static void testMarket1()
{
AMarket market = AMarket.GetInstance(MarketVendor.Exchange);
ASecurity s1 = new ETF("510050", Exchange.SHE); //50ETF
ASecurity s2 = new ETF("510180", Exchange.SHE); //100ETF
ASecurity s3 = new Stock("601318", Exchange.SHE); //中国平安
ASecurity s4 = new Stock("600104", Exchange.SHE); //上汽集团
List <ASecurity> seclist = new List <ASecurity>();
seclist.Add(s1);
seclist.Add(s2);
seclist.Add(s3);
seclist.Add(s4);
List <Option> optionlist = market.GetOptionSet(seclist);
//ASecurity s = (ASecurity)market.htUnderlyingSets["510050"];
//s.name = "更改";
if (optionlist != null)
{
foreach (Option o in optionlist)
{
o.DebugPrint();
}
}
market.Dispose();
}
static void testMarket4()
{
AMarket market = AMarket.GetInstance(MarketVendor.Exchange);
ETF etf = new ETF("510050", Exchange.SHE);
Stock s = new Stock("601318", Exchange.SHE);
market.SubscribeBidAskBook(etf, 2);
market.SubscribeBidAskBook(s, 2);
market.Dispose();
}
public AssetBase CreateAsset(AssetClass assetClass, string ticker, OptionClass?optionClass = null, string underlyingTicker = null, DateTime?expiration = null, double?strike = null)
{
switch (assetClass)
{
case AssetClass.Stock:
Stock stock = new Stock(ticker);
SaveAsset(stock);
return(stock);
case AssetClass.ETF:
ETF etf = new ETF(ticker);
SaveAsset(etf);
return(etf);
case AssetClass.Bond:
Bond bond = new Bond(ticker);
SaveAsset(bond);
return(bond);
case AssetClass.Option:
if (optionClass.HasValue)
{
Option option = new Option(optionClass.Value, ticker);
Stock unserlyingAsset = (Stock)GetAssetyBy(AssetClass.Stock, underlyingTicker);
if (unserlyingAsset == null)
{
unserlyingAsset = new Stock(underlyingTicker);
SaveAsset(unserlyingAsset);
}
option.UnderlyingAsset = unserlyingAsset;
option.ExpirationDate = expiration.Value;
option.Strike = strike.Value;
SaveAsset(option);
return(option);
}
else
{
throw new ArgumentException("Must provide option class (call other put), underlying asset, strike and expiration when asset is an option");
}
case AssetClass.Cash:
Cash cash = new Cash(ticker);
SaveAsset(cash);
return(cash);
default:
throw new NotImplementedException($"There is no DBSet AssetClass={assetClass.ToString()}");
}
}
private static void Main()
{
var output = new StringBuilder();
int remainingTestCases = int.Parse(Console.ReadLine());
while (remainingTestCases-- > 0)
{
int n = int.Parse(Console.ReadLine());
output.Append(
ETF.Solve(n));
output.AppendLine();
}
Console.Write(output);
}
public async Task <bool> CreateETF(ETFCreate model)
{
var entity = new ETF()
{
AuthorId = _userId,
Name = model.Name,
Ticker = model.Ticker
};
using (var ctx = new ApplicationDbContext())
{
var query = ctx.ETFs.Add(entity);
return(await ctx.SaveChangesAsync() == 1);
}
}
static void Main(string[] args)
{
CB cb = new CB();
Console.WriteLine("== test CB =====");
Console.WriteLine("give price 149.9, idx = {0}, tick_size={1:n}", cb.inPriceRange(149.9m), cb.getTickSize(149.9m));
Console.WriteLine("give price 100 and 101, ticks = {0}", cb.TicksBetween(100m, 101m));
Console.WriteLine("give price 153.5 and 155, ticks = {0}", cb.TicksBetween(153.5m, 155m));
Console.WriteLine("give price 149.9 and 150, ticks = {0}", cb.TicksBetween(149.9m, 150m));
Console.WriteLine("give price 150 and 999, ticks = {0}", cb.TicksBetween(150m, 999m));
Console.WriteLine("give price 150 and 1000, ticks = {0}", cb.TicksBetween(150m, 1000m));
Console.WriteLine("give price 149.9 and 1005, ticks = {0}", cb.TicksBetween(149.9m, 1005m));
Console.WriteLine("give price 149.9 and 1003, ticks = {0}", cb.TicksBetween(149.9m, 1003m));
Console.WriteLine("price 100.5 move 3 ticks = {0:n}", cb.TickMove(100.5m, 3));
Console.WriteLine("price 149.9 move 5 ticks = {0:n}", cb.TickMove(149.9m, 5));
Console.WriteLine("price 998 move 5 ticks = {0:n}", cb.TickMove(998m, 5));
Console.WriteLine("== test ETF =====");
ETF etf = new ETF();
Console.WriteLine("give price 40 and 41, ticks = {0}", etf.TicksBetween(40m, 41m));
Console.WriteLine("give price 60 and 62, ticks = {0}", etf.TicksBetween(60m, 62m));
Console.WriteLine("price 50.2 move -5 ticks = {0:n}", etf.TickMove(50.2m, -5));
Console.WriteLine("price 49.98 move 5 ticks = {0:n}", etf.TickMove(49.98m, 5));
Console.WriteLine("== test X =====");
TX tx = new TX();
Console.WriteLine("give price 49.5 and 51, ticks = {0}", tx.TicksBetween(49.5m, 51m));
Console.WriteLine("give price 498.5 and 501, ticks = {0}", tx.TicksBetween(498.5m, 501m));
Console.WriteLine("price 49.6 move 8 ticks = {0:n}", tx.TickMove(49.6m, 8));
Console.WriteLine("price 498.5 move 6 ticks = {0:n}", tx.TickMove(498.5m, 6));
Console.WriteLine("price 51.5 move -6 ticks = {0:n}", tx.TickMove(51.5m, -6));
Console.WriteLine("price 505 move -6 ticks = {0:n}", tx.TickMove(505m, -6));
Console.Read();
}
private void readOptionContractFile()
{
try
{
if (this.htOptionSets.Count == 0)
{
#region 读取文件
//复制到本地
File.Copy(filepath_option_contract_source, filepath_option_contract_target, true);
//读取该文件
string filecontent = "";
using (StreamReader sReader = new StreamReader(filepath_option_contract_target, Encoding.Default))
{
filecontent = sReader.ReadToEnd();
sReader.Close();
}
#endregion
#region 解析合约
string[] lines = filecontent.Split("\n".ToCharArray());
if (lines == null || lines.Length == 0)
{
MessageManager.GetInstance().Add(MessageType.Error, string.Format("期权合约文件为空"));
return;
}
List <Option> optionlist;
foreach (string line in lines)
{
if (line != null && line.Trim().Length > 0)
{
string[] fields = line.Split("|".ToCharArray());
if (fields.Length >= 34)
{
//代码
Option o = new Option(fields[1].Trim(), Exchange.SHE);
o.contractcode = fields[2].Trim();
o.name = fields[3].Trim();
o.underlyingunits = Convert.ToInt16(fields[9].Trim());
o.strike = Convert.ToDouble(fields[10].Trim());
o.exercisedate = Utility.ConvertToDateTime(fields[13].Trim(), "yyyyMMdd");
o.priceuplimit = Convert.ToDouble(fields[22].Trim());
o.pricedownlimit = Convert.ToDouble(fields[23].Trim());
o.marginunit = Convert.ToDouble(fields[24].Trim());
o.lmtordmaxfloor = Convert.ToInt16(fields[29].Trim());
o.ticksize = Convert.ToDouble(fields[32].Trim());
o.daystoexercise = (o.exercisedate - DateTime.Today).Days;
o.exercisemonth = o.exercisedate.Month;
#region 标的
string underlyingtype = fields[6].Trim().ToUpper();
string underlyingcode = fields[4].Trim();
if (this.htUnderlyingSets.Contains(underlyingcode))
{
//标的已存在
o.underlying = (ASecurity)htUnderlyingSets[underlyingcode];
}
else
{
//新建标的
ASecurity s = null;
switch (underlyingtype)
{
case "ASH": //股票
s = new Stock(underlyingcode, Exchange.SHE);
break;
case "EBS": //ETF
s = new ETF(underlyingcode, Exchange.SHE);
break;
default:
break;
}
if (s != null)
{
s.name = fields[5].Trim();
htUnderlyingSets.Add(underlyingcode, s);
o.underlying = s;
}
}
#endregion
//类型：call or put
string type = fields[8].Trim().ToUpper();
if (type == "C")
{
o.type = OptionType.CALL;
}
else
{
o.type = OptionType.PUT;
}
//交易标志
char[] flag = fields[33].Trim().ToUpper().ToCharArray();
o.islimitopening = (flag[0] == '0') ? false : true; //第1位：‘0’表示可开仓，‘1’表示限制卖出开仓（不.包括备兑开仓）和买入开仓。
o.istrading = (flag[1] == '0') ? true : false; //第2位：‘0’表示未连续停牌，‘1’表示连续停牌。
o.isnew = (flag[4] == 'A') ? true : false; //第5位：‘A’表示当日新挂牌的合约，‘E’表示存续的合约
//加入列表
if (this.htOptionSets.Contains(o.underlying.code))
{
optionlist = (List <Option>) this.htOptionSets[o.underlying.code];
optionlist.Add(o);
}
else
{
optionlist = new List <Option>();
optionlist.Add(o);
this.htOptionSets.Add(o.underlying.code, optionlist);
}
}
}
}
#endregion
}
}
catch (Exception ex)
{
throw ex;
}
}
private void SaveAsset(ETF etf)
{
ETFs.Add(etf);
SaveChanges();
}
