public async Task <IActionResult> Create([Bind("ID,Balance,Name,UnitSize,ExpectedPriceChange,RiskFreeInterestRate")] TradingAccount tradingAccount)
{
if (ModelState.IsValid)
{
_context.Add(tradingAccount);
await _context.SaveChangesAsync();
return(RedirectToAction("Index"));
}
return(View(tradingAccount));
}
public async Task <IActionResult> Create([Bind("ID,Ask,Bid,Contents,Delta,Quantity,Strike")] Option option)
{
if (ModelState.IsValid)
{
_context.Add(option);
await _context.SaveChangesAsync();
return(RedirectToAction("Index"));
}
return(View(option));
}
public async Task <IActionResult> Upload([Bind("Contents")] CsvUpload csvUpload)
{
if (ModelState.IsValid)
{
_context.Options.Clear();
TradingAccount tradingAccount = _context.TradingAccounts.FirstOrDefault();
String[] split = csvUpload.Contents.Split(new String[] { "\r\n" }, StringSplitOptions.RemoveEmptyEntries);
Decimal underlyingPrice = Decimal.Parse(split[0]);
using (TextReader tr = new StringReader(String.Join(Environment.NewLine, split.Skip(1)).Replace(",,", String.Empty).Replace("%", String.Empty)))
{
var csv = new CsvReader(tr, new CsvConfiguration()
{
HasHeaderRecord = true
});
while (csv.Read())
{
Option callOption = new Option();
callOption.OptionType = OptionTypes.Call;
callOption.Delta = csv.GetField <Decimal>(0);
callOption.ImpliedVolatility = csv.GetField <Decimal>(1) / 100m;
callOption.Bid = csv.GetField <Decimal>(2);
callOption.Ask = csv.GetField <Decimal>(5);
callOption.Expiry = csv.GetField <DateTime>(7);
callOption.Strike = csv.GetField <Decimal>(8);
callOption.UnderlyingPrice = underlyingPrice;
callOption.FillCalculatedFields(tradingAccount);
_context.Options.Add(callOption);
Option putOption = new Option();
putOption.OptionType = OptionTypes.Put;
putOption.Delta = Math.Abs(csv.GetField <Decimal>(13));
putOption.ImpliedVolatility = csv.GetField <Decimal>(14) / 100m;
putOption.Bid = csv.GetField <Decimal>(9);
putOption.Ask = csv.GetField <Decimal>(11);
putOption.Expiry = csv.GetField <DateTime>(7);
putOption.Strike = csv.GetField <Decimal>(8);
putOption.UnderlyingPrice = underlyingPrice;
putOption.FillCalculatedFields(tradingAccount);
_context.Options.Add(putOption);
}
await _context.SaveChangesAsync();
}
return(RedirectToAction("Index", "Home"));
}
return(View(csvUpload));
}
public async Task <IActionResult> Index(String sortProperty, String sortDirection, Decimal?expectedPriceChange)
{
OptionsLayout optionsLayout = new OptionsLayout();
TradingAccount tradingAccount = await _context.TradingAccounts.FirstOrDefaultAsync();
if (expectedPriceChange.HasValue)
{
tradingAccount.ExpectedPriceChange = expectedPriceChange.Value;
foreach (Option option in await _context.Options.ToListAsync())
{
option.FillCalculatedFields(tradingAccount);
}
await _context.SaveChangesAsync();
}
optionsLayout.TradingAccount = tradingAccount;
if (String.IsNullOrEmpty(sortProperty))
{
sortProperty = "BlackScholesPLPercent";
}
if (String.IsNullOrEmpty(sortDirection))
{
sortDirection = "desc";
}
ViewData["sortProperty"] = sortProperty;
ViewData["sortDirection"] = sortDirection;
optionsLayout.Puts = _context.Options.Where(x => x.OptionType == OptionTypes.Put && x.BlackScholesPLPercent > 0).OrderBy(sortProperty, sortDirection).ToList();
optionsLayout.Calls = _context.Options.Where(x => x.OptionType == OptionTypes.Call && x.BlackScholesPLPercent > 0).OrderBy(sortProperty, sortDirection).ToList();
return(View(optionsLayout));
}