private PositionManager ParseUserArgsPositionForManager(PositionManager manager, List <string[]> userData)
{
UserPosTableTypes type;
double enterPrice;
int quantity;
double strike;
double remainingDays;
double priceStep;
double priceVal;
TradeBlotter futBlotter;
TradeBlotter optBlotter;
foreach (string[] data in userData)
{
if (!UserPosTableTypes.TryParse(data[0], out type))
{
throw new NotImplementedException();
}
enterPrice = Convert.ToDouble(data[2]);
quantity = Convert.ToInt32(data[3]);
if (!String.IsNullOrEmpty(data[1]))
{
strike = Convert.ToDouble(data[1]);
}
else
{
strike = 0.0;
}
if (type.Equals(UserPosTableTypes.C))
{
try
{
futBlotter = dataCollector.GetBasicFutures().GetTradeBlotter();
optBlotter = dataCollector.GetOption(strike, OptionType.Call).GetTradeBlotter();
remainingDays = dataCollector.GetOption(strike, OptionType.Call).RemainingDays;
priceStep = dataCollector.GetOption(strike, OptionType.Call).PriceStep;
priceVal = dataCollector.GetOption(strike, OptionType.Call).PriceStepValue;
manager.AddOption(Option.GetFakeOption(OptionType.Call, strike, enterPrice,
remainingDays, quantity, futBlotter, optBlotter, priceStep, priceVal));
}
catch (QuikDdeException e1)
{
mainForm.UpdateMessageWindow(e1.Message);
LOGGER.Error("ParseUserArgs, exception in call section: {0}", e1.ToString());
}
}
else if (type.Equals(UserPosTableTypes.P))
{
try
{
futBlotter = dataCollector.GetBasicFutures().GetTradeBlotter();
optBlotter = dataCollector.GetOption(strike, OptionType.Put).GetTradeBlotter();
remainingDays = dataCollector.GetOption(strike, OptionType.Put).RemainingDays;
priceStep = dataCollector.GetOption(strike, OptionType.Call).PriceStep;
priceVal = dataCollector.GetOption(strike, OptionType.Call).PriceStepValue;
manager.AddOption(Option.GetFakeOption(OptionType.Put, strike, enterPrice,
remainingDays, quantity, futBlotter, optBlotter, priceStep, priceVal));
}
catch (QuikDdeException e1)
{
mainForm.UpdateMessageWindow(e1.Message);
LOGGER.Error("ParseUserArgs, exception in put section: {0}", e1.ToString());
}
}
else if (type.Equals(UserPosTableTypes.F))
{
futBlotter = dataCollector.GetBasicFutures().GetTradeBlotter();
priceStep = dataCollector.GetBasicFutures().PriceStep;
priceVal = dataCollector.GetBasicFutures().PriceStepValue;
manager.AddFutures(Futures.GetFakeFutures(enterPrice, quantity, futBlotter, priceStep,
priceVal));
}
else
{
mainForm.UpdateMessageWindow("incorrect type of instrument: " + type);
LOGGER.Error("ParseUserArgs, incorrect type of instrument, futures section: {0}", type);
}
}
return(manager);
}