/**
* @param string $type
* @param float $price
* @param float $strike
* @param float $futuresPrice
* @param float $futuresPrice52WeekHigh
* @param float $futuresPrice52WeekLow
* @param Futures $futures
* @return OptionPrice|null
*/
private function createOptionPrice(string $type, float $price, float $strike, float $futuresPrice, float $futuresPrice52WeekHigh, float $futuresPrice52WeekLow, Futures $futures)
{
$optionContract = $this->getOptionContract($type, $futures, $strike);
$optionPrice = $this->optionPriceRepository->findOneForLastHourByOptionId($optionContract->getId());
if ($optionPrice) {
return null;
}
return new OptionPrice($this->dateTime, $price, $optionContract, $futuresPrice, $futuresPrice52WeekHigh, $futuresPrice52WeekLow, $futures);
}
/**
* @param Trade[] $openedTrades
*/
public function closeExpiredTrades(array $openedTrades) : int
{
$closedTradesCount = 0;
foreach ($openedTrades as $trade) {
$optionPrice = $trade->getOpenPrice();
$optionContract = $optionPrice->getOptionContract();
$futures = $optionContract->getFutures();
if ($futures->isExpired()) {
$trade->expire();
$optionContract = $trade->getOpenPrice()->getOptionContract();
$currentOptionPrice = $this->optionPriceRepository->findOptionCurrentPrice($optionContract->getId());
$this->closeTrade($trade->getId(), $currentOptionPrice->getId());
$closedTradesCount++;
}
}
$this->tradeRepository->flush();
return $closedTradesCount;
}
