private string[] CreateActualPosTableDataRowFromFut(Futures fut) { string[] rowData = new string[10]; int indexCount = 4; rowData[0] = "F"; rowData[1] = "0"; rowData[2] = Convert.ToString(fut.Position.EnterPrice); rowData[3] = Convert.ToString(fut.Position.Quantity); rowData[4] = Convert.ToString(fut.Position.GetMarketPriceToClose(fut.GetTradeBlotter())); rowData[5] = Convert.ToString(fut.Position.CalcCurrentPnL(fut.GetTradeBlotter())); rowData[6] = Convert.ToString(fut.Position.CalcCurrentPnLInCurrency(fut.GetTradeBlotter(), fut.PriceStep, fut.PriceStepValue)); rowData[7] = Convert.ToString(0.0); rowData[8] = Convert.ToString(0.0); rowData[9] = Convert.ToString(dataCollector.GetBasicFutures().MarginRequirement); return(rowData); }
public double[] GetRenderDataFromFutures(Futures futures) { if (futures == null) { throw new RenderingDerivativesException("instrument is null, can't render it."); } double[] result = new double[] { futures.Position.GetMarketPriceToClose(futures.GetTradeBlotter()), 0.0, Math.Round(futures.Position.CalcCurrentPnL(futures.GetTradeBlotter()), 2), Math.Round(futures.Position.CalcCurrentPnLInCurrency(futures.GetTradeBlotter(), futures.PriceStep, futures.PriceStepValue), 0), futures.Position.Quantity, 0.0, 0.0, 0.0, }; return(result); }
public double CalculateActualStrike() { return(Math.Round(basicFutures.GetTradeBlotter().AskPrice / Settings.Default.StrikeStep, 0) * Settings.Default.StrikeStep); }