持仓图表

OptionPositionChart 图形组件是一个显示与标的资产相关的持仓及期权“希腊值”的图表。

以下是 SampleOptionQuoting 示例，其中使用了该图表。示例的源代码可以在 Samples/06_Strategies/09_LiveOptionsQuoting 文件夹中找到。

期权波动率微笑

SampleOptionQuoting 示例

在 XAML 代码中，添加 OptionPositionChart 元素，并将其命名为 PosChart。

<Window x:Class="OptionCalculator.MainWindow"
        xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
        xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
        xmlns:loc="clr-namespace:StockSharp.Localization;assembly=StockSharp.Localization"
        xmlns:xaml="http://schemas.stocksharp.com/xaml"
        Title="{x:Static loc:LocalizedStrings.XamlStr396}" Height="400" Width="1030">
    <Grid Margin="5,5,5,5">

     .........................................................

     <xaml:OptionPositionChart x:Name="PosChart" Grid.Row="7" Grid.Column="0" Grid.ColumnSpan="6" />
 </Grid>
</Window>

在 C# 代码中，创建一个连接并订阅必要的事件。

...                 
public readonly Connector Connector = new Connector();
...                 
// 订阅连接成功事件
Connector.Connected += () =>
{
 // 更新界面标签
 this.GuiAsync(() => ChangeConnectStatus(true));
};
// 订阅断开连接事件
Connector.Disconnected += () =>
{
 // 更新界面标签
 this.GuiAsync(() => ChangeConnectStatus(false));
};
// 订阅连接错误事件
Connector.ConnectionError += error => this.GuiAsync(() =>
{
 // 更新界面标签
 ChangeConnectStatus(false);
 MessageBox.Show(this, error.ToString(), LocalizedStrings.ErrorConnection);
});
// 填充标的资产列表
Connector.SecurityReceived += (sub, security) =>
{
 if (security.Type == SecurityTypes.Future)
 	_assets.Add(security);
};
Connector.Level1Received += (sub, security) =>
{
 if (_model.UnderlyingAsset == security || _model.UnderlyingAsset.Id == security.UnderlyingSecurityId)
 	_isDirty = true;
};
// 订阅 tick 价格并更新资产价格
Connector.TickTradeReceived += (sub, trade) =>
{
 if (_model.UnderlyingAsset == trade.Security || _model.UnderlyingAsset.Id == trade.Security.UnderlyingSecurityId)
 	_isDirty = true;
};
Connector.NewPosition += position => this.GuiAsync(() =>
{
 var asset = SelectedAsset;
 if (asset == null)
 	return;
 var assetPos = position.Security == asset;
 var newPos = position.Security.UnderlyingSecurityId == asset.Id;
 if (!assetPos && !newPos)
 	return;
 RefreshChart();
});
Connector.PositionChanged += position => this.GuiAsync(() =>
{
 if ((PosChart.AssetPosition != null && PosChart.AssetPosition == position) || PosChart.Positions.Cache.Contains(position))
 	RefreshChart();
});
try
{
 if (File.Exists(_settingsFile))
 	Connector.Load(new JsonSerializer<SettingsStorage>().Deserialize(_settingsFile));
}
...

连接时，设置初始控制设置：
1. 正在重置 OptionPositionChart.Model 控件的模型；
2. 使用初始值重新绘制图表 OptionPositionChart.Refresh(System.Nullable<System.Decimal> assetPrice, System.Nullable<System.DateTimeOffset> currentTime, System.Nullable<System.DateTimeOffset> expiryDate );
3. 为市场数据和工具指定消息提供者。
```
private void ConnectClick(object sender, RoutedEventArgs e)
{
 if (!_isConnected)
 {
 	ConnectBtn.IsEnabled = false;
...
 	PosChart.Model = null;
...
 	PosChart.MarketDataProvider = Connector;
 	PosChart.SecurityProvider = Connector;
 	PosChart.PositionProvider = Connector;
 	Connector.Connect();
 }
 else
 	Connector.Disconnect();
}
```

在接收工具时，我们将基础资产添加到清单中。

Connector.SecurityReceived += (sub, security) =>
{
 if (security.Type == SecurityTypes.Future)
 	_assets.Add(security);
};

在更改基础工具或期权的 Level1，或者获得新的交易时，我们会设置 _isDirty 标志。这允许在定时器事件中调用 RefreshChart 方法（见下文）（代码省略）来重新绘制图表。这样我们就可以控制重绘的频率。

Connector.Level1Received += (sub, security) =>
{
 if (_model.UnderlyingAsset == security || _model.UnderlyingAsset.Id == security.UnderlyingSecurityId)
 	_isDirty = true;
};
Connector.TickTradeReceived += (sub, trade) =>
{
 if (_model.UnderlyingAsset == trade.Security || _model.UnderlyingAsset.Id == trade.Security.UnderlyingSecurityId)
 	_isDirty = true;
};

在新位置发生事件处理程序中，我们调用RefreshChart来重绘图表。

Connector.NewPosition += position => this.GuiAsync(() =>
{
 var asset = SelectedAsset;
 if (asset == null)
 	return;
 var assetPos = position.Security == asset;
 var newPos = position.Security.UnderlyingSecurityId == asset.Id;
 if (!assetPos && !newPos)
 	return;
 RefreshChart();
});
Connector.PositionChanged += position => this.GuiAsync(() =>
{
 if ((PosChart.AssetPosition != null && PosChart.AssetPosition == position) || PosChart.Positions.Cache.Contains(position))
 	RefreshChart();
});

此方法会重绘图表：

private void RefreshChart()
{
 var asset = SelectedAsset;
 var trade = asset.LastTrade;
 if (trade != null)
 	PosChart.Refresh(trade.Price);
}