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добавлена возможность выбора серии опционов: недельная, месячная, ква… #331

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добавлена возможность выбора серии опционов: недельная, месячная, ква… #331

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21 changes: 21 additions & 0 deletions src/QuikSharp/DataStructures/OptionType.cs
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Original file line number Diff line number Diff line change
@@ -0,0 +1,21 @@
// Copyright (c) 2014-2020 QUIKSharp Authors https://github.com/finsight/QUIKSharp/blob/master/AUTHORS.md. All rights reserved.
// Licensed under the Apache License, Version 2.0. See LICENSE.txt in the project root for license information.

namespace QuikSharp.DataStructures
{
/// <summary>
/// Тип опциона
/// </summary>
public enum OptionType
{
/// <summary>
/// Call option
/// </summary>
Call,

/// <summary>
/// Put option
/// </summary>
Put
}
}
7 changes: 4 additions & 3 deletions src/QuikSharp/TradingFunctions/TradingFunctions.cs
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Original file line number Diff line number Diff line change
Expand Up @@ -99,8 +99,9 @@ public interface ITradingFunctions : IQuikService
/// </summary>
/// <param name="classCode"></param>
/// <param name="secCode"></param>
/// <param name="series"></param>
/// <returns></returns>
Task<List<OptionBoard>> GetOptionBoard(string classCode, string secCode);
Task<List<OptionBoard>> GetOptionBoard(string classCode, string secCode, string series);

/// <summary>
/// Функция заказывает получение параметров Таблицы текущих торгов
Expand Down Expand Up @@ -493,9 +494,9 @@ public async Task<List<FuturesClientHolding>> GetFuturesClientHoldings()
return response.Data;
}

public async Task<List<OptionBoard>> GetOptionBoard(string classCode, string secCode)
public async Task<List<OptionBoard>> GetOptionBoard(string classCode, string secCode, string series)
{
var message = new Message<string>(classCode + "|" + secCode, "getOptionBoard");
var message = new Message<string>(classCode + "|" + secCode + "|" + series, "getOptionBoard");
Message<List<OptionBoard>> response =
await QuikService.Send<Message<List<OptionBoard>>>(message).ConfigureAwait(false);
return response.Data;
Expand Down
80 changes: 60 additions & 20 deletions src/QuikSharp/lua/qsfunctions.lua
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Expand Up @@ -433,7 +433,7 @@ function qsfunctions.GetQuoteLevel2(msg)
local spl = split(msg.data, "|")
local class_code, sec_code = spl[1], spl[2]
local server_time = getInfoParam("SERVERTIME")
local status, ql2 = pcall(getQuoteLevel2, class_code, sec_code)
local status, ql2 = pcall(getQuoteLevel2, class_code, sec_code)
if status then
msg.data = ql2
msg.data.class_code = class_code
Expand Down Expand Up @@ -809,8 +809,8 @@ end
--------------------------
function qsfunctions.getOptionBoard(msg)
local spl = split(msg.data, "|")
local classCode, secCode = spl[1], spl[2]
local result, err = getOptions(classCode, secCode)
local classCode, secCode, series = spl[1], spl[2], spl[3]
local result, err = getOptions(classCode, secCode, series )
if result then
msg.data = result
else
Expand All @@ -820,35 +820,75 @@ function qsfunctions.getOptionBoard(msg)
return msg
end

function getOptions(classCode,secCode)
function getOptions(classCode,secCode,series)
--classCode = "SPBOPT"
--BaseSecList="RIZ6"
--series: 0 - ближайшая неделя, 1 - ближний месяц, 2 - ближний квартал, 4 - все
local SecList = getClassSecurities(classCode) --все сразу
local t={}
local p={}
local week = false
local month = false
local quartal = false
local all = false
local len = 0;
local days_to_mat
local last_char
for sec in string.gmatch(SecList, "([^,]+)") do --перебираем опционы по очереди.
week = false
month = false
quartal = false
all = false


local Optionbase=getParamEx(classCode,sec,"optionbase").param_image
local Optiontype=getParamEx(classCode,sec,"optiontype").param_image
if (string.find(secCode,Optionbase)~=nil) then
if (string.find(secCode,Optionbase)~=nil ) then

days_to_mat = getParamEx(classCode,sec,"DAYS_TO_MAT_DATE").param_value+0
len = string.len(sec)
last_char = string.sub(sec, len)

p={
["code"]=getParamEx(classCode,sec,"code").param_image,
["Name"]=getSecurityInfo(classCode,sec).name,
["DAYS_TO_MAT_DATE"]=getParamEx(classCode,sec,"DAYS_TO_MAT_DATE").param_value+0,
["BID"]=getParamEx(classCode,sec,"BID").param_value+0,
["OFFER"]=getParamEx(classCode,sec,"OFFER").param_value+0,
["OPTIONBASE"]=getParamEx(classCode,sec,"optionbase").param_image,
["OPTIONTYPE"]=getParamEx(classCode,sec,"optiontype").param_image,
["Longname"]=getParamEx(classCode,sec,"longname").param_image,
["shortname"]=getParamEx(classCode,sec,"shortname").param_image,
["Volatility"]=getParamEx(classCode,sec,"volatility").param_value+0,
["Strike"]=getParamEx(classCode,sec,"strike").param_value+0
}
--log("Last char:"..last_char)
--log("Type:"..type(tonumber(last_char)))
if(tonumber(last_char) ~= nil) then
-- log("Convert: "..tonumber(last_char))
month = true
end




if( tonumber(days_to_mat) <= 8 ) then
-- log("this week".."Sec:"..sec.." Days:"..days_to_mat)
week = true
else
-- log("Sec:"..sec.." Days:"..days_to_mat)
end

table.insert( t, p )
if(( tonumber(series) == 0 and week) or (tonumber(series) == 1 and month) ) or tonumber(series) == 4 then
p={
["code"]=getParamEx(classCode,sec,"code").param_image,
["Name"]=getSecurityInfo(classCode,sec).name,
["DAYS_TO_MAT_DATE"]=days_to_mat,
["BID"]=getParamEx(classCode,sec,"BID").param_value+0,
["OFFER"]=getParamEx(classCode,sec,"OFFER").param_value+0,
["OPTIONBASE"]=Optionbase,
["OPTIONTYPE"]=getParamEx(classCode,sec,"optiontype").param_image,
["Longname"]=getParamEx(classCode,sec,"longname").param_image,
["shortname"]=getParamEx(classCode,sec,"shortname").param_image,
["Volatility"]=getParamEx(classCode,sec,"volatility").param_value+0,
["Strike"]=getParamEx(classCode,sec,"strike").param_value+0,
["Lastprice"]=getParamEx(classCode,sec,"last").param_value+0,
["THEORPRICE"]=getParamEx(classCode,sec,"THEORPRICE").param_value+0,
["MAT_DATE"]=getParamEx(classCode,sec,"MAT_DATE").param_image,
["STEPPRICET"]=getParamEx(classCode,sec,"STEPPRICET").param_value+0,
["SEC_PRICE_STEP"]=getParamEx(classCode,sec,"SEC_PRICE_STEP").param_value+0
}



table.insert( t, p )
end
end

end
Expand Down