public static void WriteCsv(IEnumerable <PbTick> list, string output) { if (list == null) { return; } var Codec = new PbTickCodec(); // 将差分数据生成界面数据 IEnumerable <PbTickView> _list = Codec.Data2View(Codec.Restore(list), false); // 保存 using (TextWriter stream = new StreamWriter(output)) { var t = new PbTickView(); stream.WriteLine(PbTickView.ToCsvHeader()); foreach (var l in _list) { stream.WriteLine(l); } stream.Close(); } }
public PbTickView Int2Double(PbTick tick, bool descending) { if (tick == null) { return(null); } var view = new PbTickView(); // 利用此机会设置TickSize if (Codec == null) { Codec = new PbTickCodec(); } view.Config = Int2Double(tick.Config); Codec.Config = tick.Config; view.Turnover = Codec.GetTurnover(tick); view.AveragePrice = Codec.GetAveragePrice(tick); view.LastPrice = Codec.TickToPrice(tick.LastPrice); view.AskPrice1 = Codec.TickToPrice(tick.AskPrice1); view.Volume = tick.Volume; view.OpenInterest = tick.OpenInterest; view.TradingDay = tick.TradingDay; view.ActionDay = tick.ActionDay; view.Time_HHmm = tick.Time_HHmm; view.Time_____ssf__ = tick.Time_____ssf__; view.Time________ff = tick.Time________ff; view.Bar = Int2Double(tick.Bar); view.Static = Int2Double(tick.Static); view.Split = Int2Double(tick.Split); view.LocalTime_Msec = tick.LocalTime_Msec; view.DepthList = Int2Double(tick.DepthList, descending); view.LoadQuote(descending); return(view); }
public PbTick Double2Int(PbTickView tick, bool descending) { if (tick == null) { return(null); } var field = new PbTick(); // 利用此机会设置TickSize if (Codec == null) { Codec = new PbTickCodec(); } field.Config = Double2Int(tick.Config); Codec.Config = field.Config; Codec.SetTurnover(field, tick.Turnover); Codec.SetAveragePrice(field, tick.AveragePrice); field.LastPrice = Codec.PriceToTick(tick.LastPrice); field.AskPrice1 = Codec.PriceToTick(tick.AskPrice1); 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 = Double2Int(tick.Bar); field.Static = Double2Int(tick.Static); field.Split = Double2Int(tick.Split); field.LocalTime_Msec = tick.LocalTime_Msec; field.DepthList = Double2Int(tick.DepthList, descending); return(field); }
public static void WriteCsv(IEnumerable<PbTick> list, string output) { if (list == null) return; PbTickCodec Codec = new PbTickCodec(); // 将差分数据生成界面数据 IEnumerable<PbTickView> _list = Codec.Data2View(Codec.Restore(list), false); // 保存 using (TextWriter stream = new StreamWriter(output)) { PbTickView t = new PbTickView(); stream.WriteLine(t.ToCsvHeader()); foreach (var l in _list) { stream.WriteLine(l); } stream.Close(); } }
public TimeSpan GetUpdateTime(PbTickView tickView) { return(GetUpdateTime(tickView.Time_HHmm, tickView.Time_____ssf__, tickView.Time________ff, 0)); }
public void GetUpdateTime(PbTickView tickView, out int time, out int ms) { GetUpdateTime(tickView.Time_HHmm, tickView.Time_____ssf__, tickView.Time________ff, out time, out ms); }
public PbTickView Int2Double(PbTick tick, bool descending) { if (tick == null) return null; var view = new PbTickView(); // 利用此机会设置TickSize if (Codec == null) { Codec = new PbTickCodec(); } view.Config = Int2Double(tick.Config); Codec.Config = tick.Config; view.Turnover = Codec.GetTurnover(tick); view.AveragePrice = Codec.GetAveragePrice(tick); view.LastPrice = Codec.TickToPrice(tick.LastPrice); view.AskPrice1 = Codec.TickToPrice(tick.AskPrice1); view.Volume = tick.Volume; view.OpenInterest = tick.OpenInterest; view.TradingDay = tick.TradingDay; view.ActionDay = tick.ActionDay; view.Time_HHmm = tick.Time_HHmm; view.Time_____ssf__ = tick.Time_____ssf__; view.Time________ff = tick.Time________ff; view.Bar = Int2Double(tick.Bar); view.Static = Int2Double(tick.Static); view.Split = Int2Double(tick.Split); view.LocalTime_Msec = tick.LocalTime_Msec; view.DepthList = Int2Double(tick.DepthList, descending); view.LoadQuote(descending); return view; }
public TimeSpan GetUpdateTime(PbTickView tickView) { return GetUpdateTime(tickView.Time_HHmm, tickView.Time_____ssf__, tickView.Time________ff, 0); }
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; }
public PbTick Double2Int(PbTickView tick, bool descending) { if (tick == null) return null; PbTick field = new PbTick(); // 利用此机会设置TickSize if (Codec == null) { Codec = new PbTickCodec(); } field.Config = Double2Int(tick.Config); Codec.Config = field.Config; Codec.SetTurnover(field, tick.Turnover); Codec.SetAveragePrice(field, tick.AveragePrice); field.LastPrice = Codec.PriceToTick(tick.LastPrice); field.AskPrice1 = Codec.PriceToTick(tick.AskPrice1); 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 = Double2Int(tick.Bar); field.Static = Double2Int(tick.Static); field.Split = Double2Int(tick.Split); field.LocalTime_Msec = tick.LocalTime_Msec; field.DepthList = Double2Int(tick.DepthList, descending); return field; }
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") ); }