public static OOMigrationLib.Global.Quote QuoteToQuoteNG(OptionsOracle.Core core, OOServerLib.Global.Quote ql)
{
if (ql == null)
{
return(null);
}
OOMigrationLib.Global.Quote qm = new OOMigrationLib.Global.Quote();
qm.price.last = ql.price.last;
qm.price.change = ql.price.change;
qm.price.open = ql.price.open;
qm.price.low = ql.price.low;
qm.price.high = ql.price.high;
qm.price.bid = ql.price.bid;
qm.price.ask = ql.price.ask;
qm.volume.total = ql.volume.total;
qm.general.dividend_rate = ql.general.dividend_rate;
qm.general.dividend_list = null;
qm.volatility.actual = core.StockImpliedVolatility;
qm.volatility.implied = core.StockImpliedVolatility;
qm.volatility.historical = core.StockImpliedVolatility;
qm.underlying = ql.stock;
qm.name = ql.name;
qm.update_timestamp = ql.update_timestamp;
qm.currency = null;
qm.interest_rate = Config.Local.FederalIterest * 0.01;
return(qm);
}
public static OOMigrationLib.Global.Option OptionToOptionNG(OptionsOracle.Core core, OOServerLib.Global.Option ol)
{
if (ol == null)
{
return(null);
}
OOMigrationLib.Global.Option om = new OOMigrationLib.Global.Option();
om.price.last = ol.price.last;
om.price.change = ol.price.change;
om.price.bid = ol.price.bid;
om.price.ask = ol.price.ask;
om.price.timevalue = ol.price.timevalue;
om.volume.total = ol.volume.total;
om.type = ol.type == "Call" ? OOMigrationLib.Global.Option.OptionT.Call : OOMigrationLib.Global.Option.OptionT.Put;
om.underlying = ol.stock;
om.symbol = ol.symbol;
om.strike = ol.strike;
om.expiration = ol.expiration;
om.open_int = ol.open_int;
om.update_timestamp = ol.update_timestamp;
om.contract_size = ol.stocks_per_contract;
om.currency = null;
om.greeks = new OOMigrationLib.Global.Greeks();
om.greeks.delta = ol.greeks.delta;
om.greeks.gamma = ol.greeks.gamma;
om.greeks.theta = ol.greeks.theta;
om.greeks.vega = ol.greeks.vega;
om.greeks.time = ol.greeks.time;
om.greeks.interest_rate = ol.greeks.interest;
om.greeks.implied_volatility = ol.greeks.implied_volatility;
om.greeks.dividend_rate = ol.greeks.dividend_rate;
om.indicators = null;
om.strike_index = 0;
om.expiration_index = 0;
return(om);
}
public static OOMigrationLib.Global.Greeks GreeksToGreeksNG(OptionsOracle.Core core, OOServerLib.Global.Greeks gl)
{
if (gl == null)
{
return(null);
}
OOMigrationLib.Global.Greeks gm = new OOMigrationLib.Global.Greeks();
gm.delta = gl.delta;
gm.dividend_rate = gl.dividend_rate;
gm.gamma = gl.gamma;
gm.implied_volatility = gl.implied_volatility;
gm.interest_rate = gl.interest;
gm.theta = gl.theta;
gm.time = gl.time;
gm.vega = gl.vega;
return(gm);
}
public static List <double> DoubleListToDoubleListNG(OptionsOracle.Core core, ArrayList ll)
{
if (ll == null)
{
return(null);
}
List <double> lm = new List <double>();
if (ll.Count == 0)
{
return(lm);
}
foreach (double ol in ll)
{
lm.Add(ol);
}
return(lm);
}
public static List <OOMigrationLib.Global.Option> OptionListToOptionListNG(OptionsOracle.Core core, ArrayList ll)
{
if (ll == null)
{
return(null);
}
List <OOMigrationLib.Global.Option> lm = new List <OOMigrationLib.Global.Option>();
if (ll.Count == 0)
{
return(lm);
}
foreach (OOServerLib.Global.Option ol in ll)
{
lm.Add(Convert.OptionToOptionNG(core, ol));
}
return(lm);
}
public Strategy(OptionsOracle.Core core)
{
this.core = core;
}
public Market(OptionsOracle.Core core)
{
this.core = core;
}
public Core(OptionsOracle.Core core)
{
market = new Market(core);
strategy = new Strategy(core);
analysis = new StrategyAnalysis(core);
}
public StrategyAnalysis(OptionsOracle.Core core)
{
this.core = core;
}
