internal static string ToString(OptionSymbol s)
{
int year = (s.ExpirationDate.Year - 2010) % 10;
string month = ToMonth(s.ExpirationDate.Month, s.OptionType);
string day = ToDay(s.ExpirationDate.Day);
string fractionsPart = "";
var fractions = s.StrikePrice - Math.Truncate(s.StrikePrice);
if (fractions > 0m)
{
fractionsPart = fractions.ToString(CultureInfo.InvariantCulture);
fractionsPart = fractionsPart.Substring(1, fractionsPart.Length - 1).Replace(".", "");
}
string truncatedPart = "";
var truncated = Math.Truncate(s.StrikePrice);
truncatedPart = truncated.ToString(CultureInfo.InvariantCulture);
string strike = "";
if (truncatedPart.Length <= 3 && fractionsPart.Length <= 3)
{
strike = "C" + truncatedPart.PadLeft(3, '0') + fractionsPart.PadRight(3, '0');
}
else if (truncatedPart.Length == 4 && fractionsPart.Length <= 2)
{
strike = "B" + truncatedPart + fractionsPart.PadRight(2, '0');
}
else if (truncatedPart.Length == 5 && fractionsPart.Length <= 1)
{
strike = "A" + truncatedPart + fractionsPart.PadRight(1, '0');
}
else if (truncatedPart.Length == 6)
{
strike = "0" + truncatedPart;
}
else if (truncatedPart.Length == 2 && fractionsPart.Length == 4)
{
strike = "D" + truncatedPart.PadLeft(2, '0') + fractionsPart;
}
else if (truncatedPart.Length == 1 && fractionsPart.Length == 5)
{
strike = "E" + truncatedPart.PadLeft(1, '0') + fractionsPart;
}
else
{
// invalid
strike = truncatedPart + fractionsPart;
}
return(s.IsValid ? string.Format("{0}{1}{2}{3}{4}", s.Series, year, month, day, strike) : "");
}
public static string ToString(OptionSymbol s)
{
return(s.IsValid ? string.Format("{0,-6}{1:yyMMdd}{2}{3:00000.}{4:000.}", s.Series, s.ExpirationDate, s.OptionType == OptionType.Call ? "C" : "P", Math.Truncate(s.StrikePrice), (s.StrikePrice % 1) * 1000) : "");
}
