/// <summary>
/// 构造函数
/// </summary>
/// <param name="callInstrumentID"></param>
/// <param name="positionVolume"></param>
/// <param name="parityInterval"></param>
/// <param name="averagePrice"></param>
public Vertical(string callInstrumentID, EnumPosiDirectionType callDirection, string putInstrumentID, EnumPosiDirectionType putDirection, double parityInterval)
{
this.callInstrumentID = callInstrumentID;
this.callDirection = callDirection;
this.putInstrumentID = putInstrumentID;
this.putDirection = putDirection;
this.parityInterval = parityInterval;
}
/// <summary>
/// 构造函数
/// </summary>
/// <param name="callInstrumentID"></param>
/// <param name="positionVolume"></param>
/// <param name="parityInterval"></param>
/// <param name="averagePrice"></param>
public Parity(string callInstrumentID, EnumPosiDirectionType callDirection, string putInstrumentID, EnumPosiDirectionType putDirection,
double parityInterval, double openThreshold, double closeThreshold, double maxOpenSets, double openedSets)
{
this.Tag = this;
string[] callStrTemp = callInstrumentID.Split('-');
this.longOption.InstrumentID = callInstrumentID;
this.longOption.StrikePrice = double.Parse(callStrTemp[2]);
this.longOption.OptionType = callStrTemp[1] == "C" ? OptionTypeEnum.call : OptionTypeEnum.put;
this.callDirection = callDirection;
//this.future.InstrumentID = callStrTemp[0];
string[] putStrTemp = putInstrumentID.Split('-');
this.shortOption.InstrumentID = putInstrumentID;
this.shortOption.StrikePrice = double.Parse(putStrTemp[2]);
this.shortOption.OptionType = putStrTemp[1] == "C" ? OptionTypeEnum.call : OptionTypeEnum.put;
this.putDirection = putDirection;
this.parityInterval = parityInterval;
this.openThreshold = openThreshold;
this.closeThreshold = closeThreshold;
this.maxOpenSets = maxOpenSets;
this.openedSets = openedSets;
}
