internal NativeGreeks(IDxGreeks greeks) : base(greeks.EventSymbol) { EventFlags = greeks.EventFlags; EventFlags = greeks.EventFlags; Index = greeks.Index; Time = greeks.Time; Price = greeks.Price; Volatility = greeks.Volatility; Delta = greeks.Delta; Gamma = greeks.Gamma; Rho = greeks.Rho; Theta = greeks.Theta; Vega = greeks.Vega; }
internal static void CompareGreeks(IDxGreeks playedGreek, IDxGreeks receivedGreek) { Assert.AreEqual(playedGreek.EventSymbol, receivedGreek.EventSymbol); Assert.AreEqual(playedGreek.EventFlags, receivedGreek.EventFlags); Assert.AreEqual(playedGreek.Delta, receivedGreek.Delta); Assert.AreEqual(playedGreek.Gamma, receivedGreek.Gamma); Assert.AreEqual(playedGreek.Price, receivedGreek.Price); Assert.AreEqual(playedGreek.Rho, receivedGreek.Rho); Assert.AreEqual(playedGreek.Theta, receivedGreek.Theta); Assert.AreEqual(playedGreek.TimeStamp, receivedGreek.TimeStamp); Assert.AreEqual(playedGreek.Time, receivedGreek.Time); Assert.AreEqual(playedGreek.Vega, receivedGreek.Vega); Assert.AreEqual(playedGreek.Volatility, receivedGreek.Volatility); Assert.AreEqual(playedGreek.Index, receivedGreek.Index); }
/// <summary> /// Creates Greeks event from another object. /// </summary> /// <param name="greeks">Other Greeks object.</param> internal PlayedGreeks(IDxGreeks greeks) { EventSymbol = greeks.EventSymbol; EventFlags = greeks.EventFlags; Delta = greeks.Delta; Gamma = greeks.Gamma; Price = greeks.Price; Rho = greeks.Rho; Theta = greeks.Theta; Time = greeks.Time; Vega = greeks.Vega; Volatility = greeks.Volatility; Index = greeks.Index; Params = new EventParams(EventFlags, ((ulong)TimeStamp << 32), 0); Data = new DxTestGreeks(EventFlags, Index, Tools.DateToUnixTime(Time), Price, Volatility, Delta, Gamma, Theta, Rho, Vega); }