private void Button_Click(object sender, RoutedEventArgs e)
{
double[] x = Enumerable.Range(2000, 1000).Select(i => i / 10.0).ToArray();
this.viewModel_.xData_ = x;
this.viewModel_.calculate();
OptionViewModel_1928 sumOption = OptionViewModel_1928.Sum(this.viewModel_.OptionViewModelList_);
sumOption.convertAbs();
this.sumBindingPanel_.DataContext = sumOption;
this.OPTION_POSITIONDataGrid_.Items.Refresh();
}
public static OptionViewModel_1928 Sum(ObservableCollection <OptionViewModel_1928> ovmList)
{
OptionViewModel_1928 resultOvm_1928 = new OptionViewModel_1928();
resultOvm_1928.name_ = "총계";
foreach (var item in ovmList)
{
resultOvm_1928.unit_ += item.unit_;
resultOvm_1928.evalAmt_ += item.evalAmt_;
resultOvm_1928.deltaCal_ += item.deltaCal_;
resultOvm_1928.gammaCal_ += item.gammaCal_;
resultOvm_1928.vegaCal_ += item.vegaCal_;
resultOvm_1928.deltaPosition_ += item.deltaPosition_;
resultOvm_1928.totalRisk_ += item.totalRisk_;
resultOvm_1928.deltaRisk_ += item.deltaRisk_;
resultOvm_1928.gammaRisk_ += item.gammaRisk_;
resultOvm_1928.vegaRisk_ += item.vegaRisk_;
}
return(resultOvm_1928);
}
public static OptionViewModel_1928 Sum(ObservableCollection<OptionViewModel_1928> ovmList)
{
OptionViewModel_1928 resultOvm_1928 = new OptionViewModel_1928();
resultOvm_1928.name_ = "총계";
foreach (var item in ovmList)
{
resultOvm_1928.unit_ += item.unit_;
resultOvm_1928.evalAmt_ += item.evalAmt_;
resultOvm_1928.deltaCal_ += item.deltaCal_;
resultOvm_1928.gammaCal_ += item.gammaCal_;
resultOvm_1928.vegaCal_ += item.vegaCal_;
resultOvm_1928.deltaPosition_ += item.deltaPosition_;
resultOvm_1928.totalRisk_ += item.totalRisk_;
resultOvm_1928.deltaRisk_ += item.deltaRisk_;
resultOvm_1928.gammaRisk_ += item.gammaRisk_;
resultOvm_1928.vegaRisk_ += item.vegaRisk_;
}
return resultOvm_1928;
}
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;
}
}
