private void Adjustment2_ValueChanged(object sender, RoutedPropertyChangedEventArgs <object> e)
{
if (e.OldValue != null && e.NewValue != null)
{
var contract = SubbedContracts2?.FirstOrDefault();
if (contract != null)
{
UpdateStrategyAdjustment(contract, StrategyVM.Model.VM, (double)e.NewValue);
}
}
}
private void volModelCB1_SelectionChanged(object sender, SelectionChangedEventArgs e)
{
var modelParam = volModelCB1.SelectedItem as ModelParamsVM;
if (modelParam != null)
{
var contract = SubbedContracts2?.FirstOrDefault();
if (contract != null)
{
var strategy =
_otcOptionHandler.StrategyVMCollection.FirstOrDefault(s => s.Exchange == contract.Exchange && s.Contract == contract.Contract);
if (strategy != null && strategy.VolModel != modelParam.InstanceName)
{
strategy.VolModel = modelParam.InstanceName;
_otcOptionHandler.UpdateStrategyModel(strategy, StrategyVM.Model.VM);
}
}
}
}
private async void contract2_SelectionChanged(object sender, SelectionChangedEventArgs e)
{
if (contract2.SelectedItem != null)
{
var uexchange = exchange2.SelectedValue?.ToString();
var uc = contract2.SelectedItem?.ToString();
var handler = MessageHandlerContainer.DefaultInstance.Get <MarketDataHandler>();
QuoteVMCollection2.Clear();
var mktDataVM = await handler.SubMarketDataAsync(uc);
if (mktDataVM != null)
{
QuoteVMCollection2.Add(mktDataVM);
}
var contract = SubbedContracts2?.FirstOrDefault();
if (contract != null)
{
var strategy =
_otcOptionHandler.StrategyVMCollection.FirstOrDefault(s => s.Exchange == contract.Exchange && s.Contract == contract.Contract);
var pricingContract = strategy.VMContractParams.FirstOrDefault();
if (pricingContract != null && pricingContract.Exchange == uexchange && pricingContract.Contract == uc)
{
return;
}
if (pricingContract == null)
{
pricingContract = new PricingContractParamVM();
strategy.VMContractParams.Add(pricingContract);
}
pricingContract.Exchange = uexchange;
pricingContract.Contract = uc;
_otcOptionHandler.UpdateStrategyPricingContracts(strategy, StrategyVM.Model.VM);
}
}
}
private async void expireDateCB1_SelectionChanged(object sender, SelectionChangedEventArgs e)
{
if (expireDateCB1.SelectedValue != null)
{
var ed = expireDateCB1.SelectedValue.ToString();
var uc = underlyingContractCB1.SelectedValue.ToString();
var exchange = underlyingEX1.SelectedValue.ToString();
var optionList = (from c in _contractList
where c.Exchange == exchange && c.UnderlyingContract == uc && c.ExpireDate == ed
select new ContractKeyVM(c.Exchange, c.Contract)).ToList();
SubbedContracts2 = await _otcOptionHandler.SubTradingDeskDataAsync(optionList);
exchange2.ItemsSource = null;
underlying2.ItemsSource = null;
contract2.ItemsSource = null;
volModelCB1.ItemsSource = null;
adjustment2.Value = null;
exchange2.ItemsSource = _futurecontractList.Select(c => c.Exchange).Distinct();
volModelCB1.ItemsSource = _otcOptionHandler.GetModelParamsVMCollection("vm");
var contract = SubbedContracts2?.FirstOrDefault();
if (contract != null)
{
var strategy =
_otcOptionHandler.StrategyVMCollection.FirstOrDefault(s => s.Exchange == contract.Exchange && s.Contract == contract.Contract);
var pricingContract = strategy?.VMContractParams.FirstOrDefault();
if (pricingContract != null)
{
var futureexchange = pricingContract.Exchange;
var futurecontract = pricingContract.Contract;
var futureunderlying = _futurecontractList.FirstOrDefault(c => c.Exchange == futureexchange && c.Contract == futurecontract)?.ProductID;
var volmodel = strategy.VolModel;
var adjust = pricingContract.Adjust;
volModelCB1.SelectedValue = volmodel;
exchange2.SelectedValue = futureexchange;
var exchangeTemp = exchange2.SelectedValue?.ToString();
if (exchangeTemp != null)
{
var productID = (from c in _futurecontractList
where c.Exchange == exchange.ToString()
orderby c.ProductID ascending
select c.ProductID).Distinct().ToList();
//underlying2.ItemsSource = _futurecontractList.Where(c => c.Exchange == exchangeTemp).Select(c => c.ProductID).Distinct();
underlying2.ItemsSource = productID;
contract2.ItemsSource = null;
}
underlying2.SelectedValue = futureunderlying;
var productIdTemp = underlying2.SelectedValue?.ToString();
if (productIdTemp != null)
{
var underlyingContracts = (from c in _futurecontractList
where c.ProductID == productIdTemp.ToString()
select c.Contract).Distinct().ToList();
contract2.ItemsSource = underlyingContracts;
}
contract2.SelectedValue = futurecontract;
adjustment2.Value = adjust;
}
}
}
}
