public UNLManager(ManagedSecurity managedSecurity, ITradingApi apiWrapper, SimpleBaseLogic distributer)
{
ManagedSecurity = managedSecurity;
APIWrapper = apiWrapper;
//PendingTradingTimeEventDic = new Dictionary<ETradingTimeEventType, TradingTimeEvent>();
Logger.InfoFormat("UNLManager({0}) was created!", managedSecurity.Symbol);
Distributer = distributer;
UnlTradingData = new UnlTradingData(ManagedSecurity);
}
private void InitializeMembers()
{
UnlManager = AppManager.UNLManagerDic[_symbol] as UNLManager;
if (UnlManager == null)
{
throw new Exception("The symbol is not exist!!");
}
UnlTradingData = UnlManager.UnlTradingData;
WhatIfUnlTradingData =
new UnlTradingData(UnlTradingData.ManagedSecurity)
{
UnlSecurityData = UnlTradingData.UnlSecurityData
};
}
private void btnCalculate_Click(object sender, EventArgs e)
{
try
{
WhatIfAnalayzer analayzer = new WhatIfAnalayzer(_symbol);
UnlTradingData unlTradingDataCalculated = analayzer.CalculateWhatIf(-0.02, 0);
UnlTradingDataList.Add(unlTradingDataCalculated);
this.InvokeIfRequired(() =>
{
unlTradingDataBindingSource.ResetBindings(false);
});
}
catch (Exception ex)
{
MessageBox.Show(ex.Message);
}
}
public void UpdateUnlTradingData(UnlTradingData unlTradingData)
{
//MarginDataDic[unlTradingData.Symbol].UnlGammaTotal = unlTradingData.GammaTotal;
CalculateAllRequierdMargin();
}
protected void HandleUnlTradingData(UnlTradingData data)
{
HandleSymbolData <SecurityContract>(data);
}
