public static bool IsEquals(this OptionQuoteInfo optionQuote1, OptionQuoteInfo optionQuote2)
{
foreach (PropertyInfo significantProperty in SignificantProperties)
{
if (!significantProperty.GetValue(optionQuote1).Equals(significantProperty.GetValue(optionQuote2)))
{
return(false);
}
}
return(true);
}
public static List <OptionQuoteInfo> ParseTxtFile(byte[] fileData)
{
List <OptionQuoteInfo> result = new List <OptionQuoteInfo>();
try
{
string fileString = Encoding.UTF8.GetString(fileData);
//string fileString=System.Text.Encoding.UTF8.GetString(System.Text.Encoding.Convert(System.Text.Encoding.Unicode, System.Text.Encoding.UTF8, fileData));
List <string> lines = fileString.Split(new[] { "\n" }, StringSplitOptions.RemoveEmptyEntries).ToList();
// delete header line
//lines.RemoveAt(0);
// delete footer line
Logger.Debug("lines count: " + lines.Count);
lines.RemoveAt(lines.Count - 1);
foreach (string line in lines)
{
List <string> data = line.Split('|').Select(m => m.Trim()).ToList();
OptionQuoteInfo optionQuoteInfo = new OptionQuoteInfo();
for (int i = 0; i < data.Count; i++)
{
PropertyInfo prop;
bool success = TxtFileMapping.TryGetValue(i, out prop);
if (!success)
{
continue;
}
string currentData = data[i];
Type propType = prop.PropertyType;
if (currentData == string.Empty && propType.IsNumericType())
{
currentData = "0";
}
object value = Convert.ChangeType(currentData, prop.PropertyType);
prop.SetValue(optionQuoteInfo, value, null);
}
result.Add(optionQuoteInfo);
}
return(result);
}
catch (Exception ex)
{
Logger.Debug("file parsing error:" + ex.StackTrace);
return(result);
}
}
private static OptionQuotation ConvertToOptionQuotation(OptionQuoteInfo info)
{
OptionQuotation result = new OptionQuotation(info.OptionNumber)
{
PreviousSettlementPrice = (double)info.PreviousSettlementPrice,
UncoveredPositionQuantity = info.UncoveredPositionQuantity,
Turnover = (double)info.Turnover,
OpeningPrice = (double)info.OpeningPrice,
AuctionReferencePrice = (double)info.AuctionReferencePrice,
AuctionReferenceQuantity = info.AuctionReferenceQuantity,
HighestPrice = (double)info.HighestPrice,
LowestPrice = (double)info.LowestPrice,
LatestTradedPrice = (double)info.LatestTradedPrice,
Volume = info.TradeQuantity,
Ask = (double)info.SellPrice1,
AskVolume = info.SellQuantity1,
Bid = (double)info.BuyPrice1,
BidVolume = info.BuyQuantity1,
Ask2 = (double)info.SellPrice2,
AskVolume2 = info.SellQuantity2,
Bid2 = (double)info.BuyPrice2,
BidVolume2 = info.BuyQuantity2,
Ask3 = (double)info.SellPrice3,
AskVolume3 = info.SellQuantity3,
Bid3 = (double)info.BuyPrice3,
BidVolume3 = info.BuyQuantity3,
Ask4 = (double)info.SellPrice4,
AskVolume4 = info.SellQuantity4,
Bid4 = (double)info.BuyPrice4,
BidVolume4 = info.BuyQuantity4,
Ask5 = (double)info.SellPrice5,
AskVolume5 = info.SellQuantity5,
Bid5 = (double)info.BuyPrice5,
BidVolume5 = info.BuyQuantity5,
TradeDate = info.TradeDate,
};
return(result);
}
public OptionQuotationInformationViewModel GetOptionQuotationInformation(string optionNo)
{
OptionQuoteInfo res = _marketDataService.GetOption5LevelQuotation(optionNo);
return(AutoMapper.Mapper.Map <OptionQuotationInformationViewModel>(res));
}
private EntityResponse <OptionQuoteInfo> GetOptionQuote(string optionNumber)
{
OptionQuoteInfo result = _uow.OptionQuotesInfo.GetAll().FirstOrDefault(item => item.OptionNumber.Equals(optionNumber));
return(result);
}
