Beispiel #1
0
        public void TestTickMultiplier()
        {
            PbTickCodec codec = new PbTickCodec();

            codec.Config.SetTickSize(0.2);
            codec.Config.ContractMultiplier = 50000;
            codec.Config.Time_ssf_Diff      = 5;
            codec.UseFlat(false);

            PbTick tick1 = new PbTick();

            codec.SetAveragePrice(tick1, 123.45);
            codec.SetSettlementPrice(tick1, 123.45);
            codec.SetTurnover(tick1, 1234567890123456);
            codec.SetOpenInterest(tick1, 9123456789012345678);
            codec.SetVolume(tick1, 1234567890);



            Assert.AreEqual <double>(123.45, codec.GetAveragePrice(tick1));
            Assert.AreEqual <double>(123.45, codec.GetSettlementPrice(tick1));
            Assert.AreEqual <double>(1234567890120000, codec.GetTurnover(tick1));
            Assert.AreEqual <long>(9123456789012345678, codec.GetOpenInterest(tick1));
            Assert.AreEqual <long>(1234567890, codec.GetVolume(tick1));

            codec.Config.ContractMultiplier = 5;
            codec.SetTurnover(tick1, 1234567890123456);
            Assert.AreEqual <double>(1234567890123456, codec.GetTurnover(tick1));

            codec.Config.ContractMultiplier = 0.1;
            codec.SetTurnover(tick1, 12345678901234.56);
            Assert.AreEqual <double>(12345678901234.56, codec.GetTurnover(tick1));
        }