private void MainForm_OnActPosUpdateButtonClick(object sender, PositionTableArgs e)
{
try
{
PositionManager tempPosManager = ParseUserArgsPositionForManager(new PositionManager(), e.userArgs);
List <string[]> tempPosTableData = new List <string[]>();
tempPosManager.UpdateGeneralParametres();
if (tempPosManager.Futures != null)
{
tempPosTableData.Add(CreateActualPosTableDataRowFromFut(tempPosManager.Futures));
}
foreach (Option opt in tempPosManager.Options)
{
tempPosTableData.Add(CreateActualPosTableDataRowFromOpt(opt));
}
mainForm.UpdateActualPositionTableData(tempPosTableData);
}
catch (Exception e2)
{
LOGGER.Error("An exception when event of ACTUAL position update was enabled:{0}", e2.ToString());
throw;
}
}
private void MainForm_OnPosUpdateButtonClick(object sender, PositionTableArgs e)
{
try
{
List <string[]> tempPosTableData = new List <string[]>();
List <double[]> tempPosChartData = new List <double[]>();
simulPosManager.CleanAllPositions();
ParseUserArgsPositionForManager(simulPosManager, e.userArgs);
simulPosManager.UpdateGeneralParametres();
if (simulPosManager.Futures != null)
{
tempPosTableData.Add(CreatePosTableDataRowFromFut(simulPosManager.Futures));
}
foreach (Option opt in simulPosManager.Options)
{
tempPosTableData.Add(CreatePosTableDataRowFromOpt(opt));
}
mainForm.UpdateSimulationPositionTableData(tempPosTableData);
GO_Calculator goCalculator = new GO_Calculator(simulPosManager, 0.3, 0.2, 0.01);
foreach (Option option in simulPosManager.Options)
{
option.Futures.MinPriceLimit = dataCollector.GetBasicFutures().MinPriceLimit;
option.Futures.MaxPriceLimit = dataCollector.GetBasicFutures().MaxPriceLimit;
}
double tempActVol =
(dataCollector.GetOption(dataCollector.CalculateActualStrike(), OptionType.Call).BuyVol +
dataCollector.GetOption(dataCollector.CalculateActualStrike(), OptionType.Put).BuyVol) / 2.0;
mainForm.UpdateTotalInfoTable(new double[]
{
Math.Round(simulPosManager.CalculatePositionCurPnL(), 0),
Math.Round(simulPosManager.CalculatePositionPnL(), 2),
Math.Round(simulPosManager.FixedPnL, 2),
Math.Round(simulPosManager.TotalDelta, 4),
Math.Round(simulPosManager.TotalGamma, 4),
Math.Round(simulPosManager.TotalVega, 4),
Math.Round(simulPosManager.TotalTheta, 4),
Math.Round(goCalculator.CalculateTotalPosition_GO(
tempActVol,
dataCollector.GetBasicFutures().GetTradeBlotter().AskPrice), 0)
});
double minStr = dataCollector.CalculateMinImportantStrike();
double maxStr = dataCollector.CalculateMaxImportantStrike();
for (double i = minStr; i <= maxStr; i += Settings.Default.StrikeStep)
{
tempPosChartData.Add(new double[]
{
i,
Math.Round(simulPosManager.CalculateCurApproxPnL(i), 0),
Math.Round(simulPosManager.CalculateExpirationPnL(i), 0)
});
}
mainForm.UpdatePositionChartData(tempPosChartData);
Settings.Default.SimulFixedPnL = simulPosManager.FixedPnL;
Settings.Default.Save();
}
catch (Exception e2)
{
LOGGER.Error("An exception when event of position update was enabled:{0}", e2.ToString());
throw;
}
}
