public void TestConvertDateTime() { var span = new TimeSpan(0, 12, 34, 56, 789); int time = 123456; int ms = 789; int hhmm_____ = 0; int ____ssf__ = 0; int _______ff = 0; var codec = new PbTickCodec(); codec.SetUpdateTime(span, out hhmm_____, out ____ssf__, out _______ff); Assert.AreEqual(1234, hhmm_____); Assert.AreEqual(567, ____ssf__); Assert.AreEqual(89, _______ff); codec.SetUpdateTime(time, ms, out hhmm_____, out ____ssf__, out _______ff); Assert.AreEqual(1234, hhmm_____); Assert.AreEqual(567, ____ssf__); Assert.AreEqual(89, _______ff); codec.GetUpdateTime(hhmm_____, ____ssf__, _______ff, out time, out ms); Assert.AreEqual(123456, time); Assert.AreEqual(789, ms); span = codec.GetUpdateTime(hhmm_____, ____ssf__, _______ff); Assert.AreEqual(0, span.Days); Assert.AreEqual(12, span.Hours); Assert.AreEqual(34, span.Minutes); Assert.AreEqual(56, span.Seconds); Assert.AreEqual(789, span.Milliseconds); var date1 = 20141104; var date2 = 20141105; var tick = new PbTick(); codec.SetActionDay(tick, new DateTime(2014, 11, 4)); codec.SetTradingDay(tick, new DateTime(2014, 11, 5)); Assert.AreEqual(date1, tick.ActionDay); Assert.AreEqual(date2, tick.TradingDay); Assert.AreEqual(new DateTime(2014, 11, 4), codec.GetDateTime(tick.ActionDay)); Assert.AreEqual(new DateTime(2014, 11, 5), codec.GetDateTime(tick.TradingDay)); }
public void TestTickDiff() { PbTickCodec codec = new PbTickCodec(); codec.Config.SetTickSize(0.2); codec.TickSize = codec.Config.GetTickSize(); codec.Config.Time_ssf_Diff = 5; PbTick tick1 = new PbTick(); tick1.Config = codec.Config; codec.SetLastPrice(tick1, 1234); codec.SetVolume(tick1, 1); codec.SetActionDay(tick1, DateTime.Today); codec.SetTradingDay(tick1, DateTime.Today.AddDays(-1)); //codec.Set codec.SetAskPrice(tick1, 1, 1234.2); codec.SetAskSize(tick1, 1, 1); //codec.SetAskPrice(tick1, 2, 1234.4); //codec.SetAskSize(tick1, 2, 1); //codec.SetAskPrice(tick1, 3, 1234.6); //codec.SetAskSize(tick1, 3, 3); //codec.SetAskPrice(tick1, 4, 1234.8); //codec.SetAskSize(tick1, 4, 4); //codec.SetAskPrice(tick1, 5, 1235.0); //codec.SetAskSize(tick1, 5, 5); //codec.SetAskPrice(tick1, 6, 1235.2); //codec.SetAskSize(tick1, 6, 6); codec.SetBidPrice(tick1, 1, 1234); codec.SetBidSize(tick1, 1, 1); //codec.SetBidPrice(tick1, 2, 1233.8); //codec.SetBidSize(tick1, 2, 2); //codec.SetBidPrice(tick1, 3, 1233.6); //codec.SetBidSize(tick1, 3, 3); //codec.SetBidPrice(tick1, 4, 1233.4); //codec.SetBidSize(tick1, 4, 4); //codec.SetBidPrice(tick1, 5, 1233.2); //codec.SetBidSize(tick1, 5, 5); //codec.SetBidPrice(tick1, 6, 1232.0); //codec.SetBidSize(tick1, 6, 6); codec.SetLowerLimitPrice(tick1, 123.4); codec.SetUpperLimitPrice(tick1, 567.8); codec.SetSettlementPrice(tick1, 123.4); codec.SetOpen(tick1, 10); codec.SetHigh(tick1, 10); codec.SetLow(tick1, 10); codec.SetClose(tick1, 10); codec.SetBarSize(tick1, 10); tick1.Time_HHmm = 1234; tick1.Time_____ssf__ = 567; tick1.Time________ff = 0; PbTick tick2 = new PbTick(); codec.SetLastPrice(tick2, 1234.2); codec.SetVolume(tick2, 2); codec.SetActionDay(tick2, DateTime.Today); codec.SetTradingDay(tick2, DateTime.Today.AddDays(-1)); codec.SetAskPrice(tick2, 1, 1234.2); codec.SetAskSize(tick2, 1, 1); codec.SetAskPrice(tick2, 2, 1234.4); codec.SetAskSize(tick2, 2, 2); codec.SetAskPrice(tick2, 3, 1234.6); codec.SetAskSize(tick2, 3, 3); codec.SetBidPrice(tick2, 1, 1234); codec.SetBidSize(tick2, 1, 1); codec.SetBidPrice(tick2, 2, 1233.8); codec.SetBidSize(tick2, 2, 2); codec.SetBidPrice(tick2, 3, 1233.6); codec.SetBidSize(tick2, 3, 3); codec.SetLowerLimitPrice(tick2, 123.4); codec.SetUpperLimitPrice(tick2, 567.8); codec.SetSettlementPrice(tick2, 123.4); codec.SetOpen(tick2, 10); codec.SetHigh(tick2, 10); codec.SetLow(tick2, 10); codec.SetClose(tick2, 10); codec.SetBarSize(tick2, 10); tick2.Time_HHmm = 1234; tick2.Time_____ssf__ = 572; tick2.Time________ff = 0; var diff = codec.Diff(tick1, tick2); Assert.AreEqual(0, diff.ActionDay); Assert.AreEqual(0, diff.TradingDay); Assert.AreEqual(null, diff.Static); Assert.AreEqual(null, diff.Bar); Assert.AreEqual(0, diff.Depth1_3.AskPrice1, "AskPrice1"); Assert.AreEqual(0, diff.Depth1_3.AskSize1, "AskSize1"); Assert.AreEqual(0, diff.Depth1_3.AskPrice2, "AskPrice2"); Assert.AreEqual(2, diff.Depth1_3.AskSize2, "AskSize2"); Assert.AreEqual(0, diff.Depth1_3.AskPrice3, "AskPrice3"); Assert.AreEqual(3, diff.Depth1_3.AskSize3, "AskSize3"); Assert.AreEqual(0, diff.Time_____ssf__); var tick3 = codec.Restore(tick1, diff); Assert.AreEqual(tick2.Depth1_3.AskPrice1, tick3.Depth1_3.AskPrice1); Assert.AreEqual(tick2.Depth1_3.AskPrice2, tick3.Depth1_3.AskPrice2); Assert.AreEqual(tick2.Depth1_3.AskPrice3, tick3.Depth1_3.AskPrice3); Assert.AreEqual(tick2.Depth1_3.AskSize1, tick3.Depth1_3.AskSize1); Assert.AreEqual(tick2.Depth1_3.AskSize2, tick3.Depth1_3.AskSize2); Assert.AreEqual(tick2.Depth1_3.AskSize3, tick3.Depth1_3.AskSize3); Assert.AreEqual(tick2.Depth1_3.BidPrice1, tick3.Depth1_3.BidPrice1); Assert.AreEqual(tick2.Depth1_3.BidPrice2, tick3.Depth1_3.BidPrice2); Assert.AreEqual(tick2.Depth1_3.BidPrice3, tick3.Depth1_3.BidPrice3); Assert.AreEqual(tick2.Depth1_3.BidSize1, tick3.Depth1_3.BidSize1); Assert.AreEqual(tick2.Depth1_3.BidSize2, tick3.Depth1_3.BidSize2); Assert.AreEqual(tick2.Depth1_3.BidSize3, tick3.Depth1_3.BidSize3); Assert.AreEqual(codec.GetLowerLimitPrice(tick1), codec.GetLowerLimitPrice(tick3)); Assert.AreEqual(codec.GetUpperLimitPrice(tick1), codec.GetUpperLimitPrice(tick3)); Assert.AreEqual(codec.GetSettlementPrice(tick1), codec.GetSettlementPrice(tick3)); Assert.AreEqual(codec.GetOpen(tick1), codec.GetOpen(tick3)); Assert.AreEqual(codec.GetHigh(tick1), codec.GetHigh(tick3)); Assert.AreEqual(codec.GetLow(tick1), codec.GetLow(tick3)); Assert.AreEqual(codec.GetClose(tick1), codec.GetClose(tick3)); Assert.AreEqual(572, tick3.Time_____ssf__); }