/// <summary>
/// Обработчик под тип данных IOption
/// </summary>
public void Execute(IOption source)
{
source.UnderlyingAsset.Commission = CalculateCommission;
bool showError = true;
foreach (var strike in source.GetStrikes())
{
try
{
strike.Commission = CalculateCommission;
}
catch (NullReferenceException nre)
{
if (showError)
{
showError = false;
string msg = String.Format("[DEBUG:{0}] {1}. Property 'Security' is empty for strike {2}. FullName:{3}. (The message is displayed only once.)",
GetType().Name, nre.GetType().FullName, strike.Strike, strike.FinInfo.Security.FullName);
Context.Log(msg, MessageType.Error, true);
}
}
}
}
public IList <int> Execute(IOption source)
{
MakeList(source.UnderlyingAsset.Bars.Count, source.GetStrikes().Count());
return(this);
}
public IList <Double2> Execute(IOption source, IReadOnlyList <InteractiveObject> data)
{
var strikes = source.GetStrikes().ToArray();
return(Calculate(strikes, data));
}
public IList <Double2> Execute(IOption source, InteractiveSeries data)
{
var strikes = source.GetStrikes().ToArray();
return(Calculate(strikes, data.ControlPoints));
}