Example #1
0
 private void Init(Stock stock, DateTime date)
 {
     InitializeComponent();
     _chain = OptionDataBase.Get(stock, date);
     FillChainExpandables();
     FillSymbolLabel();
     ClearPreviewTrade();
 }
Example #2
0
 public void ChangeStock(Stock stock, DateTime date)
 {
     _chain = OptionDataBase.Get(stock, date);
     if (_chain != null)
     {
         FillChainExpandables();
         FillSymbolLabel();
         ClearPreviewTrade();
     }
 }
Example #3
0
            public bool HistoricData(DateTime date)
            {
                OptionChain chain = OptionDataBase.Get(_stock, date);

                if (chain != null)
                {
                    return(true);
                }
                return(false);
            }
Example #4
0
        public FormMain()
        {
            GlobalObjects.Initialize();
            Api.Initialize(File.ReadAllText("AlphavantageKey.txt"));
            StockDataBase.Initialize(TimeSpan.FromHours(5));
            OptionDataBase.Initialize();
            WatchListManager.Initialize();
            InitializeComponent();
            watchListUI.Link(GlobalObjects.Chart);
            chartControl.Link(GlobalObjects.Chart);

            watchListUI.LoadStockEvent  += new WatchListUI.LoadStockHandler(LoadStock);
            chartControl.LoadStockEvent += new ChartControl.LoadStockHandler(LoadStockChart);
        }
Example #5
0
            public static Option GetOption(Stock stock, OptionType optionType, PositionType posType, double strike, DateTime experation, DateTime date)
            {
                OptionChain chain = OptionDataBase.Get(stock, date);

                if (chain != null)
                {
                    OptionChainDataPoint option = chain.FindOption(optionType, experation, strike);
                    return(new Option(stock, option.Type, posType, option.Strike, option.Experation));
                }
                else
                {
                    int daysUntilThursday = 4 - (int)experation.DayOfWeek;
                    experation = experation.AddDays(daysUntilThursday);

                    strike = Math.Round(strike, 0);
                    double amountFromTwoFifty = (strike % 2.5) <= (2.5 - strike % 2.5) ? -(strike % 2.5) : (2.5 - strike % 2.5);
                    strike += amountFromTwoFifty;

                    return(new Option(stock, optionType, posType, strike, experation));
                }
            }
Example #6
0
            public async Task <double> Price(DateTime date)
            {
                double      price = 0;
                OptionChain chain = OptionDataBase.Get(_stock, date);

                if (chain != null)
                {
                    OptionChainDataPoint option = chain.FindOption(_optionType, _expDate, _strike);
                    price = (option.Bid + option.Ask) * 0.5;
                }
                else
                {
                    TimeSpan  updateSpan = DateTime.UtcNow - date;
                    StockData data       = await StockDataBase.Get(_stock, Api.Interval.Daily, updateSpan);

                    int index      = data.FindDateIndex(date);
                    int expiration = DaysUntilExpiration(date);
                    price = Indicators.Options.AproxPrice(data, index, _optionType, _strike, expiration);
                }
                return(price);
            }
Example #7
0
 public void Fill(OptionTrade trade, DateTime dataDate)
 {
     Clear();
     if (trade.Spread.Options[0] != null)
     {
         if (trade.Spread.Options[0].Strike > 0)
         {
             OptionChain          chain   = OptionDataBase.Get(trade.Spread.Stock, dataDate);
             OptionChainDataPoint option1 = chain.FindOption(trade.Spread.Options[0].OptionType, trade.Spread.Options[0].ExpirationDate, trade.Spread.Options[0].Strike);
             if (trade.Spread.Options[0].PositionType == PositionType.Long)
             {
                 orderLineUI1.Fill(option1, trade.Amount);
             }
             else if (trade.Spread.Options[0].PositionType == PositionType.Short)
             {
                 orderLineUI1.Fill(option1, trade.Amount * -1);
             }
         }
     }
     if (trade.Spread.Options[1] != null)
     {
         if (trade.Spread.Options[1].Strike > 0)
         {
             OptionChain          chain   = OptionDataBase.Get(trade.Spread.Stock, dataDate);
             OptionChainDataPoint option1 = chain.FindOption(trade.Spread.Options[1].OptionType, trade.Spread.Options[1].ExpirationDate, trade.Spread.Options[1].Strike);
             if (trade.Spread.Options[1].PositionType == PositionType.Long)
             {
                 orderLineUI2.Fill(option1, trade.Amount);
             }
             else if (trade.Spread.Options[1].PositionType == PositionType.Short)
             {
                 orderLineUI2.Fill(option1, trade.Amount * -1);
             }
         }
     }
 }
Example #8
0
            public static Spread GetSpread(Stock stock, SpreadType type, double strikeLow, double spreadWidth, DateTime experationDate, DateTime date)
            {
                Option[] options;
                if (type == SpreadType.LongCall || type == SpreadType.LongPut || type == SpreadType.ShortPut)
                {
                    options = new Option[1];
                }
                else
                {
                    options = new Option[2];
                }

                switch (type)
                {
                case SpreadType.LongCall:
                    options[0] = Option.GetOption(stock, OptionType.Call, PositionType.Long, strikeLow, experationDate, date);
                    break;

                case SpreadType.LongPut:
                    options[0] = Option.GetOption(stock, OptionType.Put, PositionType.Long, strikeLow, experationDate, date);
                    break;

                case SpreadType.ShortPut:
                    options[0] = Option.GetOption(stock, OptionType.Put, PositionType.Short, strikeLow, experationDate, date);
                    break;

                case SpreadType.LongCallVertical:
                    options[0] = Option.GetOption(stock, OptionType.Call, PositionType.Long, strikeLow, experationDate, date);
                    options[1] = Option.GetOption(stock, OptionType.Call, PositionType.Short, strikeLow + spreadWidth, experationDate, date);
                    break;

                case SpreadType.ShortCallVertical:
                    options[0] = Option.GetOption(stock, OptionType.Call, PositionType.Short, strikeLow, experationDate, date);
                    options[1] = Option.GetOption(stock, OptionType.Call, PositionType.Long, strikeLow + spreadWidth, experationDate, date);
                    break;

                case SpreadType.LongPutVertical:
                    options[0] = Option.GetOption(stock, OptionType.Put, PositionType.Short, strikeLow, experationDate, date);
                    options[1] = Option.GetOption(stock, OptionType.Put, PositionType.Long, strikeLow + spreadWidth, experationDate, date);
                    break;

                case SpreadType.ShortPutVertical:
                    options[0] = Option.GetOption(stock, OptionType.Put, PositionType.Long, strikeLow, experationDate, date);
                    options[1] = Option.GetOption(stock, OptionType.Put, PositionType.Short, strikeLow + spreadWidth, experationDate, date);
                    break;
                }

                if (options.Length == 2)
                {
                    if (options[0].Strike == options[1].Strike)
                    {
                        OptionChain chain     = OptionDataBase.Get(options[1].Stock, date);
                        double      newStrike = chain.FindNextStrike(options[1].Strike, options[1].ExpirationDate);
                        options[1] = Option.GetOption(options[1].Stock, options[1].OptionType, options[1].PositionType,
                                                      newStrike, options[1].ExpirationDate, date);
                    }
                }

                Spread spread = new Spread(options);

                return(spread);
            }