private void Button1_Click(object sender, EventArgs e)
{
SeleniumBO bo = new SeleniumBO("");
var r = bo.ImpliedVolatility("CE", 489.65, 440, 0.1, 0.073972602739726, 0, 92.8, 0.3);
MessageBox.Show("IV- Actual IV = 125.79%, Calculated IV = " + r);
var d = bo.OptionDelta("CE", 489.65, 440, 0.1, 0.073972602739726, 125.79 / 100, 0);
MessageBox.Show("Delta - Actual = 0.69, Calculated = " + d);
var t = bo.OptionTheta("CE", 489.65, 440, 0.1, 0.073972602739726, 125.79 / 100, 0);
MessageBox.Show("Theta - Actual = -1.16, Calculated = " + t);
var g = bo.OptionGamma(489.65, 440, 0.1, 0.073972602739726, 125.79 / 100, 0);
MessageBox.Show("Gamma - Actual = 0.0021, Calculated = " + g);
var v = bo.OptionVega(489.65, 440, 0.1, 0.073972602739726, 125.79 / 100, 0);
MessageBox.Show("Vega - Actual = 0.467, Calculated = " + v);
}
private void BtnGetData_Click(object sender, EventArgs e)
{
SeleniumBO sbo = new SeleniumBO(url);
int days = 90;
data = new DataTable();
DateTime newFromDate = dtFromDate.Value;
DateTime newToDate = dtToDate.Value;
DataTable tmpTable = null;
while (days <= (newToDate - newFromDate).TotalDays)
{
newToDate = newFromDate.AddDays(days);
tmpTable = sbo.ExecuteSelenium(txtSymbol.Text, newFromDate, newToDate, cBoxOptionType.SelectedItem.ToString(), cBoxInstrumentType.SelectedItem.ToString());
if (tmpTable != null)
{
data.Merge(tmpTable);
}
newFromDate = newToDate.AddDays(1);
newToDate = dtToDate.Value;
}
if ((newToDate - newFromDate).TotalDays < days)
{
tmpTable = sbo.ExecuteSelenium(txtSymbol.Text, newFromDate, newToDate, cBoxOptionType.SelectedItem.ToString(), cBoxInstrumentType.SelectedItem.ToString());
if (tmpTable != null)
{
data.Merge(tmpTable);
}
}
DataRow[] dr = data.Select("No._of_contracts=0 OR Symbol=''");
foreach (DataRow row in dr)
{
data.Rows.Remove(row);
}
bs.DataSource = data;
advancedDataGridView1.DataSource = bs;
advancedDataGridView1.AutoGenerateColumns = true;
}
