double GetOneOptionValueDiff(WatchElement optionWE, WatchElement elwWE, BidAskDiffMode bidAskDiffMode) { double optionOneOptionValue = GetOptionOneOptionValue(optionWE, bidAskDiffMode); double elwOneOptionValue = GetElwOneOptionValue(elwWE, bidAskDiffMode); return elwOneOptionValue - optionOneOptionValue; }
public void AddDiffData(WatchElement optionWE, WatchElement elwWE, double diff) { if (!_data.ContainsKey(elwWE.Code)) { _data.Add(elwWE.Code, new WasEoDiffDatum(elwWE.Code)); } _data[elwWE.Code].AddDiff(diff); }
void InitElwDataPart(OptionTribe ot) { foreach (ElwInfo ei in ot.ElwInfos) { RawMarketData rmdElw = RmdManager.Ins().GetData(ei.Code); WatchElement we = new WatchElement(ref rmdElw); ElwWEs.Add(we); } }
double GetOptionOneOptionValue(WatchElement optionWE, BidAskDiffMode bidAskDiffMode) { double optionOneOptionValue = -1; if (bidAskDiffMode == BidAskDiffMode.AskAsk || bidAskDiffMode == BidAskDiffMode.AskBid) { optionOneOptionValue = ElwOptionUtil.ConvertPriceToOneOptionValue(optionWE.Code, optionWE.RefRMD.AskPrice1); } else if (bidAskDiffMode == BidAskDiffMode.BidBid || bidAskDiffMode == BidAskDiffMode.BidAsk) { optionOneOptionValue = ElwOptionUtil.ConvertPriceToOneOptionValue(optionWE.Code, optionWE.RefRMD.BidPrice1); } else { Debug.Assert(false); } return optionOneOptionValue; }
void InitOptionDataPart(OptionTribe ot) { RawMarketData rmdOption = RmdManager.Ins().GetData(ot.KOI.Code); OptionWE = new WatchElement(ref rmdOption); }