/// <summary>
/// Get options from Yahoo API and save to local DB
/// </summary>
/// <param name="message"></param>
/// <returns></returns>
public async Task GetOptionsAsync(IScannerMessage message)
{
using (var connector = new CConnector(EConnector.Yahoo))
{
var groups = await connector.GetGroupsAsync(message);
foreach (var group in groups)
{
await Container.AddPartitionAsync(group.Value, group.Key);
}
}
}
/// <summary>
/// Get list of records with info about quote and option
/// </summary>
/// <param name="message"></param>
/// <returns></returns>
public async Task <Dictionary <string, List <IGroup> > > GetGroupsAsync(IScannerMessage message)
{
var stop = CType.ToSeconds(message.Stop.Value);
var start = CType.ToSeconds(message.Start.Value);
var combos = new Dictionary <string, List <IGroup> >();
foreach (var symbol in message.Symbols)
{
combos[symbol] = new List <IGroup>();
var dates = await GetExpirationsAsync(symbol);
foreach (var date in dates)
{
if (date >= start && date <= stop)
{
combos[symbol].AddRange(await GetChainAsync(symbol, date));
}
}
}
return(combos);
}
/// <summary>
/// Convert list of options into a list of possible positions
/// </summary>
/// <returns></returns>
public async Task <IServiceMessage <IScore> > GetCombinationsAsync(IScannerMessage message)
{
var count = 0L;
var scores = new List <IScore>();
var symbols = message.Symbols;
foreach (var symbol in symbols)
{
message.Symbol = symbol;
var response = await Combination.GetGroupsAsync(Container, message);
var combinations = Combination.GetScores(response.Items);
count = Math.Max(count, response.Count);
scores.AddRange(combinations);
}
return(new CServiceMessage <IScore>
{
Count = count,
Items = scores
});
}
/// <summary>
/// Get all options from local DB
/// </summary>
/// <param name="container"></param>
/// <param name="message"></param>
/// <returns></returns>
public override async Task <IServiceMessage <IGroup> > GetGroupsAsync(IContainer <IGroup> container, IScannerMessage message)
{
var order = Builders <IGroup> .Sort;
var selector = Builders <IGroup> .Filter;
var orders = order.Combine
(
order.Descending("Option.Strike")
);
var selectorsForCalls = selector.And
(
new BsonDocument(new BsonDocument("$where", new BsonJavaScript("this.Option.Strike > this.Quote.Ask"))),
selector.Eq("Option.Right", 1),
selector.Gt("Option.Bid", 0)
);
var selectorsForPuts = selector.And
(
new BsonDocument(new BsonDocument("$where", new BsonJavaScript("this.Option.Strike < this.Quote.Bid"))),
selector.Eq("Option.Right", 0),
selector.Gt("Option.Bid", 0)
);
var selectors = selector.Or
(
selectorsForPuts,
selectorsForCalls
);
var query = container
.Query <IGroup>(message.Symbol)
.Find(selectors);
return(new CServiceMessage <IGroup>
{
Count = await query.CountAsync(),
Items = await query
.Sort(orders)
.Skip((message.Page - 1) * message.Limit)
.Limit(message.Limit)
.ToListAsync()
});
}
/// <summary>
/// Get list of plain options from DB
/// </summary>
/// <param name="message"></param>
/// <returns></returns>
public virtual Task <IServiceMessage <IGroup> > GetGroupsAsync(IContainer <IGroup> container, IScannerMessage message)
{
return(null);
}
/// <summary>
/// Call method that downloads options from relevant connector
/// </summary>
/// <param name="message"></param>
/// <returns></returns>
public Task <Dictionary <string, List <IGroup> > > GetGroupsAsync(IScannerMessage message)
{
return(Instance.GetGroupsAsync(message));
}
