Example #1
0
        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);
            }
        }
Example #2
0
        /// <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
        }
Example #3
0
        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
        }
Example #10
0
        /// <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
        }
Example #11
0
        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
        }
Example #12
0
        /// <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);
            }
        }
Example #16
0
//         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);
            }
        }
Example #17
0
        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);
            }
        }
Example #18
0
        /// <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);
            }
        }
Example #20
0
        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);
            }
        }
Example #21
0
        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);
            }
        }
Example #24
0
        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
        }
Example #25
0
        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;
        }
Example #26
0
        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);
            }
        }
Example #27
0
        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
        }