public void AddPOrderAsCC_WithChangeSign(POrder o) { CodeCount cc = new CodeCount(); cc.Code = o.Code; cc.Count = o.GetSignedContractedCount() * (-1); _ccs.Add(cc); }
// 총 exposure를 구한다. public CodeCount GetExposureCC100k() { long exposure100k = 0; foreach (CodeCount cc in _ccs) { long tmp = ElwOptionUtil.ConvertRealToCount100k(cc.Code, cc.Count); exposure100k += tmp; } CodeCount ccRet = new CodeCount(); ccRet.Code = KOI.Code; ccRet.Count = exposure100k; return ccRet; }
public void Add(CodeCount cc) { String key = ElwOptionUtil.GetKOIKey(cc.Code); if (!_dicCall.ContainsKey(key) && !_dicPut.ContainsKey(key)) { logger.Warn(String.Format("EOPD._dic.key({0}) does not exist", key)); return; } if (_dicCall.ContainsKey(key)) { SameStrikeInstrument ssi = _dicCall[key]; ssi.AddCC(cc); } else { SameStrikeInstrument ssi = _dicPut[key]; ssi.AddCC(cc); } }
ArrayList GetOptions() { ArrayList arr = new ArrayList(); foreach (DataGridViewRow row in dataGridView1.Rows) { if (row.IsNewRow) continue; CodeCount cc = new CodeCount(); cc.Code = row.Cells[0].Value as String; cc.Count = Convert.ToInt64(Util.RemoveComma(row.Cells[1].Value.ToString())); arr.Add(cc); } foreach (DataGridViewRow row in dataGridView4.Rows) { if (row.IsNewRow) continue; String code = row.Cells[0].Value as String; if (code.StartsWith("J")) { continue; } CodeCount cc = new CodeCount(); cc.Code = code; cc.Count = Convert.ToInt64(Util.RemoveComma(row.Cells[1].Value.ToString())); arr.Add(cc); } return arr; }
void FillElwRemains(String packet) { StringPacket sp = new StringPacket(packet + ":", ":"); String key = sp.Decode(); if (key.CompareTo("종목번호") == 0) { long index = sp.DecodeLong(); String code = sp.Decode(); CodeCount cc = new CodeCount(); cc.Code = code; _elwRemains.Add(index, cc); } else if (key.CompareTo("금일보유수량") == 0) { long index = sp.DecodeLong(); long count = sp.DecodeLong(); _elwRemains[index].Count = count; } }
public void AddCC(CodeCount cc) { _ccs.Add(cc); }
void AddUpJournalingPosition(List<POrder> options, List<POrder> elws) { String fileName = String.Format("{0}_{1}.txt", _optionAccount.AccountName, _elwAccount.AccountName); FileStream fs = null; StreamReader sr = null; try { fs = new FileStream(fileName, FileMode.OpenOrCreate, FileAccess.Read, FileShare.Read); sr = new StreamReader(fs); while (!sr.EndOfStream) { String line = sr.ReadLine(); String code = line.Substring(0, line.IndexOf(",")).Trim(); long count = Convert.ToInt64(Util.RemoveComma(line.Substring(line.IndexOf(",") + 1).Trim())); CodeCount cc = new CodeCount(); cc.Code = code; cc.Count = count; _dic.Add(cc); } } catch (System.Exception ex) { logger.Error(ex.ToString()); Util.KillWithNotice(ex.ToString()); } finally { if (sr != null) { sr.Close(); } if (fs != null) { fs.Close(); } } }