public ActionResult SetUsed(int identifier, bool used)
{
WeeklyIncomePlaySheet playSheet = WeeklyIncomePlaySheetService.Get(identifier);
playSheet.Used = used;
WeeklyIncomePlaySheetService.Save(playSheet);
return(new EmptyResult());
}
public async Task BuildPcPlan(int slots, Decimal minStrikeDiff, Decimal maxRisk, int strikePadding)
{
Thread.Sleep(1000);
Query query = new Query();
query.SortPropertyName = Security.PropertyNames.Symbol;
query.QuerySingleFilters.Add(new QuerySingleFilter()
{
PropertyName = Security.PropertyNames.PairEligible,
Parameter = "true",
QueryOperator = QueryOperators.Equals,
IsAndFilter = true
});
query.QuerySingleFilters.Add(new QuerySingleFilter()
{
PropertyName = Security.PropertyNames.Ignore,
Parameter = "false",
QueryOperator = QueryOperators.Equals,
IsAndFilter = true
});
query.Includes.Add(Security.PropertyNames.OptionChainsInclude);
query.Includes.Add(Security.PropertyNames.OptionChains.DatesInclude);
query.Includes.Add(Security.PropertyNames.OptionChains.Dates.StrikesInclude);
query.Includes.Add(Security.PropertyNames.OptionChains.Dates.Strikes.CallInclude);
query.Includes.Add(Security.PropertyNames.OptionChains.Dates.Strikes.PutInclude);
List <Security> securities = SecurityService.GetCollection(query);
securities.FilterForImportantDates();
//securities = securities.Where(x => x.SectorEnum == Enums.Sectors.Index).ToList();
OnProgressMessageRaised(new HtmlTag("li").Class("list-group-item").Class("active")
.Append(HtmlTags.B.Append(securities.Count.ToString()))
.Append(HtmlTags.Span.Append(" optionable securities retrieved"))
.ToHtml().ToString(), this.JobId);
foreach (Security security in securities)
{
security.MinStrikeDiff = minStrikeDiff;
security.MaxRisk = maxRisk;
security.StrikePadding = strikePadding;
OnProgressMessageRaised(new HtmlTag("li").Class("list-group-item")
.Append(HtmlTags.B.Append($"{security.Symbol}"))
.Append(HtmlTags.Span.Append(" expected move: "))
.Append(HtmlTags.B.Append($"{security.ExpectedMove:C} ({(security.ExpectedMove / security.CurrentPrice):P2})"))
.Append(HtmlTags.Span.Append(" credit spreads: "))
.Append(HtmlTags.B.Append($"{security.PcBearCallSpread}, {security.PcBullPutSpread}"))
//.Append(HtmlTags.Span.Append($", price range: "))
//.Append(HtmlTags.B.Append($"{security.LowerBoundStrike:C} : {security.ExpectedLowerMove:C} : {security.CurrentPrice:C} : {security.ExpectedUpperMove:C} : {security.UpperBoundStrike:C}"))
//.Append(HtmlTags.Span.Append($", step/qty: "))
//.Append(HtmlTags.B.Append($"{security.StrikeStep:C} / {security.ContractQuantity}"))
.ToHtml().ToString(), this.JobId);
}
WeeklyIncomePlaySheet playSheet = new WeeklyIncomePlaySheet();
playSheet.TimeStamp = DateTime.Now;
playSheet.Expiry = securities[0].LatestOptionDate.ExpiryDate;
//var results = from p in persons
// group p.car by p.PersonId into g
// select new { PersonId = g.Key, Cars = g.ToList() };
var sectorGroups = from s in securities
group s by s.SectorEnum into g
select new { Sector = g.Key, Securities = g.ToList() };
List <PairCondor> pairCondorCandidates = new List <PairCondor>();
foreach (var sectorGroup in sectorGroups)
{
OnProgressMessageRaised(new HtmlTag("li").Class("list-group-item")
.Append(HtmlTags.Span.Append("Sector group: "))
.Append(HtmlTags.B.Append($"{sectorGroup.Sector.GetStringValue()}"))
.ToHtml().ToString(), this.JobId);
if (sectorGroup.Securities.Count > 1)
{
for (int i = 0; i < sectorGroup.Securities.Count - 1; i++)
{
for (int j = i + 1; j < sectorGroup.Securities.Count; j++)
{
Security iSecurity = sectorGroup.Securities[i];
Security jSecurity = sectorGroup.Securities[j];
if (!iSecurity.IsBearish && !jSecurity.IsBullish)
{
PairCondor ijPairCondor = new PairCondor();
ijPairCondor.SectorEnum = sectorGroup.Sector;
ijPairCondor.Strategy = StrategyTypes.PairCondor;
ijPairCondor.BullPutSpread = iSecurity.PcBullPutSpread;
ijPairCondor.BearCallSpread = jSecurity.PcBearCallSpread;
pairCondorCandidates.Add(ijPairCondor);
}
if (!jSecurity.IsBearish && !iSecurity.IsBullish)
{
PairCondor jiPairCondor = new PairCondor();
jiPairCondor.SectorEnum = sectorGroup.Sector;
jiPairCondor.Strategy = StrategyTypes.PairCondor;
jiPairCondor.BullPutSpread = jSecurity.PcBullPutSpread;
jiPairCondor.BearCallSpread = iSecurity.PcBearCallSpread;
pairCondorCandidates.Add(jiPairCondor);
}
}
}
}
}
List <WeeklyIncomeComboCount> comboCounts = (from x in pairCondorCandidates
group x by x.SectorEnum into g
select new WeeklyIncomeComboCount()
{
SectorEnum = g.Key,
Count = g.Count()
}).OrderByDescending(x => x.Count).ToList();
playSheet.ComboCounts = comboCounts;
playSheet.Strategy = StrategyTypes.PairCondor;
int playSheetId = WeeklyIncomePlaySheetService.Save(playSheet);
pairCondorCandidates = pairCondorCandidates.OrderByDescending(x => x.Credit).Select(x => new PairCondor(x)).ToList();
WeeklyIncomeActionPlan bruteForceActionPlan = PcBruteForceActionPlanGenerator(pairCondorCandidates, slots);
bruteForceActionPlan.PlaySheetIdentifier = playSheetId;
WeeklyIncomeActionPlanService.Save(bruteForceActionPlan);
pairCondorCandidates = pairCondorCandidates.OrderByDescending(x => x.Credit).Select(x => new PairCondor(x)).ToList();
WeeklyIncomeActionPlan randomSearchActionPlan = PcRandomSearchActionPlanGenerator(pairCondorCandidates, slots);
randomSearchActionPlan.PlaySheetIdentifier = playSheetId;
WeeklyIncomeActionPlanService.Save(randomSearchActionPlan);
pairCondorCandidates = pairCondorCandidates.OrderByDescending(x => x.Credit).Select(x => new PairCondor(x)).ToList();
WeeklyIncomeActionPlan geneticOptimizationActionPlan = PcGeneticOptimizationActionPlanGenerator(pairCondorCandidates, slots);
geneticOptimizationActionPlan.PlaySheetIdentifier = playSheetId;
WeeklyIncomeActionPlanService.Save(geneticOptimizationActionPlan);
Thread.Sleep(1000);
OnRedirectRaised("WeeklyIncome", "PlaySheet", playSheetId, this.JobId);
}
public async Task BuildIcPlan(int slots, Decimal minStrikeDiff, Decimal maxRisk, int strikePadding)
{
Thread.Sleep(1000);
Query query = new Query();
query.SortPropertyName = Security.PropertyNames.Symbol;
query.QuerySingleFilters.Add(new QuerySingleFilter()
{
PropertyName = Security.PropertyNames.IronCondorEligible,
Parameter = "true",
QueryOperator = QueryOperators.Equals,
IsAndFilter = true
});
query.QuerySingleFilters.Add(new QuerySingleFilter()
{
PropertyName = Security.PropertyNames.Ignore,
Parameter = "false",
QueryOperator = QueryOperators.Equals,
IsAndFilter = true
});
query.Includes.Add(Security.PropertyNames.OptionChainsInclude);
query.Includes.Add(Security.PropertyNames.OptionChains.DatesInclude);
query.Includes.Add(Security.PropertyNames.OptionChains.Dates.StrikesInclude);
query.Includes.Add(Security.PropertyNames.OptionChains.Dates.Strikes.CallInclude);
query.Includes.Add(Security.PropertyNames.OptionChains.Dates.Strikes.PutInclude);
List <Security> securities = SecurityService.GetCollection(query);
securities.FilterForImportantDates();
//securities = securities.Where(x => x.SectorEnum == Enums.Sectors.Index).ToList();
OnProgressMessageRaised(new HtmlTag("li").Class("list-group-item").Class("active")
.Append(HtmlTags.B.Append(securities.Count.ToString()))
.Append(HtmlTags.Span.Append(" optionable securities retrieved"))
.ToHtml().ToString(), this.JobId);
WeeklyIncomePlaySheet playSheet = new WeeklyIncomePlaySheet();
playSheet.TimeStamp = DateTime.Now;
playSheet.Expiry = securities[0].LatestOptionDate.ExpiryDate;
List <PairCondor> ironCondorCandidates = new List <PairCondor>();
foreach (Security security in securities)
{
security.MinStrikeDiff = minStrikeDiff;
security.MaxRisk = maxRisk;
security.StrikePadding = strikePadding;
}
foreach (Security security in securities.Where(x => x.IcOptionsExist))
{
PairCondor ironCondor = new PairCondor();
ironCondor.SectorEnum = security.SectorEnum;
ironCondor.Strategy = StrategyTypes.IronCondor;
ironCondor.BullPutSpread = security.IcBullPutSpread;
ironCondor.BearCallSpread = security.IcBearCallSpread;
ironCondorCandidates.Add(ironCondor);
}
playSheet.Strategy = StrategyTypes.IronCondor;
int playSheetId = WeeklyIncomePlaySheetService.Save(playSheet);
ironCondorCandidates = ironCondorCandidates.OrderByDescending(x => x.Credit).Select(x => new PairCondor(x)).ToList();
WeeklyIncomeActionPlan bruteForceActionPlan = IcBruteForceActionPlanGenerator(ironCondorCandidates, slots);
bruteForceActionPlan.PlaySheetIdentifier = playSheetId;
WeeklyIncomeActionPlanService.Save(bruteForceActionPlan);
Thread.Sleep(1000);
OnRedirectRaised("WeeklyIncome", "PlaySheet", playSheetId, this.JobId);
}