public static HtmlElement LocateParentElement(HtmlDocument doc, string text, int index, string parent)
{
// locate text element
List <HtmlElement> elem_list = new List <HtmlElement>();
WebForm.LocateTextByWebBrowser(doc.Body, text, elem_list);
if (elem_list.Count == 0)
{
return(null);
}
// locate table of text element
return(WebForm.LocateParentElement(elem_list[index], parent));
}
public Main()
{
wir = new WorldInterestRate(cap);
// update feature list
feature_list.Add(FeaturesT.SUPPORTS_DELAYED_OPTIONS_CHAIN);
feature_list.Add(FeaturesT.SUPPORTS_DELAYED_STOCK_QUOTE);
// update server list
server_list.Add(Name);
wbf = new WebForm();
wbf.Show();
wbf.Hide();
}
// get stock latest options chain
public ArrayList GetOptionsChain(string ticker)
{
// correct symbol
ticker = CorrectSymbol(ticker);
string url;
if (ticker.StartsWith("^"))
{
url = string.Format(@"http://www.nseindia.com/live_market/dynaContent/live_watch/option_chain/optionKeys.jsp?symbol={0}&instrument=OPTIDX&date=-", ticker.TrimStart(new char[] { '^' }));
}
else
{
url = string.Format(@"http://www.nseindia.com/live_market/dynaContent/live_watch/option_chain/optionKeys.jsp?symbol={0}&instrument=OPTSTK&date=-", ticker.TrimStart(new char[] { '^' }));
}
// get page
HtmlDocument doc = wbf.GetHtmlDocumentWithWebBrowser(url, null, null, null, 60);
if (doc == null || doc.Body == null || string.IsNullOrEmpty(doc.Body.InnerText))
{
return(null);
}
// patch html to bypass bug in web-page
string html = doc.Body.OuterHtml;
html = html.Replace("solid; 1px block;border-right:#ffffff border-right-style:", "");
// convert web-page to xml
XmlDocument xml = cap.ConvertHtmlToXml(html);
if (xml == null)
{
return(null);
}
XmlNode nd, select_nd;
List <string> expdate_list = new List <string>();
select_nd = prs.FindXmlNodeByName(xml.FirstChild, "SELECT", "", 2, 0);
if (select_nd == null)
{
return(null);
}
for (int r = 2; ; r++)
{
nd = prs.FindXmlNodeByName(select_nd, "OPTION", "", r, 0);
if (nd == null || nd.InnerText == null)
{
break;
}
expdate_list.Add(nd.InnerText.Trim());
}
// create options array list
ArrayList options_list = new ArrayList();
options_list.Clear();
options_list.Capacity = 1024;
int i = 0;
foreach (string expdate in expdate_list)
{
if (expdate == "")
{
continue;
}
if (i++ > 0)
{
if (ticker.StartsWith("^"))
{
url = string.Format(@"http://www.nseindia.com/live_market/dynaContent/live_watch/option_chain/optionKeys.jsp?symbol={0}&instrument=OPTIDX&date={1}", ticker.TrimStart(new char[] { '^' }), expdate);
}
else
{
url = string.Format(@"http://www.nseindia.com/live_market/dynaContent/live_watch/option_chain/optionKeys.jsp?symbol={0}&instrument=OPTSTK&date={1}", ticker.TrimStart(new char[] { '^' }), expdate);
}
// get page
doc = wbf.GetHtmlDocumentWithWebBrowser(url, null, null, null, 60);
if (doc == null || doc.Body == null || string.IsNullOrEmpty(doc.Body.InnerText))
{
return(null);
}
// patch html to bypass bug in web-page
html = doc.Body.OuterHtml;
html = html.Replace("solid; 1px block;border-right:#ffffff border-right-style:", "");
// convert web-page to xml
xml = cap.ConvertHtmlToXml(html);
if (xml == null)
{
return(null);
}
}
// report progress
if (host.BackgroundWorker != null)
{
host.BackgroundWorker.ReportProgress(100 * i / expdate_list.Count);
}
// option chain table
HtmlElement elem = WebForm.LocateParentElement(doc, "Volume", 1, "TABLE");
if (elem == null)
{
continue;
}
xml = cap.ConvertHtmlToXml(elem.OuterHtml);
if (xml == null)
{
continue;
}
for (int r = 1; ; r++)
{
XmlNode row_nd = prs.GetXmlNodeByPath(xml.FirstChild, @"TBODY\TR(" + r + @")");
if (row_nd == null)
{
break;
}
for (int j = 1; j <= 2; j++)
{
try
{
Option option = new Option();
// option stock ticker and number of stocks per contract
option.stock = ticker;
option.stocks_per_contract = 1;
option.update_timestamp = DateTime.Now;
// option type
if (j == 2)
{
option.type = "Put";
}
else if (j == 1)
{
option.type = "Call";
}
else
{
continue;
}
// get option detail link
string symbol_href = null;
nd = prs.GetXmlNodeByPath(row_nd, @"TD(" + ((j == 1) ? 1 : 23) + @")\A");
try
{
if (nd != null && nd.Attributes != null)
{
foreach (XmlAttribute attr in nd.Attributes)
{
if (attr.Name == "href")
{
symbol_href = System.Web.HttpUtility.HtmlDecode(attr.Value).Trim();
break;
}
}
}
}
catch { }
if (symbol_href == null)
{
continue;
}
// symbol
option.symbol = "." + symbol_href.Replace("javascript:chartPopup(", "").Replace(");", "").Replace(" ", "").Replace(",", "").Replace(".", "").Replace("'", "");
// expiration date
DateTime.TryParse(expdate, ci, DateTimeStyles.None, out option.expiration);
// strike price
nd = prs.GetXmlNodeByPath(row_nd, @"TD(12)");
if (nd == null || nd.InnerText == null ||
!double.TryParse(nd.InnerText, NumberStyles.Number, ci, out option.strike))
{
continue;
}
// option bid price
nd = prs.GetXmlNodeByPath(row_nd, @"TD(" + ((j == 1) ? 9 : 14) + @")");
option.price.bid = double.NaN;
if (nd.InnerText != "-")
{
double.TryParse(nd.InnerText, NumberStyles.Number, ci, out option.price.bid);
}
// option ask price
nd = prs.GetXmlNodeByPath(row_nd, @"TD(" + ((j == 1) ? 10 : 15) + @")");
option.price.ask = double.NaN;
if (nd.InnerText != "-")
{
double.TryParse(nd.InnerText, NumberStyles.Number, ci, out option.price.ask);
}
// option last price
nd = prs.GetXmlNodeByPath(row_nd, @"TD(" + ((j == 1) ? 6 : 18) + @")");
option.price.last = double.NaN;
if (nd.InnerText != "-")
{
double.TryParse(nd.InnerText, NumberStyles.Number, ci, out option.price.last);
}
// option price change
nd = prs.GetXmlNodeByPath(row_nd, @"TD(" + ((j == 1) ? 7 : 17) + @")");
option.price.change = double.NaN;
if (nd.InnerText != "-")
{
double.TryParse(nd.InnerText, NumberStyles.Number, ci, out option.price.change);
}
// option volume
nd = prs.GetXmlNodeByPath(row_nd, @"TD(" + ((j == 1) ? 4 : 20) + @")");
option.volume.total = 0;
if (nd.InnerText != "-")
{
double.TryParse(nd.InnerText, NumberStyles.Number, ci, out option.volume.total);
}
// open int
nd = prs.GetXmlNodeByPath(row_nd, @"TD(" + ((j == 1) ? 2 : 22) + @")");
option.open_int = 0;
if (nd.InnerText != "-")
{
int.TryParse(nd.InnerText, NumberStyles.Number, ci, out option.open_int);
}
options_list.Add(option);
}
catch { }
}
}
}
return(options_list);
}
