public void threadSafeFillLiveADMDataPage(OptionRealtimeMonitor optionRealtimeMonitor,
int row, int col, String displayValue,
bool updateColor, double value)
{
DataGridView gridLiveFCMData = optionRealtimeMonitor.getGridLiveFCMData;
try
{
int rowToUpdate = row;
if (gridLiveFCMData.Rows[rowToUpdate].Cells[col].Value == null
||
gridLiveFCMData.Rows[rowToUpdate].Cells[col].Value.ToString().CompareTo(displayValue) != 0
)
{
gridLiveFCMData.Rows[rowToUpdate].Cells[col].Value = displayValue;
if (updateColor)
{
gridLiveFCMData.Rows[rowToUpdate].Cells[col].Style.BackColor = CommonFormManipulation.plUpDownColor(value);
}
}
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
}
/// <summary>
/// Writes the initialization configuration file.
/// </summary>
void writeInitializationConfigFile()
{
#if DEBUG
try
#endif
{
SaveOutputFile sof = new SaveOutputFile(TradingSystemConstants.INITIALIZE_CONFIG_DIRECTORY);
sof.createConfigFile(TradingSystemConstants.INITIALIZE_OPTION_REALTIME_FILE_NAME);
Type configTypes = typeof(INITIALIZATION_CONFIG_VARS);
Array configNames = Enum.GetNames(configTypes);
sof.writeConfigLineFile(configNames.GetValue((int)INITIALIZATION_CONFIG_VARS.PORTFOLIOGROUP).ToString(),
(String)(cmbxPortfolio.SelectedItem));
sof.writeConfigLineFile(configNames.GetValue((int)INITIALIZATION_CONFIG_VARS.DBSERVERNAME).ToString(),
(String)(cmbxDatabase.SelectedItem));
//sof.writeConfigLineFile(configNames.GetValue((int)INITIALIZATION_CONFIG_VARS.BROKER).ToString(),
// initializationParms.FIX_Broker_18220);
//sof.writeConfigLineFile(configNames.GetValue((int)INITIALIZATION_CONFIG_VARS.ACCOUNT).ToString(),
// initializationParms.FIX_Acct);
sof.closeAndSaveFile();
}
#if DEBUG
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
#endif
}
private List <String> readSeparatedLine(String separatedLine, char separator)
{
List <String> listOfStrings = new List <string>();
#if DEBUG
try
#endif
{
String[] separatedArray = separatedLine.Split(separator);
for (int arrayCnt = 0; arrayCnt < separatedArray.Length; arrayCnt++)
{
String x = separatedArray[arrayCnt].Replace("\"", "");
listOfStrings.Add(x); //separatedArray[arrayCnt].Trim());
}
}
#if DEBUG
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
#endif
return(listOfStrings);
}
private void btnDaysFill_Click(object sender, EventArgs e)
{
#if DEBUG
try
#endif
{
int legCount = 0;
double days = 0;
if (daysTextBox.Text != null)
{
days = Convert.ToDouble(daysTextBox.Text);
while (legCount < gridViewSpreadGrid.RowCount)
{
if (gridViewSpreadGrid.Rows[legCount]
.Cells[(int)OPTION_PL_COLUMNS.CONTRACT_TYPE].Value != null)
{
gridViewSpreadGrid.Rows[legCount]
.Cells[(int)OPTION_PL_COLUMNS.DAYS_TO_EXP].Value
= days;
}
legCount++;
}
}
}
#if DEBUG
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
#endif
}
private void threadSafeHideUnhideADMContractSummaryLiveData(int row, bool visible)
{
try
{
int rowToUpdate = row;
admInputSummaryGrid.Rows[rowToUpdate].Visible = visible;
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
}
internal void threadSafeMarkAsConnected(DataGridView gridView, int row, int col, bool connected, Color backgroundColor)
{
try
{
if (gridView.Rows[row].Cells[col].Style.BackColor != backgroundColor)
{
gridView.Rows[row].Cells[col].Style.BackColor = backgroundColor;
}
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
}
private void AdmReportSummaryForm_DragEnter(object sender, DragEventArgs e)
{
#if DEBUG
try
#endif
{
e.Effect = DragDropEffects.All;
}
#if DEBUG
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
#endif
}
private void addRowMenuItem_Click(object sender, EventArgs e)
{
#if DEBUG
try
#endif
{
gridViewSpreadGrid.Rows.Add();
}
#if DEBUG
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
#endif
}
private void AdmReportSummaryForm_FormClosing(object sender, FormClosingEventArgs e)
{
#if DEBUG
try
#endif
{
e.Cancel = true;
this.Visible = false;
}
#if DEBUG
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
#endif
}
/// <summary>
/// Handles the Click event of the btnRunSystem control.
/// </summary>
/// <param name="sender">The source of the event.</param>
/// <param name="e">The <see cref="EventArgs"/> instance containing the event data.</param>
void btnRunSystem_Click(Object sender, EventArgs e)
{
#if DEBUG
try
#endif
{
//bool continueToRunSystem = true;
initializationParms.runLiveSystem = true;
initializationParms.dbServerName = (String)(cmbxDatabase.SelectedItem);
if (initializationParms.dbServerName == null)
{
initializationParms.dbServerName = TradingSystemConstants.DB_DEFAULTSERVERIP;
}
if (initializationParms.runFromDb)
{
initializationParms.idPortfolioGroup = pgs[cmbxPortfolio.SelectedIndex].idPortfolioGroup;
initializationParms.portfolioGroupName = pgs[cmbxPortfolio.SelectedIndex].portfolioName;
}
initializationParms.modelDateTime = modelDateTimePicker.Value.Date;
initializationParms.useHalfday = checkBoxUseHalfDay.Checked;
initializationParms.halfDayTransactionTime = transactionTime.Value;
initializationParms.halfDayDecisionOffsetMinutes = (int)decisionMinuteOffset.Value;
initializationParms.useCloudDb = checkBoxCloudDB.Checked;
//writeInitializationConfigFile();
//if (continueToRunSystem)
this.Dispose();
}
#if DEBUG
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
#endif
}
private void listViewFileList_MouseClick(object sender, MouseEventArgs e)
{
#if DEBUG
try
#endif
{
if (e.Button == System.Windows.Forms.MouseButtons.Right)
{
loadFileListMenuStrip.Show(listViewFileList, new Point(e.X, e.Y));
}
}
#if DEBUG
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
#endif
}
/// <summary>
/// Initializes a new instance of the <see cref="InitializationForm"/> class.
/// </summary>
/// <param name="initializationParms">The initialization parms.</param>
public InitializationForm(InitializationParms initializationParms)
{
this.initializationParms = initializationParms;
initializationParms.portfolioGroupName = "";
//this.tmlSystemRunType = tmlSystemRunType;
InitializeComponent();
loadPortfolioGroups();
this.Text = "OPTIONS REALTIME";
transactionTime.Value = new DateTime(2014, 1, 1, 9, 30, 0);
#if DEBUG
TSErrorCatch.errorCatchSetup();
#endif
}
private void gridViewSpreadGrid_MouseClick(object sender, MouseEventArgs e)
{
#if DEBUG
try
#endif
{
if (e.Button == System.Windows.Forms.MouseButtons.Right)
{
optionPLChartDataMenuStrip.Show(gridViewSpreadGrid, new Point(e.X, e.Y));
//optionConfigMenuStrip.Show(optionConfigSetupGrid, new Point(e.X, e.Y));
}
}
#if DEBUG
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
#endif
}
private void deleteRowMenuItem_Click(object sender, EventArgs e)
{
#if DEBUG
try
#endif
{
if (gridViewSpreadGrid.SelectedCells.Count > 0)
{
int selectedRow = gridViewSpreadGrid.SelectedCells[0].RowIndex;
gridViewSpreadGrid.Rows.RemoveAt(selectedRow);
}
}
#if DEBUG
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
#endif
}
internal void markLiveAsConnected(DataGridView gridView, int row, int col, bool connected, Color backgroundColor)
{
try
{
if (form.InvokeRequired)
{
ThreadSafeMarkAsConnectedDelegate d = new ThreadSafeMarkAsConnectedDelegate(threadSafeMarkAsConnected);
form.Invoke(d, gridView, row, col, connected, backgroundColor);
}
else
{
threadSafeMarkAsConnected(gridView, row, col, connected, backgroundColor);
}
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
}
// private void initializeBackgroundWorkerProgressBar()
// {
// try
// {
// backgroundWorkerProgressBar = new BackgroundWorker();
// backgroundWorkerProgressBar.WorkerReportsProgress = true;
// backgroundWorkerProgressBar.WorkerSupportsCancellation = true;
//
// backgroundWorkerProgressBar.DoWork +=
// new DoWorkEventHandler(setupBackgroundWorkerProgressBar);
//
// backgroundWorkerProgressBar.ProgressChanged +=
// new ProgressChangedEventHandler(
// backgroundWorkerProgressBar_ProgressChanged);
//
// backgroundWorkerProgressBar.RunWorkerAsync();
// }
// catch (Exception ex)
// {
// TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
// }
// }
//
// private void setupBackgroundWorkerProgressBar(object sender,
// DoWorkEventArgs e)
// {
// try
// {
// while (true)
// {
// backgroundWorkerProgressBar.ReportProgress(0);
// System.Threading.Thread.Sleep(PROGRESS_BAR_REFRESH);
// }
// }
// catch (Exception ex)
// {
// TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
// }
// }
//
// private void backgroundWorkerProgressBar_ProgressChanged(object sender,
// ProgressChangedEventArgs e)
// {
// try
// {
// updateProgressBar(progress);
// }
// catch (Exception ex)
// {
// TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
// }
// }
//
public void updateProgressBar(double progress)
{
try
{
if (this.InvokeRequired)
{
ThreadSafeProgressBarUpdate d = new ThreadSafeProgressBarUpdate(updateProgressBarValue);
this.Invoke(d, progress);
}
else
{
updateProgressBarValue(progress);
}
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
}
private void initializeBackgroundWorkerProgressBar()
{
try
{
backgroundWorkerProgressBar = new BackgroundWorker();
backgroundWorkerProgressBar.WorkerReportsProgress = true;
backgroundWorkerProgressBar.WorkerSupportsCancellation = true;
backgroundWorkerProgressBar.DoWork +=
new DoWorkEventHandler(setupBackgroundWorkerProgressBar);
backgroundWorkerProgressBar.RunWorkerCompleted +=
new RunWorkerCompletedEventHandler(bw_RunWorkerCompleted);
backgroundWorkerProgressBar.RunWorkerAsync();
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
}
/// <summary>
/// Handles the Click event of the btnExitSystem control.
/// </summary>
/// <param name="sender">The source of the event.</param>
/// <param name="e">The <see cref="System.EventArgs"/> instance containing the event data.</param>
void btnExitSystem_Click(System.Object sender, System.EventArgs e)
{
#if DEBUG
try
#endif
{
initializationParms.runLiveSystem = false;
//writeInitializationConfigFile();
this.Close();
}
#if DEBUG
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
#endif
}
private void hideUnhideADMContractSummaryLiveData(int row, bool visible)
{
try
{
if (this.InvokeRequired)
{
ThreadSafeHideUnhideContractSummaryLiveDataDelegate d =
new ThreadSafeHideUnhideContractSummaryLiveDataDelegate(threadSafeHideUnhideADMContractSummaryLiveData);
this.Invoke(d, row, visible);
}
else
{
threadSafeHideUnhideADMContractSummaryLiveData(row, visible);
}
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
}
public void fillLiveADMDataPage(OptionRealtimeMonitor optionRealtimeMonitor,
int row, int col, String displayValue,
bool updateColor, double value)
{
try
{
if (optionRealtimeMonitor.InvokeRequired)
{
ThreadSafeFillLiveDataPageDelegate d = new ThreadSafeFillLiveDataPageDelegate(threadSafeFillLiveADMDataPage);
optionRealtimeMonitor.Invoke(d, optionRealtimeMonitor, row, col, displayValue, updateColor, value);
}
else
{
threadSafeFillLiveADMDataPage(optionRealtimeMonitor, row, col, displayValue, updateColor, value);
}
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
}
private void setupBackgroundWorkerProgressBar(object sender,
DoWorkEventArgs e)
{
//this.Invoke(new EventHandler(optionSpreadManager.openThread));
optionSpreadManager.openThread(null, null);
try
{
while (!initialized)
{
//backgroundWorkerProgressBar.ReportProgress(0);
System.Threading.Thread.Sleep(1000);
}
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
optionSpreadManager.closeThread(null, null);
//this.Invoke(new EventHandler(optionSpreadManager.closeThread));
}
public void sendUpdateToContractSummaryLiveData(OptionRealtimeMonitor optionRealtimeMonitor)
{
DataGridView gridViewContractSummary = optionRealtimeMonitor.getGridViewContractSummary;
try
{
for (int contractSummaryExpressionCnt = 0;
contractSummaryExpressionCnt < optionSpreadManager.contractSummaryExpressionListIdx.Count(); contractSummaryExpressionCnt++)
{
CQGInstrument cqgInstrument =
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]]
.cqgInstrument;
if (cqgInstrument != null)
{
statusAndConnectedUpdates.checkUpdateStatus(gridViewContractSummary, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.TIME,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]]);
//if (optionSpreadManager.realtimeMonitorSettings.eodAnalysis)
if (optionSpreadManager
.optionSpreadExpressionList
[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]]
.instrument.eodAnalysisAtInstrument)
{
//gridViewContractSummary.Columns[(int)CONTRACTSUMMARY_DATA_COLUMNS.TIME].DefaultCellStyle.Font = new Font("Tahoma", 6);
fillContractSummaryLiveData(optionRealtimeMonitor,
contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.TIME,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]]
.lastTimeUpdated.ToString("yyyy-MM-dd HH:mm", DateTimeFormatInfo.InvariantInfo),
false, 0);
}
else
{
//gridViewContractSummary.Columns[(int)CONTRACTSUMMARY_DATA_COLUMNS.TIME].DefaultCellStyle.Font = new Font("Tahoma", 8);
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.TIME,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]]
.lastTimeUpdated.ToString("HH:mm", DateTimeFormatInfo.InvariantInfo),
false, 0);
}
// gridViewContractSummary
// .Rows[heldLotsExpressionCnt].Cells[(int)CONTRACTSUMMARY_DATA_COLUMNS.TOTAL_QTY].Value =
// optionSpreadExpressionList[i].numberOfLotsHeldForContractSummary
// * optionSpreadManager.portfolioGroupTotalMultiple;
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.ASK,
cqgInstrument.ToDisplayPrice(
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].ask),
false,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].ask);
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.BID,
cqgInstrument.ToDisplayPrice(
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].bid),
false,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].bid);
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.LAST,
cqgInstrument.ToDisplayPrice(
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].trade),
false,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].trade);
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.DFLT_PRICE,
cqgInstrument.ToDisplayPrice(
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].defaultPrice),
false,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].defaultPrice);
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.STTLE,
cqgInstrument.ToDisplayPrice(
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].settlement),
false,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].settlement);
if (optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]]
.settlementDateTime.Date.CompareTo(DateTime.Now.Date) >= 0)
{
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.SETL_TIME,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].settlementDateTime
.ToString("yyyy-MM-dd HH:mm", DateTimeFormatInfo.InvariantInfo),
true, 1);
}
else
{
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.SETL_TIME,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].settlementDateTime
.ToString("yyyy-MM-dd HH:mm", DateTimeFormatInfo.InvariantInfo),
true, -1);
}
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.YEST_STTLE,
cqgInstrument.ToDisplayPrice(
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].yesterdaySettlement),
false,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].yesterdaySettlement);
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.IMPL_VOL,
cqgInstrument.ToDisplayPrice(
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].impliedVol),
false,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].impliedVol);
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.THEOR_PRICE,
cqgInstrument.ToDisplayPrice(
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].theoreticalOptionPrice),
false,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].theoreticalOptionPrice);
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.SPAN_IMPL_VOL,
Math.Round(
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].impliedVolFromSpan,
2).ToString(),
false,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].impliedVolFromSpan);
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.SETL_IMPL_VOL,
Math.Round(
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].settlementImpliedVol,
2).ToString(),
false,
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].settlementImpliedVol);
int lots = optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]]
.numberOfLotsHeldForContractSummary
* optionSpreadManager.portfolioGroupTotalMultiple;
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.TOTAL_QTY,
lots.ToString(),
false,
lots);
double delta = Math.Round(
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].deltaChgForContractSummary
* optionSpreadManager.portfolioGroupTotalMultiple, 2);
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.DELTA,
delta.ToString(),
true,
delta);
double plChg = Math.Round(
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].plChgForContractSummary
* optionSpreadManager.portfolioGroupTotalMultiple, 2);
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.PL_DAY_CHG,
plChg.ToString(),
true,
plChg);
int numberOfOrderContracts =
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].numberOfOrderContracts
* optionSpreadManager.portfolioGroupTotalMultiple;
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.ORDER_QTY,
numberOfOrderContracts.ToString(),
false,
numberOfOrderContracts);
double plChgOrders = Math.Round(
optionSpreadManager.optionSpreadExpressionList[optionSpreadManager.contractSummaryExpressionListIdx[contractSummaryExpressionCnt]].plChgOrders
* optionSpreadManager.portfolioGroupTotalMultiple, 2);
fillContractSummaryLiveData(optionRealtimeMonitor, contractSummaryExpressionCnt,
(int)CONTRACTSUMMARY_DATA_COLUMNS.ORDER_PL_CHG,
plChgOrders.ToString(),
true,
plChgOrders);
}
}
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
}
private StatusAndConnectedUpdates statusAndConnectedUpdates; // { get; set; }
public void setupContractSummaryLiveData(OptionRealtimeMonitor optionRealtimeMonitor)
{
DataGridView gridViewContractSummary = optionRealtimeMonitor.getGridViewContractSummary;
try
{
Type contractSummaryColTypes = typeof(CONTRACTSUMMARY_DATA_COLUMNS);
Array contractSummaryColTypesArray = Enum.GetNames(contractSummaryColTypes);
gridViewContractSummary.ColumnCount = contractSummaryColTypesArray.Length;
gridViewContractSummary.EnableHeadersVisualStyles = false;
DataGridViewCellStyle colTotalPortStyle = gridViewContractSummary.ColumnHeadersDefaultCellStyle;
colTotalPortStyle.BackColor = Color.Black;
colTotalPortStyle.ForeColor = Color.White;
DataGridViewCellStyle rowTotalPortStyle = gridViewContractSummary.RowHeadersDefaultCellStyle;
rowTotalPortStyle.BackColor = Color.Black;
rowTotalPortStyle.ForeColor = Color.White;
gridViewContractSummary.Columns[0].Frozen = true;
for (int i = 0; i < gridViewContractSummary.ColumnCount; i++)
{
gridViewContractSummary.Columns[i].SortMode = DataGridViewColumnSortMode.NotSortable;
}
StringBuilder sb = new StringBuilder();
for (int i = 0; i < contractSummaryColTypesArray.Length; i++)
{
sb.Clear();
sb.Append(contractSummaryColTypesArray.GetValue(i).ToString());
gridViewContractSummary
.Columns[i]
.HeaderCell.Value = sb.ToString().Replace('_', ' ');
gridViewContractSummary.Columns[i].Width = 50;
}
//gridViewContractSummary.Columns[(int)CONTRACTSUMMARY_DATA_COLUMNS.CONTRACT].Width = 115;
//gridViewContractSummary.Columns[(int)CONTRACTSUMMARY_DATA_COLUMNS.LEG].Width = 30;
//gridViewContractSummary.Columns[(int)CONTRACTSUMMARY_DATA_COLUMNS.LEG].DefaultCellStyle.Font = new Font("Tahoma", 7);
gridViewContractSummary.Columns[(int)CONTRACTSUMMARY_DATA_COLUMNS.TIME].Width = 70;
gridViewContractSummary.Columns[(int)CONTRACTSUMMARY_DATA_COLUMNS.TIME].DefaultCellStyle.WrapMode = DataGridViewTriState.True;
gridViewContractSummary.Columns[(int)CONTRACTSUMMARY_DATA_COLUMNS.SETL_TIME].DefaultCellStyle.Font = new Font("Tahoma", 6);
gridViewContractSummary.Columns[(int)CONTRACTSUMMARY_DATA_COLUMNS.SETL_TIME].DefaultCellStyle.WrapMode = DataGridViewTriState.True;
//gridViewContractSummary.Columns[(int)CONTRACTSUMMARY_DATA_COLUMNS.EXPR].DefaultCellStyle.Font = new Font("Tahoma", 6);
//gridViewContractSummary.Columns[(int)CONTRACTSUMMARY_DATA_COLUMNS.EXPR].DefaultCellStyle.WrapMode = DataGridViewTriState.True;
int rowCount = 0;
for (int i = 0; i < optionSpreadManager.optionSpreadExpressionList.Count; i++)
{
if (optionSpreadManager.optionSpreadExpressionList[i].optionExpressionType
!= OPTION_EXPRESSION_TYPES.OPTION_EXPRESSION_RISK_FREE_RATE &&
optionSpreadManager.optionSpreadExpressionList[i].numberOfLotsHeldForContractSummary != 0)
{
rowCount++;
}
}
gridViewContractSummary.RowCount = rowCount;
Color rowColor1 = Color.DarkGray;
Color rowColor2 = Color.Black;
Color currentRowColor = rowColor1;
int heldLotsExpressionCnt = 0;
for (int instrumentCnt = 0; instrumentCnt <= optionSpreadManager.instruments.Length; instrumentCnt++)
{
for (int i = 0; i < optionSpreadManager.optionSpreadExpressionList.Count; i++)
{
if (optionSpreadManager.optionSpreadExpressionList[i].optionExpressionType
!= OPTION_EXPRESSION_TYPES.OPTION_EXPRESSION_RISK_FREE_RATE
&&
optionSpreadManager.optionSpreadExpressionList[i].instrument.idxOfInstrumentInList == instrumentCnt)
{
if (optionSpreadManager.optionSpreadExpressionList[i].numberOfLotsHeldForContractSummary != 0)
{
switch (heldLotsExpressionCnt % 2)
{
case 0:
currentRowColor = rowColor1;
break;
case 1:
currentRowColor = rowColor2;
break;
}
optionSpreadManager.contractSummaryExpressionListIdx.Add(i);
//TSErrorCatch.debugWriteOut(optionSpreadManager.optionSpreadExpressionList[i].cqgSymbol + " " + i);
gridViewContractSummary
.Rows[heldLotsExpressionCnt]
.HeaderCell.Style.BackColor = currentRowColor;
gridViewContractSummary
.Rows[heldLotsExpressionCnt]
.HeaderCell.Value =
optionSpreadManager.optionSpreadExpressionList[i].cqgSymbol;
for (int j = 0; j < gridViewContractSummary.ColumnCount; j++)
{
gridViewContractSummary.Rows[heldLotsExpressionCnt].Cells[j] = new CustomDataGridViewCell(true);
}
//gridViewContractSummary
// .Rows[heldLotsExpressionCnt].Cells[(int)CONTRACTSUMMARY_DATA_COLUMNS.TOTAL_QTY].Value =
// optionSpreadManager.optionSpreadExpressionList[i].numberOfLotsHeldForContractSummary;
gridViewContractSummary
.Rows[heldLotsExpressionCnt].Cells[(int)CONTRACTSUMMARY_DATA_COLUMNS.SETL_TIME].Value =
optionSpreadManager.optionSpreadExpressionList[i].settlementDateTime;
gridViewContractSummary
.Rows[heldLotsExpressionCnt].Cells[(int)CONTRACTSUMMARY_DATA_COLUMNS.STRIKE_PRICE].Value =
optionSpreadManager.optionSpreadExpressionList[i].strikePrice;
gridViewContractSummary
.Rows[heldLotsExpressionCnt].Cells[(int)CONTRACTSUMMARY_DATA_COLUMNS.INSTRUMENT_ID].Value =
optionSpreadManager.optionSpreadExpressionList[i].instrument.idxOfInstrumentInList;
heldLotsExpressionCnt++;
}
}
}
}
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
}
void loadPortfolioGroups()
{
#if DEBUG
try
#endif
{
SaveOutputFile sof = new SaveOutputFile();
String[] initializationConfigs = sof.readInitializeConfigFile(
TradingSystemConstants.INITIALIZE_OPTION_REALTIME_FILE_NAME,
(int)REALTIME_CONFIG_FILE_INPUT_TYPE.INITIALIZATION_FILE);
initializationParms.initializationConfigs = initializationConfigs;
String[] realtimeConfiguration = sof.readInitializeConfigFile(
TradingSystemConstants.REALTIME_CONFIGURATION,
(int)REALTIME_CONFIG_FILE_INPUT_TYPE.REALTIME_CONFIGURATION);
//String[] brokerList =
// realtimeConfiguration[(int)REALTIME_CONFIGURATION.MULTIBROKER].Split(',');
//initializationParms.fixBrokerList = brokerList;
//String[] acctList =
// realtimeConfiguration[(int)REALTIME_CONFIGURATION.ACCOUNT].Split(',');
//initializationParms.fixAcctList = acctList;
if (initializationConfigs[(int)INITIALIZATION_CONFIG_VARS.DBSERVERNAME] == null ||
initializationConfigs[(int)INITIALIZATION_CONFIG_VARS.DBSERVERNAME].Length == 0)
{
initializationConfigs[(int)INITIALIZATION_CONFIG_VARS.DBSERVERNAME] =
TradingSystemConstants.DB_DEFAULTSERVERIP;
}
String[] dbServerList =
realtimeConfiguration[(int)REALTIME_CONFIGURATION.SERVERNAME].Split(',');
//ArrayList dbServerList = sof.readDBserverListFile();
//sof.closeAndSaveFile();
if (dbServerList != null && dbServerList.Length > 0)
{
int dbSelectedIndex = 0;
for (int i = 0; i < dbServerList.Length; i++)
{
String serverName = (String)(dbServerList[i]);
cmbxDatabase.Items.Add(serverName);
if (serverName.CompareTo(initializationConfigs[(int)INITIALIZATION_CONFIG_VARS.DBSERVERNAME]) == 0)
{
dbSelectedIndex = i;
}
//itemCounter++;
}
if (cmbxDatabase.Items.Count > 0)
{
cmbxDatabase.SelectedIndex = dbSelectedIndex;
}
}
else
{
cmbxDatabase.Items.Add(initializationConfigs[(int)INITIALIZATION_CONFIG_VARS.DBSERVERNAME]);
cmbxDatabase.SelectedIndex = 0;
}
//if (brokerList != null && brokerList.Length > 0)
//{
// int dbSelectedIndex = 0;
// for (int i = 0; i < brokerList.Length; i++)
// {
// String brokerName = (String)(brokerList[i]);
// cmbxBroker.Items.Add(brokerName);
// if (brokerName.CompareTo(initializationConfigs[(int)INITIALIZATION_CONFIG_VARS.BROKER]) == 0)
// {
// dbSelectedIndex = i;
// }
// //itemCounter++;
// }
// if (cmbxBroker.Items.Count > 0)
// {
// cmbxBroker.SelectedIndex = dbSelectedIndex;
// }
//}
//else
//{
// cmbxBroker.Items.Add(initializationConfigs[(int)INITIALIZATION_CONFIG_VARS.BROKER]);
// cmbxBroker.SelectedIndex = 0;
//}
if (initializationConfigs[(int)INITIALIZATION_CONFIG_VARS.DBSERVERNAME]
.CompareTo("Azure") == 0)
{
TMLAzureModelDBQueries btdb = new TMLAzureModelDBQueries();
pgs = btdb.queryPortfolioGroups(0);
}
else
{
TMLModelDBQueries btdb = new TMLModelDBQueries();
btdb.connectDB(initializationConfigs[(int)INITIALIZATION_CONFIG_VARS.DBSERVERNAME]);
pgs = btdb.queryPortfolioGroups(0);
btdb.closeDB();
}
bool setSelectedPortfolio = false;
for (int i = 0; i < pgs.Length; i++)
{
StringBuilder portfolioNumberAndName = new StringBuilder();
portfolioNumberAndName.Append(pgs[i].idPortfolioGroup);
portfolioNumberAndName.Append(". ");
portfolioNumberAndName.Append(pgs[i].portfolioName);
cmbxPortfolio.Items.Add(portfolioNumberAndName.ToString());
//if( )
if (initializationConfigs[(int)INITIALIZATION_CONFIG_VARS.PORTFOLIOGROUP] != null &&
initializationConfigs[(int)INITIALIZATION_CONFIG_VARS.PORTFOLIOGROUP].CompareTo(pgs[i].portfolioName) == 0)
{
//pgs[i].selected
pgs[i].selected = true;
cmbxPortfolio.SelectedIndex = i;
setSelectedPortfolio = true;
}
//itemCounter++;
}
if (!setSelectedPortfolio)
{
cmbxPortfolio.SelectedIndex = 0;
}
initializationParms.runFromDb = true;
}
#if DEBUG
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
#endif
}
internal void threadsafefillGridLiveADMData(OptionRealtimeMonitor optionRealtimeMonitor)
{
DataGridView gridLiveFCMData = optionRealtimeMonitor.getGridLiveFCMData;
try
{
List <ADMPositionImportWeb> admPositionImportWeb = optionSpreadManager.admPositionImportWeb;
gridLiveFCMData.RowCount = admPositionImportWeb.Count;
int rowIdx = 0;
//Color rowColor1 = Color.DarkGray;
//Color rowColor2 = Color.Black;
Color rowColor1 = Color.DarkGray;
Color rowColor2 = Color.DarkBlue;
Color currentRowColor = rowColor1;
for (int instrumentCnt = 0; instrumentCnt <= optionSpreadManager.instruments.Length; instrumentCnt++)
{
for (int admWebPositionCounter = 0; admWebPositionCounter < admPositionImportWeb.Count; admWebPositionCounter++)
{
if (admPositionImportWeb[admWebPositionCounter].instrument.idxOfInstrumentInList == instrumentCnt)
{
admPositionImportWeb[admWebPositionCounter].liveADMRowIdx = rowIdx;
switch (rowIdx % 2)
{
case 0:
currentRowColor = rowColor1;
break;
case 1:
currentRowColor = rowColor2;
break;
}
gridLiveFCMData
.Rows[rowIdx]
.HeaderCell.Style.BackColor = currentRowColor;
gridLiveFCMData
.Rows[rowIdx]
.HeaderCell.Value =
admPositionImportWeb[admWebPositionCounter].cqgSymbol;
//admPositionsCheckAndFillGrid(admPositionImportWeb[stratCounter],
// rowIdx, true);
DateTime currentDate = DateTime.Now;
gridLiveFCMData.Rows[rowIdx].Cells[(int)OPTION_LIVE_ADM_DATA_COLUMNS.POFFIC].Value =
admPositionImportWeb[admWebPositionCounter].POFFIC;
gridLiveFCMData.Rows[rowIdx].Cells[(int)OPTION_LIVE_ADM_DATA_COLUMNS.PACCT].Value =
admPositionImportWeb[admWebPositionCounter].PACCT;
gridLiveFCMData.Rows[rowIdx].Cells[(int)OPTION_LIVE_ADM_DATA_COLUMNS.NET_EDITABLE].Value =
admPositionImportWeb[admWebPositionCounter].netContractsEditable;
gridLiveFCMData.Rows[rowIdx].Cells[(int)OPTION_LIVE_ADM_DATA_COLUMNS.NET_AT_ADM].Value =
admPositionImportWeb[admWebPositionCounter].Net;
gridLiveFCMData.Rows[rowIdx].Cells[(int)OPTION_LIVE_ADM_DATA_COLUMNS.LONG_TRANS].Value =
admPositionImportWeb[admWebPositionCounter].transNetLong;
gridLiveFCMData.Rows[rowIdx].Cells[(int)OPTION_LIVE_ADM_DATA_COLUMNS.SHORT_TRANS].Value =
admPositionImportWeb[admWebPositionCounter].transNetShort;
//gridLiveADMData.Rows[rowCounter].Cells[(int)OPTION_LIVE_ADM_DATA_COLUMNS.MODEL].Value =
// liveADMStrategyInfo.admLegInfo[legCounter].numberOfModelContracts;
TimeSpan span = admPositionImportWeb[admWebPositionCounter].contractInfo.expirationDate.Date - currentDate.Date;
gridLiveFCMData.Rows[rowIdx].Cells[(int)OPTION_LIVE_ADM_DATA_COLUMNS.CNTDN].Value =
span.Days;
gridLiveFCMData.Rows[rowIdx].Cells[(int)OPTION_LIVE_ADM_DATA_COLUMNS.EXPR].Value =
new DateTime(
admPositionImportWeb[admWebPositionCounter].contractInfo.expirationDate.Year,
admPositionImportWeb[admWebPositionCounter].contractInfo.expirationDate.Month,
admPositionImportWeb[admWebPositionCounter].contractInfo.expirationDate.Day,
admPositionImportWeb[admWebPositionCounter].contractInfo.optionExpirationTime.Hour,
admPositionImportWeb[admWebPositionCounter].contractInfo.optionExpirationTime.Minute,
0
)
.ToString("yyyy-MM-dd HH:mm", DateTimeFormatInfo.InvariantInfo);
gridLiveFCMData.Rows[rowIdx].Cells[(int)OPTION_LIVE_ADM_DATA_COLUMNS.AVG_LONG_TRANS_PRC].Value =
admPositionImportWeb[admWebPositionCounter].transAvgLongPrice;
gridLiveFCMData.Rows[rowIdx].Cells[(int)OPTION_LIVE_ADM_DATA_COLUMNS.AVG_SHORT_TRANS_PRC].Value =
admPositionImportWeb[admWebPositionCounter].transAvgShortPrice;
gridLiveFCMData.Rows[rowIdx].Cells[(int)OPTION_LIVE_ADM_DATA_COLUMNS.STRIKE].Value =
admPositionImportWeb[admWebPositionCounter].strike;
gridLiveFCMData.Rows[rowIdx].Cells[(int)OPTION_LIVE_ADM_DATA_COLUMNS.DESCRIP].Value =
admPositionImportWeb[admWebPositionCounter].Description;
gridLiveFCMData.Rows[rowIdx].Cells[(int)OPTION_LIVE_ADM_DATA_COLUMNS.CUSIP].Value =
admPositionImportWeb[admWebPositionCounter].PCUSIP;
gridLiveFCMData.Rows[rowIdx].Cells[(int)OPTION_LIVE_ADM_DATA_COLUMNS.ADMPOSWEB_IDX].Value =
admWebPositionCounter;
gridLiveFCMData.Rows[rowIdx].Cells[(int)OPTION_LIVE_ADM_DATA_COLUMNS.INSTRUMENT_ID].Value = instrumentCnt;
//*********************************
gridLiveFCMData
.Rows[rowIdx]
.HeaderCell.Style.BackColor = currentRowColor;
rowIdx++;
//rowIdx += liveADMStrategyInfoList[stratCounter].admLegInfo.Count + 1;
}
}
}
//updateColorOfADMStrategyGrid();
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
//return liveLegRowIdexes;
}
private OptionSpreadManager optionSpreadManager;// { get; set; }
//private StatusAndConnectedUpdates statusAndConnectedUpdates;// { get; set; }
internal void setupGridLiveADMData(OptionRealtimeMonitor optionRealtimeMonitor)
{
DataGridView gridLiveFCMData = optionRealtimeMonitor.getGridLiveFCMData;
try
{
Type liveColTypes = typeof(OPTION_LIVE_ADM_DATA_COLUMNS);
Array liveColTypesArray = Enum.GetNames(liveColTypes);
gridLiveFCMData.ColumnCount = liveColTypesArray.Length;
gridLiveFCMData.EnableHeadersVisualStyles = false;
DataGridViewCellStyle colTotalPortStyle = gridLiveFCMData.ColumnHeadersDefaultCellStyle;
colTotalPortStyle.BackColor = Color.Black;
colTotalPortStyle.ForeColor = Color.White;
DataGridViewCellStyle rowTotalPortStyle = gridLiveFCMData.RowHeadersDefaultCellStyle;
rowTotalPortStyle.BackColor = Color.Black;
rowTotalPortStyle.ForeColor = Color.White;
gridLiveFCMData.Columns[0].Frozen = true;
StringBuilder sb = new StringBuilder();
for (int i = 0; i < gridLiveFCMData.ColumnCount; i++)
{
gridLiveFCMData.Columns[i].SortMode = DataGridViewColumnSortMode.NotSortable;
if (i != (int)OPTION_LIVE_ADM_DATA_COLUMNS.NET_EDITABLE)
{
gridLiveFCMData.Columns[i].ReadOnly = true;
}
sb.Clear();
sb.Append(liveColTypesArray.GetValue(i).ToString());
gridLiveFCMData
.Columns[i]
.HeaderCell.Value = sb.ToString().Replace('_', ' ');
gridLiveFCMData.Columns[i].Width = 50;
}
//for (int i = 0; i < liveColTypesArray.Length; i++)
//{
//}
//************
//gridLiveADMData.Columns[(int)OPTION_LIVE_ADM_DATA_COLUMNS.CONTRACT].Width = 115;
//gridLiveADMData.Columns[(int)OPTION_LIVE_ADM_DATA_COLUMNS.LEG].Width = 30;
//gridLiveADMData.Columns[(int)OPTION_LIVE_ADM_DATA_COLUMNS.LEG].DefaultCellStyle.Font = new Font("Tahoma", 7);
gridLiveFCMData.Columns[(int)OPTION_LIVE_ADM_DATA_COLUMNS.TIME].Width = 70;
gridLiveFCMData.Columns[(int)OPTION_LIVE_ADM_DATA_COLUMNS.TIME].DefaultCellStyle.WrapMode = DataGridViewTriState.True;
gridLiveFCMData.Columns[(int)OPTION_LIVE_ADM_DATA_COLUMNS.SETL_TIME].DefaultCellStyle.Font = new Font("Tahoma", 6);
gridLiveFCMData.Columns[(int)OPTION_LIVE_ADM_DATA_COLUMNS.SETL_TIME].DefaultCellStyle.WrapMode = DataGridViewTriState.True;
gridLiveFCMData.Columns[(int)OPTION_LIVE_ADM_DATA_COLUMNS.EXPR].DefaultCellStyle.Font = new Font("Tahoma", 6);
gridLiveFCMData.Columns[(int)OPTION_LIVE_ADM_DATA_COLUMNS.EXPR].DefaultCellStyle.WrapMode = DataGridViewTriState.True;
//************
//List<LiveADMStrategyInfo> liveADMStrategyInfoList = optionSpreadManager.liveADMStrategyInfoList;
fillGridLiveADMData(optionRealtimeMonitor);
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
}
public void sendUpdateToADMPositionsGrid(OptionRealtimeMonitor optionRealtimeMonitor) //*eQuoteType cqgQuoteType,*/ int spreadExpressionIdx /*int colIdx*/)
{
//CQGQuote quote = optionSpreadExpressionList[spreadExpressionIdx].cqgInstrument.Quotes[cqgQuoteType];
DataGridView gridLiveFCMData = optionRealtimeMonitor.getGridLiveFCMData;
try
{
List <ADMPositionImportWeb> admPositionImportWeb = optionSpreadManager.admPositionImportWeb;
//int optionSpreadCounter = 0;
//List<LiveADMStrategyInfo> liveADMStrategyInfoList = optionSpreadManager.liveADMStrategyInfoList;
for (int admWebPositionCounter = 0; admWebPositionCounter < admPositionImportWeb.Count; admWebPositionCounter++)
{
// int totalLegs = liveADMStrategyInfoList[optionSpreadCounter].admLegInfo.Count;
// //if (optionSpreadExpressionList[spreadExpressionIdx].cqgInstrument != null)
// for (int legCounter = 0; legCounter < totalLegs; legCounter++)
// {
if (admPositionImportWeb[admWebPositionCounter].contractData.optionSpreadExpression != null)
{
CQGInstrument cqgInstrument = admPositionImportWeb[admWebPositionCounter].contractData.optionSpreadExpression.cqgInstrument;
if (cqgInstrument != null) // && CQG. cqgInstrument)
{
OptionSpreadExpression optionSpreadExpressionList =
admPositionImportWeb[admWebPositionCounter].contractData.optionSpreadExpression;
//checkUpdateStatus(admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
// optionSpreadExpressionList, true);
optionSpreadManager.statusAndConnectedUpdates.checkUpdateStatus(gridLiveFCMData, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.TIME,
optionSpreadExpressionList);
//if (optionSpreadManager.realtimeMonitorSettings.eodAnalysis)
if (optionSpreadExpressionList.instrument.eodAnalysisAtInstrument)
{
gridLiveFCMData.Columns[(int)OPTION_LIVE_ADM_DATA_COLUMNS.TIME].DefaultCellStyle.Font = new Font("Tahoma", 6);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.TIME,
optionSpreadExpressionList.lastTimeUpdated.ToString("yyyy-MM-dd HH:mm", DateTimeFormatInfo.InvariantInfo),
false, 0);
}
else
{
gridLiveFCMData.Columns[(int)OPTION_LIVE_ADM_DATA_COLUMNS.TIME].DefaultCellStyle.Font = new Font("Tahoma", 8);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.TIME,
optionSpreadExpressionList.lastTimeUpdated.ToString("HH:mm", DateTimeFormatInfo.InvariantInfo),
false, 0);
}
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.ASK,
cqgInstrument.ToDisplayPrice(optionSpreadExpressionList.ask), false, optionSpreadExpressionList.ask);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.BID,
cqgInstrument.ToDisplayPrice(optionSpreadExpressionList.bid), false, optionSpreadExpressionList.bid);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.LAST,
cqgInstrument.ToDisplayPrice(optionSpreadExpressionList.trade), false, optionSpreadExpressionList.trade);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.DFLT_PRICE,
cqgInstrument.ToDisplayPrice(optionSpreadExpressionList.defaultPrice),
false, optionSpreadExpressionList.defaultPrice);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.STTLE,
cqgInstrument.ToDisplayPrice(optionSpreadExpressionList.settlement),
false, optionSpreadExpressionList.settlement);
if (optionSpreadExpressionList.settlementDateTime.Date.CompareTo(DateTime.Now.Date) >= 0)
{
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.SETL_TIME,
optionSpreadExpressionList.settlementDateTime.ToString("yyyy-MM-dd HH:mm", DateTimeFormatInfo.InvariantInfo),
true, 1);
}
else
{
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.SETL_TIME,
optionSpreadExpressionList.settlementDateTime.ToString("yyyy-MM-dd HH:mm", DateTimeFormatInfo.InvariantInfo),
true, -1);
}
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.YEST_STTLE,
cqgInstrument.ToDisplayPrice(optionSpreadExpressionList.yesterdaySettlement),
false, optionSpreadExpressionList.yesterdaySettlement);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.IMPL_VOL,
Math.Round(optionSpreadExpressionList.impliedVol, 2).ToString(),
false, optionSpreadExpressionList.impliedVol);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.THEOR_PRICE,
cqgInstrument.ToDisplayPrice(
optionSpreadExpressionList.theoreticalOptionPrice),
false, optionSpreadExpressionList.theoreticalOptionPrice);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.SPAN_IMPL_VOL,
Math.Round(optionSpreadExpressionList.impliedVolFromSpan, 2).ToString(),
false, optionSpreadExpressionList.impliedVolFromSpan);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.SETL_IMPL_VOL,
Math.Round(optionSpreadExpressionList.settlementImpliedVol, 2).ToString(),
false, optionSpreadExpressionList.settlementImpliedVol);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.RFR,
optionSpreadExpressionList.riskFreeRate.ToString(),
false, optionSpreadExpressionList.riskFreeRate);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.PL_DAY_CHG,
Math.Round(admPositionImportWeb[admWebPositionCounter].contractData.pAndLDay, 2).ToString(),
true, admPositionImportWeb[admWebPositionCounter].contractData.pAndLDay);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.PL_TRANS,
Math.Round(admPositionImportWeb[admWebPositionCounter].contractData.pAndLDayOrders, 2).ToString(),
true, admPositionImportWeb[admWebPositionCounter].contractData.pAndLDayOrders);
//fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
// (int)OPTION_LIVE_ADM_DATA_COLUMNS.PL_DAY_CHG,
// Math.Round(admPositionImportWeb[admWebPositionCounter].contractData.pAndLDay, 2).ToString(),
// true, admPositionImportWeb[admWebPositionCounter].contractData.pAndLDay);
fillLiveADMDataPage(optionRealtimeMonitor, admPositionImportWeb[admWebPositionCounter].liveADMRowIdx,
(int)OPTION_LIVE_ADM_DATA_COLUMNS.DELTA,
Math.Round(admPositionImportWeb[admWebPositionCounter].contractData.delta, 2).ToString(),
true, admPositionImportWeb[admWebPositionCounter].contractData.delta);
// //int numberOfContracts = (int)optionStrategies[optionSpreadCounter].optionStrategyParameters[
// // (int)TBL_STRATEGY_STATE_FIELDS.currentPosition].stateValueParsed[legCounter];
// //fillLiveADMDataPage(liveADMStrategyInfoList[optionSpreadCounter].admLegInfo[legCounter].rowIndex,
// // (int)OPTION_LIVE_ADM_DATA_COLUMNS.SPREAD_QTY,
// // numberOfContracts.ToString(), true, numberOfContracts);
// }
}
}
// fillLiveADMDataPage(liveADMStrategyInfoList[optionSpreadCounter].summaryRowIdx,
// (int)OPTION_LIVE_ADM_DATA_COLUMNS.PL_DAY_CHG,
// Math.Round(liveADMStrategyInfoList[optionSpreadCounter].liveSpreadADMTotals.pAndLDay, 2).ToString(),
// true, liveADMStrategyInfoList[optionSpreadCounter].liveSpreadADMTotals.pAndLDay);
// fillLiveADMDataPage(liveADMStrategyInfoList[optionSpreadCounter].summaryRowIdx,
// (int)OPTION_LIVE_ADM_DATA_COLUMNS.DELTA,
// Math.Round(liveADMStrategyInfoList[optionSpreadCounter].liveSpreadADMTotals.delta, 2).ToString(),
// true, liveADMStrategyInfoList[optionSpreadCounter].liveSpreadADMTotals.delta);
// optionSpreadCounter++;
}
}
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
}
public void fillChart()
{
#if DEBUG
try
#endif
{
Series serPrice = new Series();
serPrice.ChartType = SeriesChartType.Line;
serPrice.Name = "Option PL";
//gridViewSpreadGrid.RowCount = liveADMDataList.liveADMLegList.Count;
int legCount = 0;
int futureIdx = -1;
while (legCount < gridViewSpreadGrid.RowCount)
{
String contractType = gridViewSpreadGrid.Rows[legCount]
.Cells[(int)OPTION_PL_COLUMNS.CONTRACT_TYPE].Value.ToString();
if (contractType.CompareTo(optionArrayTypes.optionSpreadContractTypesArray.GetValue(
(int)OPTION_SPREAD_CONTRACT_TYPE.FUTURE)) == 0)
{
futureIdx = legCount;
break;
}
legCount++;
}
int countOftest = 1000;
double futureAvgPrice;
if (futureIdx >= 0)
{
futureAvgPrice = ConversionAndFormatting.convertToTickMovesDouble(
gridViewSpreadGrid.Rows[futureIdx]
.Cells[(int)OPTION_PL_COLUMNS.AVG_PRICE].Value.ToString(),
instrument.tickSize, instrument.tickDisplay);
}
else
{
futureAvgPrice = futurePrice;
}
double[] futurePriceArray = new double[countOftest * 2 + 1];
//double futureAvgPrice = (double)gridViewSpreadGrid.Rows[futureIdx]
// .Cells[(int)OPTION_PL_COLUMNS.AVG_PRICE].Value;
//double futureAvgPrice = (double)gridViewSpreadGrid.Rows[futureIdx]
// .Cells[(int)OPTION_PL_COLUMNS.AVG_PRICE].Value;
//double futureAvgPrice = ConversionAndFormatting.convertToTickMovesDouble(
// gridViewSpreadGrid.Rows[futureIdx]
// .Cells[(int)OPTION_PL_COLUMNS.AVG_PRICE].Value.ToString(),
// instrument.tickSize, instrument.tickDisplay);
//futureAvgPrice /= instrument.admFuturePriceFactor;
double startOfTest =
futureAvgPrice
- countOftest *
instrument.tickSize;
//optionBuilderSpreadStructure[
// currentDateContractListMainIdx[aDMDataListSpreadCount][(int)OPTION_SPREAD_ROLL_INDEXES.OPTION_SPREAD_IDX]
// ].instrument.tickSize;
if (startOfTest < 0)
{
startOfTest = 0;
}
for (int count = 0; count < futurePriceArray.Length; count++)
{
futurePriceArray[count] = startOfTest +
count *
instrument.tickSize;
//optionBuilderSpreadStructure[
//currentDateContractListMainIdx[aDMDataListSpreadCount][(int)OPTION_SPREAD_ROLL_INDEXES.OPTION_SPREAD_IDX]
//].instrument.tickSize;
}
double[,] legPls = new double[gridViewSpreadGrid.RowCount, futurePriceArray.Length];
double[] spreadPl = new double[futurePriceArray.Length];
double riskFreeRate = Convert.ToDouble(riskFreeTextBox.Text) / 100;
for (int futurePointCount = 0; futurePointCount < futurePriceArray.Length; futurePointCount++)
{
double plTotal = 0;
legCount = 0;
//for (int legCounter = 0; legCounter < gridViewSpreadGrid.RowCount ;
// legCounter++)
while (legCount < gridViewSpreadGrid.RowCount)
{
int cellCount = 0;
bool continueThisLeg = true;
while (cellCount < gridViewSpreadGrid.Rows[legCount].Cells.Count)
{
if (gridViewSpreadGrid.Rows[legCount].Cells[cellCount].Value == null)
{
continueThisLeg = false;
break;
}
cellCount++;
}
if (continueThisLeg)
{
String contractType = gridViewSpreadGrid.Rows[legCount]
.Cells[(int)OPTION_PL_COLUMNS.CONTRACT_TYPE].Value.ToString();
//double strike = Convert.ToDouble(gridViewSpreadGrid.Rows[legCount]
// .Cells[(int)OPTION_PL_COLUMNS.STRIKE].Value);
double strike =
ConversionAndFormatting.convertToTickMovesDouble(
gridViewSpreadGrid.Rows[legCount].Cells[(int)OPTION_PL_COLUMNS.STRIKE].Value.ToString(),
instrument.optionStrikeIncrement,
instrument.optionStrikeDisplay);
double daysToExp = Convert.ToDouble(gridViewSpreadGrid.Rows[legCount]
.Cells[(int)OPTION_PL_COLUMNS.DAYS_TO_EXP].Value);
daysToExp /= 365;
double implVol = Convert.ToDouble(gridViewSpreadGrid.Rows[legCount]
.Cells[(int)OPTION_PL_COLUMNS.IMPLIED_VOL].Value);
//implVol = 15;
implVol /= 100;
double numOfContracts = Convert.ToDouble(gridViewSpreadGrid.Rows[legCount]
.Cells[(int)OPTION_PL_COLUMNS.NET].Value);
double avgPrice = 0; // Convert.ToDouble(gridViewSpreadGrid.Rows[legCount]
// .Cells[(int)OPTION_PL_COLUMNS.AVG_PRICE].Value);
if (contractType.CompareTo(optionArrayTypes.optionSpreadContractTypesArray.GetValue(
(int)OPTION_SPREAD_CONTRACT_TYPE.FUTURE)) == 0)
{
avgPrice = ConversionAndFormatting.convertToTickMovesDouble(
gridViewSpreadGrid.Rows[legCount]
.Cells[(int)OPTION_PL_COLUMNS.AVG_PRICE].Value.ToString(),
instrument.tickSize, instrument.tickDisplay);
}
else
{
if (instrument.secondaryOptionTickSizeRule > 0)
{
avgPrice = ConversionAndFormatting.convertToTickMovesDouble(
gridViewSpreadGrid.Rows[legCount]
.Cells[(int)OPTION_PL_COLUMNS.AVG_PRICE].Value.ToString(),
instrument.secondaryOptionTickSize, instrument.optionTickDisplay);
}
else
{
avgPrice = ConversionAndFormatting.convertToTickMovesDouble(
gridViewSpreadGrid.Rows[legCount]
.Cells[(int)OPTION_PL_COLUMNS.AVG_PRICE].Value.ToString(),
instrument.optionTickSize, instrument.optionTickDisplay);
}
}
char typeSymbol;
bool run = true;
double price;
double tickSize;
double tickValue;
if (contractType.CompareTo(optionArrayTypes.optionSpreadContractTypesArray.GetValue(
(int)OPTION_SPREAD_CONTRACT_TYPE.CALL)) == 0)
{
typeSymbol = 'C';
price = OptionCalcs.blackScholes(typeSymbol,
futurePriceArray[futurePointCount],
strike,
daysToExp, riskFreeRate,
implVol);
tickSize = instrument.optionTickSize;
tickValue = instrument.optionTickValue;
//run = false;
}
else if (contractType.CompareTo(optionArrayTypes.optionSpreadContractTypesArray.GetValue(
(int)OPTION_SPREAD_CONTRACT_TYPE.PUT)) == 0)
{
typeSymbol = 'P';
price = OptionCalcs.blackScholes(typeSymbol,
futurePriceArray[futurePointCount],
strike,
daysToExp, riskFreeRate,
implVol);
tickSize = instrument.optionTickSize;
tickValue = instrument.optionTickValue;
//run = false;
}
else
{
typeSymbol = 'F';
price = futurePriceArray[futurePointCount];
tickSize = instrument.tickSize;
tickValue = instrument.tickValue;
//run = true;
}
if (run)
{
double pl =
numOfContracts *
(price - avgPrice)
/ tickSize
* tickValue;
plTotal += pl;
legPls[legCount, futurePointCount] = pl;
}
}
legCount++;
}
spreadPl[futurePointCount] = plTotal;
DataPoint dp = new DataPoint();
dp.SetValueXY(
ConversionAndFormatting.convertToTickMovesString(
futurePriceArray[futurePointCount],
instrument.tickSize, instrument.tickDisplay),
//Math.Round(futurePriceArray[futurePointCount], 2),
plTotal);
//dp.SetValueY(plTotal);
serPrice.Points.Add(dp);
}
chart1.Series.Clear();
chart1.ResetAutoValues();
chart1.Series.Add(serPrice);
}
#if DEBUG
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
#endif
}
public void fillGrid(//Instrument instrument,
OptionBuilderSpreadStructure optionBuilderSpreadStructure,
Instrument instrument, double futurePrice)
{
#if DEBUG
try
#endif
{
//this.liveADMDataList = liveADMDataList;
this.instrument = instrument;
this.futurePrice = futurePrice;
//if (liveADMDataList.liveADMLegList.Count > 0)
{
//Type optionPLColTypes = typeof(OPTION_PL_COLUMNS);
//Array optionPLColTypesArray = Enum.GetNames(optionPLColTypes);
//Type optionSpreadContractTypes = typeof(OPTION_SPREAD_CONTRACT_TYPE);
//optionSpreadContractTypesArray = Enum.GetNames(optionSpreadContractTypes);
gridViewSpreadGrid.ColumnCount = optionArrayTypes.optionPLColTypesArray.Length - 1;
DataGridViewComboBoxColumn myCboBox = new DataGridViewComboBoxColumn();
for (int contractTypeCount = 0; contractTypeCount < optionArrayTypes.optionSpreadContractTypesArray.Length; contractTypeCount++)
{
myCboBox.Items.Add(optionArrayTypes.optionSpreadContractTypesArray.GetValue(contractTypeCount).ToString());
}
gridViewSpreadGrid.Columns.Insert(0, myCboBox);
gridViewSpreadGrid.EnableHeadersVisualStyles = false;
DataGridViewCellStyle colTotalPortStyle = gridViewSpreadGrid.ColumnHeadersDefaultCellStyle;
colTotalPortStyle.BackColor = Color.Black;
colTotalPortStyle.ForeColor = Color.White;
DataGridViewCellStyle rowTotalPortStyle = gridViewSpreadGrid.RowHeadersDefaultCellStyle;
rowTotalPortStyle.BackColor = Color.Black;
rowTotalPortStyle.ForeColor = Color.White;
gridViewSpreadGrid.Columns[(int)OPTION_PL_COLUMNS.CONTRACT_TYPE].Width = 80;
gridViewSpreadGrid.Columns[(int)OPTION_PL_COLUMNS.STRIKE].Width = 60;
gridViewSpreadGrid.Columns[(int)OPTION_PL_COLUMNS.AVG_PRICE].Width = 60;
gridViewSpreadGrid.Columns[(int)OPTION_PL_COLUMNS.NET].Width = 60;
gridViewSpreadGrid.Columns[(int)OPTION_PL_COLUMNS.IMPLIED_VOL].Width = 60;
gridViewSpreadGrid.Columns[(int)OPTION_PL_COLUMNS.DAYS_TO_EXP].Width = 60;
//gridViewSpreadGrid.Columns[(int)OPTION_PL_COLUMNS.RISK_FREE].Width = 60;
StringBuilder sb = new StringBuilder();
for (int i = 0; i < optionArrayTypes.optionPLColTypesArray.Length; i++)
{
sb.Clear();
sb.Append(optionArrayTypes.optionPLColTypesArray.GetValue(i).ToString());
gridViewSpreadGrid
.Columns[i]
.HeaderCell.Value = sb.ToString().Replace('_', ' ');
}
gridViewSpreadGrid.RowCount = optionBuilderSpreadStructure.optionBuildLegStructureArray.Length;
for (int legCount = 0; legCount < optionBuilderSpreadStructure.optionBuildLegStructureArray.Length; legCount++)
{
gridViewSpreadGrid.Rows[legCount].Cells[(int)OPTION_PL_COLUMNS.CONTRACT_TYPE].Value =
optionArrayTypes.optionSpreadContractTypesArray.GetValue(
(int)optionBuilderSpreadStructure.optionBuildLegStructureArray[legCount]
.optionParameters[(int)OPTION_CONFIG_LIST.OPT_CALL_PUT_OR_FUT]).ToString();
//gridViewSpreadGrid.Rows[legCount].Cells[(int)OPTION_PL_COLUMNS.STRIKE].Value =
// liveADMDataList.liveADMLegList[legCount].strike;
//ConversionAndFormatting.convertToTickMovesString(
// avgPrice,
// instrument.optionTickSize, instrument.optionTickDisplay);
//* instrument.admFuturePriceFactor;
if ((int)optionBuilderSpreadStructure.optionBuildLegStructureArray[legCount]
.optionParameters[(int)OPTION_CONFIG_LIST.OPT_CALL_PUT_OR_FUT] ==
(int)OPTION_SPREAD_CONTRACT_TYPE.FUTURE)
{
//double decimals = Math.Pow(10,-(instrument.tickSize.ToString().Substring(
//instrument.tickSize.ToString().IndexOf(".") + 1).Length));
//bool notFound = true;
int tempLegCounter = 0;
while (tempLegCounter < optionBuilderSpreadStructure.optionBuildLegStructureArray.Length)
{
if (
optionBuilderSpreadStructure.optionBuildLegStructureArray[tempLegCounter]
.optionBuildLegDataAtRollDateList[1].optionSettlementDataArray.Length > 0)
{
break;
}
tempLegCounter++;
}
if (tempLegCounter < optionBuilderSpreadStructure.optionBuildLegStructureArray.Length)
{
double avgPrice = optionBuilderSpreadStructure.optionBuildLegStructureArray[tempLegCounter]
.optionBuildLegDataAtRollDateList[1].optionSettlementDataArray.Last().underlyingFuturesContractSettlement;
gridViewSpreadGrid.Rows[legCount].Cells[(int)OPTION_PL_COLUMNS.AVG_PRICE].Value =
ConversionAndFormatting.convertToTickMovesString(
avgPrice,
instrument.tickSize, instrument.tickDisplay);
}
else
{
double avgPrice = optionBuilderSpreadStructure.optionBuildLegStructureArray[legCount]
.optionBuildLegDataAtRollDateList[1].optionBuildContractLegDataPoint.Last().underlyingFutureClose;
gridViewSpreadGrid.Rows[legCount].Cells[(int)OPTION_PL_COLUMNS.AVG_PRICE].Value =
ConversionAndFormatting.convertToTickMovesString(
avgPrice,
instrument.tickSize, instrument.tickDisplay);
}
}
else
{
//double decimals = Math.Pow(10,-(instrument.optionTickSize.ToString().Substring(
//instrument.optionTickSize.ToString().IndexOf(".") + 1).Length));
gridViewSpreadGrid.Rows[legCount].Cells[(int)OPTION_PL_COLUMNS.STRIKE].Value =
ConversionAndFormatting.convertToTickMovesString(
//optionBuilderSpreadStructure.optionBuildLegStructureArray[legCount]
// .optionBuildLegDataAtRollDateList.Last().optionStrikePrice,
optionBuilderSpreadStructure.optionBuildLegStructureArray[legCount]
.optionBuildLegDataAtRollDateList[1]
.optionSettlementDataArray.Last().strikePrice,
instrument.optionStrikeIncrement,
instrument.optionStrikeDisplay);
double avgPrice = optionBuilderSpreadStructure.optionBuildLegStructureArray[legCount]
.optionBuildLegDataAtRollDateList[1].optionSettlementDataArray.Last().optionSettlementPrice;
gridViewSpreadGrid.Rows[legCount].Cells[(int)OPTION_PL_COLUMNS.AVG_PRICE].Value =
//liveADMDataList.liveADMLegList[legCount].averagePrice;
ConversionAndFormatting.convertToTickMovesString(
avgPrice,
instrument.optionTickSize, instrument.optionTickDisplay);
}
gridViewSpreadGrid.Rows[legCount].Cells[(int)OPTION_PL_COLUMNS.NET].Value =
optionBuilderSpreadStructure.optionBuildLegStructureArray[legCount]
.optionParameters[(int)OPTION_CONFIG_LIST.OPT_CONTRACTS];
gridViewSpreadGrid.Rows[legCount].Cells[(int)OPTION_PL_COLUMNS.IMPLIED_VOL].Value = 0;
gridViewSpreadGrid.Rows[legCount].Cells[(int)OPTION_PL_COLUMNS.DAYS_TO_EXP].Value = 0;
}
}
fillChart();
}
#if DEBUG
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
#endif
}
public void setupAdmInputSummaryGrid(List <ADMPositionImportWeb> admSummaryFieldsList,
int instrumentSelectedIdx)
{
#if DEBUG
try
#endif
{
this.instrumentSelectedIdx = instrumentSelectedIdx;
//fileImportType = ADM_IMPORT_FILE_TYPES.ADM_WEB_POSITIONS;
this.admSummaryFieldsList = admSummaryFieldsList;
Type admSummaryFieldDisplayedTypes = typeof(ADM_SUMMARY_WEB_POSITION_FIELDS_DISPLAYED);
Array admSummaryFieldDisplayedTypeArray = Enum.GetNames(admSummaryFieldDisplayedTypes);
admInputSummaryGrid.ColumnCount = admSummaryFieldDisplayedTypeArray.Length; // admSummaryFieldTypeArray.Length;
admInputSummaryGrid.EnableHeadersVisualStyles = false;
DataGridViewCellStyle colTotalPortStyle = admInputSummaryGrid.ColumnHeadersDefaultCellStyle;
colTotalPortStyle.BackColor = Color.Black;
colTotalPortStyle.ForeColor = Color.White;
DataGridViewCellStyle rowTotalPortStyle = admInputSummaryGrid.RowHeadersDefaultCellStyle;
rowTotalPortStyle.BackColor = Color.Black;
rowTotalPortStyle.ForeColor = Color.White;
for (int i = 0; i < admInputSummaryGrid.ColumnCount; i++)
{
admInputSummaryGrid.Columns[i].SortMode = DataGridViewColumnSortMode.NotSortable;
admInputSummaryGrid.Columns[i].AutoSizeMode = DataGridViewAutoSizeColumnMode.AllCells;
}
//int col = 0;
for (int admCount = 0; admCount < admSummaryFieldDisplayedTypeArray.Length; admCount++)
{
admInputSummaryGrid.Columns[admCount].HeaderCell.Value
= admSummaryFieldDisplayedTypeArray.GetValue(admCount).ToString().Replace('_', ' ');
}
admInputSummaryGrid.RowCount = admSummaryFieldsList.Count;
//int col = 0;
for (int admRowCounter = 0; admRowCounter < admSummaryFieldsList.Count; admRowCounter++)
{
admInputSummaryGrid.Rows[admRowCounter].Cells[(int)ADM_SUMMARY_WEB_POSITION_FIELDS_DISPLAYED.RecordType].Value
= admSummaryFieldsList[admRowCounter].RecordType;
admInputSummaryGrid.Rows[admRowCounter].Cells[(int)ADM_SUMMARY_WEB_POSITION_FIELDS_DISPLAYED.Office].Value
= admSummaryFieldsList[admRowCounter].POFFIC;
admInputSummaryGrid.Rows[admRowCounter].Cells[(int)ADM_SUMMARY_WEB_POSITION_FIELDS_DISPLAYED.Acct].Value
= admSummaryFieldsList[admRowCounter].PACCT;
admInputSummaryGrid.Rows[admRowCounter].Cells[(int)ADM_SUMMARY_WEB_POSITION_FIELDS_DISPLAYED.Description].Value
= admSummaryFieldsList[admRowCounter].Description;
admInputSummaryGrid.Rows[admRowCounter].Cells[(int)ADM_SUMMARY_WEB_POSITION_FIELDS_DISPLAYED.LongQuantity].Value
= (int)admSummaryFieldsList[admRowCounter].LongQuantity;
admInputSummaryGrid.Rows[admRowCounter].Cells[(int)ADM_SUMMARY_WEB_POSITION_FIELDS_DISPLAYED.ShortQuantity].Value
= (int)admSummaryFieldsList[admRowCounter].ShortQuantity;
admInputSummaryGrid.Rows[admRowCounter].Cells[(int)ADM_SUMMARY_WEB_POSITION_FIELDS_DISPLAYED.TradeDate].Value
= admSummaryFieldsList[admRowCounter].TradeDate;
admInputSummaryGrid.Rows[admRowCounter].Cells[(int)ADM_SUMMARY_WEB_POSITION_FIELDS_DISPLAYED.TradePrice].Value
= admSummaryFieldsList[admRowCounter].TradePrice;
admInputSummaryGrid.Rows[admRowCounter].Cells[(int)ADM_SUMMARY_WEB_POSITION_FIELDS_DISPLAYED.WeightedPrice].Value
= admSummaryFieldsList[admRowCounter].WeightedPrice;
admInputSummaryGrid.Rows[admRowCounter].Cells[(int)ADM_SUMMARY_WEB_POSITION_FIELDS_DISPLAYED.SettledPrice].Value
= admSummaryFieldsList[admRowCounter].SettledPrice;
admInputSummaryGrid.Rows[admRowCounter].Cells[(int)ADM_SUMMARY_WEB_POSITION_FIELDS_DISPLAYED.SettledValue].Value
= admSummaryFieldsList[admRowCounter].SettledValue;
admInputSummaryGrid.Rows[admRowCounter].Cells[(int)ADM_SUMMARY_WEB_POSITION_FIELDS_DISPLAYED.Currency].Value
= admSummaryFieldsList[admRowCounter].Currency;
// admInputSummaryGrid.Rows[admRowCounter].Cells[(int)ADM_SUMMARY_FIELDS.PSUBTY].Value
// = admSummaryFieldsList[admRowCounter].PSUBTY;
// admInputSummaryGrid.Rows[admRowCounter].Cells[(int)ADM_SUMMARY_FIELDS.PEXCH].Value
// = admSummaryFieldsList[admRowCounter].PEXCH;
admInputSummaryGrid.Rows[admRowCounter].Cells[(int)ADM_SUMMARY_WEB_POSITION_FIELDS_DISPLAYED.PFC].Value
= admSummaryFieldsList[admRowCounter].PFC;
admInputSummaryGrid.Rows[admRowCounter].Cells[(int)ADM_SUMMARY_WEB_POSITION_FIELDS_DISPLAYED.Strike].Value
= admSummaryFieldsList[admRowCounter].aDMStrike;
admInputSummaryGrid.Rows[admRowCounter].Cells[(int)ADM_SUMMARY_WEB_POSITION_FIELDS_DISPLAYED.PCTYM].Value
= admSummaryFieldsList[admRowCounter].PCTYM;
admInputSummaryGrid.Rows[admRowCounter].Cells[(int)ADM_SUMMARY_WEB_POSITION_FIELDS_DISPLAYED.INSTRUMENT_ID].Value
= admSummaryFieldsList[admRowCounter].instrumentArrayIdx;
}
updateSelectedInstrumentFromTreeADM(instrumentSelectedIdx);
}
#if DEBUG
catch (Exception ex)
{
TSErrorCatch.errorCatchOut(Convert.ToString(this), ex);
}
#endif
}