/// <summary> /// 构造函数 /// </summary> /// <param name="callInstrumentID"></param> /// <param name="positionVolume"></param> /// <param name="parityInterval"></param> /// <param name="averagePrice"></param> public Vertical(string callInstrumentID, EnumPosiDirectionType callDirection, string putInstrumentID, EnumPosiDirectionType putDirection, double parityInterval) { this.callInstrumentID = callInstrumentID; this.callDirection = callDirection; this.putInstrumentID = putInstrumentID; this.putDirection = putDirection; this.parityInterval = parityInterval; }
/// <summary> /// 构造函数 /// </summary> /// <param name="callInstrumentID"></param> /// <param name="positionVolume"></param> /// <param name="parityInterval"></param> /// <param name="averagePrice"></param> public Parity(string callInstrumentID, EnumPosiDirectionType callDirection, string putInstrumentID, EnumPosiDirectionType putDirection, double parityInterval, double openThreshold, double closeThreshold, double maxOpenSets, double openedSets) { this.Tag = this; string[] callStrTemp = callInstrumentID.Split('-'); this.longOption.InstrumentID = callInstrumentID; this.longOption.StrikePrice = double.Parse(callStrTemp[2]); this.longOption.OptionType = callStrTemp[1] == "C" ? OptionTypeEnum.call : OptionTypeEnum.put; this.callDirection = callDirection; //this.future.InstrumentID = callStrTemp[0]; string[] putStrTemp = putInstrumentID.Split('-'); this.shortOption.InstrumentID = putInstrumentID; this.shortOption.StrikePrice = double.Parse(putStrTemp[2]); this.shortOption.OptionType = putStrTemp[1] == "C" ? OptionTypeEnum.call : OptionTypeEnum.put; this.putDirection = putDirection; this.parityInterval = parityInterval; this.openThreshold = openThreshold; this.closeThreshold = closeThreshold; this.maxOpenSets = maxOpenSets; this.openedSets = openedSets; }