void AddUpDummyOptions(ArrayList elwRemains, ArrayList optionRemains)
{
DateTime maturity = Util.GetSystemOptionMaturity();
foreach (ElwRemain er in elwRemains)
{
KospiOptionInfo koi = OptionUtil.GetKOI(er.Elw.Strike, er.Elw.CallPut, maturity);
Boolean bContain = false;
foreach (OptionRemain or in optionRemains)
{
if (or.Koi.CallPut == koi.CallPut && or.Koi.Strike == koi.Strike)
{
bContain = true;
break;
}
}
if (!bContain)
{
OptionRemain or = new OptionRemain();
or.Koi = koi;
or.Count = 0;
optionRemains.Add(or);
}
}
}
void PrintOutExposure_Raw(OptionRemain or, ArrayList elwRemains, ref String output)
{
long optionCount100k = ElwOptionUtil.ConvertOptionCountTo100k(or.Count);
double strike = or.Koi.Strike;
CallPutFlag cp = or.Koi.CallPut;
long elwsCount100k = 0;
ArrayList candidates = new ArrayList();
candidates.Add(or.Koi.Code);
foreach (ElwRemain er in elwRemains)
{
if (er.Elw.CallPut == cp && er.Elw.Strike == strike)
{
elwsCount100k += ElwOptionUtil.ConvertElwCountTo100k(er.Elw, er.Count);
candidates.Add(er.Elw.Code);
}
}
long diff100k = optionCount100k + elwsCount100k;
if (diff100k == 0)
{
return;
}
output += String.Format("[{0} {1}]의 익스포저 Diff100k = {2}\r\n", or.Koi.CallPut, or.Koi.Strike, diff100k);
foreach (String candidate in candidates)
{
output += String.Format("\t[{0}] = {1}\r\n", candidate, ElwOptionUtil.Convert100KToRealCount(candidate, diff100k));
}
}
ArrayList GetOptionRemains()
{
ArrayList arr = new ArrayList();
foreach (DataGridViewRow row in dataGridView1.Rows)
{
if (row.Cells == null || row.Cells[0] == null)
{
continue;
}
String code = Convert.ToString(row.Cells[0].Value);
long count = Convert.ToInt64(row.Cells[1].Value);
if (code.Length == 0)
{
continue;
}
KospiOptionInfo koi = OptionUtil.GetKOI(code);
if (koi == null)
{
logger.Warn(String.Format("{0} is not option code", code));
continue;
}
OptionRemain or = new OptionRemain();
or.Count = count;
or.Koi = koi;
arr.Add(or);
}
return arr;
}
