private static DataTable addDataTableColumns(DataTable result)
{
Records.Datum.CE1 ce = new Records.Datum.CE1();
result.Columns.Add("CE" + "expiryDate");
result.Columns.Add("CE" + "underlying");
result.Columns.Add("CE" + "identifier");
result.Columns.Add("CE" + "pchangeinOpenInterest");
result.Columns.Add("CE" + "impliedVolatility");
result.Columns.Add("CE" + "totalBuyQuantity");
result.Columns.Add("CE" + "totalSellQuantity");
result.Columns.Add("CE" + "underlyingValue");
result.Columns.Add("CE" + "pChange");
result.Columns.Add("Contract");
result.Columns.Add("CE" + "openInterest");
result.Columns.Add("CE" + "changeinOpenInterest");
result.Columns.Add("CE" + "totalTradedVolume");
result.Columns.Add("CE" + "lastPrice");
result.Columns.Add("CE" + "change");
result.Columns.Add("CE" + "bidQty");
result.Columns.Add("CE" + "bidprice");
result.Columns.Add("CE" + "askPrice");
result.Columns.Add("CE" + "askQty");
result.Columns.Add("StrikePrice");
Records.Datum.PE1 pe = new Records.Datum.PE1();
//result.Columns.Add("strikePrice");
result.Columns.Add("PE" + "bidQty");
result.Columns.Add("PE" + "bidprice");
result.Columns.Add("PE" + "askPrice");
result.Columns.Add("PE" + "askQty");
result.Columns.Add("PE" + "change");
result.Columns.Add("PE" + "lastPrice");
result.Columns.Add("PE" + "totalTradedVolume");
result.Columns.Add("PE" + "changeinOpenInterest");
result.Columns.Add("PE" + "pchangeinOpenInterest");
result.Columns.Add("PE" + "pChange");
result.Columns.Add("ExpiryDate");
result.Columns.Add("PE" + "underlying");
result.Columns.Add("PE" + "identifier");
result.Columns.Add("PE" + "openInterest");
result.Columns.Add("PE" + "impliedVolatility");
result.Columns.Add("PE" + "totalBuyQuantity");
result.Columns.Add("PE" + "totalSellQuantity");
result.Columns.Add("PE" + "underlyingValue");
return(result);
}
public static Records.Datum.PE1 GetPE(string ocType, string expiryDate, int strikePrice)
{
Records.Datum.PE1 result = null;
Records recordsObject = GetOC(ocType);
foreach (Records.Datum datum in recordsObject.data)
{
if (datum.expiryDate.Equals(expiryDate) && datum.strikePrice.Equals(strikePrice))
{
if (datum.PE != null)
{
result = datum.PE;
}
}
}
return(result);
}
private void GridviewDataBind(DataTable dataTable)
{
int avgOfSP = 0;
foreach (DataRow row in dataTable.Rows)
{
if (row["Strike Price"] != null && row["Strike Price"].ToString().Trim().Length > 0)
{
avgOfSP += Convert.ToInt32(row["Strike Price"]);
}
}
if (dataTable.Rows.Count > 0)
{
avgOfSP = avgOfSP / dataTable.Rows.Count;
}
int columnDiff = 0;
if (rblOCType.SelectedValue.Equals(NIFTY))
{
columnDiff = NIFTY_COL_DIFF;
}
if (rblOCType.SelectedValue.Equals(BANKNIFTY))
{
columnDiff = BANKNIFTY_COL_DIFF;
}
//Assign header value to the center column
dataTable.Columns[SELECTED_SP_COL_INDEX].ColumnName = avgOfSP.ToString();
for (int icount = SELECTED_SP_COL_INDEX - 1; icount >= LOWER_SP_COL_START_INDEX; icount--)
{
dataTable.Columns[icount].ColumnName =
Math.Round(Convert.ToDouble(avgOfSP - (SELECTED_SP_COL_INDEX - icount) * columnDiff), 0).ToString();
}
//Assign value to the right columns from the center
for (int icount = SELECTED_SP_COL_INDEX + 1; icount <= HIGHER_SP_COL_END_INDEX; icount++)
{
dataTable.Columns[icount].ColumnName =
Math.Round(Convert.ToDouble(avgOfSP + (icount - SELECTED_SP_COL_INDEX) * columnDiff), 0).ToString();
}
int lotsSize = 0;
if (rblOCType.SelectedValue.Equals(NIFTY))
{
lotsSize = NIFTY_LOT_SIZE;
}
if (rblOCType.SelectedValue.Equals(BANKNIFTY))
{
lotsSize = BANKNIFTY_LOT_SIZE;
}
foreach (DataRow row in dataTable.Rows)
{
//Get latest premium value from the OC
if (row[CONTRACT_TYP_COL_INDEX].ToString().Equals(enumContractType.CE.ToString()))
{
Records.Datum.CE1 cE1 = OCHelper.GetCE(rblOCType.SelectedValue, row[EXP_DATE_COL_INDEX].ToString(),
Convert.ToInt32(row[SP_COL_INDEX]));
if (cE1 != null)
{
row[CMP_COL_INDEX] = cE1.lastPrice.ToString();
}
else
{
row[CMP_COL_INDEX] = "0";
}
}
if (row[CONTRACT_TYP_COL_INDEX].ToString().Equals(enumContractType.PE.ToString()))
{
Records.Datum.PE1 pE1 = OCHelper.GetPE(rblOCType.SelectedValue, row[EXP_DATE_COL_INDEX].ToString(),
Convert.ToInt32(row[SP_COL_INDEX]));
if (pE1 != null)
{
row[CMP_COL_INDEX] = pE1.lastPrice.ToString();
}
else
{
row[CMP_COL_INDEX] = "0";
}
}
for (int icount = LOWER_SP_COL_START_INDEX; icount <= HIGHER_SP_COL_END_INDEX; icount++)
{
row[icount] = Convert.ToString(Convert.ToInt32(row[LOTS_COL_INDEX]) * lotsSize *
CalculateExpiryValue(row[CONTRACT_TYP_COL_INDEX].ToString(),
row[TRANSTYP_COL_INDEX].ToString(),
Convert.ToDouble(row[SP_COL_INDEX]),
Convert.ToDouble(row[CMP_COL_INDEX]),
Convert.ToDouble(dataTable.Columns[icount].ColumnName)));
}
}
MySession.Current.StrategyBuilderDt = dataTable;
gvStrategy.DataSource = dataTable;
gvStrategy.DataBind();
}
