double GetOneOptionValueDiff(WatchElement optionWE, WatchElement elwWE, BidAskDiffMode bidAskDiffMode)
{
double optionOneOptionValue = GetOptionOneOptionValue(optionWE, bidAskDiffMode);
double elwOneOptionValue = GetElwOneOptionValue(elwWE, bidAskDiffMode);
return elwOneOptionValue - optionOneOptionValue;
}
public void AddDiffData(WatchElement optionWE, WatchElement elwWE, double diff)
{
if (!_data.ContainsKey(elwWE.Code))
{
_data.Add(elwWE.Code, new WasEoDiffDatum(elwWE.Code));
}
_data[elwWE.Code].AddDiff(diff);
}
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);
}
}
double GetOptionOneOptionValue(WatchElement optionWE, BidAskDiffMode bidAskDiffMode)
{
double optionOneOptionValue = -1;
if (bidAskDiffMode == BidAskDiffMode.AskAsk || bidAskDiffMode == BidAskDiffMode.AskBid)
{
optionOneOptionValue = ElwOptionUtil.ConvertPriceToOneOptionValue(optionWE.Code, optionWE.RefRMD.AskPrice1);
}
else if (bidAskDiffMode == BidAskDiffMode.BidBid || bidAskDiffMode == BidAskDiffMode.BidAsk)
{
optionOneOptionValue = ElwOptionUtil.ConvertPriceToOneOptionValue(optionWE.Code, optionWE.RefRMD.BidPrice1);
}
else
{
Debug.Assert(false);
}
return optionOneOptionValue;
}
void InitOptionDataPart(OptionTribe ot)
{
RawMarketData rmdOption = RmdManager.Ins().GetData(ot.KOI.Code);
OptionWE = new WatchElement(ref rmdOption);
}
