protected void btnFilterResults_Click(object sender, EventArgs e)
{
FilterConditions filterConditions = new FilterConditions();
filterConditions.SPLowerRange = Convert.ToInt32(ddlSPLowerRange.SelectedValue);
filterConditions.SPHigherRange = Convert.ToInt32(ddlSPHigherRange.SelectedValue);
//if (ddlSPExpiry.SelectedValue.Equals("NONE"))
// filterConditions.SPExpiry = 0;
//else
// filterConditions.SPExpiry = Convert.ToInt32(ddlSPExpiry.SelectedValue);
filterConditions.ContractType = ddlContractType.SelectedValue;
filterConditions.OcType = rblOCType.SelectedValue;
filterConditions.StrategyType = enumStrategyType.IRON_CONDOR.ToString();
filterConditions.TimeGap = timeAddGap;
filterConditions.ExpiryDate = ddlExpiryDates.SelectedValue;
filterConditions.PercentageRange = iPercentageRage;
filterConditions.SPDifference = 100;
DataSet dataSetResult = IronCondorClass.GetIronCondors(filterConditions);
PopulateDataSet(dataSetResult);
PopulateFilterFields(filterConditions);
}
private void PopulateSPLowerRange(FilterConditions filterConditions)
{
int iLowerStrikePriceRange = OCHelper.RoundTo100(MySession.Current.RecordsObject.underlyingValue - (OCHelper.DefaultSP(rblOCType.SelectedValue) * iPercentageRage / 100));
int iUpperStrikePrice = iLowerStrikePriceRange;
ddlSPLowerRange.Items.Clear();
foreach (int item in MySession.Current.RecordsObject.strikePrices)
{
if (item >= iLowerStrikePriceRange &&
item < MySession.Current.RecordsObject.underlyingValue &&
item % filterConditions.SPDifference == 0)
{
ddlSPLowerRange.Items.Add(item.ToString());
//find the max strike price which meets this criteria to reduce filter size
iUpperStrikePrice = Math.Max(iUpperStrikePrice, item);
}
}
//Select the Max strike price in the ddlb
if (filterConditions.SPLowerRange == 0)
{
filterConditions.SPLowerRange = iUpperStrikePrice;
}
Utility.SelectDataInCombo(ddlSPLowerRange, filterConditions.SPLowerRange.ToString());
}
protected void btnFilterResults_Click(object sender, EventArgs e)
{
FilterConditions filterConditions = new FilterConditions();
filterConditions.SPLowerRange = Convert.ToInt32(ddlSPLowerRange.SelectedValue);
filterConditions.SPHigherRange = Convert.ToInt32(ddlSPHigherRange.SelectedValue);
if (ddlSPExpiry.SelectedValue.Equals("NONE"))
{
filterConditions.SPExpiry = 0;
}
else
{
filterConditions.SPExpiry = Convert.ToInt32(ddlSPExpiry.SelectedValue);
}
filterConditions.ContractType = ddlContractType.SelectedValue;
filterConditions.OcType = rblOCType.SelectedValue;
filterConditions.StrategyType = enumStrategyType.BUTTERFLY.ToString();
filterConditions.TimeGap = timeAddGap;
filterConditions.ExpiryDate = ddlExpiryDates.SelectedValue;
filterConditions.PercentageRange = 0;
filterConditions.SPDifference = 100;
DataSet dataSetResult = Strategy.FilterAll.FilterAllStrategies(filterConditions);
PopulateDataSet(dataSetResult);
PopulateFilterFields(filterConditions);
}
protected void Page_Load(object sender, EventArgs e)
{
lblStart.Text = DateTime.Now.ToString();
if (!IsPostBack)
{
FillExpiryDates(ddlExpiryDates);
FilterConditions filterConditions = new FilterConditions();
//filterConditions.SPLowerRange = MySession.Current.RecordsObject.strikePrices.Min();
//filterConditions.SPHigherRange = MySession.Current.RecordsObject.strikePrices.Max();
//filterConditions.SPExpiry = Convert.ToInt32(ddlSPExpiry.SelectedValue);
filterConditions.ContractType = ddlContractType.SelectedValue;
filterConditions.OcType = rblOCType.SelectedValue;
filterConditions.StrategyType = enumStrategyType.BUTTERFLY.ToString();
filterConditions.TimeGap = timeAddGap;
filterConditions.ExpiryDate = ddlExpiryDates.SelectedValue;
filterConditions.PercentageRange = iPercentageRage;
filterConditions.SPDifference = 100;
DataSet dataSetResult = Strategy.FilterAll.FilterAllStrategies(filterConditions);
PopulateDataSet(dataSetResult);
PopulateFilterFields(filterConditions);
Page.LoadComplete += new EventHandler(Page_LoadComplete);
}
}
protected void btnFilterResults_Click(object sender, EventArgs e)
{
FilterConditions filterConditions = new FilterConditions();
filterConditions.SPLowerRange = Convert.ToInt32(ddlSPLowerRange.SelectedValue);
filterConditions.SPHigherRange = Convert.ToInt32(ddlSPHigherRange.SelectedValue);
if (ddlSPExpiry.SelectedValue.Equals("NONE"))
{
filterConditions.SPExpiry = 0;
}
else
{
filterConditions.SPExpiry = Convert.ToInt32(ddlSPExpiry.SelectedValue);
}
filterConditions.ContractType = ddlContractType.SelectedValue;
filterConditions.OcType = rblOCType.SelectedValue;
filterConditions.StrategyType = enumStrategyType.BUTTERFLY.ToString();
filterConditions.TimeGap = timeAddGap;
filterConditions.ExpiryDate = ddlExpiryDates.SelectedValue;
filterConditions.PercentageRange = 0;
filterConditions.SPDifference = 100;
DataSet dataSetResult = Butterfly.GetButterflySpreadStrategies(filterConditions);
PopulateDataSet(dataSetResult);
PopulateFilterFields(filterConditions);
//DataSet filteredDataSet = new DataSet();
//foreach (DataTable dataTable in dataSetResult.Tables)
//{
// //List<string> sp = dataTable.AsEnumerable().Select(x => x["Strike Price"].ToString()).ToList();
// //Find Lowest and Highest value in the given table column
// int iLowestSP = int.MaxValue;
// int iHighestSP = int.MinValue;
// int iMiddleSP = 0;
// foreach (DataRow dr in dataTable.Rows)
// {
// int currentSP = Convert.ToInt32(dr.Field<string>("StrikePrice"));
// iLowestSP = Math.Min(iLowestSP, currentSP);
// iMiddleSP = Math.Max(iLowestSP, currentSP);
// iMiddleSP = Math.Min(iHighestSP, currentSP);
// iHighestSP = Math.Max(iHighestSP, currentSP);
// }
// if (filterConditions.SPLowerRange == iLowestSP &&
// filterConditions.SPHigherRange == iHighestSP &&
// filterConditions.SPExpiry == iMiddleSP)
// {
// filteredDataSet.Tables.Add(dataTable.Copy());
// }
//}
////dataSetResult = Butterfly.GetButterflySpreadStrategies(filterConditions);
//PopulateDataSet(filteredDataSet);
}
private void PopulateFilterFields(FilterConditions filterConditions)
{
lblLastFetchedTime.Text = MySession.Current.RecordsObject.timestamp;
lblLastPrice.Text = MySession.Current.RecordsObject.underlyingValue.ToString();
PopulateSPLowerRange(filterConditions);
PopulateSPHigherRange(filterConditions);
//PopulateSPExpiry(filterConditions);
}
protected void Page_Load(object sender, EventArgs e)
{
lblStart.Text = DateTime.Now.ToString();
if (!IsPostBack)
{
FillExpiryDates(ddlExpiryDates);
FilterConditions filterConditions = new FilterConditions();
filterConditions.ContractType = ddlContractType.SelectedValue;
filterConditions.OcType = rblOCType.SelectedValue;
filterConditions.StrategyType = enumStrategyType.IRON_CONDOR.ToString();
filterConditions.TimeGap = timeAddGap;
filterConditions.ExpiryDate = ddlExpiryDates.SelectedValue;
filterConditions.PercentageRange = iPercentageRage;
filterConditions.SPDifference = 100;
DataSet dataSetResult = IronCondorClass.GetIronCondors(filterConditions);
PopulateDataSet(dataSetResult);
PopulateFilterFields(filterConditions);
Page.LoadComplete += new EventHandler(Page_LoadComplete);
}
}
private void PopulateSPExpiry(FilterConditions filterConditions)
{
int iUpperStrikePriceRange = OCHelper.RoundTo100(MySession.Current.RecordsObject.underlyingValue + (OCHelper.DefaultSP(rblOCType.SelectedValue) * iPercentageRage / 100));
int iLowerStrikePriceRange = OCHelper.RoundTo100(MySession.Current.RecordsObject.underlyingValue - (OCHelper.DefaultSP(rblOCType.SelectedValue) * iPercentageRage / 100));
//List<int> strikePrices = MySession.Current.RecordsObject.strikePrices;
ddlSPExpiry.Items.Clear();
ddlSPExpiry.Items.Add("NONE");
foreach (var item in MySession.Current.RecordsObject.strikePrices)
{
if (item < iUpperStrikePriceRange && item > iLowerStrikePriceRange && item % filterConditions.SPDifference == 0 &&
item < filterConditions.SPHigherRange && item > filterConditions.SPLowerRange)
{
ddlSPExpiry.Items.Add(item.ToString());
}
}
if (filterConditions.SPExpiry != 0)
{
Utility.SelectDataInCombo(ddlSPExpiry, filterConditions.SPExpiry.ToString());
}
}
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);
}