public WriterDataItem(FileStream stream, PbTickSerializer serializer, string path,string symbol)
{
Stream = stream;
Serializer = serializer;
_Symbol = symbol;
_Path = path;
LastWriteTime = DateTime.Now;
}
public WriterDataItem(FileStream stream, PbTickSerializer serializer, string path, string symbol)
{
Stream = stream;
Serializer = serializer;
_Symbol = symbol;
_Path = path;
LastWriteTime = DateTime.Now;
}
public void AddInstrument(string symbol, double tickSize, double factor, int Time_ssf_Diff)
{
lock (locker)
{
WriterDataItem item;
if (!Items.TryGetValue(symbol, out item))
{
var serializer = new PbTickSerializer();
if (tickSize > 0)
{
serializer.Codec.Config.SetTickSize(tickSize);
serializer.Codec.TickSize = serializer.Codec.Config.GetTickSize();
}
if (factor > 0)
{
serializer.Codec.Config.ContractMultiplier = factor;
}
serializer.Codec.Config.Time_ssf_Diff = Time_ssf_Diff;
Items.Add(symbol, new WriterDataItem(null, serializer, _path, symbol));
}
else
{
// 有可能要不关软件，连续工作，但tickSize又发生了变化
var serializer = item.Serializer;
if (serializer != null)
{
if (tickSize > 0)
{
serializer.Codec.Config.SetTickSize(tickSize);
serializer.Codec.TickSize = serializer.Codec.Config.GetTickSize();
}
if (factor > 0)
{
serializer.Codec.Config.ContractMultiplier = factor;
}
serializer.Codec.Config.Time_ssf_Diff = Time_ssf_Diff;
}
}
}
}
private void SaveChanges()
{
SaveFileDialog saveFileDialog = new SaveFileDialog();
saveFileDialog.Filter = "Portable Data Zero files (*.pd0)|*.pd0|All files (*.*)|*.*";
DialogResult result = saveFileDialog.ShowDialog();
if (result == DialogResult.OK)
{
string pathChosen = saveFileDialog.FileName;
ViewToDataByViewType();
PbTickSerializer pts = new PbTickSerializer();
pts.Write(this.listTickData, pathChosen);
ValueChanged(false);
}
}
public void AddInstrument(string symbol, double tickSize, double factor, int Time_ssf_Diff)
{
lock (locker)
{
WriterDataItem item;
if (!Items.TryGetValue(symbol, out item))
{
var serializer = new PbTickSerializer();
if (tickSize > 0)
{
serializer.Codec.Config.SetTickSize(tickSize);
serializer.Codec.TickSize = serializer.Codec.Config.GetTickSize();
}
if (factor > 0)
serializer.Codec.Config.ContractMultiplier = factor;
serializer.Codec.Config.Time_ssf_Diff = Time_ssf_Diff;
Items.Add(symbol, new WriterDataItem(null, serializer, _path, symbol));
}
else
{
// 有可能要不关软件，连续工作，但tickSize又发生了变化
var serializer = item.Serializer;
if (serializer != null)
{
if (tickSize > 0)
{
serializer.Codec.Config.SetTickSize(tickSize);
serializer.Codec.TickSize = serializer.Codec.Config.GetTickSize();
}
if (factor > 0)
serializer.Codec.Config.ContractMultiplier = factor;
serializer.Codec.Config.Time_ssf_Diff = Time_ssf_Diff;
}
}
}
}
static void Main3(string[] args)
{
FileInfo fi = new FileInfo(@"F:\办公文档\数据\DepthDataShow\20150120.txt");
//FileInfo fo = new FileInfo(@"F:\BaiduYunDownload\DepthDataShow\20150120.pd0");
PbTickSerializer pts = new PbTickSerializer();
CCC ccc = new CCC();
CCC last_ccc = new CCC();
AAA last = new AAA();
last.buy = false;
string last_symbol = "XXX";
List<AAA> list = new List<AAA>();
//using (Stream stream = File.Open(@"F:\BaiduYunDownload\DepthDataShow\20150120.pd0", FileMode.Create))
{
using (StreamReader file = new StreamReader(fi.OpenRead()))
{
int i = 0;
string str;
do
{
++i;
str = file.ReadLine();
if (str == null)
break;
string[] arr = str.Split(',');
AAA a = new AAA();
a.symbol = arr[1];
a.buy = arr[2] == "0";
a.price = double.Parse(arr[3]);
a.size = int.Parse(arr[4]);
if (last.buy == false && a.buy == true)
{
// 快照的切换点，把上次的存储都取出来，进行保存
// sell里先存的数字大的，后存的数字小的,最后的是卖一
// buy里也是先存数字大的，后存数字小的，最前的买一
//
foreach (var kv in ccc.dict)
{
kv.Value.MakeTick();
ccc.GetSerializer(kv.Key).Write(kv.Value.tick,
ccc.GetStream(kv.Key));
}
ccc.dict.Clear();
}
BBB bbb = ccc.Get(a.symbol);
bbb.symbol = a.symbol;
bbb.time = arr[0];
if (bbb.symbol == "cu1502")
{
int nTest = 1;
}
if (a.buy)
{
bbb.AddBid(a);
}
else
{
bbb.AddAsk(a);
}
last = a;
last_symbol = a.symbol;
//if (i < 4000)
// Console.WriteLine(str);
//if (i > 1000)
// break;
} while (str != null);
file.Close();
}
}
}
public PbTickSerializer GetSerializer(string symbol)
{
PbTickSerializer list;
if (!dict2.TryGetValue(symbol, out list))
{
list = new PbTickSerializer();
dict2.Add(symbol, list);
}
return list;
}
static void Main2(string[] args)
{
//读五档行情，然后存盘
FileInfo fi = new FileInfo(@"d:\wukan\Desktop\20141225.csv");
//FileInfo fo = new FileInfo(@"d:\wukan\Desktop\20141225.pd0");
PbTickSerializer pts = new PbTickSerializer();
using (Stream stream = File.Open(@"d:\wukan\Desktop\20141225_1.pd0", FileMode.Create))
{
using (StreamReader file = new StreamReader(fi.OpenRead()))
{
int i = 0;
string str = file.ReadLine();
do
{
++i;
str = file.ReadLine();
if (str == null)
break;
string[] arr = str.Split(',');
PbTick tick = new PbTick();
pts.Codec.SetSymbol(tick, arr[0]);
tick.Config = new ConfigInfo().Default();
if (arr[0].StartsWith("TF"))
{
tick.Config.SetTickSize(0.002);
tick.Config.ContractMultiplier = 10000;
}
else
{
tick.Config.SetTickSize(0.2);
tick.Config.ContractMultiplier = 300;
}
tick.Config.Time_ssf_Diff = 5;
pts.Codec.Config = tick.Config;
tick.ActionDay = int.Parse(arr[5]);
int time = int.Parse(arr[6]);
tick.Time_HHmm = time / 100000;
tick.Time_____ssf__ = time % 100000 / 100;
tick.Time________ff = time % 100;
pts.Codec.SetLastPrice(tick, double.Parse(arr[8]));
pts.Codec.SetHigh(tick, double.Parse(arr[9]));
pts.Codec.SetLow(tick, double.Parse(arr[10]));
pts.Codec.SetVolume(tick, int.Parse(arr[11]));
pts.Codec.SetTurnover(tick, int.Parse(arr[12]));
pts.Codec.SetOpenInterest(tick, int.Parse(arr[16]));
tick.DepthList = new List<DepthItem>();
tick.DepthList.Add(new DepthItem(pts.Codec.PriceToTick(double.Parse(arr[31])), int.Parse(arr[36]), 0));
tick.DepthList.Add(new DepthItem(pts.Codec.PriceToTick(double.Parse(arr[30])), int.Parse(arr[35]), 0));
tick.DepthList.Add(new DepthItem(pts.Codec.PriceToTick(double.Parse(arr[29])), int.Parse(arr[34]), 0));
tick.DepthList.Add(new DepthItem(pts.Codec.PriceToTick(double.Parse(arr[28])), int.Parse(arr[33]), 0));
tick.DepthList.Add(new DepthItem(pts.Codec.PriceToTick(double.Parse(arr[27])), int.Parse(arr[32]), 0));
pts.Codec.SetAskPrice1(tick, double.Parse(arr[17]));
tick.DepthList.Add(new DepthItem(pts.Codec.PriceToTick(double.Parse(arr[17])), int.Parse(arr[22]), 0));
tick.DepthList.Add(new DepthItem(pts.Codec.PriceToTick(double.Parse(arr[18])), int.Parse(arr[23]), 0));
tick.DepthList.Add(new DepthItem(pts.Codec.PriceToTick(double.Parse(arr[19])), int.Parse(arr[24]), 0));
tick.DepthList.Add(new DepthItem(pts.Codec.PriceToTick(double.Parse(arr[20])), int.Parse(arr[25]), 0));
tick.DepthList.Add(new DepthItem(pts.Codec.PriceToTick(double.Parse(arr[21])), int.Parse(arr[26]), 0));
pts.Write(tick, stream);
} while (str != null);
file.Close();
}
}
}
