public SweepUnit_OE(
POrder goalOrder,
Account accountFO,
Account accountSpot,
OptionTribe ot,
ISweeper parent,
Boolean bConservativeOptionPolicyOn,
int muteSec)
{
ID = SweepUnitIDManager.NextID++;
_parent = parent;
GoalOrder = goalOrder;
RealOrders = new List<POrder>();
_ot = ot;
_mute = new Timer(muteSec, ""); // 2초
_candidateCodes = ElwOptionUtil.GetSameCandidateCodes(goalOrder.Code);
_accountSpot = accountSpot;
_accountFO = accountFO;
_bConservativeOptionPolicyOn = bConservativeOptionPolicyOn;
if (!RequestInitOrder())
{
GoalOrder.Free();
}
_State = State._1_MuteFewSecs;
ShowState();
}
void InitElwDataPart(OptionTribe ot)
{
foreach (ElwInfo ei in ot.ElwInfos)
{
RawMarketData rmdElw = RmdManager.Ins().GetData(ei.Code);
WatchElement we = new WatchElement(ref rmdElw);
ElwWEs.Add(we);
}
}
public SweepUnit_OE(
POrder goalOrder,
Account accountFO,
Account accountSpot,
OptionTribe ot,
ISweeper parent,
Boolean bConservativeOptionPolicyOn)
: this(goalOrder, accountFO, accountSpot, ot, parent, true, 2)
{
}
void SetOptionTribes()
{
_tribes.Clear();
// 오름차순(1->2)으로 정렬된 strike list를 얻었다.
List<double> callStrikeList = OptionUtil.GetSortedStrikeList(CallPutFlag.Call);
DateTime dtOptionMaturity = Util.GetSystemOptionMaturity();
foreach (double strike in callStrikeList)
{
String callKey = OptionUtil.GetKOIKey(CallPutFlag.Call, strike);
OptionTribe callOt = new OptionTribe(CallPutFlag.Call, strike, dtOptionMaturity);
if (callOt.IsValid)
{
_tribes.Add(callKey, callOt);
}
}
List<double> putStrikeList = OptionUtil.GetSortedStrikeList(CallPutFlag.Put);
foreach (double strike in putStrikeList)
{
String putKey = OptionUtil.GetKOIKey(CallPutFlag.Put, strike);
OptionTribe putOt = new OptionTribe(CallPutFlag.Put, strike, dtOptionMaturity);
if (putOt.IsValid)
{
_tribes.Add(putKey, putOt);
}
}
SetOptionTribeNeighbors();
}
public void SetRightTribe(OptionTribe otRight)
{
OtRight = otRight;
}
public void SetLeftTribe(OptionTribe otLeft)
{
OtLeft = otLeft;
}
void InitOptionDataPart(OptionTribe ot)
{
RawMarketData rmdOption = RmdManager.Ins().GetData(ot.KOI.Code);
OptionWE = new WatchElement(ref rmdOption);
}
