public IList <CallPutTDOptionVM> MakeCallPutTDOptionData(IList <double> strikeList, IList <ContractKeyVM> callList, IList <ContractKeyVM> putList, IList <MarketDataVM> marketDataList = null)
{
var retList = new List <CallPutTDOptionVM>();
for (int i = 0; i < callList.Count; i++)
{
var callOption = new TradingDeskOptionVM {
Exchange = callList[i].Exchange, Contract = callList[i].Contract
};
var putOption = new TradingDeskOptionVM {
Exchange = putList[i].Exchange, Contract = putList[i].Contract
};
if (marketDataList != null)
{
callOption.MarketDataVM = marketDataList.FirstOrDefault(c => c.Contract == callList[i].Contract);
putOption.MarketDataVM = marketDataList.FirstOrDefault(c => c.Contract == putList[i].Contract);
}
callOption.InitProperties();
putOption.InitProperties();
var callStrategyVM = StrategyVMCollection.FirstOrDefault(s => s.EqualContract(callList[i]));
if (callStrategyVM != null)
{
callStrategyVM.Depth = 1;
}
var putStrategyVM = StrategyVMCollection.FirstOrDefault(s => s.EqualContract(putList[i]));
if (putStrategyVM != null)
{
putStrategyVM.Depth = 1;
}
retList.Add(new CallPutTDOptionVM()
{
StrikePrice = strikeList[i],
CallOptionVM = callOption,
PutOptionVM = putOption,
CallStrategyVM = callStrategyVM,
PutStrategyVM = putStrategyVM
});
}
return(retList);
}
