static void Close(ExcelData data)
{
data.xlWorkBook.Close(true, null, null);
data.xlApp.Quit();
releaseObject(data.xlWorkSheet);
releaseObject(data.xlWorkBook);
releaseObject(data.xlApp);
}
static void VerifyMaturityProfit(double strike, ExcelData elw_data, ExcelData option_data)
{
try
{
strike = Math.Round(strike, 2);
Dictionary<String, Datum> elw_dict = GetElwDict(strike, elw_data);
Dictionary<String, Datum> option_dict = GetOptionDict(strike, option_data);
double maturity_close_distortion = GetMaturityCloseDistortion(elw_dict, option_dict);
double close_distortion = GetCloseDistortion(elw_dict, option_dict);
Console.WriteLine(String.Format(
"만기일이라면 {0:n0} 만큼이 다음주 수요일 손익에 합산됩니다.",
maturity_close_distortion));
Console.WriteLine(String.Format(
"만기일이 아니라면 {0:n0} 만큼을 손익에 더해주세요.",
close_distortion));
}
catch (System.Exception ex)
{
Console.WriteLine(ex.ToString());
}
}
static ExcelData GetExcelData(String path)
{
Excel.Application xlApp;
Excel.Workbook xlWorkBook;
Excel.Worksheet xlWorkSheet;
xlApp = new Excel.ApplicationClass();
xlWorkBook = xlApp.Workbooks.Open(
path,
0,
true,
5,
"",
"",
true,
Microsoft.Office.Interop.Excel.XlPlatform.xlWindows,
"\t",
false,
false,
0,
true,
1,
0);
xlWorkSheet = (Excel.Worksheet)xlWorkBook.Worksheets.get_Item(1);
ExcelData data = new ExcelData();
data.xlApp = xlApp;
data.xlWorkBook = xlWorkBook;
data.xlWorkSheet = xlWorkSheet;
return data;
}
static Dictionary<String, Datum> GetOptionDict(double strike, ExcelData option_data)
{
Excel.Worksheet ws = option_data.xlWorkSheet;
Dictionary<String, Datum> dict = new Dictionary<string, Datum>();
//loop without header row.
for (int i = 2; i <= ws.Rows.Count; ++i)
{
Excel.Range rngTicker = ws.Cells[i, 2] as Excel.Range;
if (rngTicker.Value2 == null || rngTicker.Count == 0)
{
break;
}
String ticker = rngTicker.Value2.ToString();
Excel.Range rngCount = ws.Cells[i, 4] as Excel.Range;
long count = Convert.ToInt64(rngCount.Value2);
Excel.Range rngClose = ws.Cells[i, 7] as Excel.Range;
double close = Convert.ToDouble(rngClose.Value2);
Excel.Range rngMarketValue = ws.Cells[i, 9] as Excel.Range;
double market_value = Convert.ToInt64(rngMarketValue.Value2);
Excel.Range rngCurPnL = ws.Cells[i, 10] as Excel.Range;
double cur_pnl = Convert.ToInt64(rngCurPnL.Value2);
Excel.Range rngLongShort = ws.Cells[i, 8] as Excel.Range;
String longShortKorean = rngLongShort.Value2.ToString();
TradingDirection long_short = TradingDirection.Short;
if (longShortKorean.CompareTo("매수") == 0)
{
long_short = TradingDirection.Long;
}
double book_value = market_value + cur_pnl;
KospiOptionInfo koi = OptionUtil.GetKOI(ticker);
Datum datum = new Datum();
datum.Code = ticker;
datum.Close = close;
datum.Count = count;
datum.BookValue = book_value;
datum.MarketValue = market_value;
datum.CallPut = koi.CallPut;
datum.MaturityMarketValue = GetOptionMaturityMarketValue(datum, strike);
datum.LongShort = long_short;
dict.Add(ticker, datum);
}
return dict;
}
static Dictionary<String, Datum> GetElwDict(double strike, ExcelData elw_data)
{
Excel.Worksheet ws = elw_data.xlWorkSheet;
Dictionary<String, Datum> dict = new Dictionary<string, Datum>();
//loop without header row.
for (int i = 2; i <= ws.Rows.Count; ++i)
{
Excel.Range rng1 = ws.Cells[i, 1] as Excel.Range;
if (rng1.Value2 == null || rng1.Count == 0)
{
break;
}
String ticker = rng1.Value2.ToString();
Excel.Range rngCount = ws.Cells[i, 4] as Excel.Range;
long count = Convert.ToInt64(rngCount.Value2);
Excel.Range rngBookValue = ws.Cells[i, 12] as Excel.Range;
long book_value = Convert.ToInt64(rngBookValue.Value2);
Excel.Range rngClose = ws.Cells[i, 21] as Excel.Range;
double close = Convert.ToDouble(rngClose.Value2);
Excel.Range rngMarketValue = ws.Cells[i, 25] as Excel.Range;
double market_value = Convert.ToInt64(rngMarketValue.Value2);
ElwInfo ei = ElwUtil.GetElwInfo(ticker);
Datum datum = new Datum();
datum.Code = ticker;
datum.Close = close;
datum.Count = count;
datum.BookValue = book_value;
datum.MarketValue = market_value;
datum.CallPut = ei.CallPut;
datum.MaturityMarketValue = GetElwMaturityMarketValue(datum, strike);
datum.LongShort = TradingDirection.Long;
dict.Add(ticker, datum);
}
return dict;
}