示例#1
0
        internal async Task createDoc()
        {
            MongoDB_OptionSpreadExpression osefdb = new MongoDB_OptionSpreadExpression();

            osefdb.cqgSymbol = "test";

            string json = Newtonsoft.Json.JsonConvert.SerializeObject(osefdb);

            //Bsondo

            MongoDB.Bson.BsonDocument document
                = MongoDB.Bson.Serialization.BsonSerializer.Deserialize <BsonDocument>(json);

            var collection = _database.GetCollection <BsonDocument>("restaurants");
            await collection.InsertOneAsync(document);
        }
示例#2
0
        copyToMongoDB_OptionSpreadExpression(OptionSpreadExpression ose)
        {
            MongoDB_OptionSpreadExpression mongoDB_OptionSpreadExpression =
                new MongoDB_OptionSpreadExpression();

            mongoDB_OptionSpreadExpression.cqgSymbol = ose.cqgSymbol;

            //*******
            //    idInstrument;

            //instrument;

            ////this is used for margin calculation from option payoff chart
            ////******************************************
            //public int optionMonthInt;
            //public int optionYear;

            //public int futureContractMonthInt;
            //public int futureContractYear;
            ////******************************************

            //public OPTION_EXPRESSION_TYPES optionExpressionType;

            //public OPTION_SPREAD_CONTRACT_TYPE callPutOrFuture;

            //public char callPutOrFutureChar;


            //public int optionId; //only filled if contract is an option
            //public int underlyingFutureId;

            //public int substituteOptionId; //only filled if contract is an option
            //public int substituteUnderlyingFutureId;


            //public int futureId; //only filled if contract is a future
            //public int substituteFutureId;


            //public double strikePrice;

            //public double riskFreeRate = 0.01;
            //public bool riskFreeRateFilled = false;

            //public double yearFraction;

            //public DateTime lastTimeUpdated;

            //public double minutesSinceLastUpdate = 0;

            //public DateTime lastTimeFuturePriceUpdated; //is separate b/c can get time stamp off of historical bars


            //public double ask;
            //public bool askFilled;

            //public double bid;
            //public bool bidFilled;

            //public double trade;
            //public bool tradeFilled;

            //public double settlement;
            //public bool settlementFilled;
            //public bool manuallyFilled;
            //public DateTime settlementDateTime;
            //public bool settlementIsCurrentDay;

            //public double yesterdaySettlement;
            //public bool yesterdaySettlementFilled;


            //public double defaultBidPriceBeforeTheor;
            ////public bool defaultBidPriceBeforeTheorFilled;

            //public double defaultAskPriceBeforeTheor;
            ////public bool defaultAskPriceBeforeTheorFilled;

            //public double defaultMidPriceBeforeTheor;

            //public double defaultPrice;
            //public bool defaultPriceFilled;



            //public double decisionPrice;
            //public DateTime decisionPriceTime;
            //public bool decisionPriceFilled = false;

            //public double transactionPrice;
            //public DateTime transactionPriceTime;
            //public bool transactionPriceFilled = false;


            //public double impliedVolFromSpan;


            //public double theoreticalOptionPrice;

            //public double settlementImpliedVol;

            //public double impliedVol;

            //public bool impliedVolFilled = false; //used for calculating option transaction price

            //public double delta;


            //public List<OHLCData> futureBarData;
            //public List<DateTime> futureBarTimeRef;
            //public List<TheoreticalBar> theoreticalOptionDataList;


            //public DateTime previousDateTimeBoundaryStart;

            //public OHLCData todayTransactionBar;
            //public DateTime todayTransactionTimeBoundary;
            //public bool reachedTransactionTimeBoundary = false;
            //public bool filledAfterTransactionTimeBoundary = false;

            //public OHLCData decisionBar;
            //public DateTime todayDecisionTime;
            //public bool reachedDecisionBar = false;
            //public bool reachedBarAfterDecisionBar = false;
            //public bool reached1MinAfterDecisionBarUsedForSnapshot = false;
            //*******

            return(mongoDB_OptionSpreadExpression);
        }