private void dgvTick_SelectionChanged()
{
if (dgvTick.CurrentRow == null)
{
return;
}
nTickCurrentRowIndex = dgvTick.CurrentRow.Index;
if (listTickView == null || nTickCurrentRowIndex >= listTickView.Count)
{
return;
}
PbTickView tick2 = listTickView[nTickCurrentRowIndex];
pgBar.SelectedObject = tick2.Bar;
pgStatic.SelectedObject = tick2.Static;
pgConfig.SelectedObject = tick2.Config;
pgSplit.SelectedObject = tick2.Split;
if (dgvDepth.CurrentCell == null)
{
dgvDepth.DataSource = tick2.DepthList;
return;
}
int ColumnIndex = dgvDepth.CurrentCell.ColumnIndex;
int RowIndex = dgvDepth.CurrentCell.RowIndex;
bool Selected = dgvDepth.CurrentRow.Selected;
int FirstDisplayedScrollingRowIndex = dgvDepth.FirstDisplayedScrollingRowIndex;
int HorizontalScrollingOffset = dgvDepth.HorizontalScrollingOffset;
dgvDepth.DataSource = tick2.DepthList;
if (tick2.DepthList != null)
{
RowIndex = Math.Min(RowIndex, tick2.DepthList.Count - 1);
}
dgvDepth.CurrentCell = dgvDepth.Rows[RowIndex].Cells[ColumnIndex];
if (Selected)
{
dgvDepth.CurrentRow.Selected = Selected;
}
dgvDepth.FirstDisplayedScrollingRowIndex = FirstDisplayedScrollingRowIndex;
dgvDepth.HorizontalScrollingOffset = HorizontalScrollingOffset;
// 设置背景色
int pos = DepthListHelper.FindAsk1PositionDescending(tick2.DepthList, tick2.AskPrice1);
for (int i = 0; i <= pos; ++i)
{
for (int j = 0; j < dgvDepth.Rows[i].Cells.Count; ++j)
{
dgvDepth.Rows[i].Cells[j].Style.BackColor = Color.Tomato;
}
}
}
private void pgConfig_Click(object sender, EventArgs e)
{
ValueChanged(true);
PbTickView tick2 = listTickView[nTickCurrentRowIndex];
tick2.Config = (ConfigInfoView)pgConfig.SelectedObject;
}
private void pgSplit_Click(object sender, EventArgs e)
{
ValueChanged(true);
PbTickView tick2 = listTickView[nTickCurrentRowIndex];
tick2.Split = (StockSplitInfoView)pgSplit.SelectedObject;
}
private void pgStatic_PropertyValueChanged(object s, PropertyValueChangedEventArgs e)
{
ValueChanged(true);
PbTickView tick2 = listTickView[nTickCurrentRowIndex];
tick2.Static = (StaticInfoView)pgStatic.SelectedObject;
}
private void pgBar_PropertyValueChanged(object s, PropertyValueChangedEventArgs e)
{
ValueChanged(true);
PbTickView tick2 = listTickView[nTickCurrentRowIndex];
tick2.Bar = (BarInfoView)pgBar.SelectedObject;
}
private static string getTime(PbTickView pbTickView)
{
return(String.Format("{0}:{1}:{2}.{3}",
(pbTickView.Time_HHmm / 100).ToString("D2"),
(pbTickView.Time_HHmm % 100).ToString("D2"),
(pbTickView.Time_____ssf__ / 10).ToString("D2"),
((pbTickView.Time_____ssf__ % 10) * 100 + pbTickView.Time________ff).ToString("D3")
));
}
private void dgvTick_SelectionChanged(object sender, EventArgs e)
{
if (dgvTick.CurrentRow == null)
{
return;
}
nTickCurrentRowIndex = dgvTick.CurrentRow.Index;
if (listTickView == null || nTickCurrentRowIndex >= listTickView.Count)
{
return;
}
PbTickView tick2 = listTickView[nTickCurrentRowIndex];
BarInfoView bi = tick2.Bar;
if (bi == null)
{
//bi = new BarInfoView();
}
pgBar.SelectedObject = bi;
StaticInfoView si = tick2.Static;
if (si == null)
{
//si = new StaticInfoView();
}
pgStatic.SelectedObject = si;
ConfigInfoView ci = tick2.Config;
if (ci == null)
{
//ci = new ConfigInfoView();
}
pgConfig.SelectedObject = ci;
StockSplitInfoView ssi = tick2.Split;
if (ssi == null)
{
//ssi = new StockSplitInfoView();
}
pgSplit.SelectedObject = ssi;
dgvDepth.DataSource = Int2DoubleConverter.ToList(tick2.Depth1_3);
}
private void dgvDepth_CellValueChanged(object sender, DataGridViewCellEventArgs e)
{
if (listTickView == null || nTickCurrentRowIndex >= listTickView.Count)
{
return;
}
ValueChanged(true);
PbTickView tick2 = listTickView[nTickCurrentRowIndex];
List <DepthDetailView> list = (List <DepthDetailView>)dgvDepth.DataSource;
tick2.Depth1_3 = Int2DoubleConverter.FromList(list);
}
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);
}
public static PbTickStruct5 toStruct(PbTickView input)
{
var o = default(PbTickStruct5);
codec.GetUpdateTime(input, out o.UpdateTime, out o.UpdateMillisec);
o.TradingDay = input.TradingDay;
o.ActionDay = input.ActionDay;
o.LastPrice = (float)input.LastPrice;
o.Volume = input.Volume;
o.Turnover = (float)input.Turnover;
o.OpenInterest = (float)input.OpenInterest;
o.AveragePrice = (float)input.AveragePrice;
if (input.Bar != null)
{
o.OpenPrice = (float)input.Bar.Open;
o.HighestPrice = (float)input.Bar.High;
o.LowestPrice = (float)input.Bar.Low;
o.ClosePrice = (float)input.Bar.Close;
}
if (input.Static != null)
{
o.LowerLimitPrice = (float)input.Static.LowerLimitPrice;
o.UpperLimitPrice = (float)input.Static.UpperLimitPrice;
o.SettlementPrice = (float)input.Static.SettlementPrice;
o.Symbol = input.Static.Symbol;
o.Exchange = input.Static.Exchange;
//o.Symbol = "IF";
//o.Exchange = "CFFEX";
o.PreClosePrice = (float)input.Static.PreClosePrice;
o.PreSettlementPrice = (float)input.Static.PreSettlementPrice;
o.PreOpenInterest = input.Static.PreOpenInterest;
}
o.Price = new float[10];
o.Size = new int[10];
int count = input.DepthList == null ? 0 : input.DepthList.Count;
if (count > 0)
{
int AskPos = DepthListHelper.FindAsk1Position(input.DepthList, input.AskPrice1); // 卖一位置
int BidPos = AskPos - 1; // 买一位置，在数组中的位置
int BidCount = BidPos + 1;
int AskCount = count - AskPos;
if (BidCount > 0)
{
int j = 0;
for (int i = BidPos; i >= 0; --i)
{
o.Price[4 - j] = (float)input.DepthList[i].Price;
o.Size[4 - j] = input.DepthList[i].Size;
++j;
}
}
if (AskCount > 0)
{
int j = 0;
for (int i = AskPos; i < count; ++i)
{
o.Price[5 + j] = (float)input.DepthList[i].Price;
o.Size[5 + j] = input.DepthList[i].Size;
++j;
}
}
}
return(o);
}
private DepthMarketDataNClass PbTick2DepthMarketDataNClass(PbTickCodec codec, PbTickView tickView)
{
DepthMarketDataNClass marketData = new DepthMarketDataNClass();
codec.GetUpdateTime(tickView, out marketData.UpdateTime, out marketData.UpdateMillisec);
marketData.TradingDay = tickView.TradingDay;
marketData.ActionDay = tickView.ActionDay;
marketData.LastPrice = tickView.LastPrice;
marketData.Volume = tickView.Volume;
if (SubscribeExternData)
{
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);
}
marketData.PreClosePrice = tickView.Static.PreClosePrice;
marketData.PreSettlementPrice = tickView.Static.PreSettlementPrice;
marketData.PreOpenInterest = tickView.Static.PreOpenInterest;
}
}
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 BidCount = BidPos + 1;
int AskCount = count - AskPos;
marketData.Bids = new DepthField[0];
marketData.Asks = new DepthField[0];
if (SubscribeBid)
{
if (BidCount > 0)
{
marketData.Bids = new DepthField[BidCount];
int j = 0;
for (int i = BidPos; i >= 0; --i)
{
marketData.Bids[j] = new DepthField()
{
Price = tickView.DepthList[i].Price,
Size = tickView.DepthList[i].Size,
Count = tickView.DepthList[i].Count,
};
++j;
}
}
}
if (SubscribeAsk)
{
if (AskCount > 0)
{
marketData.Asks = new DepthField[AskCount];
int j = 0;
for (int i = AskPos; i < count; ++i)
{
marketData.Asks[j] = new DepthField()
{
Price = tickView.DepthList[i].Price,
Size = tickView.DepthList[i].Size,
Count = tickView.DepthList[i].Count,
};
++j;
}
}
}
}
return(marketData);
}
