public void select(DbConnection conn) { if (conn.State != ConnectionState.Open) conn.Open(); DataTable tb = new DataTable(); this.DAOList_ = new List<OPTION_POSITION_1928_Table_DAO>(); DbCommand dbCommand = conn.CreateCommand(); string selectQuery = OPTION_POSITION_1928_Table_DAOManager.SelectQuery_; //selectQuery = selectQuery.Replace("@KeyColumnValue@", this.KeyColumn_); dbCommand.CommandText = selectQuery; //DbDataAdapter dataAdapter = new DbDataAdapter(dbCommand, conn); DbDataAdapter dataAdapter = DataBaseConnectManager.CreateDataAdapter(dbCommand, conn); dataAdapter.Fill(tb); DataRow[] dr = tb.Select(); int rowCount = dr.Length; foreach (DataRow item in dr) { OPTION_POSITION_1928_Table_DAO dao = new OPTION_POSITION_1928_Table_DAO(); dao.POSITIONNAME_ = item[0].ToString(); dao.SELLBUY_ = item[1].ToString(); dao.UNIT_ = item[2].ToString(); dao.EVALAMT_ = item[3].ToString(); dao.DELTA_ = item[4].ToString(); dao.GAMMA_ = item[5].ToString(); dao.VEGA_ = item[6].ToString(); dao.IMVOL_ = item[7].ToString(); dao.DELTAPOSITION_ = item[8].ToString(); dao.TOTALRISK_ = item[9].ToString(); dao.DELTARISK_ = item[10].ToString(); dao.GAMMARISK_ = item[11].ToString(); dao.VEGARISK_ = item[12].ToString(); dao.DEEPOTM_ = item[13].ToString(); dao.REMAINDAYS_ = item[14].ToString(); this.DAOList_.Add(dao); } }
public void select(DbConnection conn) { if (conn.State != ConnectionState.Open) { conn.Open(); } DataTable tb = new DataTable(); this.DAOList_ = new List <OPTION_POSITION_1928_Table_DAO>(); DbCommand dbCommand = conn.CreateCommand(); string selectQuery = OPTION_POSITION_1928_Table_DAOManager.SelectQuery_; //selectQuery = selectQuery.Replace("@KeyColumnValue@", this.KeyColumn_); dbCommand.CommandText = selectQuery; //DbDataAdapter dataAdapter = new DbDataAdapter(dbCommand, conn); DbDataAdapter dataAdapter = DataBaseConnectManager.CreateDataAdapter(dbCommand, conn); dataAdapter.Fill(tb); DataRow[] dr = tb.Select(); int rowCount = dr.Length; foreach (DataRow item in dr) { OPTION_POSITION_1928_Table_DAO dao = new OPTION_POSITION_1928_Table_DAO(); dao.POSITIONNAME_ = item[0].ToString(); dao.SELLBUY_ = item[1].ToString(); dao.UNIT_ = item[2].ToString(); dao.EVALAMT_ = item[3].ToString(); dao.DELTA_ = item[4].ToString(); dao.GAMMA_ = item[5].ToString(); dao.VEGA_ = item[6].ToString(); dao.IMVOL_ = item[7].ToString(); dao.DELTAPOSITION_ = item[8].ToString(); dao.TOTALRISK_ = item[9].ToString(); dao.DELTARISK_ = item[10].ToString(); dao.GAMMARISK_ = item[11].ToString(); dao.VEGARISK_ = item[12].ToString(); dao.DEEPOTM_ = item[13].ToString(); dao.REMAINDAYS_ = item[14].ToString(); this.DAOList_.Add(dao); } }
public void build(OPTION_POSITION_1928_Table_DAO dao) { this.nameParsing(dao.POSITIONNAME_); this.sellBuy_ = dao.SELLBUY_; this.unit_ = Convert.ToInt32(dao.UNIT_); this.evalAmt_ = Convert.ToDouble(dao.EVALAMT_); this.currPrice_ = this.evalAmt_ / (this.unit_ * 500000); //this.delta_ = Convert.ToDouble(dao.DELTA_); //this.gamma_ = Convert.ToDouble(dao.GAMMA_); //this.vega_ = Convert.ToDouble(dao.VEGA_); double v = Convert.ToDouble(dao.IMVOL_); this.imVol_ = v; }
public void loadDataFromExcelSheet(Excel.Worksheet activeWorksheet) { this.optionViewModelList_.Clear(); this.call_strikeData_.Clear(); this.put_strikeData_.Clear(); this.call_imvolData_.Clear(); this.put_imvolData_.Clear(); Excel.Range rngColumnA = activeWorksheet.get_Range("A1:A300"); try { Excel.Range callNameRng = rngColumnA.Find("종목명"); Excel.Range callDataRng = callNameRng.CurrentRegion; int callOptionCount = callDataRng.Rows.Count; for (int i = 1; i < callOptionCount; i++) { OPTION_POSITION_1928_Table_DAO dao = new OPTION_POSITION_1928_Table_DAO(); dao.POSITIONNAME_ = (string)callNameRng.get_Offset(i, 0).Value; dao.SELLBUY_ = (callNameRng.get_Offset(i, 1).Value2).ToString(); dao.UNIT_ = (callNameRng.get_Offset(i, 2).Value2).ToString(); dao.EVALAMT_ = (callNameRng.get_Offset(i, 3).Value2).ToString(); dao.DELTA_ = (callNameRng.get_Offset(i, 4).Value2).ToString(); dao.GAMMA_ = (callNameRng.get_Offset(i, 5).Value2).ToString(); dao.VEGA_ = (callNameRng.get_Offset(i, 6).Value2).ToString(); dao.IMVOL_ = (callNameRng.get_Offset(i, 7).Value2).ToString(); dao.DELTAPOSITION_ = (callNameRng.get_Offset(i, 8).Value2).ToString(); dao.TOTALRISK_ = (callNameRng.get_Offset(i, 9).Value2).ToString(); dao.DELTARISK_ = (callNameRng.get_Offset(i, 10).Value2).ToString(); dao.GAMMARISK_ = (callNameRng.get_Offset(i, 11).Value2).ToString(); dao.VEGARISK_ = (callNameRng.get_Offset(i, 12).Value2).ToString(); dao.DEEPOTM_ = (callNameRng.get_Offset(i, 13).Value2).ToString(); dao.REMAINDAYS_ = (callNameRng.get_Offset(i, 14).Value2).ToString(); OptionViewModel_1928 ovm_1928 = new OptionViewModel_1928(); ovm_1928.Brush_ = BrushesViewModel.BrushList_[i - 1]; ovm_1928.build(dao); if (ovm_1928.ImVol_ > 5) { if (ovm_1928.CallPutEnum_ == Option.Type.Call) { if (!(this.call_strikeData_.Contains(ovm_1928.Strike_))) { this.call_strikeData_.Add(ovm_1928.Strike_); this.call_imvolData_.Add(ovm_1928.ImVol_); } } else if (ovm_1928.CallPutEnum_ == Option.Type.Put) { if (!(this.put_strikeData_.Contains(ovm_1928.Strike_))) { this.put_strikeData_.Add(ovm_1928.Strike_); this.put_imvolData_.Add(ovm_1928.ImVol_); } } else { } } this.optionViewModelList_.Add(ovm_1928); } Excel.Range kospiNameRng = rngColumnA.Find("KOSPI200"); this.gbmParaViewModel_.CurrentPrice_ = Convert.ToDouble((kospiNameRng.get_Offset(0, 1).Value2).ToString()); this.put_strikeData_.Reverse(); this.put_imvolData_.Reverse(); this.gbmParaViewModel_.Call_Interpolation_ = this.call_imvolFitting(); this.gbmParaViewModel_.Put_Interpolation_ = this.put_imvolFitting(); } catch (Exception) { System.Windows.MessageBox.Show("Load PowerBase TR_1928 Data."); throw; } }
public void loadDataFromExcelSheet(Excel.Worksheet activeWorksheet) { this.optionViewModelList_.Clear(); this.call_strikeData_.Clear(); this.put_strikeData_.Clear(); this.call_imvolData_.Clear(); this.put_imvolData_.Clear(); Excel.Range rngColumnA = activeWorksheet.get_Range("A1:A300"); try { Excel.Range callNameRng = rngColumnA.Find("종목명"); Excel.Range callDataRng = callNameRng.CurrentRegion; int callOptionCount = callDataRng.Rows.Count; for (int i = 1; i < callOptionCount; i++) { OPTION_POSITION_1928_Table_DAO dao = new OPTION_POSITION_1928_Table_DAO(); dao.POSITIONNAME_ = (string)callNameRng.get_Offset(i, 0).Value; dao.SELLBUY_ = (callNameRng.get_Offset(i, 1).Value2).ToString(); dao.UNIT_ = (callNameRng.get_Offset(i, 2).Value2).ToString(); dao.EVALAMT_ = (callNameRng.get_Offset(i, 3).Value2).ToString(); dao.DELTA_ = (callNameRng.get_Offset(i, 4).Value2).ToString(); dao.GAMMA_= (callNameRng.get_Offset(i, 5).Value2).ToString(); dao.VEGA_ = (callNameRng.get_Offset(i, 6).Value2).ToString(); dao.IMVOL_ = (callNameRng.get_Offset(i, 7).Value2).ToString(); dao.DELTAPOSITION_ = (callNameRng.get_Offset(i, 8).Value2).ToString(); dao.TOTALRISK_ = (callNameRng.get_Offset(i, 9).Value2).ToString(); dao.DELTARISK_ = (callNameRng.get_Offset(i, 10).Value2).ToString(); dao.GAMMARISK_ = (callNameRng.get_Offset(i, 11).Value2).ToString(); dao.VEGARISK_ = (callNameRng.get_Offset(i, 12).Value2).ToString(); dao.DEEPOTM_ = (callNameRng.get_Offset(i, 13).Value2).ToString(); dao.REMAINDAYS_ = (callNameRng.get_Offset(i, 14).Value2).ToString(); OptionViewModel_1928 ovm_1928 = new OptionViewModel_1928(); ovm_1928.Brush_ = BrushesViewModel.BrushList_[i - 1]; ovm_1928.build(dao); if (ovm_1928.ImVol_ > 5 ) { if (ovm_1928.CallPutEnum_ == Option.Type.Call) { if (!(this.call_strikeData_.Contains(ovm_1928.Strike_))) { this.call_strikeData_.Add(ovm_1928.Strike_); this.call_imvolData_.Add(ovm_1928.ImVol_); } } else if (ovm_1928.CallPutEnum_ == Option.Type.Put) { if (!(this.put_strikeData_.Contains(ovm_1928.Strike_))) { this.put_strikeData_.Add(ovm_1928.Strike_); this.put_imvolData_.Add(ovm_1928.ImVol_); } } else { } } this.optionViewModelList_.Add(ovm_1928); } Excel.Range kospiNameRng = rngColumnA.Find("KOSPI200"); this.gbmParaViewModel_.CurrentPrice_ = Convert.ToDouble((kospiNameRng.get_Offset(0, 1).Value2).ToString()); this.put_strikeData_.Reverse(); this.put_imvolData_.Reverse(); this.gbmParaViewModel_.Call_Interpolation_ = this.call_imvolFitting(); this.gbmParaViewModel_.Put_Interpolation_ = this.put_imvolFitting(); } catch (Exception) { System.Windows.MessageBox.Show("Load PowerBase TR_1928 Data."); throw; } }