Example #1
0
        public object GetTechnicalRankSignals()
        {
            string[] optionableSecurities = _marketDataProvider.GetAllOptionBasicInformation().Where(cache => cache.OptionStatus != " ").Select(obi => obi.OptionUnderlyingCode).Distinct().ToArray();
            ProcessDataInParallel(optionableSecurities);
            List <Signal> technicalRankSignals = _technicalRankService.GenerateTechnicalRank(optionableSecurities.ToList(), _technicalRankScores.ToList());

            technicalRankSignals.Sort(m => m.StockCode);
            return(technicalRankSignals);
        }
Example #2
0
        public List <SecurityInformation> GetOptionableSecurities()
        {
            string[] optionableSecurities        = _marketDataProvider.GetAllOptionBasicInformation().Where(cache => cache.OptionStatus != " ").Select(obi => obi.OptionUnderlyingCode).Distinct().ToArray();
            List <SecurityInformationCache> info =
                _marketDataProvider.GetAllSecuritiesInformation().Where(si => optionableSecurities.Contains(si.SecurityCode)).ToList();
            List <SecurityInformation> model = Mapper.Map <List <SecurityInformationCache>, List <SecurityInformation> >(info);

            return(model);
        }