Exemplo n.º 1
0
        public void Run(WasEoDiffData eoDiffData)
        {
            // 단위시간 동안의 데이터를 1초간격으로 저장한다.
            if (_timer.On())
            {
                return;
            }
            _timer.Reset();

            Run_Raw(eoDiffData);
        }
Exemplo n.º 2
0
        void Run_Raw(WasEoDiffData eoDiffData)
        {
            OptionTribeElementListData watchElementList = eoDiffData.WatchElementList;
            WatchElement optionWE = watchElementList.OptionWE;
            List<WatchElement> elwWEs = watchElementList.ElwWEs;

            foreach (WatchElement elwWE in elwWEs)
            {
                double diff = GetOneOptionValueDiff(optionWE, elwWE, BidAskDiffMode.BidAsk);
                eoDiffData.AddDiffData(optionWE, elwWE, diff);
            }
        }
Exemplo n.º 3
0
 public WasEachController(CallPutFlag cp, double strike)
 {
     _watchElementListData = new OptionTribeElementListData(cp, strike);
     _eoDiffData = new WasEoDiffData(_watchElementListData);
     _eoDiffController = new WasEoDiffController();
 }