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));
}
public void TestGetSetPrice()
{
PbTickCodec codec = new PbTickCodec();
codec.Config.SetTickSize(0.2);
codec.UseFlat(false);
PbTick tick = new PbTick();
Assert.AreEqual <double>(0, codec.GetBidPrice(tick, 1));
Assert.AreEqual <double>(0, codec.GetBidPrice(tick, 4));
Assert.AreEqual <double>(0, codec.GetBidPrice(tick, 10));
codec.SetBidPrice(tick, 1, 1.0);
codec.SetBidPrice(tick, 4, 2.4);
codec.SetBidPrice(tick, 10, 5.8);
Assert.AreEqual <double>(1, codec.GetBidPrice(tick, 1));
Assert.AreEqual <double>(2.4, codec.GetBidPrice(tick, 4));
Assert.AreEqual <double>(5.8, codec.GetBidPrice(tick, 10));
Assert.AreEqual <double>(0, codec.GetAskPrice(tick, 1));
Assert.AreEqual <double>(0, codec.GetAskPrice(tick, 4));
Assert.AreEqual <double>(0, codec.GetAskPrice(tick, 10));
codec.SetAskPrice(tick, 1, -1.0);
codec.SetAskPrice(tick, 4, 2.4);
codec.SetAskPrice(tick, 10, -5.8);
Assert.AreEqual <double>(-1.0, codec.GetAskPrice(tick, 1));
Assert.AreEqual <double>(2.4, codec.GetAskPrice(tick, 4));
Assert.AreEqual <double>(-5.8, codec.GetAskPrice(tick, 10));
codec.SetAskCount(tick, 1, 4);
codec.SetAskCount(tick, 4, 5);
codec.SetAskCount(tick, 10, -9);
Assert.AreEqual <double>(4, codec.GetAskCount(tick, 1));
Assert.AreEqual <double>(5, codec.GetAskCount(tick, 4));
Assert.AreEqual <double>(-9, codec.GetAskCount(tick, 10));
codec.SetSettlementPrice(tick, 1234.56);
Assert.AreEqual <double>(1234.56, codec.GetSettlementPrice(tick), "SettlementPrice");
codec.SetTurnover(tick, 4567.8);
Assert.AreEqual <double>(4567.8, codec.GetTurnover(tick), "Turnover");
}
