private void RetrieveCurrentData(TransactionGroup grp)
{
decimal currentValue = 0;
decimal previousCloseValue = 0;
try
{
// retrieve and cache current data from tastyworks for this a subsequent passes
if (twpositions == null)
{
if (TastyWorks.ActiveSession())
{
List <string> symbols = new List <string>();
twpositions = new Dictionary <string, TWPositions>();
foreach (Account a in accounts)
{
if (a.Active)
{
// retrieve Tastyworks positions for given account
TWPositions pos = TastyWorks.Positions(a.ID);
twpositions.Add(a.ID, pos);
if (pos != null)
{
foreach (KeyValuePair <string, TWPosition> p in pos)
{
if (!symbols.Contains(p.Value.Symbol))
{
symbols.Add(p.Value.Symbol);
}
}
}
}
}
twmarketinfo = TastyWorks.MarketInfo(symbols); // get IV's
}
}
// ensure that positions got instanciated AND that the particular account isn't empty
if ((twpositions != null) && (twpositions.Count > 0) && (twpositions[grp.Account] != null))
{
foreach (KeyValuePair <string, Position> item in grp.Holdings)
{
Position pos = item.Value;
// this loop could be eliminated if the long symbol name gets persisted in database
foreach (KeyValuePair <string, TWPosition> p in twpositions[grp.Account])
{
TWPosition twpos = p.Value;
if ((pos.Symbol == twpos.Symbol) && (pos.Type == twpos.Type) && (pos.Strike == twpos.Strike) && (pos.ExpDate == twpos.ExpDate))
{
//Debug.WriteLine(twpos.Market);
currentValue += pos.Quantity * twpos.Market;
previousCloseValue += pos.Quantity * twpos.PreviousClose * twpos.Multiplier;
// capture current details while we have it
pos.Market = twpos.Market;
pos.Multiplier = twpos.Multiplier;
pos.UnderlyingPrice = twpos.UnderlyingPrice;
// capture the underlying price from the first position for the overall group
if (grp.UnderlyingPrice == 0)
{
grp.UnderlyingPrice = twpos.UnderlyingPrice;
}
// update groups order status based on any of items constituent holdings
grp.OrderActive = twpos.OrderActive;
}
}
}
}
grp.CurrentValue = currentValue;
grp.PreviousCloseValue = previousCloseValue;
grp.ChangeFromPreviousClose = currentValue - previousCloseValue;
if (twmarketinfo.ContainsKey(grp.ShortSymbol))
{
grp.ImpliedVolatility = twmarketinfo[grp.ShortSymbol].ImpliedVolatility;
grp.ImpliedVolatilityRank = twmarketinfo[grp.ShortSymbol].ImpliedVolatilityRank;
grp.DividendYield = twmarketinfo[grp.ShortSymbol].DividendYield;
}
}
catch (Exception ex)
{
Debug.WriteLine("RetrieveCurrentData: " + ex.Message);
}
}
public string ValidateCurrentHoldings()
{
string returnValue = "";
Dictionary <string, TWPositions> overallPositions = null;
// always start with clean data
if (TastyWorks.ActiveSession())
{
overallPositions = new Dictionary <string, TWPositions>();
foreach (Account a in accounts)
{
if (a.Active)
{
// retrieve Tastyworks positions for given account
TWPositions pos = TastyWorks.Positions(a.ID);
overallPositions.Add(a.ID, pos);
}
}
}
else
{
MessageBox.Show("Login to TastyWorks failed", "Error");
return("LoginFailed");
}
foreach (KeyValuePair <string, TWPositions> item in overallPositions)
{
// cycle thru each account
TWPositions accountPositions = item.Value;
// skip if the account is empty of positions
// and confirm each aligns with what is in current database by
// iterating thru all the positions in the current account
//
int i = 0;
while ((accountPositions != null) && (i < accountPositions.Count))
{
TWPosition position = accountPositions.ElementAt(i).Value;
// iterate thru each group
foreach (KeyValuePair <int, TransactionGroup> grpItem in this)
{
TransactionGroup grp = grpItem.Value;
// examine closer if right account and underlying
if ((item.Key == grp.Account) && (position.Symbol == grp.Symbol))
{
// iterate thru everthing in the group
int j = 0;
while ((j < grp.Holdings.Count) && (position.Quantity != 0))
{
Position dbpos = grp.Holdings[grp.Holdings.Keys.ElementAt(j)];
// look for matching security
if ((position.Type == dbpos.Type) && (position.Strike == dbpos.Strike) && (position.ExpDate == dbpos.ExpDate))
{
position.Quantity -= dbpos.Quantity;
grp.Holdings.Remove(grp.Holdings.Keys.ElementAt(j));
}
else
{
j++;
}
}
}
}
if (position.Quantity == 0)
{
accountPositions.Remove(accountPositions.ElementAt(i).Key);
}
else
{
i++;
}
}
}
// catch anything left over in database
foreach (KeyValuePair <int, TransactionGroup> grpItem in this)
{
TransactionGroup grp = grpItem.Value;
if (grp.Holdings.Count > 0)
{
// something left
if (returnValue.Length == 0)
{
returnValue = "Unmatched positons in the database:\n";
}
returnValue += grp.Holdings.ToString();
}
}
// add anything left from the TW query
foreach (KeyValuePair <string, TWPositions> positionsPair in overallPositions)
{
bool firstPass = true;
// nothing to do if account is empty
if (positionsPair.Value != null)
{
foreach (KeyValuePair <string, TWPosition> p in positionsPair.Value)
{
TWPosition pos = p.Value;
if (firstPass)
{
firstPass = false;
if (returnValue.Length > 0)
{
returnValue += "\n";
}
returnValue += "Unmatched from TastyWorks account:\n";
}
returnValue += (pos.Type == "Stock") ? pos.Symbol : pos.Symbol + pos.ExpDate.ToString("yyMMdd") + pos.Strike.ToString("0000.0") + pos.Type + " : " + pos.Quantity.ToString() + "\n";
}
}
}
return(returnValue);
}
public static void Load(Accounts accounts)
{
try
{
// establish db connection
App.OpenConnection();
if (TastyWorks.InitiateSession(Config.GetEncryptedProp("Username"), Config.GetEncryptedProp("Password")))
{
// cache the current positions for details required to establish default risk and capreq
twpositions = new Dictionary <string, TWPositions>();
twMarginReq = new Dictionary <string, TWMargins>();
foreach (Account a in accounts)
{
if (a.Active)
{
// retrieve Tastyworks positions for given account
TWPositions pos = TastyWorks.Positions(a.ID);
twpositions.Add(a.ID, pos);
TWMargins mar = TastyWorks.MarginData(a.ID);
twMarginReq.Add(a.ID, mar);
}
}
// proceed with transactions from all accounts
foreach (Account a in accounts)
{
if (a.Active)
{
Debug.WriteLine(a.ID);
// retrieve Tastyworks transactions for the past month
TWTransactions transactions = TastyWorks.Transactions(a.ID, DateTime.Today.AddDays(-30), null);
SaveTransactions(transactions); // transfer transaction array to database
// save latest transaction for next upload
SQLiteCommand cmd = new SQLiteCommand("SELECT max(time) FROM transactions WHERE Account = @ac", App.ConnStr);
cmd.Parameters.AddWithValue("ac", a.ID);
SQLiteDataReader rdr = cmd.ExecuteReader();
string propName = "LastDate-" + a.ID;
if (rdr.Read())
{
Config.SetProp(propName, rdr[0].ToString());
}
}
}
UpdateNewTransactions(); // matches unassociated asignments and exercises
}
else
{
MessageBox.Show("Login to TastyWorks failed", "Error");
}
}
catch (Exception ex)
{
Console.WriteLine("ERROR DataLoader: " + ex.Message);
MessageBox.Show(ex.Message, "Sync Error");
}
}