// get stock/option historical prices
public ArrayList GetHistoricalData(string ticker, DateTime start, DateTime end)
{
Symbol.Type type = Symbol.Type.Unknown;
ticker = Symbol.CorrectSymbol(ticker, out type);
return(yho.GetHistoricalData(ticker, start, end));
}
// get stock latest quote
public Quote GetQuote(string ticker)
{
Symbol.Type type = Symbol.Type.Unknown;
ticker = Symbol.CorrectSymbol(ticker, out type);
string mode = config["QuoteDataSource"];
Quote quote = null;
switch (mode)
{
case "A":
case "Default":
default:
quote = yho.GetQuote(ticker);
if (quote == null)
{
quote = msn.GetQuote(ticker);
}
break;
case "B":
quote = msn.GetQuote(ticker);
if (quote == null)
{
quote = yho.GetQuote(ticker);
}
break;
}
return(quote);
}
/**
* Metodos generico
*/
/**
* Define uma variavel na tabela de simbolo
* @param type
* @param nameToken
*/
Symbol defineVar(Symbol.Type type, IToken nameToken, ParserRuleContext ctx)
{
String varName = nameToken.Text.ToUpper();
if (!currentScope.existLocalScope(varName))
{
VariableSymbol var = new VariableSymbol(nameToken.Text, type);
currentScope.define(var); // Define symbol in current scope
var.setContext(ctx);
return(var);
}
else
{
/* String msg = String.format(Messages.DefPhase_2, varName);
* Token ec = nameToken;
* int st = this.m_converter.convert(ec).getColumn();
* String sm = ec.getText();
* int et = st + ((sm != null) ? sm.length() : 1);
* if (st == -1)
* return null;
*
* DefaultProblem defaultProblem = new DefaultProblem("", msg, 0,
* new String[] { }, ProblemSeverities.Error, st, et,
* ec.getLine());
* m_reporter.reportProblem(defaultProblem);*/
}
return(null);
}
void defineStaticCh(Symbol.Type type, String varName, String value)
{
if (!currentScope.existLocalScope(varName))
{
VariableSymbol var = new VariableSymbol(varName, type);
currentScope.define(var); // Define symbol in current scope
}
}
// get default historical volatility for specified duration [in years]
public double GetHistoricalVolatility(string ticker, double duration)
{
Symbol.Type type = Symbol.Type.Unknown;
ticker = Symbol.CorrectSymbol(ticker, out type);
// get historical data
ArrayList list = GetHistoricalData(ticker, DateTime.Now.AddDays(-duration * 365), DateTime.Now);
// calculate historical value
return(100.0 * HistoryVolatility.HighLowParkinson(list));
}
/// <summary>
/// Finds symbols that overlap with the specified value and width. If more than one
/// matching symbol is found, an arbitrary match will be returned. Comparisons are
/// only performed between symbols of the same type, so addresses and constants do
/// not clash.
/// </summary>
/// <param name="value">Value to compare.</param>
/// <param name="width">Width to check, useful when checking for collisions. When
/// doing a simple variable lookup, this should be set to 1.</param>
/// <returns>One matching symbol, or null if none matched.</returns>
public DefSymbol GetByValueRange(int value, int width, Symbol.Type type)
{
foreach (KeyValuePair <string, DefSymbol> kvp in mVarByLabel)
{
if (DefSymbol.CheckOverlap(kvp.Value, value, width, type))
{
return(kvp.Value);
}
}
return(null);
}
public override void EnterFuncDeclaration(AdvplParser.FuncDeclarationContext ctx)
{
String name = ctx.identifier().GetText();
int typeTokenType = -1;
if (ctx.modifiersFunction() != null)
{
typeTokenType = ctx.modifiersFunction().start.Type;
}
Symbol.Type type = CheckSymbols.getType(typeTokenType);
FunctionSymbol function = new FunctionSymbol(name, type, currentScope);
function.startFuncionPos = ctx.start.StartIndex;
function.endFuncionPos = ctx.stop.StopIndex;
m_functionsAndMethodsInSource.Add(function);
currentScope.define(function);
saveScope(ctx, function);
currentScope = function;
allScopes.Add(currentScope);
treesByScopes.Add(currentScope, ctx);
}
// get stock latest options chain
public ArrayList GetOptionsChain(string ticker)
{
Symbol.Type type = Symbol.Type.Unknown;
ticker = Symbol.CorrectSymbol(ticker, out type);
string mode = "Default";
if (type == Symbol.Type.Stock)
{
mode = config["StockOptionChainDataSource"];
}
else if (type == Symbol.Type.Fund)
{
mode = config["FundOptionChainDataSource"];
}
else if (type == Symbol.Type.Index)
{
mode = config["IndexOptionChainDataSource"];
}
ArrayList list = null;
switch (mode)
{
case "A":
{
list = mkw.GetOptionsChain(ticker, type);
if ((list == null || list.Count == 0) && type == Symbol.Type.Stock)
{
list = mkw.GetOptionsChain(ticker, Symbol.Type.Fund);
}
if ((list == null || list.Count == 0) && type == Symbol.Type.Fund)
{
list = mkw.GetOptionsChain(ticker, Symbol.Type.Index);
}
}
break;
case "B":
{
list = mst.GetOptionsChain(ticker, type);
}
break;
case "C":
{
list = yho.GetOptionsChain(ticker);
}
break;
case "D":
{
list = opt.GetOptionsChain(ticker, type);
}
break;
case "Default":
default:
if (type != Symbol.Type.Index)
{
list = mkw.GetOptionsChain(ticker, type);
if ((list == null || list.Count == 0))
{
list = mkw.GetOptionsChain(ticker, Symbol.Type.Fund);
}
if ((list == null || list.Count == 0))
{
list = mst.GetOptionsChain(ticker, type);
}
if ((list == null || list.Count == 0))
{
list = yho.GetOptionsChain(ticker);
}
if ((list == null || list.Count == 0))
{
list = opt.GetOptionsChain(ticker, type);
}
}
else
{
list = opt.GetOptionsChain(ticker, type);
if ((list == null || list.Count == 0))
{
list = mst.GetOptionsChain(ticker, type);
}
if ((list == null || list.Count == 0))
{
list = mkw.GetOptionsChain(ticker, type);
}
if ((list == null || list.Count == 0) && type == Symbol.Type.Fund)
{
list = mkw.GetOptionsChain(ticker, Symbol.Type.Index);
}
if ((list == null || list.Count == 0))
{
list = yho.GetOptionsChain(ticker);
}
}
break;
}
return(list);
}
/// <summary>
/// Validates input and updates controls appropriately.
/// </summary>
private void UpdateControls()
{
if (!IsLoaded)
{
return;
}
// Label must be valid and not already exist in the table we're editing. (For project
// symbols, it's okay if an identical label exists elsewhere.)
bool labelValid = Asm65.Label.ValidateLabel(Label);
bool labelUnique;
// NOTE: should be using Asm65.Label.LABEL_COMPARER?
if (mDefSymbolList.TryGetValue(Label, out DefSymbol existing))
{
// It's okay if it's the same object.
labelUnique = (existing == mOldSym);
}
else
{
labelUnique = true;
}
// For local variables, do a secondary uniqueness check across the full symbol table.
if (labelUnique && mSymbolTable != null)
{
labelUnique = !mSymbolTable.TryGetValue(Label, out Symbol sym);
// It's okay if this and the other are both variables.
if (!labelUnique && IsVariable && sym.IsVariable)
{
labelUnique = true;
}
}
// Value must be blank, meaning "erase any earlier definition", or valid value.
// (Hmm... don't currently have a way to specify "no symbol" in DefSymbol.)
//if (!string.IsNullOrEmpty(valueTextBox.Text)) {
bool valueValid = ParseValue(out int thisValue, out int unused2);
//} else {
// valueValid = true;
//}
bool widthValid = true;
int thisWidth = -1;
if (IsConstant && !IsVariable)
{
// width field is ignored
}
else if (string.IsNullOrEmpty(VarWidth))
{
// blank field is okay if the width is optional
widthValid = mIsWidthOptional;
}
else if (!Asm65.Number.TryParseInt(VarWidth, out thisWidth, out int unusedBase) ||
thisWidth < DefSymbol.MIN_WIDTH || thisWidth > DefSymbol.MAX_WIDTH ||
(IsVariable && thisWidth > 256))
{
// All widths must be between 1 and 65536. For a variable, the full thing must
// fit on zero page without wrapping. We test for 256 here so that we highlight
// the "bad width" label, rather than the "it doesn't fit on the page" label.
widthValid = false;
}
bool valueRangeValid = true;
if (IsVariable && valueValid && widthValid)
{
// $ff with width 1 is okay, $ff with width 2 is not
if (thisValue < 0 || thisValue + thisWidth > 256)
{
valueRangeValid = false;
}
}
Symbol.Type symbolType = IsConstant ? Symbol.Type.Constant : Symbol.Type.ExternalAddr;
// For a variable, the value must also be unique within the table. Values have
// width, so we need to check for overlap.
bool valueUniqueValid = true;
if (IsVariable && valueValid && widthValid)
{
foreach (KeyValuePair <string, DefSymbol> kvp in mDefSymbolList)
{
if (kvp.Value != mOldSym &&
DefSymbol.CheckOverlap(kvp.Value, thisValue, thisWidth, symbolType))
{
valueUniqueValid = false;
break;
}
}
}
bool rwValid = true;
if (!IsVariable && IsAddress)
{
rwValid = IsReadChecked || IsWriteChecked;
}
labelNotesLabel.Foreground = labelValid ? mDefaultLabelColor : Brushes.Red;
labelUniqueLabel.Foreground = projectLabelUniqueLabel.Foreground =
labelUnique ? mDefaultLabelColor : Brushes.Red;
valueNotesLabel.Foreground = valueValid ? mDefaultLabelColor : Brushes.Red;
varValueRangeLabel.Foreground = valueRangeValid ? mDefaultLabelColor : Brushes.Red;
varValueUniqueLabel.Foreground = valueUniqueValid ? mDefaultLabelColor : Brushes.Red;
widthNotesLabel.Foreground = widthValid ? mDefaultLabelColor : Brushes.Red;
checkReadWriteLabel.Foreground = rwValid ? mDefaultLabelColor : Brushes.Red;
IsValid = labelValid && labelUnique && valueValid && valueRangeValid &&
valueUniqueValid && widthValid && rwValid;
}
/// <summary>
/// Validates input and updates controls appropriately.
/// </summary>
private void UpdateControls()
{
if (!IsLoaded)
{
return;
}
// Label must be valid and not already exist in the table we're editing. (For project
// symbols, it's okay if an identical label exists elsewhere.)
string trimLabel = Symbol.TrimAndValidateLabel(Label, string.Empty,
out bool labelValid, out bool unused1, out bool unused2, out bool unused3,
out Symbol.LabelAnnotation unused4);
bool labelUnique;
if (mDefSymbolList.TryGetValue(trimLabel, out DefSymbol existing))
{
// We found a match. See if we're just seeing the symbol we're editing.
//
// We only want to check the label, not the entire symbol, because otherwise
// things can go funny when multiple edits are done without flushing the data
// back to the symbol table. For example, when this is invoked from the
// Edit Project Symbol button in the instruction operand editor, the user might
// edit the comment field of an existing project symbol, hit OK here, then try
// to edit it again before closing the operand editor. In that case we get
// passed the edited DefSymbol, which no longer fully matches what's in the
// symbol table.
//
// TODO: we still don't handle the case where the user changes the label from
// FOO to FOO1 and then back to FOO without closing the instruction edit dialog.
// The problem is that we find a match for FOO in the symbol table without
// realizing that it was the original name before the edits began. To fix this
// we need to pass in the original label as well as the recently-edited symbol,
// and allow the new name to match either.
//labelUnique = (existing == mOldSym);
labelUnique = Asm65.Label.LABEL_COMPARER.Equals(existing.Label, mOldSym.Label);
}
else
{
labelUnique = true;
}
// For local variables, do a secondary uniqueness check across the full symbol table.
if (labelUnique && mSymbolTable != null)
{
labelUnique = !mSymbolTable.TryGetValue(trimLabel, out Symbol sym);
// It's okay if this and the other are both variables.
if (!labelUnique && IsVariable && sym.IsVariable)
{
labelUnique = true;
}
}
// Value must be blank, meaning "erase any earlier definition", or valid value.
// (Hmm... don't currently have a way to specify "no symbol" in DefSymbol.)
//if (!string.IsNullOrEmpty(valueTextBox.Text)) {
bool valueValid = ParseValue(out int thisValue, out int unused5);
//} else {
// valueValid = true;
//}
bool widthValid = true;
int thisWidth = -1;
if (IsConstant && !IsVariable)
{
// width field is ignored
}
else if (string.IsNullOrEmpty(VarWidth))
{
// blank field is okay if the width is optional
widthValid = mIsWidthOptional;
}
else if (!Asm65.Number.TryParseInt(VarWidth, out thisWidth, out int unusedBase) ||
thisWidth < DefSymbol.MIN_WIDTH || thisWidth > DefSymbol.MAX_WIDTH ||
(IsVariable && thisWidth > MAX_VAR_WIDTH))
{
// All widths must be between 1 and 65536. For a variable, the full thing must
// fit on zero page, except on 65816 where a 16-bit access at $ff can extend
// off the end of the direct page.
//
// We test the variable width here so that we highlight the "width limit" label,
// rather than the "value range" label.
widthValid = false;
}
bool valueRangeValid = true;
if (IsVariable && valueValid && widthValid)
{
// $ff with width 1 is okay, $ff with width 2 is okay on 65816, width=3 is bad
if (thisValue < 0 || thisValue + thisWidth > MAX_VAR_WIDTH)
{
valueRangeValid = false;
}
}
else if (IsAddress && valueValid)
{
// limit to positive 24-bit integers; use a long for value+width so we
// don't get fooled by overflow
long lvalue = thisValue;
if (thisWidth > 0)
{
lvalue += thisWidth - 1;
}
if (thisValue < 0 || lvalue > 0x00ffffff)
{
valueRangeValid = false;
}
}
Symbol.Type symbolType = IsConstant ? Symbol.Type.Constant : Symbol.Type.ExternalAddr;
// For a variable, the value must also be unique within the table. Values have
// width, so we need to check for overlap.
bool valueUniqueValid = true;
if (IsVariable && valueValid && widthValid)
{
foreach (KeyValuePair <string, DefSymbol> kvp in mDefSymbolList)
{
if (kvp.Value != mOldSym &&
DefSymbol.CheckOverlap(kvp.Value, thisValue, thisWidth, symbolType))
{
valueUniqueValid = false;
break;
}
}
}
bool rwValid = true;
if (!IsVariable && IsAddress)
{
rwValid = IsReadChecked || IsWriteChecked;
}
labelNotesLabel.Foreground = labelValid ? mDefaultLabelColor : Brushes.Red;
labelUniqueLabel.Foreground = projectLabelUniqueLabel.Foreground =
labelUnique ? mDefaultLabelColor : Brushes.Red;
valueNotesLabel.Foreground = valueValid ? mDefaultLabelColor : Brushes.Red;
addrValueRangeLabel.Foreground = valueRangeValid ? mDefaultLabelColor : Brushes.Red;
varValueRangeLabel.Foreground = valueRangeValid ? mDefaultLabelColor : Brushes.Red;
varValueUniqueLabel.Foreground = valueUniqueValid ? mDefaultLabelColor : Brushes.Red;
widthNotesLabel.Foreground = widthValid ? mDefaultLabelColor : Brushes.Red;
checkReadWriteLabel.Foreground = rwValid ? mDefaultLabelColor : Brushes.Red;
IsValid = labelValid && labelUnique && valueValid && valueRangeValid &&
valueUniqueValid && widthValid && rwValid;
}
/// <summary>
/// Validates input and updates controls appropriately.
/// </summary>
private void UpdateControls()
{
if (!IsLoaded)
{
return;
}
// Label must be valid and not already exist in the table we're editing. (For project
// symbols, it's okay if an identical label exists elsewhere.)
string trimLabel = Symbol.TrimAndValidateLabel(Label, string.Empty,
out bool labelValid, out bool unused1, out bool unused2, out bool unused3,
out Symbol.LabelAnnotation unused4);
bool labelUnique;
if (mDefSymbolList.TryGetValue(trimLabel, out DefSymbol existing))
{
// We found a match. See if we're just seeing the symbol we're editing.
// If there's no "original" symbol, then the fact that we matched anything
// means the label is not unique. Otherwise, we consider it unique if the
// label matches the original symbol.
//
// We only need to check the label. Since we're comparing the original
// symbol to the value from the symbol table, it should be a total match,
// but the other fields don't actually matter. It's safer to let the Symbol
// class comparison operators do the work though.
labelUnique = (existing == mOrigSym);
//labelUnique = mOrigSym != null &&
// Asm65.Label.LABEL_COMPARER.Equals(existing.Label, mOrigSym.Label);
}
else
{
labelUnique = true;
}
// For local variables, do a secondary uniqueness check across the full symbol table.
if (labelUnique && mSymbolTable != null)
{
labelUnique = !mSymbolTable.TryGetValue(trimLabel, out Symbol sym);
// It's okay if this and the other are both variables.
if (!labelUnique && IsVariable && sym.IsVariable)
{
labelUnique = true;
}
}
// Value must be blank, meaning "erase any earlier definition", or valid value.
// (Hmm... don't currently have a way to specify "no symbol" in DefSymbol.)
//if (!string.IsNullOrEmpty(valueTextBox.Text)) {
bool valueValid = ParseValue(out int thisValue, out int unused5);
//} else {
// valueValid = true;
//}
bool widthValid = true;
int thisWidth = -1;
if (IsConstant && !IsVariable)
{
// width field is ignored
}
else if (string.IsNullOrEmpty(VarWidth))
{
// blank field is okay if the width is optional
widthValid = mIsWidthOptional;
}
else if (!Asm65.Number.TryParseInt(VarWidth, out thisWidth, out int unusedBase) ||
thisWidth < DefSymbol.MIN_WIDTH || thisWidth > DefSymbol.MAX_WIDTH ||
(IsVariable && thisWidth > MAX_VAR_WIDTH))
{
// All widths must be between 1 and 65536. For a variable, the full thing must
// fit on zero page, except on 65816 where a 16-bit access at $ff can extend
// off the end of the direct page.
//
// We test the variable width here so that we highlight the "width limit" label,
// rather than the "value range" label.
widthValid = false;
}
bool valueRangeValid = true;
if (IsVariable && valueValid && widthValid)
{
// $ff with width 1 is okay, $ff with width 2 is okay on 65816, width=3 is bad
if (thisValue < 0 || thisValue + thisWidth > MAX_VAR_WIDTH)
{
valueRangeValid = false;
}
}
else if (IsAddress && valueValid)
{
// limit to positive 24-bit integers; use a long for value+width so we
// don't get fooled by overflow
long lvalue = thisValue;
if (thisWidth > 0)
{
lvalue += thisWidth - 1;
}
if (thisValue < 0 || lvalue > 0x00ffffff)
{
valueRangeValid = false;
}
}
Symbol.Type symbolType = IsConstant ? Symbol.Type.Constant : Symbol.Type.ExternalAddr;
// For a variable, the value must also be unique within the table. Values have
// width, so we need to check for overlap.
bool valueUniqueValid = true;
if (IsVariable && valueValid && widthValid)
{
foreach (KeyValuePair <string, DefSymbol> kvp in mDefSymbolList)
{
if (kvp.Value != mOrigSym &&
DefSymbol.CheckOverlap(kvp.Value, thisValue, thisWidth, symbolType))
{
valueUniqueValid = false;
break;
}
}
}
bool rwValid = true;
if (!IsVariable && IsAddress)
{
rwValid = IsReadChecked || IsWriteChecked;
}
labelNotesLabel.Foreground = labelValid ? mDefaultLabelColor : Brushes.Red;
labelUniqueLabel.Foreground = projectLabelUniqueLabel.Foreground =
labelUnique ? mDefaultLabelColor : Brushes.Red;
valueNotesLabel.Foreground = valueValid ? mDefaultLabelColor : Brushes.Red;
addrValueRangeLabel.Foreground = valueRangeValid ? mDefaultLabelColor : Brushes.Red;
varValueRangeLabel.Foreground = valueRangeValid ? mDefaultLabelColor : Brushes.Red;
varValueUniqueLabel.Foreground = valueUniqueValid ? mDefaultLabelColor : Brushes.Red;
widthNotesLabel.Foreground = widthValid ? mDefaultLabelColor : Brushes.Red;
checkReadWriteLabel.Foreground = rwValid ? mDefaultLabelColor : Brushes.Red;
IsValid = labelValid && labelUnique && valueValid && valueRangeValid &&
valueUniqueValid && widthValid && rwValid;
}
// get stock latest options chain
public ArrayList GetOptionsChain(string ticker, Symbol.Type type)
{
// create options array list
ArrayList options_list = new ArrayList();
options_list.Clear();
options_list.Capacity = 1024;
string symbol = ticker.TrimStart(new char[] { '^', '~' }).ToLower();
string url = @"http://www.optionetics.com/marketdata/details.asp?symb=" + symbol.ToUpper() + "&page=chain";
//XmlDocument doc = cap.DownloadXmlPartialWebPage(url, "<body", "</body>", 1, 1);
//if (doc == null) return null;
HtmlDocument html = wbf.GetHtmlDocumentWithWebBrowser(url, null, null, null, 60);
if (html == null)
{
return(null);
}
XmlDocument doc = cap.ConvertHtmlToXml("<html>" + cap.GetPartialWebPage(html.Body.OuterHtml, "Options Expiration:", "</div>", 1, 1) + "</html>");
if (doc == null)
{
return(null);
}
List <DateTime> exp_date_list = new List <DateTime>();
List <XmlNode> table_nd_list = new List <XmlNode>();
XmlNode nd, table_nd;
for (int i = 1; ; i++)
{
table_nd = prs.FindXmlNodeByName(doc.FirstChild, "TABLE", "class=chaintable", i);
if (table_nd == null)
{
break;
}
if (table_nd.PreviousSibling != null)
{
DateTime exp_date;
if (DateTime.TryParse(System.Web.HttpUtility.HtmlDecode(table_nd.PreviousSibling.InnerText.Replace("Options Expiration:", "").Trim()), out exp_date))
{
exp_date_list.Add(exp_date.AddDays(1));
table_nd_list.Add(table_nd);
}
}
}
for (int e = 0; e < table_nd_list.Count; e++)
{
// expiration
DateTime exp_date = exp_date_list[e];
for (int r = 3; ; r++)
{
XmlNode row_nd = prs.GetXmlNodeByPath(table_nd_list[e], @"TBODY\TR(" + r.ToString() + @")");
if (row_nd == null)
{
break;
}
// strike
double strike;
nd = prs.GetXmlNodeByPath(row_nd, @"TD(7)");
if (nd == null || nd.InnerText == null ||
!double.TryParse(System.Web.HttpUtility.HtmlDecode(nd.InnerText.Trim()), out strike))
{
continue;
}
for (int i = 0; i < 2; i++)
{
try
{
Option option = new Option();
option.expiration = exp_date;
option.strike = strike;
option.stock = ticker;
option.stocks_per_contract = 100;
option.type = (i == 0) ? "Call" : "Put";
option.update_timestamp = DateTime.Now;
// symbol
option.symbol = null;
nd = prs.GetXmlNodeByPath(row_nd, (i == 0) ? @"TD(1)\A" : @"TD(13)\A");
if (nd != null)
{
string[] split = System.Web.HttpUtility.HtmlDecode(nd.Attributes["href"].InnerText).Trim().Split(new char[] { '=', '&', '?' });
for (int k = 0; k < split.Length; k++)
{
if (split[k] == "symbol" && (k + 1) < split.Length)
{
option.symbol = "." + split[k + 1].Replace("^", "");
break;
}
}
}
if (option.symbol == null)
{
continue;
}
// bid
option.price.bid = double.NaN;
nd = prs.GetXmlNodeByPath(row_nd, (i == 0) ? @"TD(5)" : @"TD(8)");
if (nd != null && nd.InnerText != null)
{
double.TryParse(System.Web.HttpUtility.HtmlDecode(nd.InnerText.Trim()), out option.price.bid);
}
if (option.price.bid == 0)
{
option.price.bid = double.NaN;
}
// ask
option.price.ask = double.NaN;
nd = prs.GetXmlNodeByPath(row_nd, (i == 0) ? @"TD(6)" : @"TD(9)");
if (nd != null && nd.InnerText != null)
{
double.TryParse(System.Web.HttpUtility.HtmlDecode(nd.InnerText.Trim()), out option.price.ask);
}
if (option.price.ask == 0)
{
option.price.ask = double.NaN;
}
// last
option.price.last = double.NaN;
nd = prs.GetXmlNodeByPath(row_nd, (i == 0) ? @"TD(4)" : @"TD(10)");
if (nd != null && nd.InnerText != null)
{
double.TryParse(System.Web.HttpUtility.HtmlDecode(nd.InnerText.Trim()), out option.price.last);
}
if (option.price.last == 0)
{
option.price.last = double.NaN;
}
option.price.change = double.NaN;
// volume
option.volume.total = double.NaN;
nd = prs.GetXmlNodeByPath(row_nd, (i == 0) ? @"TD(3)" : @"TD(11)");
if (nd != null && nd.InnerText != null)
{
double.TryParse(System.Web.HttpUtility.HtmlDecode(nd.InnerText.Trim()), out option.volume.total);
}
// open-int
option.open_int = 0;
nd = prs.GetXmlNodeByPath(row_nd, (i == 0) ? @"TD(2)" : @"TD(12)");
if (nd != null && nd.InnerText != null)
{
int.TryParse(System.Web.HttpUtility.HtmlDecode(nd.InnerText.Trim()), out option.open_int);
}
options_list.Add(option);
}
catch { }
}
}
}
return(options_list);
}
// get stock latest options chain
public ArrayList GetOptionsChain(string ticker, Symbol.Type type)
{
// create options array list
ArrayList options_list = new ArrayList();
options_list.Clear();
options_list.Capacity = 1024;
string symbol = ticker.TrimStart(new char[] { '^', '~' }).ToLower();
string url = @"http://quote.morningstar.com/Option/Options.aspx?Ticker=" + symbol + @"&chnExpireDate[0]=";
string page = cap.DownloadHtmlWebPage(url);
string exp_list = GetJavaScriptVariable(page, "strExpireDateShort");
string opt_list = GetJavaScriptVariable(page, "strOptions");
if (exp_list == null || opt_list == null)
{
return(null);
}
string[] opt_list_split = opt_list.Split('~');
string[] exp_list_split = exp_list.Split(',');
for (int i = 0; i < exp_list_split.Length && i < opt_list_split.Length; i++)
{
string exp_str = exp_list_split[i].Trim();
string opt_str = opt_list_split[i].Trim();
if (exp_str == "" || opt_str == "")
{
continue;
}
try
{
int ed_d = int.Parse(exp_str.Substring(2, 2), ci);
int ed_m = int.Parse(exp_str.Substring(0, 2), ci);
int ed_y = int.Parse(exp_str.Substring(4, 4), ci);
DateTime exp_date = new DateTime(ed_y, ed_m, ed_d);
foreach (string opt_line in opt_str.Split('|'))
{
string[] split = opt_line.Trim().Split(',');
for (int j = 0; j < 2; j++)
{
int ofst = j * 10;
try
{
Option option = new Option();
option.expiration = exp_date;
if (!double.TryParse(split[0], NumberStyles.Number, ci, out option.strike))
{
continue;
}
option.stock = ticker;
option.stocks_per_contract = 100;
option.type = (j == 0) ? "Call" : "Put";
option.update_timestamp = DateTime.Now;
option.symbol = "." + split[2 + ofst];
if (!double.TryParse(split[3 + ofst], NumberStyles.Number, ci, out option.price.last))
{
option.price.last = double.NaN;
}
if (!double.TryParse(split[4 + ofst], NumberStyles.Number, ci, out option.price.bid))
{
option.price.bid = double.NaN;
}
if (!double.TryParse(split[5 + ofst], NumberStyles.Number, ci, out option.price.ask))
{
option.price.ask = double.NaN;
}
if (!double.TryParse(split[8 + ofst], NumberStyles.Number, ci, out option.volume.total))
{
option.volume.total = double.NaN;
}
if (!int.TryParse(split[9 + ofst], NumberStyles.Number, ci, out option.open_int))
{
option.open_int = (int)option.volume.total;
}
options_list.Add(option);
}
catch { }
}
}
}
catch { }
}
return(options_list);
}
/// <summary>
/// Gets the symbol associated with the operand of an instruction.
/// </summary>
/// <param name="offset">Offset of start of instruction.</param>
/// <param name="operandValue">Operand value.</param>
/// <param name="type">Operand type. Should be ExternalAddress for DP ops, or
/// Constant for StackRel ops.</param>
/// <returns>Symbol, or null if no match found.</returns>
public DefSymbol GetSymbol(int offset, int operandValue, Symbol.Type type)
{
AdvanceToOffset(offset);
return(mCurrentTable.GetByValueRange(operandValue, 1, type));
}
// get stock latest options chain
public ArrayList GetOptionsChain(string ticker, Symbol.Type type)
{
string symbol_type;
switch (type)
{
case Symbol.Type.Stock:
symbol_type = "stock";
break;
case Symbol.Type.Index:
symbol_type = "index";
break;
case Symbol.Type.Fund:
symbol_type = "fund";
break;
case Symbol.Type.Future:
case Symbol.Type.Unknown:
default:
return(null);
}
// create options array list
ArrayList options_list = new ArrayList();
options_list.Clear();
options_list.Capacity = 1024;
string symbol = ticker.TrimStart(new char[] { '^', '~' }).ToLower();
string url = @"http://www.marketwatch.com/investing/" + symbol_type + "/" + symbol + "/options?countrycode=US&showAll=True";
string page = cap.DownloadHtmlWebPage(url);
if (page == null)
{
return(null);
}
int xb = page.IndexOf("<table class=\"optiontable ");
int xe = page.LastIndexOf("</table>");
if (xb == -1 || xe < xb)
{
return(null);
}
string partial_page = page.Substring(xb, xe - xb) + "</table>";
XmlDocument xml = cap.ConvertHtmlToXml(partial_page);
if (xml == null)
{
return(null);
}
XmlNode table_nd = xml.FirstChild;
if (table_nd == null)
{
return(null);
}
// expiration date & strike
DateTime exp_date = DateTime.MinValue;
double strike = double.NaN;
for (int r = 1; ; r++)
{
XmlNode row_nd = prs.GetXmlNodeByPath(table_nd, @"tr(" + r + ")");
if (row_nd == null)
{
break;
}
try
{
XmlNode tmp_nd = prs.GetXmlNodeByPath(row_nd, @"form\td\h4\a");
if (tmp_nd != null)
{
string row_text = tmp_nd.InnerText.Trim();
if (row_text.EndsWith("Options"))
{
string[] split = row_text.Replace(",", "").Split(' ');
#if (true)
if (DateTime.TryParse("1 " + split[0] + " " + split[1], ci, DateTimeStyles.None, out exp_date))
{
// get the day after the 3rd firday
int days_to_1st_friday = (int)DayOfWeek.Friday - (int)exp_date.DayOfWeek;
if (days_to_1st_friday < 0)
{
days_to_1st_friday += 7;
}
exp_date = exp_date.AddDays(15 + days_to_1st_friday);
}
else
{
exp_date = DateTime.MinValue;
}
#else
DateTime.TryParse(split[2] + "-" + split[1] + "-" + split[3], ci, DateTimeStyles.None, out exp_date);
#endif
continue;
}
}
if (exp_date == DateTime.MinValue)
{
continue;
}
// strike price
XmlNode cell_nd = prs.GetXmlNodeByPath(row_nd, @"td(8)");
if (cell_nd == null || string.IsNullOrEmpty(cell_nd.InnerText))
{
continue;
}
string cell_text = cell_nd.InnerText.Trim();
if (!double.TryParse(cell_text, NumberStyles.Currency, ci, out strike))
{
continue;
}
for (int j = 0; j < 2; j++)
{
Option option = new Option();
option.stock = ticker;
option.expiration = exp_date;
option.strike = strike;
option.stocks_per_contract = 100;
option.type = (j == 0) ? "Call" : "Put";
// symbol
cell_nd = prs.GetXmlNodeByPath(row_nd, @"td(" + (1 + j * 8) + ")");
if (cell_nd == null || cell_nd.InnerText == null || cell_nd.FirstChild == null)
{
continue;
}
option.symbol = "." + cell_nd.FirstChild.Attributes["title"].Value.Trim().ToUpper();
if (option.symbol == ".")
{
continue;
}
// last-price
cell_nd = prs.GetXmlNodeByPath(row_nd, @"td(" + (2 + j * 8) + ")");
if (cell_nd == null || cell_nd.InnerText == null)
{
continue;
}
if (!double.TryParse(cell_nd.InnerText.Trim(), NumberStyles.Number, ci, out option.price.last))
{
option.price.last = double.NaN;
}
// price-change
cell_nd = prs.GetXmlNodeByPath(row_nd, @"td(" + (3 + j * 8) + ")");
if (cell_nd == null || cell_nd.InnerText == null)
{
continue;
}
if (!double.TryParse(cell_nd.InnerText.Trim(), NumberStyles.Number, ci, out option.price.change))
{
option.price.change = 0;
}
// volume
cell_nd = prs.GetXmlNodeByPath(row_nd, @"td(" + (4 + j * 8) + ")");
if (cell_nd == null || cell_nd.InnerText == null)
{
continue;
}
if (!double.TryParse(cell_nd.InnerText.Trim(), NumberStyles.Number, ci, out option.volume.total))
{
option.volume.total = 0;
}
// bid-price
cell_nd = prs.GetXmlNodeByPath(row_nd, @"td(" + (5 + j * 8) + ")");
if (cell_nd == null || cell_nd.InnerText == null)
{
continue;
}
if (!double.TryParse(cell_nd.InnerText.Trim(), NumberStyles.Number, ci, out option.price.bid))
{
option.price.bid = double.NaN;
}
// ask-price
cell_nd = prs.GetXmlNodeByPath(row_nd, @"td(" + (6 + j * 8) + ")");
if (cell_nd == null || cell_nd.InnerText == null)
{
continue;
}
if (!double.TryParse(cell_nd.InnerText.Trim(), NumberStyles.Number, ci, out option.price.ask))
{
option.price.ask = double.NaN;
}
// open-int
cell_nd = prs.GetXmlNodeByPath(row_nd, @"td(" + (7 + j * 8) + ")");
if (cell_nd == null || cell_nd.InnerText == null)
{
continue;
}
if (!int.TryParse(cell_nd.InnerText.Trim(), NumberStyles.Number, ci, out option.open_int))
{
option.open_int = 0;
}
options_list.Add(option);
}
}
catch { }
}
return(options_list);
}
