/// <summary>
/// Calculates the Black-Scholes price of an option.
/// High-Low volatility used with a range of one year, should be set in option already.
/// </summary>
/// <param name="option">
/// </param>
/// <returns>
/// </returns>
public double BlackScholes(OptionDto option)
{
try
{
if (Math.Abs(option.Volatility) < double.Epsilon)
{
return(0.0);
}
var optionType = option.Symbol[10] == 'C' ? AlgoTrader.BlackScholes.Type.Call : AlgoTrader.BlackScholes.Type.Put;
var timeToExpiryInYears = float.Parse(option.DaysToExpiry) / 365;
var blackScholesPrice = AlgoTrader.BlackScholes.Black_Scholes(
optionType,
(double)option.LastPrice,
(double)option.StrikePrice,
timeToExpiryInYears,
0.25, // U.S. Govt. Treasury Interest Rate circa.12/2013.
option.Volatility);
return(Math.Round(blackScholesPrice, 2));
}
catch (Exception ex)
{
throw ex;
}
}
protected virtual async Task Create(OptionDto input)
{
Option comment = MappingProfile.MappingConfigurationSetups().Map<Option>(input);
_context.Option.Add(comment);
await _context.SaveChangesAsync();
}
protected virtual async Task Update(OptionDto input)
{
var option = await _context.Option.Where(x => x.Id == input.Id).FirstOrDefaultAsync();
if (option != null)
{
Option optionDto = MappingProfile.MappingConfigurationSetups().Map<Option>(input);
_context.Option.Update(optionDto);
await _context.SaveChangesAsync();
}
}
public async Task CreateOrEditOption(OptionDto input)
{
if (input.Id == 0)
{
await Create(input);
}
else
{
await Update(input);
}
}
public async Task<OptionDto> GetOptionForEdit(OptionDto input)
{
var option = await _context.Option.Where(x => x.Id == input.Id).FirstOrDefaultAsync();
if (option != null)
{
Option optionDto = MappingProfile.MappingConfigurationSetups().Map<Option>(input);
_context.Option.Update(optionDto);
await _context.SaveChangesAsync();
return MappingProfile.MappingConfigurationSetups().Map<OptionDto>(optionDto);
}
return new OptionDto();
}
/// <summary>
/// The volatility.
/// </summary>
/// <param name="option">
/// The option.
/// </param>
/// <param name="fromDate">
/// </param>
/// <param name="toDate">
/// The to Date.
/// </param>
/// <returns>
/// The <see cref="double"/>.
/// </returns>
public double Volatility(OptionDto option, DateTime?fromDate, DateTime?toDate)
{
try
{
var companyTicker = string.Empty;
for (var i = 0; i <= 4; i++)
{
int res;
var isNum = int.TryParse(option.Symbol[i].ToString(), out res);
if (!isNum)
{
companyTicker += option.Symbol[i];
}
}
// Annual volatilty by default.
fromDate = fromDate ?? DateTime.Today.AddYears(-1);
toDate = toDate ?? DateTime.Today;
// If volatility already calculated for this symbol/option use the stored value.
double volatility = 0;
if (_symbolVolatility.Key != companyTicker)
{
volatility = AlgoTrader.YahooApi.VolatilityAndMarketData.highLowVolatility(companyTicker, fromDate.Value, toDate.Value);
_symbolVolatility = new KeyValuePair <string, double>(companyTicker, volatility);
}
else if (_symbolVolatility.Key == companyTicker)
{
volatility = _symbolVolatility.Value;
}
if (Math.Abs(volatility) < double.Epsilon)
{
throw new InvalidOperationException(
$"Volatility cannot be zero (tolerance double epsilson constant)'{volatility}'");
}
return(volatility);
}
catch (WebException ex)
{
// TODO Log http exception and carry on.
return(0.0);
}
catch (Exception ex)
{
throw ex;
}
}
public IHttpActionResult SearchTrain(int startStationId, int endStationId)
{
int statStationRouteId = _context.Stations.Single(s => s.SID == startStationId).RID;
int endStationRouteId = _context.Stations.Single(s => s.SID == endStationId).RID;
//both stations in same GetRoute
if (statStationRouteId == endStationRouteId)
{
var data = GetTrains(startStationId, endStationId);
var timeTaken = TimeSpan.FromSeconds(CalculateApproximateTime(data));
var options = new OptionDto {
TimeTaken = timeTaken.ToString("g"), Options = data
};
var result = new SearchTrainResult();
result.Result.Add(options);
result.Count = "1";
return(Ok(result));
}
//stations in near by GetRoute
var startStationPrimaryRId = _context.Routes.Single(r => r.RID == statStationRouteId).prid;
var endStationPrimaryRId = _context.Routes.Single(r => r.RID == endStationRouteId).prid;
var flag = (statStationRouteId == endStationPrimaryRId)
? 1
: ((endStationRouteId == startStationPrimaryRId)
? 2
: ((startStationPrimaryRId == endStationPrimaryRId) ? 3 : 0));
if (flag > 0)
{
int findStation =
flag == 1 ? endStationRouteId : statStationRouteId;
int connectingStation = GetConnectingStation(findStation);
var list1 = GetTrains(startStationId, connectingStation);
var list2 = GetTrains(connectingStation, endStationId);
var result = FilterResult(list1, list2);
return(Ok(result));
}
{
_routeIdList = new List <int>();
_routeIdList = GetRoute(statStationRouteId, endStationRouteId);
return(Ok(_routeIdList));
}
}
public static async Task <IValidator <OptionDto, Option> > CreateOptionAsync(OptionDto optionDto, IEnumerable <IRuleSpecification <OptionDto> > rules)
{
var validator = new Validator <OptionDto, Option>(rules);
await validator.ExecuteCheckAsync(optionDto, new Option());
//Qui potrebbero essere inserite delle rules a livello di codice da richiamare sempre
//(oppure prima del controllo delle rules dinamiche)
if (!validator.IsValid)
{
return(validator);
}
validator.ValidatedObject.SetName(optionDto.Name);
validator.ValidatedObject.SetDescription(optionDto.Description);
validator.ValidatedObject.Note = optionDto.Note;
return(validator);
}
private void ParsePayoutFields(string[] content, int index, OptionDto option)
{
// 2,1;2;3;4,3,3
// 11 - 13, 20 - 22
// 14 - 16 , 23 - 25
if (string.IsNullOrWhiteSpace(content[index]))
{
return;
}
PayoutDto payout = new PayoutDto();
payout.PayoutNumber = int.Parse(content[index]);
payout.PayoutTypeId = string.IsNullOrWhiteSpace(content[index + 1]) ? null : (int?)int.Parse(content[index + 1]);
payout.FieldsContent = content[index + 2].Trim();
option.Payouts.Add(payout);
}
private void ParseOptionFields(string[] content, int index)
{
// 8 - 10 1,1;2;3;4
// 17 - 19
if (string.IsNullOrWhiteSpace(content[index]))
{
return;
}
OptionDto option = new OptionDto();
option.OptionNumber = int.Parse(content[index]);
option.OptionTypeId = string.IsNullOrWhiteSpace(content[index + 1]) ? null : (int?)int.Parse(content[index + 1]);
option.FieldsContent = content[index + 2].Trim();
ParsePayoutFields(content, index + 3, option);
ParsePayoutFields(content, index + 6, option);
((ScrubCaCommand)Command).Options.Add(option);
}
private static SearchTrainResult FilterResult(IEnumerable <TrainDataDto> list1, List <TrainDataDto> list2)
{
SearchTrainResult result = new SearchTrainResult();
foreach (TrainDataDto dataDto in list1)
{
var data = new OptionDto();
foreach (TrainDataDto trainDataDto in list2)
{
if (trainDataDto.StartStationDeparture1 >= dataDto.EndStationArrival1)
{
if (dataDto.TrainId == trainDataDto.TrainId)
{
dataDto.EndStationArrival = trainDataDto.EndStationArrival;
//dataDto.EndStationDeparture = trainDataDto.EndStationDeparture;
dataDto.EndStationId = trainDataDto.EndStationId;
data.Options.Add(dataDto);
list2.Remove(trainDataDto);
break;
}
else
{
data.Options.Add(dataDto);
data.Options.Add(trainDataDto);
break;
}
}
}
if (data.Options.Count <= 0)
{
continue;
}
data.TimeTaken = TimeSpan.FromSeconds(CalculateApproximateTime(data.Options)).ToString();
result.Result.Add(data);
}
result.Count = result.Result.Count.ToString();
return(result);
}
public List<OptionDto> GetAllOption(OptionDto input)
{
var query = (from option in _context.Option.ToList()
join question in _context.Question.ToList()
on option.QuestionId equals question.Id
select new OptionDto
{
QuestionName = question.Questions,
Id = option.Id,
DateCreated = option.DateCreated,
Status = option.Status,
UserId = option.UserId,
Options = option.Options
}).ToList().Skip((input.PagedResultDto.Page - 1) * input.PagedResultDto.SkipCount).Take(input.PagedResultDto.MaxResultCount);
// Map Records
List<OptionDto> ratingDto = MappingProfile.MappingConfigurationSetups().Map<List<OptionDto>>(query);
//Apply Sort
ratingDto = Sort(input.PagedResultDto.Sort, input.PagedResultDto.SortOrder, ratingDto);
// Apply search
if (!string.IsNullOrEmpty(input.PagedResultDto.Search))
{
ratingDto = ratingDto.Where(p => p.Status != null && p.Status.ToLower().ToString().ToLower().Contains(input.PagedResultDto.Search.ToLower())
|| p.QuestionName != null && p.QuestionName.ToString().ToLower().Contains(input.PagedResultDto.Search.ToLower())
|| p.DateCreated != null && p.DateCreated.ToString().ToLower().Contains(input.PagedResultDto.Search.ToLower())
|| p.Options != null && p.Options.ToString().ToLower().ToString().Contains(input.PagedResultDto.Search.ToLower())
).ToList();
}
return ratingDto;
}
public async Task CreateOrEditOption(OptionDto input)
{
await _unitOfWork.Options.CreateOrEditOption(input);
}
public UpdateOptionCommand(OptionDto option)
{
Option = option;
}
public async Task GetOptionForEdit(OptionDto input)
{
await _unitOfWork.Options.GetOptionForEdit(input);
}
public List <OptionDto> GetAllOption(OptionDto input)
{
return(_unitOfWork.Options.GetAllOption(input));
}
private async Task seedDatabaseForProduct(IProductRepository repository, IRepository <Category> categoryRepository, IRepository <Option> optionRepository)
{
//Per fare presto (essendo un progettino di dimostrazione)
//Popolo il database nel caos in cui non trovo nessun prodotto
//Utilizzo direttamente ListAll per fare prima a scrivere il codice anche se sarà piu lento
var products = await repository.ListAllAsync();
var category = await categoryRepository.ListAllAsync();
var option = await optionRepository.ListAllAsync();
if (products.Count > 0 ||
category.Count > 0 ||
option.Count > 0)
{
return;
}
var categoryDto = new CategoryDto
{
Name = "Abiti Estivi",
Description = "Ogni tipo di abito per l'estate",
CategoryId = 1
};
var catOne = (await Category.CreateCategoryAsync(categoryDto, null)).ValidatedObject;
categoryRepository.Add(catOne);
await categoryRepository.SaveChangeAsync(); //Fatto ogni volta per garantirmi l'id crescente
categoryDto = new CategoryDto
{
Name = "Abiti Invernali",
Description = "Ogni tipo di abito invernale",
CategoryId = 2
};
var catTwo = (await Category.CreateCategoryAsync(categoryDto, null)).ValidatedObject;
categoryRepository.Add(catTwo);
await categoryRepository.SaveChangeAsync(); //Fatto ogni volta per garantirmi l'id crescente
categoryDto = new CategoryDto
{
Name = "Scarpe",
Description = "Tutte le scarpe",
CategoryId = 3
};
var catThree = (await Category.CreateCategoryAsync(categoryDto, null)).ValidatedObject;
categoryRepository.Add(catThree);
await categoryRepository.SaveChangeAsync(); //Fatto ogni volta per garantirmi l'id crescente
var dto = new ProductDto
{
Name = "Pantanoni Lana",
Description = "Pantaloni di lana economici",
CategoryId = 2
};
var productOne = (await Product.CreateProductAsync(dto, null)).ValidatedObject;
repository.Add(productOne);
await repository.SaveChangeAsync(); //Fatto ogni volta per garantirmi l'id crescente
dto = new ProductDto
{
Name = "Maglione Lana",
Description = "Maglione di lana economici",
CategoryId = 2
};
var productTwo = (await Product.CreateProductAsync(dto, null)).ValidatedObject;
repository.Add(productTwo);
await repository.SaveChangeAsync(); //Fatto ogni volta per garantirmi l'id crescente
dto = new ProductDto
{
Name = "Camicia estiva",
Description = "Camicia leggera",
CategoryId = 1
};
var productThree = (await Product.CreateProductAsync(dto, null)).ValidatedObject;
repository.Add(productThree);
await repository.SaveChangeAsync(); //Fatto ogni volta per garantirmi l'id crescente
dto = new ProductDto
{
Name = "Pantaloncini",
Description = "Pantaloncini ottimi",
CategoryId = 1
};
var productFour = (await Product.CreateProductAsync(dto, null)).ValidatedObject;
repository.Add(productFour);
await repository.SaveChangeAsync(); //Fatto ogni volta per garantirmi l'id crescente
dto = new ProductDto
{
Name = "Scarpa",
Description = "Scarpa per ogni stagione",
CategoryId = 3
};
var productFive = (await Product.CreateProductAsync(dto, null)).ValidatedObject;
repository.Add(productFive);
await repository.SaveChangeAsync(); //Fatto ogni volta per garantirmi l'id crescente
dto = new ProductDto
{
Name = "ScarpaSenzaOptioni",
Description = "Scarpa usata senza optioni",
CategoryId = 3
};
var productSix = (await Product.CreateProductAsync(dto, null)).ValidatedObject;
repository.Add(productSix);
await repository.SaveChangeAsync(); //Fatto ogni volta per garantirmi l'id crescente
var optionDto = new OptionDto
{
Name = "Colore",
Description = "Colore associato"
};
var option1 = (await Option.CreateOptionAsync(optionDto, null)).ValidatedObject;
optionRepository.Add(option1);
await optionRepository.SaveChangeAsync(); //Fatto ogni volta per garantirmi l'id crescente
optionDto = new OptionDto
{
Name = "Taglia",
Description = "Taglia associata"
};
var option2 = (await Option.CreateOptionAsync(optionDto, null)).ValidatedObject;
optionRepository.Add(option2);
await optionRepository.SaveChangeAsync(); //Fatto ogni volta per garantirmi l'id crescente
optionDto = new OptionDto
{
Name = "Ricamo",
Description = "Tipologia di ricamo"
};
var option3 = (await Option.CreateOptionAsync(optionDto, null)).ValidatedObject;
optionRepository.Add(option3);
await optionRepository.SaveChangeAsync(); //Fatto ogni volta per garantirmi l'id crescente
optionDto = new OptionDto
{
Name = "Misura",
Description = "Misara in cm"
};
var option4 = (await Option.CreateOptionAsync(optionDto, null)).ValidatedObject;
optionRepository.Add(option4);
await optionRepository.SaveChangeAsync(); //Fatto ogni volta per garantirmi l'id crescente
optionDto = new OptionDto
{
Name = "OptioneMaiUsata",
Description = "DescOption5"
};
var option5 = (await Option.CreateOptionAsync(optionDto, null)).ValidatedObject;
optionRepository.Add(option5);
await optionRepository.SaveChangeAsync(); //Fatto ogni volta per garantirmi l'id crescente
//repository.LinkCategory(productOne, catOne);
//repository.LinkCategory(productFour, catOne);
//repository.LinkCategory(productTwo, catTwo);
//repository.LinkCategory(productFive, catTwo);
//repository.LinkCategory(productThree, catThree);
repository.LinkOption(productOne, option1);
repository.LinkOption(productTwo, option1);
repository.LinkOption(productThree, option1);
repository.LinkOption(productFour, option1);
repository.LinkOption(productFive, option1);
repository.LinkOption(productOne, option2);
repository.LinkOption(productTwo, option2);
repository.LinkOption(productThree, option2);
repository.LinkOption(productFour, option2);
repository.LinkOption(productOne, option3);
repository.LinkOption(productTwo, option3);
repository.LinkOption(productThree, option3);
repository.LinkOption(productFour, option3);
repository.LinkOption(productFive, option4);
await optionRepository.SaveChangeAsync();
}
