (rblOCType.SelectedValue.Equals(BANKNIFTY))
            {
                lotsSize = BANKNIFTY_LOT_SIZE;
            }

            foreach (DataRow row in dataTable.Rows)
            {
                //Get latest premium value from the OC
                if (row[CONTRACT_TYP_COL_INDEX].ToString().Equals(enumContractType.CE.ToString()))
                {
                    Records.Datum.CE1 cE1 = OCHelper.GetCE(rblOCType.SelectedValue, row[EXP_DATE_COL_INDEX].ToString(),
                                                           Convert.ToInt32(row[SP_COL_INDEX]));
                    if (cE1 != null)
                    {
                        row[CMP_COL_INDEX] = cE1.lastPrice.ToString();
                    }
                    else
                    {
                        row[CMP_COL_INDEX] = "0";
                    }
                }

                if (row[CONTRACT_TYP_COL_INDEX].ToString().Equals(enumContractType.PE.ToString()))
                {
                    Records.Datum.PE1 pE1 = OCHelper.GetPE(rblOCType.SelectedValue, row[EXP_DATE_COL_INDEX].ToString(),
                                                           Convert.ToInt32(row[SP_COL_INDEX]));
                    if (pE1 != null)
                    {
                        row[CMP_COL_INDEX] = pE1.lastPrice.ToString();
                    }
                    else
                    {
                        row[CMP_COL_INDEX] = "0";
                    }
                }

                for (int icount = LOWER_SP_COL_START_INDEX; icount <= HIGHER_SP_COL_END_INDEX; icount++)
                {
                    row[icount] = Convert.ToString(Convert.ToInt32(row[LOTS_COL_INDEX]) * lotsSize *
                                                   CalculateExpiryValue(row[CONTRACT_TYP_COL_INDEX].ToString(),
                                                                        row[TRANSTYP_COL_INDEX].ToString(),
                                                                        Convert.ToDouble(row[SP_COL_INDEX]),
                                                                        Convert.ToDouble(row[CMP_COL_INDEX]),
                                                                        Convert.ToDouble(dataTable.Columns[icount].ColumnName)));
                }
            }

            MySession.Current.StrategyBuilderDt = dataTable;
            gvStrategy.DataSource = dataTable;
            gvStrategy.DataBind();
        }