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);
}
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");
}
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));
}