public UNLManager(ManagedSecurity managedSecurity, ITradingApi apiWrapper, SimpleBaseLogic distributer) { ManagedSecurity = managedSecurity; APIWrapper = apiWrapper; //PendingTradingTimeEventDic = new Dictionary<ETradingTimeEventType, TradingTimeEvent>(); Logger.InfoFormat("UNLManager({0}) was created!", managedSecurity.Symbol); Distributer = distributer; UnlTradingData = new UnlTradingData(ManagedSecurity); }
private void InitializeMembers() { UnlManager = AppManager.UNLManagerDic[_symbol] as UNLManager; if (UnlManager == null) { throw new Exception("The symbol is not exist!!"); } UnlTradingData = UnlManager.UnlTradingData; WhatIfUnlTradingData = new UnlTradingData(UnlTradingData.ManagedSecurity) { UnlSecurityData = UnlTradingData.UnlSecurityData }; }
private void btnCalculate_Click(object sender, EventArgs e) { try { WhatIfAnalayzer analayzer = new WhatIfAnalayzer(_symbol); UnlTradingData unlTradingDataCalculated = analayzer.CalculateWhatIf(-0.02, 0); UnlTradingDataList.Add(unlTradingDataCalculated); this.InvokeIfRequired(() => { unlTradingDataBindingSource.ResetBindings(false); }); } catch (Exception ex) { MessageBox.Show(ex.Message); } }
public void UpdateUnlTradingData(UnlTradingData unlTradingData) { //MarginDataDic[unlTradingData.Symbol].UnlGammaTotal = unlTradingData.GammaTotal; CalculateAllRequierdMargin(); }
protected void HandleUnlTradingData(UnlTradingData data) { HandleSymbolData <SecurityContract>(data); }