private void filterStrikes(MamdaOptionExpirationDateSet dateSet)
{
mLowStrike = Double.MinValue;
mHighStrike = Double.MaxValue;
// First calculate the high/low strikes
SortedSet strikeSet = mChain.getStrikesWithinPercent(mStrikeMargin, mAtTheMoneyType);
if ((strikeSet == null) || (strikeSet.size() == 0))
{
strikeSet = mChain.getStrikesWithinRangeSize(mNumStrikes, mAtTheMoneyType);
}
if ((strikeSet == null) || (strikeSet.size() == 0))
{
return;
}
mLowStrike = (double)strikeSet.first();
mHighStrike = (double)strikeSet.last();
Iterator expireIter = dateSet.values().iterator();
while (expireIter.hasNext())
{
// Filter the strike prices for one expiration date
MamdaOptionExpirationStrikes expireStrikes = (MamdaOptionExpirationStrikes)expireIter.next();
expireStrikes.trimStrikes(strikeSet);
}
}
private MamdaOptionExpirationDateSet filterExpirations(MamdaOptionExpirationDateSet initialSet)
{
if (mExpirationDays > 0)
{
// Find the subset of expirations between now and some
// number of days into the future.
System.Globalization.Calendar c = new System.Globalization.GregorianCalendar(System.Globalization.GregorianCalendarTypes.USEnglish);
DateTime futureDate = c.AddDays(DateTime.Today, mExpirationDays);
return(initialSet.getExpirationsBefore(futureDate));
}
else if (mNumExpirations > 0)
{
// Explicit number of expiration dates.
return(initialSet.getExpirations(mNumExpirations));
}
else
{
// All expiration months. We *copy* the initial set
// because we may reduce the set to a particular range of
// strike prices.
return(new MamdaOptionExpirationDateSet(initialSet));
}
}
public MamdaOptionExpirationDateSet(MamdaOptionExpirationDateSet copy)
{
copyStrikes(copy);
}
private void resetRange()
{
mExpirationDateSet = filterExpirations(mChain.getAllExpirations());
filterStrikes(mExpirationDateSet);
if ((mExpirationDateSet == null) || (mExpirationDateSet.size() == 0))
{
mLowExpireDate = DateTime.Today;
mHighExpireDate = DateTime.Today.AddYears(1); // new Date(System.currentTimeMillis() + 366*24*60*60*1000);
}
else
{
mLowExpireDate = (DateTime)mExpirationDateSet.firstKey();
mHighExpireDate = (DateTime)mExpirationDateSet.lastKey();
}
}
private void filterStrikes(MamdaOptionExpirationDateSet dateSet)
{
mLowStrike = Double.MinValue;
mHighStrike = Double.MaxValue;
// First calculate the high/low strikes
SortedSet strikeSet = mChain.getStrikesWithinPercent(mStrikeMargin, mAtTheMoneyType);
if ((strikeSet == null) || (strikeSet.size() == 0))
{
strikeSet = mChain.getStrikesWithinRangeSize(mNumStrikes, mAtTheMoneyType);
}
if ((strikeSet == null) || (strikeSet.size() == 0))
{
return;
}
mLowStrike = (double)strikeSet.first();
mHighStrike = (double)strikeSet.last();
Iterator expireIter = dateSet.values().iterator();
while (expireIter.hasNext())
{
// Filter the strike prices for one expiration date
MamdaOptionExpirationStrikes expireStrikes = (MamdaOptionExpirationStrikes)expireIter.next();
expireStrikes.trimStrikes(strikeSet);
}
}
private MamdaOptionExpirationDateSet filterExpirations(MamdaOptionExpirationDateSet initialSet)
{
if (mExpirationDays > 0)
{
// Find the subset of expirations between now and some
// number of days into the future.
System.Globalization.Calendar c = new System.Globalization.GregorianCalendar(System.Globalization.GregorianCalendarTypes.USEnglish);
DateTime futureDate = c.AddDays(DateTime.Today, mExpirationDays);
return initialSet.getExpirationsBefore(futureDate);
}
else if (mNumExpirations > 0)
{
// Explicit number of expiration dates.
return initialSet.getExpirations(mNumExpirations);
}
else
{
// All expiration months. We *copy* the initial set
// because we may reduce the set to a particular range of
// strike prices.
return new MamdaOptionExpirationDateSet(initialSet);
}
}
public MamdaOptionExpirationDateSet(MamdaOptionExpirationDateSet copy)
{
copyStrikes(copy);
}
