public void MakeTrade(OptionTrade trade)
{
if (trade.Spread.Options[0] != null || trade.Spread.Options[0].Strike != 0)
{
if (trade.Spread.Options.Length == 2)
{
if (trade.Spread.Options[0].Strike > 0 && trade.Spread.Options[1].Strike == 0)
{
if ((trade.Spread.Options[0].OptionType == OptionType.Call && trade.Spread.Options[0].PositionType == PositionType.Short))
{
return;
}
Option[] newSpreadOption = new Option[1];
newSpreadOption[0] = trade.Spread.Options[0];
trade.Spread = new Spread(newSpreadOption);
}
}
_portfolio.MakeTrade(trade, Api.Interval.Daily);
}
}
public async void Run(OptionTradeList tradeList)
{
if (tradeList != null && tradeList.Trades.Count > 0)
{
//find DataRange
StockData firstData = await StockDataBase.Get(tradeList.Stock, tradeList.Interval);
int startIndex = firstData.FindDateIndex(_startDate);
int stopIndex = firstData.FindDateIndex(_endDate);
int dataCount = firstData.TimeSeries.DataPoints.Count;
if (stopIndex == 0)
{
stopIndex = dataCount - 1;
}
//Simulate trades
OptionPortfolio portfolio = new OptionPortfolio(_startBalance, _fee, _slippage);
_balanceChart = new GraphData(_name + " Balance");
for (int i = startIndex; i <= stopIndex; i++)
{
foreach (OptionTrade trade in tradeList.Trades)
{
int dateIndex = firstData.FindDateIndex(trade.TradeDate);
if (dateIndex == i)
{
portfolio.MakeTrade(trade, tradeList.Interval);
}
}
DateTime date = firstData.TimeSeries.DataPoints[i].DateTime;
GraphDataPoint balanceGraphDataPoint = new GraphDataPoint(date, await portfolio.TotalBalance(date, tradeList.Interval));
_balanceChart.DataPoints.Add(balanceGraphDataPoint);
}
}
}