public static void AddRow(int index, string date)
{
Row row = RowList.Get(index);
string rowS = date + ";" + row.EntryTriangle.Symbol1.Name + ";" +
row.EntryTriangle.Symbol1.MarketData.Ask.ToString() + ";" +
row.EntryTriangle.Symbol1.MarketData.Bid.ToString() + ";" +
row.EntryTriangle.Symbol1.MarketData.Quantity.ToString() + ";" +
row.EntryTriangle.Symbol2.Name.ToString() + ";" +
row.EntryTriangle.Symbol2.MarketData.Ask.ToString() + ";" +
row.EntryTriangle.Symbol2.MarketData.Bid.ToString() + ";" +
row.EntryTriangle.Symbol2.MarketData.Quantity.ToString() + ";" +
row.EntryTriangle.Symbol3.Name.ToString() + ";" +
row.EntryTriangle.Symbol3.MarketData.Ask.ToString() + ";" +
row.EntryTriangle.Symbol3.MarketData.Bid.ToString() + ";" +
row.EntryTriangle.Symbol3.MarketData.Quantity.ToString() + ";" + row.EntryTriangle.CalculateArbitrage().ToString() + "\n";
sb.Append(rowS);
//lastIndex += 1;
//xlWorkSheet.Cells[lastIndex, 1] = row.EntryTriangle.Symbol1.Name;
//xlWorkSheet.Cells[lastIndex, 2] = row.EntryTriangle.Symbol1.MarketData.Ask;
//xlWorkSheet.Cells[lastIndex, 3] = row.EntryTriangle.Symbol1FactorAsset;
//xlWorkSheet.Cells[lastIndex, 4] = row.EntryTriangle.Symbol2.Name;
//xlWorkSheet.Cells[lastIndex, 5] = row.EntryTriangle.Symbol2.MarketData.Bid;
//xlWorkSheet.Cells[lastIndex, 6] = row.EntryTriangle.Symbol2FactorAsset;
//xlWorkSheet.Cells[lastIndex, 7] = row.EntryTriangle.Symbol3.Name;
//xlWorkSheet.Cells[lastIndex, 8] = row.EntryTriangle.Symbol3.MarketData.Bid;
//xlWorkSheet.Cells[lastIndex, 9] = row.EntryTriangle.Symbol3FactorAsset;
//xlWorkSheet.Cells[lastIndex, 10] = row.EntryTriangle.CalculateArbitrage();
}
public static void OpenPosition(int index, string date,
double sm1Ask, double sm1Bid, double sm2Ask, double sm2Bid, double sm3Ask, double sm3Bid)
{
Row row = RowList.Get(index);
if (!row.EntryTriangle.isOpen)
{
MapRow(index, date, sm1Ask, sm1Bid, sm2Ask, sm2Bid, sm3Ask, sm3Bid);
row.EntryTriangle.isOpen = true;
}
}
public static string GetRow(int i)
{
string output = "Entry";
Row row = RowList.Get(i);
output += "," + row.EntryTriangle.Symbol1.Name;
output += "," + row.EntryTriangle.Symbol2.Name;
output += "," + row.EntryTriangle.Symbol3.Name;
return(output);
}
public static string MapRow(int rowIndex, string date,
double sm1Ask, double sm1Bid, double sm2Ask, double sm2Bid, double sm3Ask, double sm3Bid)
{
Row row = RowList.Get(rowIndex);
row.EntryTriangle.Symbol1.MarketData.Ask = sm1Ask;
row.EntryTriangle.Symbol1.MarketData.Bid = sm1Bid;
row.EntryTriangle.Symbol2.MarketData.Ask = sm2Ask;
row.EntryTriangle.Symbol2.MarketData.Bid = sm2Bid;
row.EntryTriangle.Symbol3.MarketData.Ask = sm3Ask;
row.EntryTriangle.Symbol3.MarketData.Bid = sm3Bid;
row.EntryTriangle.SetFactorValue();
ExcelWriter.AddRow(rowIndex, date);
if (row.EntryTriangle.CalculateArbitrage() > 0 && !row.EntryTriangle.isOpen)
{
return(row.EntryTriangle.Symbol1.Name + "," + row.EntryTriangle.Symbol1FactorAsset + "," +
row.EntryTriangle.Symbol2.Name + "," + row.EntryTriangle.Symbol2FactorAsset + ","
+ row.EntryTriangle.Symbol3.Name + "," + row.EntryTriangle.Symbol3FactorAsset);
}
else
{
return("-1");
}
}
public static int FillList()
{
ExcelWriter.initalizeDocument();
return(RowList.initalizeList());
}
public static void ReadFile()
{
Excel.Application xlApp = new Excel.Application();
Excel.Workbook xlWorkbook = xlApp.Workbooks.Open(@"C:\Users\Burak Dal\source\repos\ReadExcel\ReadExcel\bin\Debug\Meta.xlsx");
Excel._Worksheet xlWorksheet = xlWorkbook.Sheets[1];
Excel.Range xlRange = xlWorksheet.UsedRange;
int colCount = xlRange.Columns.Count;
int rowCount = xlRange.Rows.Count;
for (int i = 2; i <= rowCount; i++)
{
string
id = null, sym1f = null, sym1 = null,
sym2 = null, sym2f = null, sym3 = null, sym3f = null,
sym4 = null, sym4f = null, sym5 = null, sym5f = null,
sym6 = null, sym6f = null;
if (xlRange.Cells[i, 1] != null && xlRange.Cells[i, 1].Value2 != null)
{
id = xlRange.Cells[i, 1].Value2.ToString();
}
if (xlRange.Cells[i, 2] != null && xlRange.Cells[i, 2].Value2 != null)
{
sym1 = xlRange.Cells[i, 2].Value2.ToString();
}
if (xlRange.Cells[i, 4] != null && xlRange.Cells[i, 4].Value2 != null)
{
sym1f = xlRange.Cells[i, 4].Value2.ToString();
}
if (xlRange.Cells[i, 6] != null && xlRange.Cells[i, 6].Value2 != null)
{
sym2 = xlRange.Cells[i, 6].Value2.ToString();
}
if (xlRange.Cells[i, 8] != null && xlRange.Cells[i, 8].Value2 != null)
{
sym2f = xlRange.Cells[i, 8].Value2.ToString();
}
if (xlRange.Cells[i, 10] != null && xlRange.Cells[i, 10].Value2 != null)
{
sym3 = xlRange.Cells[i, 10].Value2.ToString();
}
if (xlRange.Cells[i, 12] != null && xlRange.Cells[i, 12].Value2 != null)
{
sym3f = xlRange.Cells[i, 12].Value2.ToString();
}
if (xlRange.Cells[i, 15] != null && xlRange.Cells[i, 15].Value2 != null)
{
sym4 = xlRange.Cells[i, 15].Value2.ToString();
}
if (xlRange.Cells[i, 17] != null && xlRange.Cells[i, 17].Value2 != null)
{
sym4f = xlRange.Cells[i, 17].Value2.ToString();
}
if (xlRange.Cells[i, 19] != null && xlRange.Cells[i, 19].Value2 != null)
{
sym5 = xlRange.Cells[i, 19].Value2.ToString();
}
if (xlRange.Cells[i, 21] != null && xlRange.Cells[i, 21].Value2 != null)
{
sym5f = xlRange.Cells[i, 21].Value2.ToString();
}
if (xlRange.Cells[i, 23] != null && xlRange.Cells[i, 23].Value2 != null)
{
sym6 = xlRange.Cells[i, 23].Value2.ToString();
}
if (xlRange.Cells[i, 25] != null && xlRange.Cells[i, 25].Value2 != null)
{
sym6f = xlRange.Cells[i, 23].Value2.ToString();
}
var entry = new EntryTriangle(sym1, sym2, sym3, sym1f, sym2f, sym3f);
var close = new CloseTriangle(sym4, sym5, sym6, sym4f, sym5f, sym6f);
var row = new Row(entry, close, id);
RowList.Add(row);
}
}
