/// <summary>
/// 构造函数
/// </summary>
/// <param name="startDate">开始日期</param>
/// <param name="maturityDate">到期日</param>
/// <param name="exercise">行权方式</param>
/// <param name="optionType">看涨看跌</param>
/// <param name="spreadType">价差期权类型</param>
/// <param name="weights">权重</param>
/// <param name="strike">行权价</param>
/// <param name="underlyingInstrumentType">标的资产类型</param>
/// <param name="calendar">交易日历</param>
/// <param name="dayCount">日期规则</param>
/// <param name="payoffCcy">收益计算币种</param>
/// <param name="settlementCcy">结算币种</param>
/// <param name="exerciseDates">行权日</param>
/// <param name="observationDates">观察日</param>
/// <param name="underlyingTickers">标的代码</param>
/// <param name="notional">名义本金</param>
/// <param name="settlementGap">结算日规则</param>
/// <param name="optionPremiumPaymentDate">权利金支付日</param>
/// <param name="optionPremium">权利金</param>
/// <param name="hasNightMarket">标的资产是否有夜盘交易</param>
/// <param name="commodityFuturesPreciseTimeMode">是否启用精确时间计算模式</param>
public SpreadOption(Date startDate,
Date maturityDate,
OptionExercise exercise,
OptionType optionType,
SpreadType spreadType,
double[] weights,
double strike,
InstrumentType underlyingInstrumentType,
ICalendar calendar,
IDayCount dayCount,
CurrencyCode payoffCcy,
CurrencyCode settlementCcy,
Date[] exerciseDates,
Date[] observationDates,
string[] underlyingTickers,
double notional = 1,
DayGap settlementGap = null,
Date optionPremiumPaymentDate = null,
double optionPremium = 0,
bool hasNightMarket = false,
bool commodityFuturesPreciseTimeMode = false)
: base(startDate: startDate, maturityDate: maturityDate, exercise: exercise, optionType: optionType, strike: new double[] { strike },
underlyingInstrumentType: underlyingInstrumentType, calendar: calendar, dayCount: dayCount,
settlementCcy: settlementCcy, payoffCcy: payoffCcy, exerciseDates: exerciseDates, observationDates: observationDates,
notional: notional, settlementGap: settlementGap, optionPremiumPaymentDate: optionPremiumPaymentDate, optionPremium: optionPremium, underlyingTickers: underlyingTickers,
hasNightMarket: hasNightMarket, commodityFuturesPreciseTimeMode: commodityFuturesPreciseTimeMode)
{
SpreadType = spreadType;
Weights = weights;
}
public static ICollection <TItem> Round <TItem>(
this ICollection <TItem> items,
Func <TItem, decimal> getValue,
Action <TItem, decimal> setValue,
int precision,
SpreadType spreadType)
where TItem : class
{
decimal roundedSum = 0;
decimal sumOfRounded = 0;
decimal accumulatedDelta = 0;
decimal absoluteAtom = (decimal)Math.Pow(10, -precision);
decimal atom;
foreach (TItem sourceItem in items)
{
decimal sourceValue = getValue(sourceItem);
decimal roundedValue = Round(sourceValue, precision);
accumulatedDelta += sourceValue - roundedValue;
roundedSum += sourceValue;
sumOfRounded += roundedValue;
if (spreadType == SpreadType.Flow)
{
if (Math.Abs(Round(accumulatedDelta, TolerancePrecision)) >= absoluteAtom)
{
atom = Math.Sign(accumulatedDelta) * absoluteAtom;
roundedValue += atom;
accumulatedDelta -= atom;
}
}
setValue(sourceItem, roundedValue);
}
if (spreadType == SpreadType.Flow)
{
return(items);
}
roundedSum = Round(roundedSum, precision);
decimal delta = roundedSum - sumOfRounded;
if (Math.Abs(Round(delta, TolerancePrecision)) >= absoluteAtom)
{
atom = Math.Sign(delta) * absoluteAtom;
int countOfAdjusted = (int)Round(delta / atom, 0);
foreach (int index in GetAdjustedIndexes(spreadType, items.Count, countOfAdjusted, delta < 0m))
{
TItem adjustingItem = items.ElementAt(index);
setValue(adjustingItem, getValue(adjustingItem) + atom);
}
}
return(items);
}
public DendriteGene(int type, BrainLobeType sourceLobeIndex, SpreadType spread, int fanout, Vector2Int dendriteNumber, Vector2Int ltwRange, Vector2Int strengthRange, DendriteDynamicsGene dynamicsGene)
{
Type = type;
SourceLobeIndex = sourceLobeIndex;
Spread = spread;
Fanout = fanout;
DendriteNumber = dendriteNumber;
LTWRange = ltwRange;
StrengthRange = strengthRange;
Dynamics = dynamicsGene;
}
public static IEnumerable <decimal> Round(
this IEnumerable <decimal> sourceSequence,
int precision,
SpreadType spreadType)
{
List <decimal> result = new List <decimal>();
decimal roundedSum = 0;
decimal sumOfRounded = 0;
decimal accumulatedDelta = 0;
decimal absoluteAtom = (decimal)Math.Pow(10, -precision);
decimal atom;
foreach (decimal sourceValue in sourceSequence)
{
decimal roundedValue = Round(sourceValue, precision);
roundedSum += sourceValue;
sumOfRounded += roundedValue;
if (spreadType == SpreadType.Flow)
{
if (Math.Abs(Round(accumulatedDelta, TolerancePrecision)) >= absoluteAtom)
{
atom = Math.Sign(accumulatedDelta) * absoluteAtom;
roundedValue += atom;
accumulatedDelta -= atom;
}
}
result.Add(roundedValue);
}
if (spreadType == SpreadType.Flow)
{
return(result);
}
roundedSum = Round(roundedSum, precision);
decimal delta = roundedSum - sumOfRounded;
if (Math.Abs(Round(delta, TolerancePrecision)) >= absoluteAtom)
{
atom = Math.Sign(delta) * absoluteAtom;
int countOfAdjusted = (int)Round(delta / atom, 0);
foreach (int index in GetAdjustedIndexes(spreadType, result.Count, countOfAdjusted, delta < 0m))
{
result[index] += atom;
}
}
return(result);
}
private void SetType(Option[] options)
{
if (options.Length == 1)
{
if (options[0].OptionType == OptionType.Call)
{
if (options[0].PositionType == PositionType.Long)
{
_type = SpreadType.LongCall;
}
}
else if (options[0].OptionType == OptionType.Put)
{
if (options[0].PositionType == PositionType.Long)
{
_type = SpreadType.LongPut;
}
if (options[0].PositionType == PositionType.Short)
{
_type = SpreadType.ShortPut;
}
}
}
else if ((options.Length == 2))
{
if (options[1].Strike == 0)
{
if (options[0].OptionType == OptionType.Call)
{
if (options[0].PositionType == PositionType.Long)
{
_type = SpreadType.LongCall;
}
}
else if (options[0].OptionType == OptionType.Put)
{
if (options[0].PositionType == PositionType.Long)
{
_type = SpreadType.LongPut;
}
if (options[0].PositionType == PositionType.Short)
{
_type = SpreadType.ShortPut;
}
}
}
else
{
if (options[0].OptionType == OptionType.Call)
{
int highStikeIndex = options[0].Strike > options[1].Strike ? 0 : 1;
if (options[highStikeIndex].PositionType == PositionType.Long)
{
_type = SpreadType.ShortCallVertical;
}
else
{
_type = SpreadType.LongCallVertical;
}
}
else if (options[0].OptionType == OptionType.Put)
{
int highStikeIndex = options[0].Strike > options[1].Strike ? 0 : 1;
if (options[highStikeIndex].PositionType == PositionType.Long)
{
_type = SpreadType.LongPutVertical;
}
else
{
_type = SpreadType.ShortPutVertical;
}
}
}
}
}
public static Spread GetSpread(Stock stock, SpreadType type, double strikeLow, double spreadWidth, DateTime experationDate, DateTime date)
{
Option[] options;
if (type == SpreadType.LongCall || type == SpreadType.LongPut || type == SpreadType.ShortPut)
{
options = new Option[1];
}
else
{
options = new Option[2];
}
switch (type)
{
case SpreadType.LongCall:
options[0] = Option.GetOption(stock, OptionType.Call, PositionType.Long, strikeLow, experationDate, date);
break;
case SpreadType.LongPut:
options[0] = Option.GetOption(stock, OptionType.Put, PositionType.Long, strikeLow, experationDate, date);
break;
case SpreadType.ShortPut:
options[0] = Option.GetOption(stock, OptionType.Put, PositionType.Short, strikeLow, experationDate, date);
break;
case SpreadType.LongCallVertical:
options[0] = Option.GetOption(stock, OptionType.Call, PositionType.Long, strikeLow, experationDate, date);
options[1] = Option.GetOption(stock, OptionType.Call, PositionType.Short, strikeLow + spreadWidth, experationDate, date);
break;
case SpreadType.ShortCallVertical:
options[0] = Option.GetOption(stock, OptionType.Call, PositionType.Short, strikeLow, experationDate, date);
options[1] = Option.GetOption(stock, OptionType.Call, PositionType.Long, strikeLow + spreadWidth, experationDate, date);
break;
case SpreadType.LongPutVertical:
options[0] = Option.GetOption(stock, OptionType.Put, PositionType.Short, strikeLow, experationDate, date);
options[1] = Option.GetOption(stock, OptionType.Put, PositionType.Long, strikeLow + spreadWidth, experationDate, date);
break;
case SpreadType.ShortPutVertical:
options[0] = Option.GetOption(stock, OptionType.Put, PositionType.Long, strikeLow, experationDate, date);
options[1] = Option.GetOption(stock, OptionType.Put, PositionType.Short, strikeLow + spreadWidth, experationDate, date);
break;
}
if (options.Length == 2)
{
if (options[0].Strike == options[1].Strike)
{
OptionChain chain = OptionDataBase.Get(options[1].Stock, date);
double newStrike = chain.FindNextStrike(options[1].Strike, options[1].ExpirationDate);
options[1] = Option.GetOption(options[1].Stock, options[1].OptionType, options[1].PositionType,
newStrike, options[1].ExpirationDate, date);
}
}
Spread spread = new Spread(options);
return(spread);
}
public void Shoot(SpreadType spreadType, bool comeFromEnemy)
{
_spreadType = spreadType;
_bulletsToShoot.Clear();
if (!_canShoot)
{
return;
}
_canShoot = false;
switch (spreadType.Type)
{
default:
foreach (var spreadTypeOffset in spreadType.Offsets)
{
var bullet = GetBullet();
if (bullet == null)
{
continue;
}
bullet.Sin = spreadType.Sin;
bullet.SinCoef.y = spreadType.VelocityCoef * spreadTypeOffset.y;
bullet.SinCoef.x = spreadTypeOffset.x;
bullet.transform.position = _transform.position + (bullet.Sin ? Vector3.zero : spreadTypeOffset);
switch (spreadType.Type)
{
case Spreads.LockOn:
bullet.LockOnTarget = GetClosestEnemy();
if (bullet.LockOnTarget)
{
bullet.StartingVelocity = bullet.LockOnTarget.transform.position - _transform.position;
bullet.BulletVelocity = Weapons[_selectedWeapon].BulletVelocity;
}
else
{
bullet.StartingVelocity.y = spreadTypeOffset.y * spreadType.VelocityCoef;
bullet.StartingVelocity.x = Weapons[_selectedWeapon].BulletVelocity;
}
break;
case Spreads.AutoAim:
var target = comeFromEnemy ? GameObject.FindGameObjectWithTag("Player") : GetClosestEnemy();
bullet.StartingVelocity = target.transform.position - _transform.position;
bullet.BulletVelocity = Weapons[_selectedWeapon].BulletVelocity;
break;
default:
bullet.StartingVelocity.y = spreadTypeOffset.y * spreadType.VelocityCoef;
bullet.StartingVelocity.x = Weapons[_selectedWeapon].BulletVelocity;
break;
}
bullet.StartingVelocity.Normalize();
bullet.StartingVelocity *= Weapons[_selectedWeapon].BulletVelocity;
bullet.gameObject.SetActive(true);
bullet.CanHurtPlayer = comeFromEnemy;
if (spreadType.Type == Spreads.Bomb)
{
StartCoroutine(ExplodeBomb(bullet, bullet.CanHurtPlayer));
}
_bulletsToShoot.Add(bullet);
}
break;
case Spreads.Explosion:
foreach (var spreadTypeOffset in spreadType.Offsets)
{
var bullet = GetBullet();
if (bullet == null)
{
continue;
}
bullet.transform.position = _transform.position;
bullet.StartingVelocity = spreadTypeOffset;
bullet.StartingVelocity.Normalize();
bullet.StartingVelocity *= Weapons[_selectedWeapon].BulletVelocity;
bullet.gameObject.SetActive(true);
bullet.CanHurtPlayer = comeFromEnemy;
_bulletsToShoot.Add(bullet);
}
break;
}
foreach (var bullet in _bulletsToShoot)
{
bullet.Damage = spreadType.Damage;
if (comeFromEnemy &&
spreadType.Type != Spreads.AutoAim &&
spreadType.Type != Spreads.LockOn)
{
bullet.StartingVelocity.x *= -1f;
}
bullet.ShootTheBullet();
}
StartCoroutine(RateLimiter(spreadType.RateOfFire.Value));
}
private static IEnumerable <int> GetAdjustedIndexes(SpreadType spreadType, int length, int countOfAdjusted, bool invertSpread)
{
// Contracts
if (countOfAdjusted > length / 2)
{
throw new ArgumentOutOfRangeException(nameof(countOfAdjusted));
}
// end of contracts
if (invertSpread)
{
switch (spreadType)
{
case SpreadType.Top:
spreadType = SpreadType.Bottom;
break;
case SpreadType.Bottom:
spreadType = SpreadType.Top;
break;
case SpreadType.First:
spreadType = SpreadType.Last;
break;
case SpreadType.Last:
spreadType = SpreadType.First;
break;
}
}
Random randomizer = new Random();
HashSet <int> usedRandomIndexes = new HashSet <int>();
for (int i = 0; i < countOfAdjusted; i++)
{
switch (spreadType)
{
case SpreadType.Top:
yield return(i);
break;
case SpreadType.Bottom:
yield return(length - i - 1);
break;
case SpreadType.Evenly:
yield return((int)Round((decimal)length / countOfAdjusted * i, 0));
break;
case SpreadType.Random:
int index;
while (usedRandomIndexes.Contains(index = randomizer.Next(length)))
{
}
usedRandomIndexes.Add(index);
yield return(index);
break;
case SpreadType.First:
yield return(0);
break;
case SpreadType.Last:
yield return(length - 1);
break;
default:
throw new NotImplementedException();
}
}
}