public static OOMigrationLib.Global.Option OptionToOptionNG(OptionsOracle.Core core, OOServerLib.Global.Option ol)
{
if (ol == null)
{
return(null);
}
OOMigrationLib.Global.Option om = new OOMigrationLib.Global.Option();
om.price.last = ol.price.last;
om.price.change = ol.price.change;
om.price.bid = ol.price.bid;
om.price.ask = ol.price.ask;
om.price.timevalue = ol.price.timevalue;
om.volume.total = ol.volume.total;
om.type = ol.type == "Call" ? OOMigrationLib.Global.Option.OptionT.Call : OOMigrationLib.Global.Option.OptionT.Put;
om.underlying = ol.stock;
om.symbol = ol.symbol;
om.strike = ol.strike;
om.expiration = ol.expiration;
om.open_int = ol.open_int;
om.update_timestamp = ol.update_timestamp;
om.contract_size = ol.stocks_per_contract;
om.currency = null;
om.greeks = new OOMigrationLib.Global.Greeks();
om.greeks.delta = ol.greeks.delta;
om.greeks.gamma = ol.greeks.gamma;
om.greeks.theta = ol.greeks.theta;
om.greeks.vega = ol.greeks.vega;
om.greeks.time = ol.greeks.time;
om.greeks.interest_rate = ol.greeks.interest;
om.greeks.implied_volatility = ol.greeks.implied_volatility;
om.greeks.dividend_rate = ol.greeks.dividend_rate;
om.indicators = null;
om.strike_index = 0;
om.expiration_index = 0;
return(om);
}
// option data
public void SetOption(OOMigrationLib.Global.Option option)
{
throw new Exception("Unsupported Method");
}
