private void updateContractInfo(object sender, EventArgs e)
{
if (this.comboBoxOrderType.Text == "期权")
{
var cur_contract = this.dataset.Tables["options_contracts"].Rows.Find(this.comboBoxContractCode.Text);
underlying_code = cur_contract.Field <string>("标的代码");
strike = cur_contract.Field <decimal>("执行价");
var exp_date = cur_contract.Field <DateTime>("到期日");
var dtm = this.dataset.GetDTM(exp_date);
T = dtm / 256d;
vol = cur_contract.Field <double>("波动率");
option_type = cur_contract.Field <string>("认购认沽")[0];
var spot_price = double.Parse(this.redis_db.HashGet(underlying_code, "LastPrice").ToString());
this.textBoxUnderlyingPrice.Text = spot_price.ToString("N2");
var option_price = OptionsCalculator.GetBlsPrice(spot_price, (double)strike, T, vol, this.r, option_type);
this.numericUpDownPrice.Value = Math.Max(this.comboBoxLongShort.Text == "买入" ? decimal.Ceiling(new decimal(option_price) * 100m) / 100m : decimal.Floor(new decimal(option_price) * 100m) / 100m, 0.0001m);
}
else if (this.comboBoxOrderType.Text == "期货")
{
var spot_price = double.Parse(this.redis_db.HashGet(this.comboBoxContractCode.Text, "LastPrice").ToString());
this.numericUpDownPrice.Value = new decimal(spot_price);
}
}
private void timerTicked(object sender, EventArgs e)
{
if (!(strike_valid && maturity_valid && rate_valid && volatility_valid && underlying_valid && yield_valid && buysell_valid && callput_valid && quantity_valid))
{
timer_quote.Stop();
textBoxPrice.Text = "";
textBoxDelta.Text = "";
return;
}
if (double.TryParse(redis_conn.HashGet(underlying_code, "LastPrice"), out underlying_price))
{
double spread_value = checkBoxSpreadQuote.Checked?((call_put == 'c' ? 1 : -1) * (buy_sell == 'b' ? 1 : -1) * (double)numericUpDownSpreadValue.Value):0;
textBoxPrice.Text = OptionsCalculator.GetBlsPrice(underlying_price + spread_value, strike, T, volatility, r, call_put).ToString("N2");
textBoxDelta.Text = OptionsCalculator.GetBlsDelta(underlying_price, strike, T, volatility, r, call_put).ToString("N2");
textBoxValue.Text = (decimal.Parse(textBoxPrice.Text) * decimal.Parse(textBoxQuantity.Text)).ToString();
textBoxTotalDelta.Text = (decimal.Parse(textBoxDelta.Text) * decimal.Parse(textBoxQuantity.Text)).ToString();
textBoxRemainBalance.Text = (decimal.Parse(textBoxBalance.Text) - decimal.Parse(textBoxValue.Text)).ToString();
}
else
{
textBoxPrice.Text = "";
textBoxDelta.Text = "";
}
}
private void updatePrice()
{
if (this.comboBoxOrderType.Text == "期权" && this.underlying_code != null && this.underlying_code != "")
{
var spot_price = double.Parse(this.redis_db.HashGet(underlying_code, "LastPrice").ToString());
if (this.checkBoxMarketPriceFuture.Checked)
{
this.textBoxUnderlyingPrice.Text = spot_price.ToString("N2");
}
var option_price = OptionsCalculator.GetBlsPrice(spot_price, (double)strike, T, vol, this.r, option_type);
if (this.checkBoxMarketPriceOption.Checked)
{
this.numericUpDownPrice.Value = this.comboBoxLongShort.Text == "买入" ? decimal.Ceiling(new decimal(option_price) * 100m) / 100m : decimal.Floor(new decimal(option_price) * 100m) / 100m;
}
}
else if (this.comboBoxOrderType.Text == "期货" && this.underlying_code != null && this.underlying_code != "")
{
var spot_price = double.Parse(this.redis_db.HashGet(underlying_code, "LastPrice").ToString());
if (this.checkBoxMarketPriceOption.Checked)
{
this.numericUpDownPrice.Value = new decimal(spot_price);
}
}
}