public static DataSet GetSpreads(FilterConditions filterConditions)
{
DataTable filteredDataTable = OCHelper.AddRecordsToDataTable(filterConditions);
DataSet dataSet = new DataSet();
DataSet dataSetCE = new DataSet();
DataSet dataSetPE = new DataSet();
if (filterConditions.ContractType.Equals(enumContractType.CE.ToString()))
{
dataSetCE = CalculateSpreads(filteredDataTable, enumContractType.CE.ToString(), filterConditions);
dataSet = OCHelper.MergeDataSets(dataSet, dataSetCE);
}
if (filterConditions.ContractType.Equals(enumContractType.PE.ToString()))
{
dataSetPE = CalculateSpreads(filteredDataTable, enumContractType.PE.ToString(), filterConditions);
dataSet = OCHelper.MergeDataSets(dataSet, dataSetPE);
}
if (filterConditions.ContractType.Equals("ALL"))
{
dataSetCE = CalculateSpreads(filteredDataTable, enumContractType.CE.ToString(), filterConditions);
dataSet = OCHelper.MergeDataSets(dataSet, dataSetCE);
dataSetPE = CalculateSpreads(filteredDataTable, enumContractType.PE.ToString(), filterConditions);
dataSet = OCHelper.MergeDataSets(dataSet, dataSetPE);
}
return(dataSet);
}
private static DataSet GetFilterAllStrategies(FilterConditions filterConditions)
{
DataSet dataSetResult = new DataSet();
DataTable filteredDataTable = OCHelper.AddRecordsToDataTable(filterConditions);
DataSet dataSetCEBF = new DataSet();
DataSet dataSetPEBF = new DataSet();
DataSet dataSetPEIC = new DataSet();
dataSetCEBF = Butterfly.GetButterflySpreadStrategies(filteredDataTable, enumContractType.CE.ToString(), filterConditions);
dataSetResult = OCHelper.MergeDataSets(dataSetResult, dataSetCEBF);
dataSetPEBF = Butterfly.GetButterflySpreadStrategies(filteredDataTable, enumContractType.PE.ToString(), filterConditions);
dataSetResult = OCHelper.MergeDataSets(dataSetResult, dataSetPEBF);
dataSetPEIC = IronCondorClass.CalculateIronCondors(filteredDataTable, filterConditions);
dataSetResult = OCHelper.MergeDataSets(dataSetResult, dataSetPEIC);
return(dataSetResult);
}
