public static void ListToStruct(List <DepthItem> list, int dataCount, DepthTick tick)
{
int pos = 0;
for (int i = 0; i < list.Count; ++i)
{
DepthItem currItem = list[i];
switch (dataCount)
{
case 1:
SetDepthTick(tick, ++pos, currItem.Price);
break;
case 2:
SetDepthTick(tick, ++pos, currItem.Price);
SetDepthTick(tick, ++pos, currItem.Size);
break;
case 3:
SetDepthTick(tick, ++pos, currItem.Price);
SetDepthTick(tick, ++pos, currItem.Size);
SetDepthTick(tick, ++pos, currItem.Count);
break;
}
}
}
public static void PriceMinusInOneList(List <DepthItem> oldList, List <DepthItem> newList)
{
newList.Clear();
DepthItem prevItem = null;
for (int i = 0; i < oldList.Count; ++i)
{
DepthItem currItem = oldList[i];
// 这里为0的丢弃
if (currItem.Size == 0)
{
continue;
}
if (prevItem == null)
{
newList.Add(currItem);
}
else
{
newList.Add(new DepthItem(currItem.Price - prevItem.Price - 1, currItem.Size, currItem.Count));
}
prevItem = currItem;
}
}
public static void SizeMinusInTwoLists(List <DepthItem> oldPrevList, List <DepthItem> oldCurrList, List <DepthItem> newList)
{
if (oldPrevList.Count != oldCurrList.Count)
{
}
newList.Clear();
for (int i = 0; i < oldPrevList.Count; ++i)
{
DepthItem prevItem = oldPrevList[i];
DepthItem currItem = oldCurrList[i];
newList.Add(new DepthItem(currItem.Price, currItem.Size - prevItem.Size, currItem.Count - prevItem.Count));
}
}
/// <summary>
/// 只处理价格是正确的数据
/// 如何处理
/// 只有卖价，0，即第一个位置就是卖一
/// 只有买价，=list.count，比如说count=2,那买一价就是list.count-1=1
/// 都没有，list.count=0;-1
/// </summary>
/// <param name="list"></param>
/// <param name="AskPrice1"></param>
/// <returns></returns>
public static int FindAsk1Position(List <DepthItem> list, int AskPrice1)
{
if (list == null || list.Count == 0)
{
return(-1);
}
int i = 0;
for (; i < list.Count; ++i)
{
DepthItem currItem = list[i];
if (currItem.Price >= AskPrice1)
{
break;
}
}
return(i);
}
public static void SizeAddInTwoLists(List <DepthItem> oldPrevList, List <DepthItem> oldCurrList, List <DepthItem> newList)
{
if (oldPrevList.Count != oldCurrList.Count)
{
}
newList.Clear();
for (int i = 0; i < oldPrevList.Count; ++i)
{
DepthItem prevItem = oldPrevList[i];
DepthItem currItem = oldCurrList[i];
// 为0的跳过，减少无效的显示
int size = currItem.Size + prevItem.Size;
if (size != 0)
{
newList.Add(new DepthItem(currItem.Price, size, currItem.Count + prevItem.Count));
}
}
}
public static void PriceAddInOneList(IEnumerable <DepthItem> oldList, List <DepthItem> newList)
{
newList.Clear();
DepthItem prevItem = null;
foreach (var currItem in oldList)
{
if (prevItem == null)
{
prevItem = currItem;
newList.Add(currItem);
}
else
{
prevItem = new DepthItem(currItem.Price + prevItem.Price + 1, currItem.Size, currItem.Count);
newList.Add(prevItem);
}
}
}
public static void PriceAddInOneList(List <DepthItem> oldList, List <DepthItem> newList)
{
newList.Clear();
DepthItem prevItem = null;
for (int i = 0; i < oldList.Count; ++i)
{
DepthItem currItem = oldList[i];
if (prevItem == null)
{
prevItem = currItem;
newList.Add(currItem);
}
else
{
prevItem = new DepthItem(currItem.Price + prevItem.Price + 1, currItem.Size, currItem.Count);
newList.Add(prevItem);
}
}
}
public static void ExpandTwoListsToSameLength(List <DepthItem> oldPrevList, List <DepthItem> oldCurrList, int StartPrice, int EndPrice, List <DepthItem> newPrevList, List <DepthItem> newCurrList)
{
newPrevList.Clear();
newCurrList.Clear();
if (oldPrevList == null)
{
oldPrevList = new List <DepthItem>();
}
if (oldCurrList == null)
{
oldCurrList = new List <DepthItem>();
}
DepthItem prevItem = null;
DepthItem currItem = null;
// 从新一条记录开始算起
int i = 0;
int j = 0;
for (; i < oldCurrList.Count; ++i)
{
currItem = oldCurrList[i];
// 处理新列表中数据的范围
if (currItem.Price < StartPrice)
{
continue;
}
if (currItem.Price > EndPrice)
{
break;
}
for (; j < oldPrevList.Count; ++j)
{
prevItem = oldPrevList[j];
if (prevItem.Price < StartPrice)
{
continue;
}
// 条件是&&的原因是curr在范围内，而prev在范围外的情况会出现
if (prevItem.Price > EndPrice && currItem.Price > EndPrice)
{
break;
}
if (currItem.Price == prevItem.Price)
{
// 两边都有,直接两边都复制
newPrevList.Add(prevItem);
newCurrList.Add(currItem);
// 这样将两个指针都向后移动
++j;
break;
}
else if (currItem.Price < prevItem.Price)
{
// 新序列的价格小，按新的复制，然后将新的指针向后移动
newCurrList.Add(currItem);
newPrevList.Add(new DepthItem()
{
Price = currItem.Price
});
break;
}
else
{
// 老的价格小，按老的复制，然后继续遍历老序列
newPrevList.Add(prevItem);
newCurrList.Add(new DepthItem()
{
Price = prevItem.Price
});
}
}
// 历史的已经刷完，当前的还有
if (j == oldPrevList.Count)
{
if (currItem.Price > EndPrice)
{
break;
}
// 只有新数据，没有老数据的情况
if (prevItem == null || currItem.Price > prevItem.Price)
{
newCurrList.Add(currItem);
newPrevList.Add(new DepthItem()
{
Price = currItem.Price
});
}
}
}
// 当前的已经刷完，去刷历史了
for (; j < oldPrevList.Count; ++j)
{
prevItem = oldPrevList[j];
// 只有历史没有最新
if (prevItem.Price < StartPrice)
{
continue;
}
if (prevItem.Price > EndPrice)
{
break;
}
newPrevList.Add(prevItem);
newCurrList.Add(new DepthItem()
{
Price = prevItem.Price
});
}
}
public static void StructToList(DepthTick tick, int dataCount, List <DepthItem> list)
{
list.Clear();
DepthTick from_next = tick;
DepthItem item = null;
int pos = 0;
while (from_next != null)
{
for (int i = 1; i <= 14; ++i)
{
++pos;
if (dataCount == 3)
{
switch (pos % dataCount)
{
case 1:
item = new DepthItem();
item.Price = GetDepthTick14(from_next, i);
break;
case 2:
item.Size = GetDepthTick14(from_next, i);
break;
case 0:
item.Count = GetDepthTick14(from_next, i);
list.Add(item);
break;
}
}
else if (dataCount == 2)
{
switch (pos % dataCount)
{
case 1:
item = new DepthItem();
item.Price = GetDepthTick14(from_next, i);
break;
case 0:
item.Size = GetDepthTick14(from_next, i);
list.Add(item);
break;
}
}
else if (dataCount == 1)
{
switch (pos % dataCount)
{
case 0:
item = new DepthItem();
item.Price = GetDepthTick14(from_next, i);
list.Add(item);
break;
}
}
}
// 指向下一个可用数据
from_next = from_next.Next;
}
// 由于上面结构的特点，最后会有些数据为空的内容加入,要删去
for (int j = list.Count - 1; j >= 0; --j)
{
if (list[j].IsZero)
{
list.RemoveAt(j);
}
else
{
break;
}
}
}
public static void StructToList(DepthTick tick, int dataCount, List<DepthItem> list)
{
list.Clear();
DepthTick from_next = tick;
DepthItem item = null;
int pos = 0;
while (from_next != null)
{
for (int i = 1; i <= 14; ++i)
{
++pos;
if (dataCount == 3)
{
switch (pos % dataCount)
{
case 1:
item = new DepthItem();
item.Price = GetDepthTick14(from_next, i);
break;
case 2:
item.Size = GetDepthTick14(from_next, i);
break;
case 0:
item.Count = GetDepthTick14(from_next, i);
list.Add(item);
break;
}
}
else if (dataCount == 2)
{
switch (pos % dataCount)
{
case 1:
item = new DepthItem();
item.Price = GetDepthTick14(from_next, i);
break;
case 0:
item.Size = GetDepthTick14(from_next, i);
list.Add(item);
break;
}
}
else if (dataCount == 1)
{
switch (pos % dataCount)
{
case 0:
item = new DepthItem();
item.Price = GetDepthTick14(from_next, i);
list.Add(item);
break;
}
}
}
// 指向下一个可用数据
from_next = from_next.Next;
}
// 由于上面结构的特点，最后会有些数据为空的内容加入,要删去
for (int j = list.Count - 1; j >= 0; --j)
{
if (list[j].IsZero)
{
list.RemoveAt(j);
}
else
{
break;
}
}
}
public static void PriceAddInOneList(List<DepthItem> oldList, List<DepthItem> newList)
{
newList.Clear();
DepthItem prevItem = null;
for (int i = 0; i < oldList.Count; ++i)
{
DepthItem currItem = oldList[i];
if (prevItem == null)
{
prevItem = currItem;
newList.Add(currItem);
}
else
{
prevItem = new DepthItem(currItem.Price + prevItem.Price + 1, currItem.Size, currItem.Count);
newList.Add(prevItem);
}
}
}
