public EDItem(FI databaseObject_, SymmetryEntities dc_, MarketSnap snap_, QuoteSource source_)
{
Underlying = databaseObject_;
Snap = snap_;
var px = QuoteHelpers.GetQuoteValue(snap_.MarketSnapID, source_.QuoteSourceID, databaseObject_.FIID, QuoteValueType.Price, dc_, ThrowBehavior.DontThrow);
if (px.HasValue)
{
ClosePrice = Convert.ToDouble(px.Value);
SLog.log.DebugFormat("{0} px = {1}", databaseObject_.SymmetryCode, ClosePrice);
var opt1Strike = ClosePrice - (ClosePrice % 0.125);
OptionBelowPrice = new EDOptionItem(databaseObject_, opt1Strike, ClosePrice, Underlying, snap_.ValueDate);
SLog.log.DebugFormat("{0} belowStrikeToQueryFor = {1}", databaseObject_.SymmetryCode, opt1Strike);
var opt2Strike = opt1Strike + 0.125;
OptionAbovePrice = new EDOptionItem(databaseObject_, opt2Strike, ClosePrice, Underlying, snap_.ValueDate);
SLog.log.DebugFormat("{0} aboveStrikeToQueryFor = {1}", databaseObject_.SymmetryCode, opt2Strike);
}
else
{
SLog.log.ErrorFormat("No price saved for {0} for marketSnapID = {1}", databaseObject_.SymmetryCode,
snap_.MarketSnapID);
}
}
public static QuoteSource GetOrCreateQuoteSource(string quoteSourceCode, SymmetryEntities dc, ThrowBehavior behavior = ThrowBehavior.Throw)
{
try
{
var existingSource = GetQuoteSource(quoteSourceCode, dc, ThrowBehavior.DontThrow);
if(existingSource == null)
{
var newSource = new QuoteSource
{
QuoteSourceCode = quoteSourceCode,
DisplayName = quoteSourceCode,
QuoteSourceType = 0
};
dc.QuoteSources.Add(newSource);
dc.SaveChanges();
return newSource;
}
else
{
return existingSource;
}
}
catch (Exception ex)
{
Exceptions.Rethrow("GetOrCreateQuoteSource", behavior, ex);
}
return null;
}