public void select(DbConnection conn)
{
if (conn.State != ConnectionState.Open)
conn.Open();
DataTable tb = new DataTable();
this.DAOList_ = new List<OPTION_POSITION_Table_DAO>();
DbCommand dbCommand = conn.CreateCommand();
string selectQuery = OPTION_POSITION_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_Table_DAO dao = new OPTION_POSITION_Table_DAO();
dao.POSITIONNAME_ = item[0].ToString();
dao.CURRPRICE_ = item[1].ToString();
dao.PREDIFF_ = item[2].ToString();
dao.PREDIFFRATE_ = item[3].ToString();
dao.CURRPRICE2_ = item[4].ToString();
dao.PREDIFF2_ = item[5].ToString();
dao.PREDIFFRATE2_ = item[6].ToString();
dao.TRADINGAMT_ = item[7].ToString();
dao.IMVOL_ = item[8].ToString();
dao.GREEK_DELTA_ = item[9].ToString();
dao.GREEK_GAMMA_ = item[10].ToString();
dao.GREEK_VEGA_ = item[11].ToString();
dao.GREEK_THETA_ = item[12].ToString();
dao.GREEK_RHO_ = item[13].ToString();
dao.TRADINGVALUE_ = item[14].ToString();
dao.REMAINAMT_ = item[15].ToString();
dao.REMAINAMTPREDIFF_ = item[16].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_Table_DAO>();
DbCommand dbCommand = conn.CreateCommand();
string selectQuery = OPTION_POSITION_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_Table_DAO dao = new OPTION_POSITION_Table_DAO();
dao.POSITIONNAME_ = item[0].ToString();
dao.CURRPRICE_ = item[1].ToString();
dao.PREDIFF_ = item[2].ToString();
dao.PREDIFFRATE_ = item[3].ToString();
dao.CURRPRICE2_ = item[4].ToString();
dao.PREDIFF2_ = item[5].ToString();
dao.PREDIFFRATE2_ = item[6].ToString();
dao.TRADINGAMT_ = item[7].ToString();
dao.IMVOL_ = item[8].ToString();
dao.GREEK_DELTA_ = item[9].ToString();
dao.GREEK_GAMMA_ = item[10].ToString();
dao.GREEK_VEGA_ = item[11].ToString();
dao.GREEK_THETA_ = item[12].ToString();
dao.GREEK_RHO_ = item[13].ToString();
dao.TRADINGVALUE_ = item[14].ToString();
dao.REMAINAMT_ = item[15].ToString();
dao.REMAINAMTPREDIFF_ = item[16].ToString();
this.DAOList_.Add(dao);
}
}
public void build(OPTION_POSITION_Table_DAO dao)
{
this.nameParsing(dao.POSITIONNAME_);
this.currPrice_ = Convert.ToDouble(dao.CURRPRICE_);
this.delta_ = Convert.ToDouble(dao.GREEK_DELTA_);
this.gamma_ = Convert.ToDouble(dao.GREEK_GAMMA_);
this.vega_ = Convert.ToDouble(dao.GREEK_VEGA_);
this.theta_ = Convert.ToDouble(dao.GREEK_THETA_);
this.rho_ = Convert.ToDouble(dao.GREEK_RHO_);
this.imVol_ = Convert.ToDouble(dao.IMVOL_);
}
public void loadDataFromExcelSheet(Excel.Worksheet activeWorksheet)
{
this.callOptionViewModelList_.Clear();
this.putOptionViewModelList_.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("콜옵션 종목명");
Excel.Range callDataRng = callNameRng.CurrentRegion;
int callOptionCount = callDataRng.Rows.Count;
OptionViewModel sumCallOVM = new OptionViewModel();
for (int i = 1; i < callOptionCount; i++)
{
OPTION_POSITION_Table_DAO dao = new OPTION_POSITION_Table_DAO();
dao.POSITIONNAME_ = (string)callNameRng.get_Offset(i, 0).Value;
dao.CURRPRICE_ = (callNameRng.get_Offset(i, 1).Value2).ToString();
dao.PREDIFF_ = (callNameRng.get_Offset(i, 2).Value2).ToString();
dao.PREDIFFRATE_ = (callNameRng.get_Offset(i, 3).Value2).ToString();
dao.CURRPRICE2_ = (callNameRng.get_Offset(i, 4).Value2).ToString();
dao.PREDIFF2_ = (callNameRng.get_Offset(i, 5).Value2).ToString();
dao.PREDIFFRATE2_ = (callNameRng.get_Offset(i, 6).Value2).ToString();
dao.TRADINGAMT_ = (callNameRng.get_Offset(i, 7).Value2).ToString();
dao.IMVOL_ = (callNameRng.get_Offset(i, 8).Value2).ToString();
dao.GREEK_DELTA_ = (callNameRng.get_Offset(i, 9).Value2).ToString();
dao.GREEK_GAMMA_ = (callNameRng.get_Offset(i, 10).Value2).ToString();
dao.GREEK_VEGA_ = (callNameRng.get_Offset(i, 11).Value2).ToString();
dao.GREEK_THETA_ = (callNameRng.get_Offset(i, 12).Value2).ToString();
dao.GREEK_RHO_ = (callNameRng.get_Offset(i, 13).Value2).ToString();
dao.TRADINGVALUE_ = (callNameRng.get_Offset(i, 14).Value2).ToString();
dao.REMAINAMT_ = (callNameRng.get_Offset(i, 15).Value2).ToString();
dao.REMAINAMTPREDIFF_ = (callNameRng.get_Offset(i, 16).Value2).ToString();
OptionViewModel ovm = new OptionViewModel();
ovm.build(dao);
if (ovm.ImVol_ > 5)
{
if (!(this.call_strikeData_.Contains(ovm.Strike_)))
{
this.call_strikeData_.Add(ovm.Strike_);
this.call_imvolData_.Add(ovm.ImVol_);
}
}
this.callOptionViewModelList_.Add(ovm);
}
Excel.Range putNameRng = rngColumnA.Find("풋옵션 종목명");
Excel.Range putDataRng = callNameRng.CurrentRegion;
int putOptionCount = putDataRng.Rows.Count;
for (int i = 1; i < putOptionCount; i++)
{
OPTION_POSITION_Table_DAO dao = new OPTION_POSITION_Table_DAO();
dao.POSITIONNAME_ = (string)putNameRng.get_Offset(i, 0).Value;
dao.CURRPRICE_ = (putNameRng.get_Offset(i, 1).Value2).ToString();
dao.PREDIFF_ = (putNameRng.get_Offset(i, 2).Value2).ToString();
dao.PREDIFFRATE_ = (putNameRng.get_Offset(i, 3).Value2).ToString();
dao.CURRPRICE2_ = (putNameRng.get_Offset(i, 4).Value2).ToString();
dao.PREDIFF2_ = (putNameRng.get_Offset(i, 5).Value2).ToString();
dao.PREDIFFRATE2_ = (putNameRng.get_Offset(i, 6).Value2).ToString();
dao.TRADINGAMT_ = (putNameRng.get_Offset(i, 7).Value2).ToString();
dao.IMVOL_ = (putNameRng.get_Offset(i, 8).Value2).ToString();
dao.GREEK_DELTA_ = (putNameRng.get_Offset(i, 9).Value2).ToString();
dao.GREEK_GAMMA_ = (putNameRng.get_Offset(i, 10).Value2).ToString();
dao.GREEK_VEGA_ = (putNameRng.get_Offset(i, 11).Value2).ToString();
dao.GREEK_THETA_ = (putNameRng.get_Offset(i, 12).Value2).ToString();
dao.GREEK_RHO_ = (putNameRng.get_Offset(i, 13).Value2).ToString();
dao.TRADINGVALUE_ = (putNameRng.get_Offset(i, 14).Value2).ToString();
dao.REMAINAMT_ = (putNameRng.get_Offset(i, 15).Value2).ToString();
dao.REMAINAMTPREDIFF_ = (putNameRng.get_Offset(i, 16).Value2).ToString();
OptionViewModel ovm = new OptionViewModel();
ovm.build(dao);
if (ovm.ImVol_ > 5)
{
if (!(this.put_strikeData_.Contains(ovm.Strike_)))
{
this.put_strikeData_.Add(ovm.Strike_);
this.put_imvolData_.Add(ovm.ImVol_);
}
}
this.putOptionViewModelList_.Add(ovm);
}
this.gbmParaViewModel_.CurrentPrice_ = (this.call_strikeData_[0] + this.call_strikeData_[this.call_strikeData_.Count - 1]) / 2;
this.call_strikeData_.Reverse();
this.call_imvolData_.Reverse();
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_8586 Data.");
throw;
}
}
public void loadDataFromExcelSheet(Excel.Worksheet activeWorksheet)
{
this.callOptionViewModelList_.Clear();
this.putOptionViewModelList_.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("콜옵션 종목명");
Excel.Range callDataRng = callNameRng.CurrentRegion;
int callOptionCount = callDataRng.Rows.Count;
OptionViewModel sumCallOVM = new OptionViewModel();
for (int i = 1; i < callOptionCount; i++)
{
OPTION_POSITION_Table_DAO dao = new OPTION_POSITION_Table_DAO();
dao.POSITIONNAME_ = (string)callNameRng.get_Offset(i, 0).Value;
dao.CURRPRICE_ = (callNameRng.get_Offset(i, 1).Value2).ToString();
dao.PREDIFF_ = (callNameRng.get_Offset(i, 2).Value2).ToString();
dao.PREDIFFRATE_ = (callNameRng.get_Offset(i, 3).Value2).ToString();
dao.CURRPRICE2_ = (callNameRng.get_Offset(i, 4).Value2).ToString();
dao.PREDIFF2_ = (callNameRng.get_Offset(i, 5).Value2).ToString();
dao.PREDIFFRATE2_ = (callNameRng.get_Offset(i, 6).Value2).ToString();
dao.TRADINGAMT_ = (callNameRng.get_Offset(i, 7).Value2).ToString();
dao.IMVOL_ = (callNameRng.get_Offset(i, 8).Value2).ToString();
dao.GREEK_DELTA_ = (callNameRng.get_Offset(i, 9).Value2).ToString();
dao.GREEK_GAMMA_ = (callNameRng.get_Offset(i, 10).Value2).ToString();
dao.GREEK_VEGA_ = (callNameRng.get_Offset(i, 11).Value2).ToString();
dao.GREEK_THETA_ = (callNameRng.get_Offset(i, 12).Value2).ToString();
dao.GREEK_RHO_ = (callNameRng.get_Offset(i, 13).Value2).ToString();
dao.TRADINGVALUE_ = (callNameRng.get_Offset(i, 14).Value2).ToString();
dao.REMAINAMT_ = (callNameRng.get_Offset(i, 15).Value2).ToString();
dao.REMAINAMTPREDIFF_ = (callNameRng.get_Offset(i, 16).Value2).ToString();
OptionViewModel ovm = new OptionViewModel();
ovm.build(dao);
if (ovm.ImVol_ > 5)
{
if (!(this.call_strikeData_.Contains(ovm.Strike_)))
{
this.call_strikeData_.Add(ovm.Strike_);
this.call_imvolData_.Add(ovm.ImVol_);
}
}
this.callOptionViewModelList_.Add(ovm);
}
Excel.Range putNameRng = rngColumnA.Find("풋옵션 종목명");
Excel.Range putDataRng = callNameRng.CurrentRegion;
int putOptionCount = putDataRng.Rows.Count;
for (int i = 1; i < putOptionCount; i++)
{
OPTION_POSITION_Table_DAO dao = new OPTION_POSITION_Table_DAO();
dao.POSITIONNAME_ = (string)putNameRng.get_Offset(i, 0).Value;
dao.CURRPRICE_ = (putNameRng.get_Offset(i, 1).Value2).ToString();
dao.PREDIFF_ = (putNameRng.get_Offset(i, 2).Value2).ToString();
dao.PREDIFFRATE_ = (putNameRng.get_Offset(i, 3).Value2).ToString();
dao.CURRPRICE2_ = (putNameRng.get_Offset(i, 4).Value2).ToString();
dao.PREDIFF2_ = (putNameRng.get_Offset(i, 5).Value2).ToString();
dao.PREDIFFRATE2_ = (putNameRng.get_Offset(i, 6).Value2).ToString();
dao.TRADINGAMT_ = (putNameRng.get_Offset(i, 7).Value2).ToString();
dao.IMVOL_ = (putNameRng.get_Offset(i, 8).Value2).ToString();
dao.GREEK_DELTA_ = (putNameRng.get_Offset(i, 9).Value2).ToString();
dao.GREEK_GAMMA_ = (putNameRng.get_Offset(i, 10).Value2).ToString();
dao.GREEK_VEGA_ = (putNameRng.get_Offset(i, 11).Value2).ToString();
dao.GREEK_THETA_ = (putNameRng.get_Offset(i, 12).Value2).ToString();
dao.GREEK_RHO_ = (putNameRng.get_Offset(i, 13).Value2).ToString();
dao.TRADINGVALUE_ = (putNameRng.get_Offset(i, 14).Value2).ToString();
dao.REMAINAMT_ = (putNameRng.get_Offset(i, 15).Value2).ToString();
dao.REMAINAMTPREDIFF_ = (putNameRng.get_Offset(i, 16).Value2).ToString();
OptionViewModel ovm = new OptionViewModel();
ovm.build(dao);
if (ovm.ImVol_ > 5)
{
if (!(this.put_strikeData_.Contains(ovm.Strike_)))
{
this.put_strikeData_.Add(ovm.Strike_);
this.put_imvolData_.Add(ovm.ImVol_);
}
}
this.putOptionViewModelList_.Add(ovm);
}
this.gbmParaViewModel_.CurrentPrice_ = (this.call_strikeData_[0] + this.call_strikeData_[this.call_strikeData_.Count - 1]) / 2;
this.call_strikeData_.Reverse();
this.call_imvolData_.Reverse();
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_8586 Data.");
throw;
}
}
public void build(OPTION_POSITION_Table_DAO dao)
{
this.nameParsing(dao.POSITIONNAME_);
this.currPrice_ = Convert.ToDouble(dao.CURRPRICE_);
this.delta_ = Convert.ToDouble(dao.GREEK_DELTA_);
this.gamma_ = Convert.ToDouble(dao.GREEK_GAMMA_);
this.vega_ = Convert.ToDouble(dao.GREEK_VEGA_);
this.theta_ = Convert.ToDouble(dao.GREEK_THETA_);
this.rho_ = Convert.ToDouble(dao.GREEK_RHO_);
this.imVol_ = Convert.ToDouble(dao.IMVOL_);
}
