private DataTable GetOCForGivenOption(string ocType, string expityDate)
{
FetchOC(ocType);
string selectQuery = string.Empty;
//DataTable dt = toDataTable(filteredObject);
DataTable dt = OCHelper.toDataTable(MySession.Current.RecordsObject);
if (!expityDate.Trim().Equals(string.Empty))
{
selectQuery = "(ExpiryDate = #" + expityDate + "#)";
}
else
{
selectQuery = "(ExpiryDate = #" + ddlExpiryDates.SelectedValue + "#)";
}
DataRow[] drs = dt.Select(selectQuery, "StrikePrice ASC");
//make a new "results" datatable via clone to keep structure
DataTable dtData = dt.Clone();
//Import the Rows
foreach (DataRow d in drs)
{
dtData.ImportRow(d);
}
return(dtData);
}
private void FetchOC(string ocType)
{
MySession.Current.RecordsObject = OCHelper.GetOC(ocType);
currentPrice = MySession.Current.RecordsObject.underlyingValue;
FillExpiryDates(ddlExpiryDates);
UpdateStrikePriceDetails();
}
private void PopulateSPLowerRange(FilterConditions filterConditions)
{
int iLowerStrikePriceRange = OCHelper.RoundTo100(MySession.Current.RecordsObject.underlyingValue - (OCHelper.DefaultSP(rblOCType.SelectedValue) * iPercentageRage / 100));
int iUpperStrikePrice = iLowerStrikePriceRange;
ddlSPLowerRange.Items.Clear();
foreach (int item in MySession.Current.RecordsObject.strikePrices)
{
if (item >= iLowerStrikePriceRange &&
item < MySession.Current.RecordsObject.underlyingValue &&
item % filterConditions.SPDifference == 0)
{
ddlSPLowerRange.Items.Add(item.ToString());
//find the max strike price which meets this criteria to reduce filter size
iUpperStrikePrice = Math.Max(iUpperStrikePrice, item);
}
}
//Select the Max strike price in the ddlb
if (filterConditions.SPLowerRange == 0)
{
filterConditions.SPLowerRange = iUpperStrikePrice;
}
Utility.SelectDataInCombo(ddlSPLowerRange, filterConditions.SPLowerRange.ToString());
}
private void FillStrikePrice(DropDownList ddlSP)
{
List <int> expiryDates = OCHelper.GetOCSPList(rblOCType.SelectedValue);
foreach (int item in expiryDates)
{
ddlSP.Items.Add(item.ToString());
}
}
private void FillExpiryDates(DropDownList ddlExpDt)
{
List <string> expiryDates = OCHelper.GetOCExpList(rblOCType.SelectedValue);
foreach (string item in expiryDates)
{
ddlExpDt.Items.Add(item);
}
}
public void FillAllExpiryDates(string ocType, System.Web.UI.WebControls.DropDownList ddlExpDt)
{
List <string> expiryDates = OCHelper.GetOCExpList(ocType);
foreach (string item in expiryDates)
{
ddlExpDt.Items.Add(item);
}
}
public void FillAllStrikePrice(string ocType, System.Web.UI.WebControls.DropDownList ddlSP)
{
List <int> expiryDates = OCHelper.GetOCSPList(ocType);
foreach (int item in expiryDates)
{
ddlSP.Items.Add(item.ToString());
}
}
private void FillExpiryDates(DropDownList ddlExpDt)
{
List <string> expiryDates;
if (MySession.Current.RecordsObject == null)
{
expiryDates = OCHelper.GetOCExpList(rblOCType.SelectedValue);
}
else
{
expiryDates = MySession.Current.RecordsObject.expiryDates;
}
foreach (string item in expiryDates)
{
ddlExpDt.Items.Add(item);
}
}
private void AddBlankRows(DataTable dataTable, int iRowCount)
{
int rowstoadd = 0;
if (dataTable.Rows.Count + iRowCount < MAX_ROWS_ALLOWED)
{
rowstoadd = iRowCount;
}
if (dataTable.Rows.Count + iRowCount >= MAX_ROWS_ALLOWED)
{
rowstoadd = MAX_ROWS_ALLOWED - dataTable.Rows.Count;
}
for (int iCount = 0; iCount < rowstoadd; iCount++)
{
dataTable.Rows.Add(false, "", "CE", "BUY", OCHelper.DefaultSP(rblOCType.SelectedValue), "", "", "1",
"", "", "", "", "", "", "", "", "", "", "", "", "", "", "", "", "", "", "");
}
}
private void PopulateSPExpiry(FilterConditions filterConditions)
{
int iUpperStrikePriceRange = OCHelper.RoundTo100(MySession.Current.RecordsObject.underlyingValue + (OCHelper.DefaultSP(rblOCType.SelectedValue) * iPercentageRage / 100));
int iLowerStrikePriceRange = OCHelper.RoundTo100(MySession.Current.RecordsObject.underlyingValue - (OCHelper.DefaultSP(rblOCType.SelectedValue) * iPercentageRage / 100));
//List<int> strikePrices = MySession.Current.RecordsObject.strikePrices;
ddlSPExpiry.Items.Clear();
ddlSPExpiry.Items.Add("NONE");
foreach (var item in MySession.Current.RecordsObject.strikePrices)
{
if (item < iUpperStrikePriceRange && item > iLowerStrikePriceRange && item % filterConditions.SPDifference == 0 &&
item < filterConditions.SPHigherRange && item > filterConditions.SPLowerRange)
{
ddlSPExpiry.Items.Add(item.ToString());
}
}
if (filterConditions.SPExpiry != 0)
{
Utility.SelectDataInCombo(ddlSPExpiry, filterConditions.SPExpiry.ToString());
}
}
private void GridviewDataBind(DataTable dataTable)
{
int avgOfSP = 0;
foreach (DataRow row in dataTable.Rows)
{
if (row["Strike Price"] != null && row["Strike Price"].ToString().Trim().Length > 0)
{
avgOfSP += Convert.ToInt32(row["Strike Price"]);
}
}
if (dataTable.Rows.Count > 0)
{
avgOfSP = avgOfSP / dataTable.Rows.Count;
}
int columnDiff = 0;
if (rblOCType.SelectedValue.Equals(NIFTY))
{
columnDiff = NIFTY_COL_DIFF;
}
if (rblOCType.SelectedValue.Equals(BANKNIFTY))
{
columnDiff = BANKNIFTY_COL_DIFF;
}
//Assign header value to the center column
dataTable.Columns[SELECTED_SP_COL_INDEX].ColumnName = avgOfSP.ToString();
for (int icount = SELECTED_SP_COL_INDEX - 1; icount >= LOWER_SP_COL_START_INDEX; icount--)
{
dataTable.Columns[icount].ColumnName =
Math.Round(Convert.ToDouble(avgOfSP - (SELECTED_SP_COL_INDEX - icount) * columnDiff), 0).ToString();
}
//Assign value to the right columns from the center
for (int icount = SELECTED_SP_COL_INDEX + 1; icount <= HIGHER_SP_COL_END_INDEX; icount++)
{
dataTable.Columns[icount].ColumnName =
Math.Round(Convert.ToDouble(avgOfSP + (icount - SELECTED_SP_COL_INDEX) * columnDiff), 0).ToString();
}
int lotsSize = 0;
if (rblOCType.SelectedValue.Equals(NIFTY))
{
lotsSize = NIFTY_LOT_SIZE;
}
if (rblOCType.SelectedValue.Equals(BANKNIFTY))
{
lotsSize = BANKNIFTY_LOT_SIZE;
}
foreach (DataRow row in dataTable.Rows)
{
//Get latest premium value from the OC
if (row[CONTRACT_TYP_COL_INDEX].ToString().Equals(enumContractType.CE.ToString()))
{
Records.Datum.CE1 cE1 = OCHelper.GetCE(rblOCType.SelectedValue, row[EXP_DATE_COL_INDEX].ToString(),
Convert.ToInt32(row[SP_COL_INDEX]));
if (cE1 != null)
{
row[CMP_COL_INDEX] = cE1.lastPrice.ToString();
}
else
{
row[CMP_COL_INDEX] = "0";
}
}
if (row[CONTRACT_TYP_COL_INDEX].ToString().Equals(enumContractType.PE.ToString()))
{
Records.Datum.PE1 pE1 = OCHelper.GetPE(rblOCType.SelectedValue, row[EXP_DATE_COL_INDEX].ToString(),
Convert.ToInt32(row[SP_COL_INDEX]));
if (pE1 != null)
{
row[CMP_COL_INDEX] = pE1.lastPrice.ToString();
}
else
{
row[CMP_COL_INDEX] = "0";
}
}
for (int icount = LOWER_SP_COL_START_INDEX; icount <= HIGHER_SP_COL_END_INDEX; icount++)
{
row[icount] = Convert.ToString(Convert.ToInt32(row[LOTS_COL_INDEX]) * lotsSize *
CalculateExpiryValue(row[CONTRACT_TYP_COL_INDEX].ToString(),
row[TRANSTYP_COL_INDEX].ToString(),
Convert.ToDouble(row[SP_COL_INDEX]),
Convert.ToDouble(row[CMP_COL_INDEX]),
Convert.ToDouble(dataTable.Columns[icount].ColumnName)));
}
}
MySession.Current.StrategyBuilderDt = dataTable;
gvStrategy.DataSource = dataTable;
gvStrategy.DataBind();
}
