public static string EquityType2String(EquityType eq)
{
if (eq == EquityType.Option)
{
return("OPT");
}
else if (eq == EquityType.Stock)
{
return("STK");
}
else if (eq == EquityType.Future)
{
return("FUT");
}
else if (eq == EquityType.FutOpt)
{
return("FOP");
}
else if (eq == EquityType.Index)
{
return("IND");
}
throw new Exception("Invalid exception type. Internal error");
}
protected ITimeSheet TimeSheetFactory(
IEnumerable <long> systemsIds,
TimeInterval timeInterval = TimeInterval.Month,
EquityType equityType = EquityType.Equity,
String planId = C2ExplorerServiceStack.Logic.Implementation.Globals.DefaultCommissPlan)
{
return(queryRunner.TimeSheetFactory(systemsIds, timeInterval, equityType, planId));
}
protected IEnumerable <object> GetEquitiesSheet(long system, TimeInterval timeInterval, EquityType equityType)
{
return(this.GetEquitiesSheet(new long[] { system }, timeInterval, equityType));
}
protected IEnumerable <object> GetEquitiesSheet(long[] systems, TimeInterval timeInterval, EquityType equityType)
{
ITimeSheet timeSheet = queryRunner.TimeSheetFactory(systems, timeInterval, equityType);
return(timeSheet.GetEquitiesSheet());
}
public LegData(int?ID,
string ticker,
EquityType equity_type,
string exchange,
int multiplier,
string local_symbol,
int?con_id,
OpenCloseValues if_closed,
bool?if_call,
bool if_sell,
decimal?strike,
DateTime?expiry_date,
decimal?und_price,
decimal?open_price,
decimal?close_price,
int no_contracts,
double?totaldelta,
double?totaltheta,
double?gamma,
double?vega,
double?mydelta,
double?mytheta,
double?mygamma,
double?myvega,
DateTime?open_date,
DateTime?closed_date,
decimal?profit_loss,
DateTime?profit_loss_timestamp,
decimal?daily_profit_loss,
DateTime?daily_profit_loss_timestamp,
decimal?yesterday_profit_loss,
DateTime?yesterday_profit_loss_timestamp,
decimal?profit_threshold,
DateTime?last_email,
int email_notifications,
int?trade_id)
{
bIfUpdatingMarketData = false;
Id = ID;
Ticker = ticker;
Equity = equity_type;
Exchange = exchange;
Multiplier = multiplier;
LocalSymbol = local_symbol;
ConId = con_id;
OpenCloseStatus = if_closed;
IfCall = if_call;
IfSell = if_sell;
Strike = (double?)strike;
ExpiryDate = expiry_date;
UnderlyingPrice = (double?)und_price;
OpenPrice = (double?)open_price;
ClosePrice = (double?)close_price;
NoContracts = no_contracts;
TotalDelta = totaldelta;
TotalTheta = totaltheta;
// Gamma = gamma;
// Vega = vega;
MyDelta = mydelta;
MyTheta = mytheta;
MyGamma = mygamma;
MyVega = myvega;
OpenDate = open_date;
ClosedDate = closed_date;
TotalProfitLoss = (double?)profit_loss;
DailyProfitLoss = (double?)daily_profit_loss;
DailyProfitLossTimestamp = daily_profit_loss_timestamp;
ProfitLossTimestamp = profit_loss_timestamp;
YesterdayProfitLoss = (double?)yesterday_profit_loss;
YesterdayProfitLossTimestamp = yesterday_profit_loss_timestamp;
ProfitThreshold = (double?)profit_threshold;
LastEmail = last_email;
EmailNotifications = email_notifications;
Trade_id = trade_id;
ModelOption = null;
}
public OmahaEquity(EquityType eqtype, bool hasouts)
{
this.type = eqtype;
this.outcount = hasouts ? new int[52] : null;
this.outs = hasouts ? new List <Out>() : null;
}
