public void select(DbConnection conn)
{
if (conn.State != ConnectionState.Open)
conn.Open();
DataTable tb = new DataTable();
this.DAOList_ = new List<OPTION_POSITION_1928_Table_DAO>();
DbCommand dbCommand = conn.CreateCommand();
string selectQuery = OPTION_POSITION_1928_Table_DAOManager.SelectQuery_;
//selectQuery = selectQuery.Replace("@KeyColumnValue@", this.KeyColumn_);
dbCommand.CommandText = selectQuery;
//DbDataAdapter dataAdapter = new DbDataAdapter(dbCommand, conn);
DbDataAdapter dataAdapter = DataBaseConnectManager.CreateDataAdapter(dbCommand, conn);
dataAdapter.Fill(tb);
DataRow[] dr = tb.Select();
int rowCount = dr.Length;
foreach (DataRow item in dr)
{
OPTION_POSITION_1928_Table_DAO dao = new OPTION_POSITION_1928_Table_DAO();
dao.POSITIONNAME_ = item[0].ToString();
dao.SELLBUY_ = item[1].ToString();
dao.UNIT_ = item[2].ToString();
dao.EVALAMT_ = item[3].ToString();
dao.DELTA_ = item[4].ToString();
dao.GAMMA_ = item[5].ToString();
dao.VEGA_ = item[6].ToString();
dao.IMVOL_ = item[7].ToString();
dao.DELTAPOSITION_ = item[8].ToString();
dao.TOTALRISK_ = item[9].ToString();
dao.DELTARISK_ = item[10].ToString();
dao.GAMMARISK_ = item[11].ToString();
dao.VEGARISK_ = item[12].ToString();
dao.DEEPOTM_ = item[13].ToString();
dao.REMAINDAYS_ = item[14].ToString();
this.DAOList_.Add(dao);
}
}
public void select(DbConnection conn)
{
if (conn.State != ConnectionState.Open)
{
conn.Open();
}
DataTable tb = new DataTable();
this.DAOList_ = new List <OPTION_POSITION_1928_Table_DAO>();
DbCommand dbCommand = conn.CreateCommand();
string selectQuery = OPTION_POSITION_1928_Table_DAOManager.SelectQuery_;
//selectQuery = selectQuery.Replace("@KeyColumnValue@", this.KeyColumn_);
dbCommand.CommandText = selectQuery;
//DbDataAdapter dataAdapter = new DbDataAdapter(dbCommand, conn);
DbDataAdapter dataAdapter = DataBaseConnectManager.CreateDataAdapter(dbCommand, conn);
dataAdapter.Fill(tb);
DataRow[] dr = tb.Select();
int rowCount = dr.Length;
foreach (DataRow item in dr)
{
OPTION_POSITION_1928_Table_DAO dao = new OPTION_POSITION_1928_Table_DAO();
dao.POSITIONNAME_ = item[0].ToString();
dao.SELLBUY_ = item[1].ToString();
dao.UNIT_ = item[2].ToString();
dao.EVALAMT_ = item[3].ToString();
dao.DELTA_ = item[4].ToString();
dao.GAMMA_ = item[5].ToString();
dao.VEGA_ = item[6].ToString();
dao.IMVOL_ = item[7].ToString();
dao.DELTAPOSITION_ = item[8].ToString();
dao.TOTALRISK_ = item[9].ToString();
dao.DELTARISK_ = item[10].ToString();
dao.GAMMARISK_ = item[11].ToString();
dao.VEGARISK_ = item[12].ToString();
dao.DEEPOTM_ = item[13].ToString();
dao.REMAINDAYS_ = item[14].ToString();
this.DAOList_.Add(dao);
}
}
public void build(OPTION_POSITION_1928_Table_DAO dao)
{
this.nameParsing(dao.POSITIONNAME_);
this.sellBuy_ = dao.SELLBUY_;
this.unit_ = Convert.ToInt32(dao.UNIT_);
this.evalAmt_ = Convert.ToDouble(dao.EVALAMT_);
this.currPrice_ = this.evalAmt_ / (this.unit_ * 500000);
//this.delta_ = Convert.ToDouble(dao.DELTA_);
//this.gamma_ = Convert.ToDouble(dao.GAMMA_);
//this.vega_ = Convert.ToDouble(dao.VEGA_);
double v = Convert.ToDouble(dao.IMVOL_);
this.imVol_ = v;
}
public void loadDataFromExcelSheet(Excel.Worksheet activeWorksheet)
{
this.optionViewModelList_.Clear();
this.call_strikeData_.Clear();
this.put_strikeData_.Clear();
this.call_imvolData_.Clear();
this.put_imvolData_.Clear();
Excel.Range rngColumnA = activeWorksheet.get_Range("A1:A300");
try
{
Excel.Range callNameRng = rngColumnA.Find("종목명");
Excel.Range callDataRng = callNameRng.CurrentRegion;
int callOptionCount = callDataRng.Rows.Count;
for (int i = 1; i < callOptionCount; i++)
{
OPTION_POSITION_1928_Table_DAO dao = new OPTION_POSITION_1928_Table_DAO();
dao.POSITIONNAME_ = (string)callNameRng.get_Offset(i, 0).Value;
dao.SELLBUY_ = (callNameRng.get_Offset(i, 1).Value2).ToString();
dao.UNIT_ = (callNameRng.get_Offset(i, 2).Value2).ToString();
dao.EVALAMT_ = (callNameRng.get_Offset(i, 3).Value2).ToString();
dao.DELTA_ = (callNameRng.get_Offset(i, 4).Value2).ToString();
dao.GAMMA_ = (callNameRng.get_Offset(i, 5).Value2).ToString();
dao.VEGA_ = (callNameRng.get_Offset(i, 6).Value2).ToString();
dao.IMVOL_ = (callNameRng.get_Offset(i, 7).Value2).ToString();
dao.DELTAPOSITION_ = (callNameRng.get_Offset(i, 8).Value2).ToString();
dao.TOTALRISK_ = (callNameRng.get_Offset(i, 9).Value2).ToString();
dao.DELTARISK_ = (callNameRng.get_Offset(i, 10).Value2).ToString();
dao.GAMMARISK_ = (callNameRng.get_Offset(i, 11).Value2).ToString();
dao.VEGARISK_ = (callNameRng.get_Offset(i, 12).Value2).ToString();
dao.DEEPOTM_ = (callNameRng.get_Offset(i, 13).Value2).ToString();
dao.REMAINDAYS_ = (callNameRng.get_Offset(i, 14).Value2).ToString();
OptionViewModel_1928 ovm_1928 = new OptionViewModel_1928();
ovm_1928.Brush_ = BrushesViewModel.BrushList_[i - 1];
ovm_1928.build(dao);
if (ovm_1928.ImVol_ > 5)
{
if (ovm_1928.CallPutEnum_ == Option.Type.Call)
{
if (!(this.call_strikeData_.Contains(ovm_1928.Strike_)))
{
this.call_strikeData_.Add(ovm_1928.Strike_);
this.call_imvolData_.Add(ovm_1928.ImVol_);
}
}
else if (ovm_1928.CallPutEnum_ == Option.Type.Put)
{
if (!(this.put_strikeData_.Contains(ovm_1928.Strike_)))
{
this.put_strikeData_.Add(ovm_1928.Strike_);
this.put_imvolData_.Add(ovm_1928.ImVol_);
}
}
else
{
}
}
this.optionViewModelList_.Add(ovm_1928);
}
Excel.Range kospiNameRng = rngColumnA.Find("KOSPI200");
this.gbmParaViewModel_.CurrentPrice_ = Convert.ToDouble((kospiNameRng.get_Offset(0, 1).Value2).ToString());
this.put_strikeData_.Reverse();
this.put_imvolData_.Reverse();
this.gbmParaViewModel_.Call_Interpolation_ = this.call_imvolFitting();
this.gbmParaViewModel_.Put_Interpolation_ = this.put_imvolFitting();
}
catch (Exception)
{
System.Windows.MessageBox.Show("Load PowerBase TR_1928 Data.");
throw;
}
}
public void loadDataFromExcelSheet(Excel.Worksheet activeWorksheet)
{
this.optionViewModelList_.Clear();
this.call_strikeData_.Clear();
this.put_strikeData_.Clear();
this.call_imvolData_.Clear();
this.put_imvolData_.Clear();
Excel.Range rngColumnA = activeWorksheet.get_Range("A1:A300");
try
{
Excel.Range callNameRng = rngColumnA.Find("종목명");
Excel.Range callDataRng = callNameRng.CurrentRegion;
int callOptionCount = callDataRng.Rows.Count;
for (int i = 1; i < callOptionCount; i++)
{
OPTION_POSITION_1928_Table_DAO dao = new OPTION_POSITION_1928_Table_DAO();
dao.POSITIONNAME_ = (string)callNameRng.get_Offset(i, 0).Value;
dao.SELLBUY_ = (callNameRng.get_Offset(i, 1).Value2).ToString();
dao.UNIT_ = (callNameRng.get_Offset(i, 2).Value2).ToString();
dao.EVALAMT_ = (callNameRng.get_Offset(i, 3).Value2).ToString();
dao.DELTA_ = (callNameRng.get_Offset(i, 4).Value2).ToString();
dao.GAMMA_= (callNameRng.get_Offset(i, 5).Value2).ToString();
dao.VEGA_ = (callNameRng.get_Offset(i, 6).Value2).ToString();
dao.IMVOL_ = (callNameRng.get_Offset(i, 7).Value2).ToString();
dao.DELTAPOSITION_ = (callNameRng.get_Offset(i, 8).Value2).ToString();
dao.TOTALRISK_ = (callNameRng.get_Offset(i, 9).Value2).ToString();
dao.DELTARISK_ = (callNameRng.get_Offset(i, 10).Value2).ToString();
dao.GAMMARISK_ = (callNameRng.get_Offset(i, 11).Value2).ToString();
dao.VEGARISK_ = (callNameRng.get_Offset(i, 12).Value2).ToString();
dao.DEEPOTM_ = (callNameRng.get_Offset(i, 13).Value2).ToString();
dao.REMAINDAYS_ = (callNameRng.get_Offset(i, 14).Value2).ToString();
OptionViewModel_1928 ovm_1928 = new OptionViewModel_1928();
ovm_1928.Brush_ = BrushesViewModel.BrushList_[i - 1];
ovm_1928.build(dao);
if (ovm_1928.ImVol_ > 5 )
{
if (ovm_1928.CallPutEnum_ == Option.Type.Call)
{
if (!(this.call_strikeData_.Contains(ovm_1928.Strike_)))
{
this.call_strikeData_.Add(ovm_1928.Strike_);
this.call_imvolData_.Add(ovm_1928.ImVol_);
}
}
else if (ovm_1928.CallPutEnum_ == Option.Type.Put)
{
if (!(this.put_strikeData_.Contains(ovm_1928.Strike_)))
{
this.put_strikeData_.Add(ovm_1928.Strike_);
this.put_imvolData_.Add(ovm_1928.ImVol_);
}
}
else
{ }
}
this.optionViewModelList_.Add(ovm_1928);
}
Excel.Range kospiNameRng = rngColumnA.Find("KOSPI200");
this.gbmParaViewModel_.CurrentPrice_ = Convert.ToDouble((kospiNameRng.get_Offset(0, 1).Value2).ToString());
this.put_strikeData_.Reverse();
this.put_imvolData_.Reverse();
this.gbmParaViewModel_.Call_Interpolation_ = this.call_imvolFitting();
this.gbmParaViewModel_.Put_Interpolation_ = this.put_imvolFitting();
}
catch (Exception)
{
System.Windows.MessageBox.Show("Load PowerBase TR_1928 Data.");
throw;
}
}
public void build(OPTION_POSITION_1928_Table_DAO dao)
{
this.nameParsing(dao.POSITIONNAME_);
this.sellBuy_ = dao.SELLBUY_;
this.unit_ = Convert.ToInt32(dao.UNIT_);
this.evalAmt_ = Convert.ToDouble(dao.EVALAMT_);
this.currPrice_ = this.evalAmt_ / (this.unit_ * 500000);
//this.delta_ = Convert.ToDouble(dao.DELTA_);
//this.gamma_ = Convert.ToDouble(dao.GAMMA_);
//this.vega_ = Convert.ToDouble(dao.VEGA_);
double v = Convert.ToDouble(dao.IMVOL_);
this.imVol_ = v;
}
