Exemplo n.º 1
0
        public ElwArbEach(
            KospiOptionInfo koi,
            List<ElwInfo> elwData,
            double strike,
            Account optionAccount,
            Account elwAccount,
            long maxOptionCountPerOnce,
            long maxOptionValuePerOnce,
            STR_ElwArb parent)
        {
            _KospiOptionInfo = koi;
            _elwData = elwData;
            _strike = strike;
            _optionAccount = optionAccount;
            _elwAccount = elwAccount;
            MaxOptionCountPerOnce = maxOptionCountPerOnce;
            _maxOptionValuePerOnce = maxOptionValuePerOnce;
            _parent = parent;

            Boolean bEnableReverse = true;
            _eaer = new ElwArbEachReverse(this, bEnableReverse);

            _eaecc = new ElwArbEachConditionChecker(this, _eaer, maxOptionCountPerOnce);
        }
 public ElwArbEachConditionChecker(ElwArbEach eae, ElwArbEachReverse eaer, long maxOptionCountPerOnce)
 {
     _eae = eae;
     _eaer = eaer;
     this.MaxOptionCountPerOnce = maxOptionCountPerOnce;
 }