public void ReadWatchListFromFile(string path)
{
var lines = File.ReadAllLines(path);
char[] charToTrim = { ' ', '\t', '\r', '\n' };
for (int i = 0; i < lines.Length; i++)
{
if (lines[i].Trim(charToTrim) != String.Empty)
{
string code = lines[i].Split(" \t".ToCharArray(), StringSplitOptions.RemoveEmptyEntries)[1];
string market = lines[i].Split(" \t".ToCharArray(), StringSplitOptions.RemoveEmptyEntries)[0];
if (i == 0 && header)
{
continue;
}
int j;
Security security = new Security();
if (Int32.TryParse(market, out j))
{
security.Market = (QotCommon.QotMarket)j;
security.Code = code;
List.Add(new Quote()
{
Code = code, Security = security, Name = AllSymbols.Where(x => x.Code == code).Select(s => s.Name).DefaultIfEmpty("").First()
});
}
}
}
}
public void LookupSymbols(string str)
{
var result = AllSymbols.Where(x => x.Code.ToUpper().Contains(str.ToUpper()) ||
x.PinYin.Contains(str.ToUpper()) ||
x.Name.ToUpper().Contains(str.ToUpper()));
SymbolSearchResult = new List <Symbol>(result);
}
private void FillInSymbols(List <Contract> contracts)
{
foreach (var contract in contracts)
{
AllSymbols.Add(new Symbol()
{
Security = contract.Security,
Code = contract.Security.Code,
Name = contract.Name,
PinYin = PinYin.GetSpellCode(contract.Name)
});
}
}
protected override void ModifyCell(Cell cell, char symbol)
{
if (symbol == Origin.Symbol)
{
cell.AddTile(new Tile(TileIdSequence++, 0, Origin.Creature));
}
else if (symbol == Friend.Symbol)
{
cell.AddTile(new Tile(TileIdSequence++, 0, Friend.Creature));
}
else if (symbol == Enemy.Symbol)
{
cell.AddTile(new Tile(TileIdSequence++, 1, Enemy.Creature));
}
else
{
var(creature, cellString, _) = AllSymbols.Single(s => s.Symbol == symbol);
var playerId = cellString.ToString().ToUpper() == cellString.ToString() ? 0 : 1;
cell.AddTile(new Tile(TileIdSequence++, playerId, creature));
}
}
public IObservableX <ISourceSymbol> SearchSymbol(string filter)
{
return(string.IsNullOrEmpty(filter)
? AllSymbols
: AllSymbols.Where(symbol => symbol.DisplayText.Contains(filter)));
}
/// <summary>
/// Applies filter selecting options contracts based on a range of strikes in relative terms
/// </summary>
/// <param name="minStrike">The minimum strike relative to the underlying price, for example, -1 would filter out contracts further than 1 strike below market price</param>
/// <param name="maxStrike">The maximum strike relative to the underlying price, for example, +1 would filter out contracts further than 1 strike above market price</param>
/// <returns>Universe with filter applied</returns>
public OptionFilterUniverse Strikes(int minStrike, int maxStrike)
{
if (UnderlyingInternal == null)
{
return(this);
}
if (_refreshUniqueStrikes || _uniqueStrikes == null)
{
// each day we need to recompute the unique strikes list
_uniqueStrikes = AllSymbols.Select(x => x.ID.StrikePrice)
.Distinct()
.OrderBy(strikePrice => strikePrice)
.ToList();
_refreshUniqueStrikes = false;
}
// new universe is dynamic
IsDynamicInternal = true;
// find the current price in the list of strikes
var exactPriceFound = true;
var index = _uniqueStrikes.BinarySearch(UnderlyingInternal.Price);
// Return value of BinarySearch (from MSDN):
// The zero-based index of item in the sorted List<T>, if item is found;
// otherwise, a negative number that is the bitwise complement of the index of the next element that is larger than item
// or, if there is no larger element, the bitwise complement of Count.
if (index < 0)
{
// exact price not found
exactPriceFound = false;
if (index == ~_uniqueStrikes.Count)
{
// there is no greater price, return empty
AllSymbols = Enumerable.Empty <Symbol>();
return(this);
}
index = ~index;
}
// compute the bounds, no need to worry about rounding and such
var indexMinPrice = index + minStrike;
var indexMaxPrice = index + maxStrike;
if (!exactPriceFound)
{
if (minStrike < 0 && maxStrike > 0)
{
indexMaxPrice--;
}
else if (minStrike > 0)
{
indexMinPrice--;
indexMaxPrice--;
}
}
if (indexMinPrice < 0)
{
indexMinPrice = 0;
}
else if (indexMinPrice >= _uniqueStrikes.Count)
{
// price out of range: return empty
AllSymbols = Enumerable.Empty <Symbol>();
return(this);
}
if (indexMaxPrice < 0)
{
// price out of range: return empty
AllSymbols = Enumerable.Empty <Symbol>();
return(this);
}
if (indexMaxPrice >= _uniqueStrikes.Count)
{
indexMaxPrice = _uniqueStrikes.Count - 1;
}
var minPrice = _uniqueStrikes[indexMinPrice];
var maxPrice = _uniqueStrikes[indexMaxPrice];
AllSymbols = AllSymbols
.Where(symbol =>
{
var price = symbol.ID.StrikePrice;
return(price >= minPrice && price <= maxPrice);
}
).ToList();
return(this);
}
