ch.algotrader.python.services

Class PythonOptionService

java.lang.Object

ch.algotrader.python.services.PythonOptionService

Direct Known Subclasses:

PythonOptionServiceStub

public class PythonOptionService
extends java.lang.Object

Delegates to OptionService from PythonStrategyService. Methods mirror delegated methods with but use OptionVO instead of Option.

Constructor Summary

Constructors

Constructor and Description
PythonOptionService(OptionService optionService)

Method Summary

Modifier and Type	Method and Description
OptionVO	createOption(long securityFamilyId, java.time.LocalDate expirationDate, java.math.BigDecimal strike, OptionType type) Creates an Option with the specified securityFamilyId, expirationDate, strike and type.
OptionVO	getOptionByExpirationStrikeAndType(long securityFamilyId, java.time.LocalDate expirationDate, java.math.BigDecimal strike, OptionType type) Gets an Option by the specified securityFamilyId, expirationDate, strike, type
OptionVO	getOptionByMinExpirationMaxStrikeAndType(long securityFamilyId, java.time.ZonedDateTime minExpirationDate, java.math.BigDecimal maxStrike, OptionType type) Gets the first Options of the give securityFamilyId and type that expires after the specified minExpirationDate and has a strike price smaller than the {code maxStrike}
OptionVO	getOptionByMinExpirationMinStrikeAndType(long securityFamilyId, java.time.ZonedDateTime minExpirationDate, java.math.BigDecimal minStrike, OptionType type) Gets the first Options of the give securityFamilyId and type that expires after the specified minExpirationDate and has a strike price larger than the {code minStrike}
void	hedgeDelta(long underlyingId, double interest, double dividend) Performs a Delta Hedge of all Securities of the specified underlyingId

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

PythonOptionService

public PythonOptionService(OptionService optionService)

Method Detail

hedgeDelta

public void hedgeDelta(long underlyingId,
                       double interest,
                       double dividend)

Performs a Delta Hedge of all Securities of the specified underlyingId

createOption

public OptionVO createOption(long securityFamilyId,
                             java.time.LocalDate expirationDate,
                             java.math.BigDecimal strike,
                             OptionType type)

Creates an Option with the specified securityFamilyId, expirationDate, strike and type.

getOptionByExpirationStrikeAndType

public OptionVO getOptionByExpirationStrikeAndType(long securityFamilyId,
                                                   java.time.LocalDate expirationDate,
                                                   java.math.BigDecimal strike,
                                                   OptionType type)

Gets an Option by the specified securityFamilyId, expirationDate, strike, type

getOptionByMinExpirationMinStrikeAndType

public OptionVO getOptionByMinExpirationMinStrikeAndType(long securityFamilyId,
                                                         java.time.ZonedDateTime minExpirationDate,
                                                         java.math.BigDecimal minStrike,
                                                         OptionType type)

Gets the first Options of the give securityFamilyId and type that expires after the specified minExpirationDate and has a strike price larger than the {code minStrike}

getOptionByMinExpirationMaxStrikeAndType

public OptionVO getOptionByMinExpirationMaxStrikeAndType(long securityFamilyId,
                                                         java.time.ZonedDateTime minExpirationDate,
                                                         java.math.BigDecimal maxStrike,
                                                         OptionType type)

Gets the first Options of the give securityFamilyId and type that expires after the specified minExpirationDate and has a strike price smaller than the {code maxStrike}