protected double CalculateExpiryValue(string contractType, string transactionType, double strikePrice,
double premiumPaid, double expiryPrice)
{
double result = 0;
if (contractType == enumContractType.PE.ToString() && transactionType == enumTransactionType.BUY.ToString())
{
result = FO.PutBuy(strikePrice, premiumPaid, expiryPrice);
}
if (contractType == enumContractType.PE.ToString() && transactionType == enumTransactionType.SELL.ToString())
{
result = FO.PutSell(strikePrice, premiumPaid, expiryPrice);
}
if (contractType == enumContractType.CE.ToString() && transactionType == enumTransactionType.BUY.ToString())
{
result = FO.CallBuy(strikePrice, premiumPaid, expiryPrice);
}
if (contractType == enumContractType.CE.ToString() && transactionType == enumTransactionType.SELL.ToString())
{
result = FO.CallSell(strikePrice, premiumPaid, expiryPrice);
}
if (contractType == enumContractType.EQ.ToString() && transactionType == enumTransactionType.BUY.ToString())
{
result = FO.EQBuy(strikePrice, expiryPrice);
}
if (contractType == enumContractType.FUT.ToString() && transactionType == enumTransactionType.BUY.ToString())
{
result = FO.FutBuy(strikePrice, expiryPrice);
}
if (contractType == enumContractType.FUT.ToString() && transactionType == enumTransactionType.SELL.ToString())
{
result = FO.FutSell(strikePrice, expiryPrice);
}
return(result);
}
private DataTable AddRowstoStrategyTable(DataTable dt)
{
List <int> strikePrices = GetStrikePrices();
DataRow datarow;
foreach (var row in MySession.Current.RecordsObject.data)
{
if (row.CE != null && (row.CE.strikePrice <= iUpperStrikePriceRange && row.CE.strikePrice >= iLowerStrikePriceRange))
{
//Add CE Buy row
datarow = dt.NewRow();
datarow["Stock"] = row.CE.underlying.ToString();
datarow["Contract"] = enumContractType.CE.ToString();
datarow["TransactionType"] = enumTransactionType.BUY.ToString();
datarow["StrikePrice"] = row.CE.strikePrice.ToString();
datarow["LotSize"] = Convert.ToInt32(enumLotSize.BankNifty).ToString();
datarow["Premium"] = row.CE.lastPrice.ToString();
datarow["ExpiryDate"] = row.CE.expiryDate.ToString();
foreach (var item in strikePrices)
{
datarow[dt.Columns[item.ToString()].ColumnName] = FO.CallBuy(row.CE.strikePrice, row.CE.lastPrice, Convert.ToDouble(item));
}
dt.Rows.Add(datarow);
//Add CE Sell row
datarow = dt.NewRow();
datarow["Stock"] = row.CE.underlying.ToString();
datarow["Contract"] = enumContractType.CE.ToString();
datarow["TransactionType"] = enumTransactionType.SELL.ToString();
datarow["StrikePrice"] = row.CE.strikePrice.ToString();
datarow["LotSize"] = Convert.ToInt32(enumLotSize.BankNifty).ToString();
datarow["Premium"] = row.CE.lastPrice.ToString();
datarow["ExpiryDate"] = row.CE.expiryDate.ToString();
foreach (var item in strikePrices)
{
datarow[dt.Columns[item.ToString()].ColumnName] = FO.CallSell(row.CE.strikePrice, row.CE.lastPrice, Convert.ToDouble(item));
}
dt.Rows.Add(datarow);
}
if (row.PE != null && (row.PE.strikePrice <= iUpperStrikePriceRange && row.PE.strikePrice >= iLowerStrikePriceRange))
{
//Add PE Buy row
datarow = dt.NewRow();
datarow["Stock"] = row.PE.underlying.ToString();
datarow["Contract"] = enumContractType.PE.ToString();
datarow["TransactionType"] = enumTransactionType.BUY.ToString();
datarow["StrikePrice"] = row.PE.strikePrice.ToString();
datarow["LotSize"] = Convert.ToInt32(enumLotSize.BankNifty).ToString();
datarow["Premium"] = row.PE.lastPrice.ToString();
datarow["ExpiryDate"] = row.PE.expiryDate.ToString();
foreach (var item in strikePrices)
{
datarow[dt.Columns[item.ToString()].ColumnName] = FO.PutBuy(row.PE.strikePrice, row.PE.lastPrice, Convert.ToDouble(item));
}
dt.Rows.Add(datarow);
//Add PE Sell row
datarow = dt.NewRow();
datarow["Stock"] = row.PE.underlying.ToString();
datarow["Contract"] = enumContractType.PE.ToString();
datarow["TransactionType"] = enumTransactionType.SELL.ToString();
datarow["StrikePrice"] = row.PE.strikePrice.ToString();
datarow["LotSize"] = Convert.ToInt32(enumLotSize.BankNifty).ToString();
datarow["Premium"] = row.PE.lastPrice.ToString();
datarow["ExpiryDate"] = row.PE.expiryDate.ToString();
foreach (var item in strikePrices)
{
datarow[dt.Columns[item.ToString()].ColumnName] = FO.PutSell(row.PE.strikePrice, row.PE.lastPrice, Convert.ToDouble(item));
}
dt.Rows.Add(datarow);
}
}
return(dt);
}
public static DataTable AddRecordsToDataTable(FilterConditions filterConditions)
{
DataTable dt = new DataTable();
dt.Columns.Add("Stock");
dt.Columns.Add("Identifier");
dt.Columns.Add("TradingSymbol");
dt.Columns.Add("Contract");
dt.Columns.Add("TransactionType");
dt.Columns.Add("StrikePrice");
dt.Columns.Add("LotSize");
dt.Columns.Add("Premium");
dt.Columns.Add("ExpiryDate");
Records recordsObject = GetOC(filterConditions.OcType);
int iUpperStrikePriceRange = 0;
int iLowerStrikePriceRange = 0;
if (filterConditions.PercentageRange > 0)
{
iUpperStrikePriceRange = RoundTo100(recordsObject.underlyingValue + (DefaultSP(filterConditions.OcType) * filterConditions.PercentageRange / 100));
iLowerStrikePriceRange = RoundTo100(recordsObject.underlyingValue - (DefaultSP(filterConditions.OcType) * filterConditions.PercentageRange / 100));
}
else
{
iUpperStrikePriceRange = filterConditions.SPHigherRange;
iLowerStrikePriceRange = filterConditions.SPLowerRange;
}
//List<int> strikePrices = MySession.Current.RecordsObject.strikePrices;
List <int> filteredStrikePrices = new List <int>();
foreach (var item in MySession.Current.RecordsObject.strikePrices)
{
if (item <= iUpperStrikePriceRange && item >= iLowerStrikePriceRange)
{
filteredStrikePrices.Add(item);
dt.Columns.Add(item.ToString());
}
}
DataRow datarow;
foreach (var row in recordsObject.data)
{
string formattedDateForTradingSymbol = TradingSymbol_DateFormatter(row.expiryDate);
if (row.CE != null &&
(row.CE.strikePrice <= iUpperStrikePriceRange &&
row.CE.strikePrice >= iLowerStrikePriceRange) &&
(row.CE.strikePrice % 100 == 0) &&
row.CE.lastPrice > 0 &&
row.expiryDate.Equals(filterConditions.ExpiryDate) &&
(filterConditions.ContractType.Equals(enumContractType.CE.ToString()) ||
filterConditions.ContractType.Equals("ALL")))
{
//Add CE Buy row
datarow = dt.NewRow();
datarow["Stock"] = row.CE.underlying;
datarow["Identifier"] = row.CE.identifier;
datarow["Contract"] = enumContractType.CE.ToString();
datarow["TransactionType"] = enumTransactionType.BUY.ToString();
datarow["StrikePrice"] = row.CE.strikePrice.ToString();
datarow["LotSize"] = GetLotSize(filterConditions.OcType);
datarow["Premium"] = row.CE.lastPrice.ToString();
datarow["ExpiryDate"] = row.CE.expiryDate;
datarow["TradingSymbol"] = string.Concat(row.CE.underlying, formattedDateForTradingSymbol, row.CE.strikePrice.ToString(), enumContractType.CE.ToString());
foreach (var item in filteredStrikePrices)
{
datarow[dt.Columns[item.ToString()].ColumnName] = FO.CallBuy(row.CE.strikePrice, row.CE.lastPrice, Convert.ToDouble(item));
}
dt.Rows.Add(datarow);
//Add CE Sell row
datarow = dt.NewRow();
datarow["Stock"] = row.CE.underlying;
datarow["Identifier"] = row.CE.identifier;
datarow["Contract"] = enumContractType.CE.ToString();
datarow["TransactionType"] = enumTransactionType.SELL.ToString();
datarow["StrikePrice"] = row.CE.strikePrice.ToString();
datarow["LotSize"] = GetLotSize(filterConditions.OcType);
datarow["Premium"] = row.CE.lastPrice.ToString();
datarow["ExpiryDate"] = row.CE.expiryDate;
datarow["TradingSymbol"] = string.Concat(row.CE.underlying, formattedDateForTradingSymbol, row.CE.strikePrice.ToString(), enumContractType.CE.ToString());
foreach (var item in filteredStrikePrices)
{
datarow[dt.Columns[item.ToString()].ColumnName] = FO.CallSell(row.CE.strikePrice, row.CE.lastPrice, Convert.ToDouble(item));
}
dt.Rows.Add(datarow);
}
if (row.PE != null &&
(row.PE.strikePrice <= iUpperStrikePriceRange && row.PE.strikePrice >= iLowerStrikePriceRange) &&
(row.PE.strikePrice % 100 == 0) &&
row.PE.lastPrice > 0 &&
row.expiryDate.Equals(filterConditions.ExpiryDate) &&
(filterConditions.ContractType.Equals(enumContractType.PE.ToString()) ||
filterConditions.ContractType.Equals("ALL")))
{
//Add PE Buy row
datarow = dt.NewRow();
datarow["Stock"] = row.PE.underlying;
datarow["Identifier"] = row.PE.identifier;
datarow["Contract"] = enumContractType.PE.ToString();
datarow["TransactionType"] = enumTransactionType.BUY.ToString();
datarow["StrikePrice"] = row.PE.strikePrice.ToString();
datarow["LotSize"] = GetLotSize(filterConditions.OcType);
datarow["Premium"] = row.PE.lastPrice.ToString();
datarow["ExpiryDate"] = row.PE.expiryDate;
datarow["TradingSymbol"] = string.Concat(row.PE.underlying, formattedDateForTradingSymbol, row.PE.strikePrice.ToString(), enumContractType.PE.ToString());
foreach (var item in filteredStrikePrices)
{
datarow[dt.Columns[item.ToString()].ColumnName] = FO.PutBuy(row.PE.strikePrice, row.PE.lastPrice, Convert.ToDouble(item));
}
dt.Rows.Add(datarow);
//Add PE Sell row
datarow = dt.NewRow();
datarow["Stock"] = row.PE.underlying;
datarow["Identifier"] = row.PE.identifier;
datarow["Contract"] = enumContractType.PE.ToString();
datarow["TransactionType"] = enumTransactionType.SELL.ToString();
datarow["StrikePrice"] = row.PE.strikePrice.ToString();
datarow["LotSize"] = GetLotSize(filterConditions.OcType);
datarow["Premium"] = row.PE.lastPrice.ToString();
datarow["ExpiryDate"] = row.PE.expiryDate;
datarow["TradingSymbol"] = string.Concat(row.PE.underlying, formattedDateForTradingSymbol, row.PE.strikePrice.ToString(), enumContractType.PE.ToString());
foreach (var item in filteredStrikePrices)
{
datarow[dt.Columns[item.ToString()].ColumnName] = FO.PutSell(row.PE.strikePrice, row.PE.lastPrice, Convert.ToDouble(item));
}
dt.Rows.Add(datarow);
}
}
return(dt);
}
