private void ReadFromFile(string pathChosen)
{
strCurrentFilePath = pathChosen;
Tuple <Stream, string, double> tuple = ReadToStream(strCurrentFilePath);
if (tuple == null)
{
return;
}
Stream stream = tuple.Item1;
try
{
QuantBox.Data.Serializer.PbTickSerializer pts = new QuantBox.Data.Serializer.PbTickSerializer();
listTickData = pts.Read(stream).ToList();
strCurrentFileName = string.Format("{0} ({1}/{2}={3})",
tuple.Item2, tuple.Item3, listTickData.Count(), tuple.Item3 / listTickData.Count());
ValueChanged(false);
PbTickCodec Codec = new PbTickCodec();
listTickView = Codec.Data2View(this.listTickData, true);
dgvTick.DataSource = this.listTickView;
}
catch (Exception ex)
{
MessageBox.Show(ex.ToString());
}
}
private static List <PbTickView> ReadFromFile(string pathChosen)
{
Tuple <Stream, string, double> tuple = ReadToStream(pathChosen);
IEnumerable <PbTick> listTickData;
List <PbTickView> listTickView;
if (tuple == null)
{
return(null);
}
Stream stream = tuple.Item1;
try
{
QuantBox.Data.Serializer.PbTickSerializer pts = new QuantBox.Data.Serializer.PbTickSerializer();
listTickData = pts.Read(stream);
PbTickCodec Codec = new PbTickCodec();
listTickView = Codec.Data2View(listTickData, true);
return(listTickView);
}
catch (Exception ex)
{
MessageBox.Show(ex.ToString());
return(null);
}
}
private void menuView_Convert_Click(object sender, EventArgs e)
{
ViewToDataByViewType();
SingleCheck(sender);
PbTickCodec Codec = new PbTickCodec();
listTickView = Codec.Data2View(Codec.Restore(this.listTickData), false);
dgvTick.DataSource = listTickView;
dgvTick.CurrentCell = dgvTick.Rows[RowIndex].Cells[ColumnIndex];
if (Selected)
{
dgvTick.CurrentRow.Selected = Selected;
}
dgvTick.FirstDisplayedScrollingRowIndex = FirstDisplayedScrollingRowIndex;
dgvTick.HorizontalScrollingOffset = HorizontalScrollingOffset;
}
private DepthMarketDataField PbTick2DepthMarketDataField(PbTickCodec codec, PbTick tick)
{
PbTickView tickView = codec.Data2View(tick, false);
DepthMarketDataField marketData = default(DepthMarketDataField);
codec.GetUpdateTime(tick, out marketData.UpdateTime, out marketData.UpdateMillisec);
marketData.TradingDay = tickView.TradingDay;
marketData.ActionDay = tickView.ActionDay;
marketData.LastPrice = tickView.LastPrice;
marketData.Volume = tickView.Volume;
marketData.Turnover = tickView.Turnover;
marketData.OpenInterest = tickView.OpenInterest;
marketData.AveragePrice = tickView.AveragePrice;
if (tickView.Bar != null)
{
marketData.OpenPrice = tickView.Bar.Open;
marketData.HighestPrice = tickView.Bar.High;
marketData.LowestPrice = tickView.Bar.Low;
marketData.ClosePrice = tickView.Bar.Close;
}
if (tickView.Static != null)
{
marketData.LowerLimitPrice = tickView.Static.LowerLimitPrice;
marketData.UpperLimitPrice = tickView.Static.UpperLimitPrice;
marketData.SettlementPrice = tickView.Static.SettlementPrice;
marketData.Symbol = tickView.Static.Symbol;
if (!string.IsNullOrWhiteSpace(tickView.Static.Exchange))
{
marketData.Exchange = Enum <ExchangeType> .Parse(tickView.Static.Exchange);
}
}
int count = tickView.DepthList == null ? 0 : tickView.DepthList.Count;
if (count > 0)
{
int AskPos = DepthListHelper.FindAsk1Position(tickView.DepthList, tickView.AskPrice1);
int BidPos = AskPos - 1;
int _BidPos = BidPos;
if (_BidPos >= 0)
{
marketData.BidPrice1 = tickView.DepthList[_BidPos].Price;
marketData.BidVolume1 = tickView.DepthList[_BidPos].Size;
--_BidPos;
if (_BidPos >= 0)
{
marketData.BidPrice2 = tickView.DepthList[_BidPos].Price;
marketData.BidVolume2 = tickView.DepthList[_BidPos].Size;
--_BidPos;
if (_BidPos >= 0)
{
marketData.BidPrice3 = tickView.DepthList[_BidPos].Price;
marketData.BidVolume3 = tickView.DepthList[_BidPos].Size;
--_BidPos;
if (_BidPos >= 0)
{
marketData.BidPrice4 = tickView.DepthList[_BidPos].Price;
marketData.BidVolume4 = tickView.DepthList[_BidPos].Size;
--_BidPos;
if (_BidPos >= 0)
{
marketData.BidPrice5 = tickView.DepthList[_BidPos].Price;
marketData.BidVolume5 = tickView.DepthList[_BidPos].Size;
}
}
}
}
}
int _AskPos = AskPos;
if (_AskPos < count)
{
marketData.AskPrice1 = tickView.DepthList[_AskPos].Price;
marketData.AskVolume1 = tickView.DepthList[_AskPos].Size;
++_AskPos;
if (_AskPos < count)
{
marketData.AskPrice2 = tickView.DepthList[_AskPos].Price;
marketData.AskVolume2 = tickView.DepthList[_AskPos].Size;
++_AskPos;
if (_AskPos < count)
{
marketData.AskPrice3 = tickView.DepthList[_AskPos].Price;
marketData.AskVolume3 = tickView.DepthList[_AskPos].Size;
++_AskPos;
if (_AskPos < count)
{
marketData.AskPrice4 = tickView.DepthList[_AskPos].Price;
marketData.AskVolume4 = tickView.DepthList[_AskPos].Size;
++_AskPos;
if (_AskPos < count)
{
marketData.AskPrice5 = tickView.DepthList[_AskPos].Price;
marketData.AskVolume5 = tickView.DepthList[_AskPos].Size;
}
}
}
}
}
}
return(marketData);
}
