コード例 #1
0
        public PbTickView Int2Double(PbTick tick)
        {
            if (tick == null)
            {
                return(null);
            }

            var field = new PbTickView();

            // 利用此机会设置TickSize
            if (Codec == null)
            {
                Codec = new PbTickCodec();
            }
            field.Config = Int2Double(tick.Config);

            Codec.Config = tick.Config;

            field.Turnover     = Codec.GetTurnover(tick);
            field.AveragePrice = Codec.GetAveragePrice(tick);

            field.LastPrice = Codec.TickToPrice(tick.LastPrice);

            field.Depth1_3     = Int2Double(tick.Depth1_3);
            field.Volume       = tick.Volume;
            field.OpenInterest = tick.OpenInterest;

            field.TradingDay     = tick.TradingDay;
            field.ActionDay      = tick.ActionDay;
            field.Time_HHmm      = tick.Time_HHmm;
            field.Time_____ssf__ = tick.Time_____ssf__;
            field.Time________ff = tick.Time________ff;

            field.Bar    = Int2Double(tick.Bar);
            field.Static = Int2Double(tick.Static);
            field.Split  = Int2Double(tick.Split);

            return(field);
        }
コード例 #2
0
        public void TestGetSetPrice()
        {
            var codec = new PbTickCodec();
            codec.Config.SetTickSize(0.2);

            PbTick tick = new PbTick();

            Assert.AreEqual(0, codec.GetBidPrice(tick, 1));
            Assert.AreEqual(0, codec.GetBidPrice(tick, 4));
            Assert.AreEqual(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(1, codec.GetBidPrice(tick, 1));
            Assert.AreEqual(2.4, codec.GetBidPrice(tick, 4));
            Assert.AreEqual(5.8, codec.GetBidPrice(tick, 10));



            Assert.AreEqual(0, codec.GetAskPrice(tick, 1));
            Assert.AreEqual(0, codec.GetAskPrice(tick, 4));
            Assert.AreEqual(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(-1.0, codec.GetAskPrice(tick, 1));
            Assert.AreEqual(2.4, codec.GetAskPrice(tick, 4));
            Assert.AreEqual(-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(1234.56, codec.GetSettlementPrice(tick), "SettlementPrice");

            codec.SetTurnover(tick, 4567.8);
            Assert.AreEqual(4567.8, codec.GetTurnover(tick), "Turnover");
        }
コード例 #3
0
        public void TestTickMultiplier()
        {
            PbTickCodec codec = new PbTickCodec();

            codec.Config.SetTickSize(0.2);
            codec.TickSize = codec.Config.GetTickSize();
            codec.Config.ContractMultiplier = 50000;
            codec.Config.Time_ssf_Diff = 5;

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

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

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