private void btnFuturesAdd_Click(object sender, EventArgs e)
{
if (m_fd != null)
{
using (dbOptionsDataContext dc = new dbOptionsDataContext())
{
var f = (from st in dc.Stocks
where st.Ticker == m_fd.LocalSymbol
select st).Count();
if (f > 0)
{
MessageBox.Show("Already added to the database.");
return;
}
Stock s = new Stock();
s.Ticker = m_fd.LocalSymbol;
s.Company = string.Format("{0} {1}", m_fd.LongName, m_fd.Expiry.ToString("MMMdd"));
s.Exchange = m_fd.Exchange;
s.SecType = "FUT";
s.FutureExpiry = m_fd.Expiry;
dc.Stocks.InsertOnSubmit(s);
try
{
dc.SubmitChanges();
}
catch (Exception ex)
{
MessageBox.Show(ex.Message);
}
}
}
}
/************************************************************
*
* Compute Theta Vega Ratio for the trade... not sure what this means
*
* *********************************************************/
//internal void ComputeThetaVegaRatio ()
//{
// double? theta = 0;
// double? vega = 0;
// foreach (var l in this.m_Legs)
// {
// if (l.OpenCloseStatus != OpenCloseValues.Close)
// {
// theta += l.Theta;
// vega += l.Vega;
// }
// }
// this.ThetaVegaRatio = theta / vega;
//}
internal void Persist(string DataGroupName)
{
if (this.Id != null)
{
using (dbOptionsDataContext dc = new dbOptionsDataContext())
{
dc.UpdateTrade(Id, TradeType, Ticker, (int)OpenCloseStatus, Premium, Commissions, OpenDate, ClosedDate, TotalDelta, TotalTheta, (decimal?)TotalProfitLoss, (decimal?)ProfitThreshold, EmailNotifications, Notes, LastEmail);
}
}
else
{
using (dbOptionsDataContext dc = new dbOptionsDataContext())
{
InsertTradeResult tr =
dc.InsertTrade(Id,
DataGroupName,
TradeType,
Ticker,
(int)OpenCloseStatus,
Premium,
Commissions,
OpenDate,
ClosedDate,
TotalDelta,
TotalTheta,
(decimal?)TotalProfitLoss,
(decimal?)ProfitThreshold,
EmailNotifications,
Notes,
LastEmail).Single();
Id = tr.TradeId;
}
}
}
/******************************************************
*
* Email notification
*
* ***************************************************/
internal void EmailBrian(string note, TimeSpan urgency)
{
if (LastEmail == null || (DateTime)LastEmail < DateTime.Now - urgency)
{
using (dbOptionsDataContext dc = new dbOptionsDataContext())
{
var rec = (from r in dc.Trades
where r.TradeId == Id
select r).Single();
LastEmail = rec.LastEmail = DateTime.Now;
dc.SubmitChanges();
}
MailMessage msg = new MailMessage();
msg.To.Add("*****@*****.**");
msg.From = new MailAddress("*****@*****.**");
msg.Subject = note;
msg.Body = note;
SmtpClient smtp = new SmtpClient("smtp.telus.net");
NetworkCredential basicCredential = new NetworkCredential("*****@*****.**", "blackie0");
smtp.UseDefaultCredentials = false;
smtp.Credentials = basicCredential;
try
{
smtp.Send(msg);
}
catch (SmtpException se)
{
MessageBox.Show(se.Message, "SMTP email failed", MessageBoxButtons.OK);
}
}
}
/***********************************************************
*
* DatabasePrice (string ticker)
*
* ********************************************************/
static internal double?DatabasePrice(string ticker)
{
using (dbOptionsDataContext dc = new dbOptionsDataContext())
{
var p = (from stock in dc.Stocks
where stock.Ticker == ticker
select stock.LastTrade).First();
return((double?)p);
}
}
private void EmailBrian(string note, TimeSpan urgency)
{
//OptionData od = m_Options[index];
//TimeSpan ts = new TimeSpan (0);
//switch (n)
//{
// case EmailNotify.ITM:
// note = string.Format ("Option {0} {1} {2} strike {3} is ITM {4:F2}", od.Ticker, od.IfCall, od.IfSell, od.Strike, od.ProbITM);
// ts = new TimeSpan (1, 0, 0); // 1 hour
// break;
// case EmailNotify.NEAR_ITM:
// note = string.Format ("Option {0} {1} {2} strike {3} is approaching ITM {4:F2}", od.Ticker, od.IfCall, od.IfSell, od.Strike, od.ProbITM);
// ts = new TimeSpan (3, 0, 0);
// break;
// case EmailNotify.PROFIT50:
// note = string.Format ("Option {0} {1} {2} strike {3} is > 50% profitable {4:F2}", od.Ticker, od.IfCall, od.IfSell, od.Strike, od.PercentProfit);
// ts = new TimeSpan (8, 0, 0);
// break;
// case EmailNotify.PROFIT75:
// note = string.Format ("Option {0} {1} {2} strike {3} is > 75% profitable {4:F2}", od.Ticker, od.IfCall, od.IfSell, od.Strike, od.PercentProfit);
// ts = new TimeSpan (4, 0, 0);
// break;
// default:
// m_Log.Log (ErrorLevel.logERR, "Bug in NotifyBrian");
// break;
//}
if (LastEmail == null || (DateTime)LastEmail >= DateTime.Now + urgency)
{
using (dbOptionsDataContext dc = new dbOptionsDataContext())
{
var rec = (from r in dc.Legs
where r.Id == Id
select r).Single();
LastEmail = rec.LastEmail = DateTime.Now;
dc.SubmitChanges();
}
MailMessage msg = new MailMessage();
msg.To.Add("*****@*****.**");
msg.From = new MailAddress("*****@*****.**");
msg.Subject = note;
msg.Body = note;
SmtpClient smtp = new SmtpClient("smtp.telus.net");
smtp.Send(msg);
}
}
/*********************************************************************
*
* FetchUnderlyingPrice
*
* ******************************************************************/
static internal Task <double> FetchUnderlyingPrice(int reqid, string ticker)
{
double price = 0.0;
double close = 0.0;
var tcs = new TaskCompletionSource <double> ();
/* If the market is closed, get the price from somewhere else
* ---------------------------------------------------------- */
if (!Utils.IfTradingNow())
{
using (dbOptionsDataContext dc = new dbOptionsDataContext())
{
var stockprice = (from s in dc.Stocks
where s.Ticker == ticker
select s.LastTrade
).SingleOrDefault();
if (stockprice == null)
{
tcs.SetException(new Exception(string.Format("Failed to fetch underlying price for {0}", ticker)));
return(tcs.Task);
}
tcs.SetResult((double)stockprice);
return(tcs.Task);
}
}
//int reqid = m_random.Next (0xFFFF);
/*
* var errhandler = default (AxTWSLib._DTwsEvents_errMsgEventHandler);
* var endhandler = default (AxTWSLib._DTwsEvents_tickSnapshotEndEventHandler);
* var pricehandler = default (AxTWSLib._DTwsEvents_tickPriceEventHandler);
*
* errhandler = new AxTWSLib._DTwsEvents_errMsgEventHandler ((s, e) =>
* {
* if (e.id == -1)
* {
* Log.Log (ErrorLevel.logERR, string.Format ("FetchPriceUnderlying: error {0}", e.errorMsg));
* return;
* }
*
* if ((e.id & 0xFFFF0000) != Utils.ibPRICE)
* {
* return;
* }
* e.id &= 0xFFFF;
*
* Log.Log (ErrorLevel.logERR, string.Format ("FetchPriceUnderlying: error {0} ", e.errorMsg));
*
* axTws.errMsg -= errhandler;
* axTws.tickPrice -= pricehandler;
* axTws.tickSnapshotEnd -= endhandler;
*
* axTws.cancelMktData (reqid);
*
* tcs.SetException (new Exception (e.errorMsg));
* });
*
* pricehandler = new AxTWSLib._DTwsEvents_tickPriceEventHandler ((s, e) =>
* {
* if ((e.id & 0xFFFF0000) != Utils.ibPRICE)
* {
* return;
* }
* e.id &= 0xFFFF;
* if (reqid != e.id)
* {
* return;
* }
*
* Log.Log (ErrorLevel.logERR, string.Format ("FetchPriceUnderlying: axTws_tickPrice for {0} tickType:{1} {2} value: {3}", ticker, e.tickType, TickType.Display (e.tickType), e.price));
*
*
* switch (e.tickType)
* {
* case TickType.LAST:
* price = e.price;
* break;
*
* case TickType.CLOSE:
* close = e.price;
* break;
*
* case TickType.BID:
* //opt.Bid = e.price;
* break;
*
* case TickType.ASK:
* //opt.Ask = e.price;
* break;
*
* default:
* break;
* }
* });
*
* endhandler = new AxTWSLib._DTwsEvents_tickSnapshotEndEventHandler ((s, e) =>
* {
* if ((e.reqId & 0xFFFF0000) != Utils.ibPRICE)
* {
* return;
* }
* e.reqId &= 0xFFFF;
* if (reqid != e.reqId)
* {
* return;
* }
*
* Log.Log (ErrorLevel.logINF, string.Format ("FetchOneOptionChain: axTws_tickSnapshotEnd for {0}. price={1:N3} close={2:N3}", ticker, price, close));
*
* axTws.errMsg -= errhandler;
* axTws.tickPrice -= pricehandler;
* axTws.tickSnapshotEnd -= endhandler;
*
* if (price != 0.0)
* {
* tcs.SetResult (price);
* }
* else
* {
* tcs.SetResult (close);
* }
* });
*
*
* axTws.errMsg += errhandler;
* axTws.tickPrice += pricehandler;
* axTws.tickSnapshotEnd += endhandler;
*
* TWSLib.IContract contract = axTws.createContract ();
*
* contract.symbol = ticker;
* contract.currency = "USD";
* contract.secType = "STK";
* contract.exchange = "SMART";
* contract.localSymbol = ticker;
* contract.includeExpired = 0;
*
* axTws.reqMktDataEx (Utils.ibPRICE | reqid, contract, "", 1, null);
* return tcs.Task;*/
return(null); /* remove */
}
