private void GetSpots(DateTime beginningTest, IDataFeedProvider simulateMarket)
{//Get all the spots of the underlying asset from the debTest date to the maturity date
Spots.Clear();
var firstDateMarket = simulateMarket.GetMinDate();
if (beginningTest.Date < firstDateMarket.Date)
{
throw new Exception("No Market data before the " + firstDateMarket.ToShortDateString());
}
if (beginningTest.Date > Option.Maturity.Date)
{
throw new Exception("No Market data after the Maturity date (" + Option.Maturity.ToShortDateString() + ")");
}
var dataFeed = simulateMarket.GetDataFeed(Option, beginningTest);
if (dataFeed.Count() == 0)
{
throw new Exception("No Market data");
}
foreach (DataFeed d in dataFeed)
{
var spotList = new List <double>();
foreach (string shareId in Option.UnderlyingShareIds)
{
spotList.Add((double)d.PriceList[shareId]);
}
Spots.Add(spotList.ToArray());
MarketDataDates.Add(d.Date);
}
PayOff = computePayOff();
}
async Task ExecuteLoadSpotsCommand()
{
if (IsBusy)
{
return;
}
IsBusy = true;
try
{
Spots.Clear();
var spots = await App.Database.GetItemsSortedAsync();
foreach (var spot in spots)
{
Spots.Add(spot);
}
}
catch (Exception ex)
{
System.Diagnostics.Debug.WriteLine(ex);
}
finally
{
IsBusy = false;
}
}
public void Dispose()
{
Spots.ForEach(s => s.Dispose());
Spots.Clear();
Logo?.Dispose();
Logo = null;
Parent = null;
}
public void RebuildSpots(bool keepExistedData = false)
{
if (!Parent.ParentScheduleSettings.FlightDateStart.HasValue || !Parent.ParentScheduleSettings.FlightDateEnd.HasValue)
{
return;
}
var startDate = Parent.ParentScheduleSettings.FlightDateStart.Value;
var endDate = Parent.ParentScheduleSettings.FlightDateEnd.Value;
var spotDate = startDate;
var newSpots = new List <Spot>();
while (spotDate < endDate)
{
var spot = new Spot(this)
{
Date = spotDate
};
spotDate = Parent.SpotType == SpotType.Week ? spotDate.AddDays(7) : new DateTime(spotDate.AddMonths(1).Year, spotDate.AddMonths(1).Month, 1);
newSpots.Add(spot);
}
if (!(Spots.Any() && Spots.First().Date == startDate && Spots.Count == newSpots.Count))
{
if (keepExistedData)
{
if (Spots.Count >= newSpots.Count)
{
for (int i = 0; i < newSpots.Count; i++)
{
newSpots[i].Count = Spots[i].Count;
}
}
else
{
for (int i = 0; i < Spots.Count; i++)
{
newSpots[i].Count = Spots[i].Count;
}
}
}
Spots.Clear();
Spots.AddRange(newSpots);
}
}
