public static OOMigrationLib.Global.Quote QuoteToQuoteNG(OptionsOracle.Core core, OOServerLib.Global.Quote ql)
{
if (ql == null)
{
return(null);
}
OOMigrationLib.Global.Quote qm = new OOMigrationLib.Global.Quote();
qm.price.last = ql.price.last;
qm.price.change = ql.price.change;
qm.price.open = ql.price.open;
qm.price.low = ql.price.low;
qm.price.high = ql.price.high;
qm.price.bid = ql.price.bid;
qm.price.ask = ql.price.ask;
qm.volume.total = ql.volume.total;
qm.general.dividend_rate = ql.general.dividend_rate;
qm.general.dividend_list = null;
qm.volatility.actual = core.StockImpliedVolatility;
qm.volatility.implied = core.StockImpliedVolatility;
qm.volatility.historical = core.StockImpliedVolatility;
qm.underlying = ql.stock;
qm.name = ql.name;
qm.update_timestamp = ql.update_timestamp;
qm.currency = null;
qm.interest_rate = Config.Local.FederalIterest * 0.01;
return(qm);
}
// single position greeks
public OOMigrationLib.Global.Greeks GetPositionGreeks(OOMigrationLib.Global.Position position, OOMigrationLib.Global.Quote quote, double at_underlying_price, DateTime at_date, double at_volatility)
{
return(Convert.GreeksToGreeksNG(core, core.om.GetPositionGreeks(position.index, at_underlying_price, at_date, at_volatility)));
}
// quote data
public void SetQuote(OOMigrationLib.Global.Quote quote)
{
throw new Exception("Unsupported Method");
}
// single position return
public double GetPositionReturn(OOMigrationLib.Global.Position position, OOMigrationLib.Global.Quote quote, double at_underlying_price, DateTime at_date, double at_volatility)
{
return(core.om.GetPositionReturn(position.index, at_underlying_price, at_date, at_volatility));
}
