public void SetPosition(OOMigrationLib.Global.Position position)
{
// new position ?
if (position.index == -1)
{
position.index = AddPosition().index;
}
// get position row
OptionsOracle.Data.OptionsSet.PositionsTableRow row = core.PositionsTable.FindByIndex(position.index);
if (row == null)
{
return;
}
row.Enable = position.enable;
row.Type = ((position.direction == OOMigrationLib.Global.Position.DirectionT.Short) ? "Short " : "Long ") +
((position.type == OOMigrationLib.Global.Position.PositionT.Underlying) ? "Stock" :
((position.type == OOMigrationLib.Global.Position.PositionT.Call) ? "Call" : "Put"));
row.Symbol = position.symbol;
row.Strike = position.strike;
row.Expiration = position.expiration;
row.Quantity = position.quantity;
row.Price = position.price.actual;
row.LastPrice = position.price.last;
row.ToOpen = (position.operation == OOMigrationLib.Global.Position.OperationT.Open);
row.Commission = position.commission;
row.NetMargin = position.margin;
row.Interest = position.interest;
row.Investment = position.investment;
row.MktValue = position.value.purchase;
row.Flags = position.flags;
row.Exposure = position.exposure;
row.Coverage = position.coverage;
row.Volatility = position.volatility;
row.ImpliedVolatility = position.greeks.implied_volatility;
row.Delta = position.greeks.delta;
row.Gamma = position.greeks.gamma;
row.Vega = position.greeks.vega;
row.Theta = position.greeks.theta;
row.AcceptChanges();
// update position and cross-position values
core.sm.CalculatePosition(position.index, "Symbol", false);
CalculateAll();
}
public void DeletePosition(OOMigrationLib.Global.Position position)
{
// get position row
OptionsOracle.Data.OptionsSet.PositionsTableRow row = core.PositionsTable.FindByIndex(position.index);
if (row == null)
{
return;
}
// delete position row
row.Delete();
core.PositionsTable.AcceptChanges();
}
// strategy positions data
public List <OOMigrationLib.Global.Position> GetPositionList()
{
List <OOMigrationLib.Global.Position> li = new List <OOMigrationLib.Global.Position>();
foreach (OptionsOracle.Data.OptionsSet.PositionsTableRow row in core.PositionsTable.Rows)
{
OOMigrationLib.Global.Position p = GetPosition(row.Index);
if (p != null && !string.IsNullOrEmpty(p.symbol))
{
li.Add(p);
}
}
return(li);
}
// position data
public OOMigrationLib.Global.Position GetPosition(int index)
{
OptionsOracle.Data.OptionsSet.PositionsTableRow row = core.PositionsTable.FindByIndex(index);
if (row == null)
{
return(null);
}
OOMigrationLib.Global.Position position = new OOMigrationLib.Global.Position();
position.index = row.Index;
if (row.IsTypeNull() || row.IsSymbolNull())
{
return(position);
}
if (row.Type.Contains("Short"))
{
position.direction = OOMigrationLib.Global.Position.DirectionT.Short;
}
else
{
position.direction = OOMigrationLib.Global.Position.DirectionT.Long;
}
if (row.Type.Contains("Stock"))
{
position.type = OOMigrationLib.Global.Position.PositionT.Underlying;
}
else if (row.Type.Contains("Call"))
{
position.type = OOMigrationLib.Global.Position.PositionT.Call;
}
else if (row.Type.Contains("Put"))
{
position.type = OOMigrationLib.Global.Position.PositionT.Put;
}
else
{
return(null);
}
position.enable = row.Enable;
position.symbol = row.Symbol;
position.strike = row.Strike;
position.expiration = row.Expiration;
position.quantity = row.Quantity;
position.price.actual = row.Price;
position.price.last = row.LastPrice;
if (row.ToOpen)
{
position.operation = OOMigrationLib.Global.Position.OperationT.Open;
}
else
{
position.operation = OOMigrationLib.Global.Position.OperationT.Close;
}
position.commission = row.Commission;
position.margin = row.NetMargin;
position.interest = row.Interest;
position.investment = row.Investment;
position.value.purchase = row.MktValue;
position.value.market = 0;
position.flags = row.Flags;
position.exposure = row.Exposure;
position.coverage = row.Coverage;
position.volatility = row.Volatility;
position.greeks = new OOMigrationLib.Global.Greeks();
position.greeks.implied_volatility = row.ImpliedVolatility;
position.greeks.delta = row.Delta;
position.greeks.gamma = row.Gamma;
position.greeks.vega = row.Vega;
position.greeks.theta = row.Theta;
return(position);
}
// single position greeks
public OOMigrationLib.Global.Greeks GetPositionGreeks(OOMigrationLib.Global.Position position, OOMigrationLib.Global.Quote quote, double at_underlying_price, DateTime at_date, double at_volatility)
{
return(Convert.GreeksToGreeksNG(core, core.om.GetPositionGreeks(position.index, at_underlying_price, at_date, at_volatility)));
}
// single position current return (return if closed now)
public double GetPositionCurrentReturn(OOMigrationLib.Global.Position position)
{
return(core.om.GetPositionCurrentReturn(position.index));
}
// single position return
public double GetPositionReturn(OOMigrationLib.Global.Position position, OOMigrationLib.Global.Quote quote, double at_underlying_price, DateTime at_date, double at_volatility)
{
return(core.om.GetPositionReturn(position.index, at_underlying_price, at_date, at_volatility));
}
