A few points:
1) I've been spending the last couple of months basically
gutting the underlying evaluation graph stuff and rebuilding
it to make it more stable. There are a lot of changes in the
code that aren't even in cvs on soureforge... though they
should be within a couple of weeks.
2) Odd lots shouldn't be a problem. Right now, the option object
is actually *more* suited to this than to an exchange-traded
option - it really corresponds to an option on a single
stock, so you can do as many units as you like. And the
expiration date is saved just as a date, not as a pointer to
a listed option expiration month or something. I suspect that
I'll keep this flexible option object around (which you
could easily use for your warrants), and build a new "listed
option" object to make it easier to do normal exchange-based
options trading.
Building new classes to represent different types of security
isn't completely straightforward, but it's not too hard
either, especially if the new security types can use market
data in common with other types (so you don't need to build
classes for the market data as well). I've tried to design
the
ffts so that it's relatively easy to extend and customize
this
way.
3) I've sort of stopped gathering daily market data for stocks
and options (I had to cut off my lovely always-on internet
connection a while ago :( ), but I did notice that the
program
I use to snap and save option prices wasn't working right.
Not sure what's up with that; the work on the fundamental
architecture hasn't given me much time to play with the
higher
level stuff.
Anyway, watch this space for more info on the next version of
the ffts, which should be appearing within the month.
> Message: 1
> From: "Paul Gresham" <gr...@me...>
> To: <fft...@li...>
> Date: Tue, 13 Mar 2001 21:55:19 +0800
> Subject: [Ffts-develop] Hi ... Lot sizes
>
> Hi Mark,
> I can't believe an EQD system open source ... anyway it's a
> great effort, I
> had to make some changes to remove the ^M and replace them
> with 013's in one
> of the web grabber files ... (I'll send more info later on)
> ... Anyhow it
> built although I've had a few problems downloading the stock
> price data to
> test it out.
>
> We are a small development company and have built a website
> for Hong Kong
> (www.quotehk.com user:demo pass:demo) It's not really live yet
> and certainly
> doesn't have live prices. We are developing some EQD stuff for
> it, we are a
> bit late to use FFTS underneath it all, but perhaps can use
> some or all of
> the FFTS stuff in the future.
>
> We came upon a bit of a problem with the FFTS when we tried to
> set it up for
> HK Stock options and Warrants ( the warrants here are mostly
> issued by third
> parties and are basically options with funny expiries ). We
> need to modify
> FFTS to allow different lot sizes, i.e. the lot size of the
> stock varies in
> HK, and the number of stocks per option contract is the lot
> size, it can
> vary from 400 to 2000 shares per contract. Do you think this
> would be an
> easy mod to make, and do you have any pointers for me as to
> what would need
> to be modified. I did do some searching although not
> extensively so I'm
> being a bit lazy in asking for this!
>
> All the best
> Paul
>
>
>
>
> --__--__--
>
> _______________________________________________
> ffts-develop mailing list
> fft...@li...
> http://lists.sourceforge.net/lists/listinfo/ffts-develop
>
>
> End of ffts-develop Digest
=====
-------------------------------------------------------
Mark Higgins, mgh...@ya...
http://www.molala.net
Opinions expressed herein do not reflect my own views;
I haven't had free will since last year when aliens ate
my brain.
__________________________________________________
Do You Yahoo!?
Yahoo! Auctions - Buy the things you want at great prices.
http://auctions.yahoo.com/
|
