private void Adjustment1_ValueChanged(object sender, RoutedPropertyChangedEventArgs <object> e)
{
if (e.OldValue != null && e.NewValue != null)
{
var contract = SubbedContracts?.FirstOrDefault();
if (contract != null)
{
UpdateStrategyAdjustment(contract, StrategyVM.Model.IVM, (double)e.NewValue);
}
}
}
private void volModelCB_SelectionChanged(object sender, SelectionChangedEventArgs e)
{
var modelParam = volModelCB.SelectedItem as ModelParamsVM;
if (modelParam != null)
{
riskFree_Interest.DataContext = modelParam;
var contract = SubbedContracts?.FirstOrDefault();
if (contract != null)
{
var strategy =
_otcOptionHandler.StrategyVMCollection.FirstOrDefault(s => s.Exchange == contract.Exchange && s.Contract == contract.Contract);
if (strategy != null && strategy.IVModel != modelParam.InstanceName)
{
strategy.IVModel = modelParam.InstanceName;
_otcOptionHandler.UpdateStrategyModel(strategy, StrategyVM.Model.IVM);
}
}
}
}
private async void contract1_SelectionChanged(object sender, SelectionChangedEventArgs e)
{
if (contract1.SelectedItem != null)
{
var uexchange = exchange1.SelectedValue?.ToString();
var uc = contract1.SelectedItem?.ToString();
var handler = MessageHandlerContainer.DefaultInstance.Get <MarketDataHandler>();
QuoteVMCollection1.Clear();
var mktDataVM = await handler.SubMarketDataAsync(uc);
if (mktDataVM != null)
{
QuoteVMCollection1.Add(mktDataVM);
}
var contract = SubbedContracts?.FirstOrDefault();
if (contract != null)
{
var strategy =
_otcOptionHandler.StrategyVMCollection.FirstOrDefault(s => s.Exchange == contract.Exchange && s.Contract == contract.Contract);
var pricingContract = strategy.IVMContractParams.FirstOrDefault();
if (pricingContract != null && pricingContract.Exchange == uexchange && pricingContract.Contract == uc)
{
return;
}
if (pricingContract == null)
{
pricingContract = new PricingContractParamVM();
strategy.IVMContractParams.Add(pricingContract);
}
pricingContract.Exchange = uexchange;
pricingContract.Contract = uc;
_otcOptionHandler.UpdateStrategyPricingContracts(strategy, StrategyVM.Model.IVM);
}
}
}
private async void expireDateCB_SelectionChanged(object sender, SelectionChangedEventArgs e)
{
if (expireDateCB.SelectedValue != null)
{
var ed = expireDateCB.SelectedValue.ToString();
var uc = underlyingContractCB.SelectedValue.ToString();
var exchange = underlyingEX.SelectedValue.ToString();
var optionList = (from c in _contractList
where c.Exchange == exchange && c.UnderlyingContract == uc && c.ExpireDate == ed
select new ContractKeyVM(c.Exchange, c.Contract)).ToList();
SubbedContracts = await _otcOptionHandler.SubTradingDeskDataAsync(optionList);
exchange1.ItemsSource = null;
underlying1.ItemsSource = null;
contract1.ItemsSource = null;
volModelCB.ItemsSource = null;
adjustment1.Value = null;
exchange1.ItemsSource = _futurecontractList.Select(c => c.Exchange).Distinct();
volModelCB.ItemsSource = _otcOptionHandler.GetModelParamsVMCollection("ivm");
var contract = SubbedContracts?.FirstOrDefault();
if (contract != null)
{
var strategy =
_otcOptionHandler.StrategyVMCollection.FirstOrDefault(s => s.Exchange == contract.Exchange && s.Contract == contract.Contract);
if (strategy != null)
{
var pricingContract = strategy.IVMContractParams?.FirstOrDefault();
if (pricingContract != null)
{
var futureexchange = pricingContract.Exchange;
var futurecontract = pricingContract.Contract;
var futureunderlying = _futurecontractList.FirstOrDefault(c => c.Exchange == futureexchange && c.Contract == futurecontract)?.ProductID;
var volmodel = strategy.IVModel;
var adjust = pricingContract.Adjust;
volModelCB.SelectedValue = volmodel;
exchange1.SelectedValue = futureexchange;
var exchangeTemp = exchange1.SelectedValue?.ToString();
if (exchangeTemp != null)
{
var productID = (from c in _futurecontractList
where c.Exchange == exchange.ToString()
orderby c.ProductID ascending
select c.ProductID).Distinct().ToList();
//underlying1.ItemsSource = _futurecontractList.Where(c => c.Exchange == exchangeTemp).Select(c => c.ProductID).Distinct();
underlying1.ItemsSource = productID;
contract1.ItemsSource = null;
}
underlying1.SelectedValue = futureunderlying;
var productIdTemp = underlying1.SelectedValue?.ToString();
if (productIdTemp != null)
{
var underlyingContracts = (from c in _futurecontractList
where c.ProductID == productIdTemp.ToString()
select c.Contract).Distinct().ToList();
contract1.ItemsSource = underlyingContracts;
}
contract1.SelectedValue = futurecontract;
adjustment1.Value = adjust;
var modelVM = volModelCB.SelectedItem as ModelParamsVM;
if (modelVM != null)
{
riskFree_Interest.DataContext = null;
riskFree_Interest.DataContext = modelVM;
}
}
}
}
}
}
