private void GenerateReport()
{
Report = new List <ResultRow>();
foreach (KeyValuePair <string, Warrant> warrantPair in WarrantsTable.Warrants)
{
Warrant warrant_ = warrantPair.Value;
// ResultRow row = new ResultRow();
}
}
public float GetLeverage()
{
decimal warrantCost = Warrant.WarrantCost(Quote, ConvertibleRatio);
decimal stockCost = Decimal.MaxValue;
if (isCallnPut)
{
stockCost = UnderlyingQuote * Convert.ToDecimal(Stock.kShortRate + Stock.kTradeTax + Stock.kHandleFee + Stock.kShortFee);
}
else
{
stockCost = Stock.GetStockCost(UnderlyingQuote);
}
return((float)(stockCost / warrantCost));
}
private int UpdateExpiredDateByMarket(List <PI30002> lst)
{
Console.WriteLine("All Warrant TSC/OTC Size: " + lst.Count);
foreach (PI30002 warrantSource in lst)
{
Warrant warrantTarget = new Warrant(warrantSource.WarrantID, warrantSource.WarrantAbbr);
warrantTarget.TargetStockID = warrantSource.TargetStockNo;
warrantTarget.TargetStockName = warrantSource.TargetStockNm;
warrantTarget.UsageRatio = Convert.ToUInt32(warrantSource.UsageRatio * 100);
warrantTarget.StrikePrice = Convert.ToUInt32(warrantSource.StrikePrice * 100);
if (!warrantSource.ExpiredDate.Equals("") && !warrantTarget.TargetStockID.Equals(""))
{
warrantTarget.ExpiredDays = DateTime.ParseExact(warrantSource.ExpiredDate, "yyyymmdd", null).Date.Subtract(DateTime.Now.Date).Days;
Warrants.Add(warrantTarget.ID, warrantTarget);
}
WarrantsAll.Add(warrantTarget.ID, warrantTarget);
}
Console.WriteLine("Warrant Size: " + Warrants.Count);
return(0);
}
public UInt64 GetPercentGainCost(int percent2Gain)
{
decimal warrantValue = Decimal.MinValue;
if (isCallnPut)
{
// [ 股票賣價(Revenue) - 執行賣價(Cost) ](單股獲利)
warrantValue = Convert.ToDecimal(UnderlyingQuote) * (1 - Convert.ToDecimal(Stock.kTradeTax)) -
Convert.ToDecimal(StrikePrice) * Convert.ToDecimal((1 + Stock.kHandleFee));
}
else
{
// [ 執行賣價(Revenue) - 股票賣價(Cost) ](單股獲利)
warrantValue = Convert.ToDecimal(StrikePrice) * (1 - Convert.ToDecimal(Stock.kTradeTax + Stock.kHandleFee)) -
Convert.ToDecimal(UnderlyingQuote);
}
if (warrantValue <= 0)
{
return(0);
}
// [ 權證價值(Cost) x 執行比例 x 預期報酬價(1 - %) ](單股獲利)
return(Warrant.ValidFloor(Convert.ToUInt64(warrantValue / Convert.ToDecimal(1 + Warrant.kHandleFee) * ConvertibleRatio / Stock.kLotSize * (1M - Convert.ToDecimal(percent2Gain) / 100M))));
}
