protected void OnQueryStrategySuccessAction(PBStrategyList PB)
{
foreach (var strategy in PB.Strategy)
{
var strategyVM = StrategyVMCollection.FindContract(strategy.Exchange, strategy.Contract);
if (strategyVM == null)
{
strategyVM = new StrategyVM(this);
StrategyVMCollection.Add(strategyVM);
}
strategyVM.Exchange = strategy.Exchange;
strategyVM.Contract = strategy.Contract;
strategyVM.Hedging = strategy.Hedging;
strategyVM.Underlying = strategy.Underlying;
strategyVM.StrategySym = strategy.Symbol;
strategyVM.Depth = strategy.Depth;
strategyVM.AskEnabled = strategy.AskEnabled;
strategyVM.BidEnabled = strategy.BidEnabled;
strategyVM.BidQV = strategy.BidQV;
strategyVM.AskQV = strategy.AskQV;
strategyVM.IVModel = strategy.IvModel;
strategyVM.VolModel = strategy.VolModel;
strategyVM.PricingModel = strategy.PricingModel;
strategyVM.BaseContract = strategy.BaseContract;
strategyVM.Portfolio = strategy.Portfolio;
strategyVM.MaxAutoTrade = strategy.MaxAutoTrade;
strategyVM.BidNotCross = strategy.BidNotCross;
strategyVM.AskCounter = strategy.AskCounter;
strategyVM.BidCounter = strategy.BidCounter;
strategyVM.CloseMode = strategy.CloseMode;
strategyVM.TickSize = strategy.TickSizeMult;
strategyVM.OrderCounter = strategy.LimitOrderCounter;
strategyVM.PricingContractParams.Clear();
foreach (var wtContract in strategy.PricingContracts)
{
strategyVM.PricingContractParams.Add(
new PricingContractParamVM()
{
Exchange = wtContract.Exchange,
Contract = wtContract.Contract,
Adjust = wtContract.Adjust,
Weight = wtContract.Weight
});
}
strategyVM.IVMContractParams.Clear();
foreach (var wtContract in strategy.IvmContracts)
{
strategyVM.IVMContractParams.Add(
new PricingContractParamVM()
{
Exchange = wtContract.Exchange,
Contract = wtContract.Contract,
Adjust = wtContract.Adjust,
Weight = wtContract.Weight
});
}
strategyVM.VMContractParams.Clear();
foreach (var wtContract in strategy.VolContracts)
{
strategyVM.VMContractParams.Add(
new PricingContractParamVM()
{
Exchange = wtContract.Exchange,
Contract = wtContract.Contract,
Adjust = wtContract.Adjust,
Weight = wtContract.Weight
});
}
}
}
