Esempio n. 1
0
        public static int GetDepthTick(DepthTick tick, int pos)
        {
            DepthTick from_next = tick;

            while (pos > 0)
            {
                if (from_next == null)
                {
                    return(0);
                }

                if (pos <= 14)
                {
                    return(GetDepthTick14(from_next, pos));
                }

                pos -= 14;

                if (pos > 0)
                {
                    if (from_next.Next == null)
                    {
                        return(0);
                    }
                    from_next = from_next.Next;
                }
            }

            return(0);
        }
Esempio n. 2
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        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 ListToStruct(IEnumerable <DepthItem> list, int dataCount, DepthTick tick)
        {
            var pos = 0;

            foreach (var currItem in list)
            {
                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;
                }
            }
        }
Esempio n. 4
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        public static void SetDepthTick(DepthTick tick, int pos, int value)
        {
            DepthTick from_next = tick;

            while (pos > 0)
            {
                if (from_next == null)
                {
                    return;
                }

                if (pos <= 14)
                {
                    SetDepthTick14(from_next, pos, value);
                }

                pos -= 14;

                if (pos > 0)
                {
                    if (from_next.Next == null)
                    {
                        from_next.Next = new DepthTick();
                    }
                    from_next = from_next.Next;
                }
            }
        }
Esempio n. 5
0
        public static int GetDepthTick14(DepthTick tick, int pos)
        {
            DepthTick from_next = tick;

            switch (pos)
            {
            case 1:
                return(from_next.Value1);

            case 2:
                return(from_next.Value2);

            case 3:
                return(from_next.Value3);

            case 4:
                return(from_next.Value4);

            case 5:
                return(from_next.Value5);

            case 6:
                return(from_next.Value6);

            case 7:
                return(from_next.Value7);

            case 8:
                return(from_next.Value8);

            case 9:
                return(from_next.Value9);

            case 10:
                return(from_next.Value10);

            case 11:
                return(from_next.Value11);

            case 12:
                return(from_next.Value12);

            case 13:
                return(from_next.Value13);

            case 14:
                return(from_next.Value14);
            }
            return(0);
        }
Esempio n. 6
0
        /// <summary>
        /// 将列表中的数据平铺到结构体中
        /// 只在保存到文件时操作,其它时候都不要调用
        /// 以后用户要使用数据时直接操作列表即可
        /// </summary>
        public void PrepareObjectBeforeWrite(ConfigInfo _Config)
        {
            if (DepthList == null || DepthList.Count == 0)
            {
                Depth = null;
                return;
            }

            List <DepthItem> tempList = new List <DepthItem>();

            DepthListHelper.PriceMinusInOneList(DepthList, tempList);


            // 还是使用新的,因为不知道以前是否已经有数据,导致混淆
            Depth = new DepthTick();
            //if(tempList.Count>0)
            //    tempList[0].Price = LastPrice - tempList[0].Price;
            DepthListHelper.ListToStruct(tempList, _Config.MarketType, Depth);
        }
Esempio n. 7
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        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;
                }
            }
        }
Esempio n. 8
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        public static void SetDepthTick14(DepthTick tick, int pos, int value)
        {
            DepthTick from_next = tick;

            switch (pos)
            {
            case 1:
                from_next.Value1 = value;
                break;

            case 2:
                from_next.Value2 = value;
                break;

            case 3:
                from_next.Value3 = value;
                break;

            case 4:
                from_next.Value4 = value;
                break;

            case 5:
                from_next.Value5 = value;
                break;

            case 6:
                from_next.Value6 = value;
                break;

            case 7:
                from_next.Value7 = value;
                break;

            case 8:
                from_next.Value8 = value;
                break;

            case 9:
                from_next.Value9 = value;
                break;

            case 10:
                from_next.Value10 = value;
                break;

            case 11:
                from_next.Value11 = value;
                break;

            case 12:
                from_next.Value12 = value;
                break;

            case 13:
                from_next.Value13 = value;
                break;

            case 14:
                from_next.Value14 = value;
                break;
            }
        }
Esempio n. 9
0
        /// <summary>
        /// 将列表中的数据平铺到结构体中
        /// 只在保存到文件时操作,其它时候都不要调用
        /// 以后用户要使用数据时直接操作列表即可
        /// </summary>
        public void PrepareObjectBeforeWrite(ConfigInfo _Config)
        {
            if (DepthList == null || DepthList.Count == 0)
            {
                Depth = null;
                return;
            }

            List<DepthItem> tempList = new List<DepthItem>();

            DepthListHelper.PriceMinusInOneList(DepthList, tempList);
            

            // 还是使用新的,因为不知道以前是否已经有数据,导致混淆
            Depth = new DepthTick();
            //if(tempList.Count>0)
            //    tempList[0].Price = LastPrice - tempList[0].Price;
            DepthListHelper.ListToStruct(tempList, _Config.MarketType, Depth);
        }
Esempio n. 10
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        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;
                }
            }
        }
Esempio n. 11
0
        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;
                }
            }
        }
Esempio n. 12
0
        public static int GetDepthTick(DepthTick tick, int pos)
        {
            DepthTick from_next = tick;

            while (pos > 0)
            {
                if (from_next == null)
                    return 0;

                if (pos <= 14)
                {
                    return GetDepthTick14(from_next, pos);
                }

                pos -= 14;

                if (pos > 0)
                {
                    if (from_next.Next == null)
                        return 0;
                    from_next = from_next.Next;
                }
            }

            return 0;
        }
Esempio n. 13
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        public static void SetDepthTick(DepthTick tick, int pos, int value)
        {
            DepthTick from_next = tick;

            while (pos > 0)
            {
                if (from_next == null)
                    return;

                if (pos <= 14)
                {
                    SetDepthTick14(from_next, pos, value);
                }

                pos -= 14;

                if (pos > 0)
                {
                    if (from_next.Next == null)
                        from_next.Next = new DepthTick();
                    from_next = from_next.Next;
                }
            }
        }
Esempio n. 14
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 public static void SetDepthTick14(DepthTick tick, int pos, int value)
 {
     DepthTick from_next = tick;
     switch (pos)
     {
         case 1:
             from_next.Value1 = value;
             break;
         case 2:
             from_next.Value2 = value;
             break;
         case 3:
             from_next.Value3 = value;
             break;
         case 4:
             from_next.Value4 = value;
             break;
         case 5:
             from_next.Value5 = value;
             break;
         case 6:
             from_next.Value6 = value;
             break;
         case 7:
             from_next.Value7 = value;
             break;
         case 8:
             from_next.Value8 = value;
             break;
         case 9:
             from_next.Value9 = value;
             break;
         case 10:
             from_next.Value10 = value;
             break;
         case 11:
             from_next.Value11 = value;
             break;
         case 12:
             from_next.Value12 = value;
             break;
         case 13:
             from_next.Value13 = value;
             break;
         case 14:
             from_next.Value14 = value;
             break;
     }
 }
Esempio n. 15
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        public static int GetDepthTick14(DepthTick tick, int pos)
        {
            DepthTick from_next = tick;

            switch (pos)
            {
                case 1:
                    return from_next.Value1;
                case 2:
                    return from_next.Value2;
                case 3:
                    return from_next.Value3;
                case 4:
                    return from_next.Value4;
                case 5:
                    return from_next.Value5;
                case 6:
                    return from_next.Value6;
                case 7:
                    return from_next.Value7;
                case 8:
                    return from_next.Value8;
                case 9:
                    return from_next.Value9;
                case 10:
                    return from_next.Value10;
                case 11:
                    return from_next.Value11;
                case 12:
                    return from_next.Value12;
                case 13:
                    return from_next.Value13;
                case 14:
                    return from_next.Value14;
            }
            return 0;
        }
Esempio n. 16
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        static void Main(string[] args)
        {
            List<DepthItem> oldPrevList = new List<DepthItem>();
            List<DepthItem> oldCurrList = new List<DepthItem>();

            List<DepthItem> newPrevList = new List<DepthItem>();
            List<DepthItem> newCurrList = new List<DepthItem>();

            DepthListHelper test = new DepthListHelper();
            
            // 处理老的多一条
            oldPrevList.Add(new DepthItem(1, 100, 0));
            oldPrevList.Add(new DepthItem(7, 100, 0));
            oldPrevList.Add(new DepthItem(12, 100, 0));

            int j11 = DepthListHelper.FindAsk1Position(oldPrevList, 0);
            int j12 = DepthListHelper.FindAsk1Position(oldPrevList, 1);
            int j13 = DepthListHelper.FindAsk1Position(oldPrevList, 12);
            int j14 = DepthListHelper.FindAsk1Position(oldPrevList, 15);

            List<DepthItemView> oldPrevListV = new List<DepthItemView>();
            oldPrevListV.Add(new DepthItemView() { Price = 10});
            oldPrevListV.Add(new DepthItemView() { Price = 5 });
            oldPrevListV.Add(new DepthItemView() { Price = 1 });

            int j21 = DepthListHelper.FindAsk1PositionDescending(oldPrevListV, 12);
            int j22 = DepthListHelper.FindAsk1PositionDescending(oldPrevListV, 10);
            int j23 = DepthListHelper.FindAsk1PositionDescending(oldPrevListV, 1);
            int j24 = DepthListHelper.FindAsk1PositionDescending(oldPrevListV, 0);

            //oldCurrList.Add(new DepthItem(5, 100, 0));
            //oldCurrList.Add(new DepthItem(8, 100, 0));
            //oldCurrList.Add(new DepthItem(13, 100, 0));
            
            DepthListHelper.ExpandTwoListsToSameLength(oldPrevList, oldCurrList, 5, 13, newPrevList, newCurrList);

            List<DepthItem> newList = new List<DepthItem>();

            DepthListHelper.SizeMinusInTwoLists(newPrevList, newCurrList, newList);

            List<DepthItem> newList2 = new List<DepthItem>();

            DepthListHelper.SizeAddInTwoLists(newPrevList, newList, newList2);

            List<DepthItem> newList3 = new List<DepthItem>();

            DepthListHelper.PriceMinusInOneList(newList2, newList3);

            List<DepthItem> newList4 = new List<DepthItem>();

            DepthListHelper.PriceAddInOneList(newList3, newList4);

            DepthTick tick = new DepthTick();

            DepthListHelper.SetDepthTick(tick, 4, 100);
            DepthListHelper.SetDepthTick(tick, 10, 200);
            DepthListHelper.SetDepthTick(tick, 15, 300);
            DepthListHelper.SetDepthTick(tick, 28, 400);
            DepthListHelper.SetDepthTick(tick, 30, 500);

            int i1 = DepthListHelper.GetDepthTick(tick, 4);
            int i2 = DepthListHelper.GetDepthTick(tick, 10);
            int i3 = DepthListHelper.GetDepthTick(tick, 15);
            int i4 = DepthListHelper.GetDepthTick(tick, 28);
            int i5 = DepthListHelper.GetDepthTick(tick, 30);
            int i6 = DepthListHelper.GetDepthTick(tick, 45);

            DepthTick tick2 = new DepthTick();

            DepthListHelper.ListToStruct(newPrevList, 2, tick2);

            List<DepthItem> newList5 = new List<DepthItem>();

            DepthListHelper.StructToList(tick2, 2, newList5);


            //int j1 = test.FindAsk1Position(oldCurrList, 5);

            //int j2 = test.FindAsk1Position(oldCurrList, 8);
            //int j3 = test.FindAsk1Position(oldCurrList, 12);
            //int j4 = test.FindAsk1Position(oldCurrList, 13);

            //int j5 = test.FindAsk1Position(oldCurrList, 14);
            //int j6 = test.FindAsk1Position(oldCurrList, 15);

            //int j7 = test.FindAsk1Position(oldCurrList, 4);
            //int j8 = test.FindAsk1Position(oldCurrList, 7);


            //oldPrevList = new List<DepthItem>();
            //oldPrevList.Add(new DepthItem(3, 100, 0));
            //oldPrevList.Add(new DepthItem(7, 100, 0));
            //oldPrevList.Add(new DepthItem(12, 100, 0));
            //int x1 = test.FindAsk1Position(oldPrevList, 3);
            //int x2 = test.FindAsk1Position(oldPrevList, 7);
            //int x3 = test.FindAsk1Position(oldPrevList, 12);
            //int x4 = test.FindAsk1Position(oldPrevList, 5);
            //int x5 = test.FindAsk1Position(oldPrevList, 13);
            //int x6 = test.FindAsk1Position(oldPrevList, 2);




            // 处理新的多一条
            //oldPrevList.Add(new DepthItem(1, 100, 0));

            //oldCurrList.Add(new DepthItem(1, 100, 0));
            //oldCurrList.Add(new DepthItem(5, 100, 0));

            //test.Do(oldPrevList, oldCurrList, newPrevList, newCurrList);

            //test.
        }