private List <StockQuote> Transfer(StockBlock stockData)
{
List <StockQuote> results = new List <StockQuote>();
foreach (Quotation.Stock s in stockData.Stock)
{
StockQuote stock = Transfer(s);
results.Add(stock);
}
return(results);
}
private StockQuote Transfer(Quotation.Stock s)
{
StockQuote result = new StockQuote()
{
SecurityId = ParseSecurityId(s.SzCode, s.SzWindCode),
TradingDay = s.NTradingDay,
Time = s.NTime,
Status = s.NStatus,
PreClose = PriceTransfer(s.NPreClose),
Open = PriceTransfer(s.NOpen),
High = PriceTransfer(s.NHigh),
Low = PriceTransfer(s.NLow),
Match = PriceTransfer(s.NMatch),
AskPrice = new decimal[]
{
PriceTransfer(s.NAskPrice0),
PriceTransfer(s.NAskPrice1),
PriceTransfer(s.NAskPrice2),
PriceTransfer(s.NAskPrice3),
PriceTransfer(s.NAskPrice4),
PriceTransfer(s.NAskPrice5),
PriceTransfer(s.NAskPrice6),
PriceTransfer(s.NAskPrice7),
PriceTransfer(s.NAskPrice8),
PriceTransfer(s.NAskPrice9),
},
AskVol = new decimal[]
{
VolTransfer(s.NAskVol0),
VolTransfer(s.NAskVol1),
VolTransfer(s.NAskVol2),
VolTransfer(s.NAskVol3),
VolTransfer(s.NAskVol4),
VolTransfer(s.NAskVol5),
VolTransfer(s.NAskVol6),
VolTransfer(s.NAskVol7),
VolTransfer(s.NAskVol8),
VolTransfer(s.NAskVol9),
},
BidPrice = new decimal[]
{
PriceTransfer(s.NBidPrice0),
PriceTransfer(s.NBidPrice1),
PriceTransfer(s.NBidPrice2),
PriceTransfer(s.NBidPrice3),
PriceTransfer(s.NBidPrice4),
PriceTransfer(s.NBidPrice5),
PriceTransfer(s.NBidPrice6),
PriceTransfer(s.NBidPrice7),
PriceTransfer(s.NBidPrice8),
PriceTransfer(s.NBidPrice9),
},
BidVol = new decimal[]
{
VolTransfer(s.NBidVol0),
VolTransfer(s.NBidVol1),
VolTransfer(s.NBidVol2),
VolTransfer(s.NBidVol3),
VolTransfer(s.NBidVol4),
VolTransfer(s.NBidVol5),
VolTransfer(s.NBidVol6),
VolTransfer(s.NBidVol7),
VolTransfer(s.NBidVol8),
VolTransfer(s.NBidVol9),
},
NumTrades = s.NNumTrades,
Volume = VolTransfer(s.IVolume),
Turnover = VolTransfer(s.ITurnover),
TotalBidVol = VolTransfer(s.NTotalBidVol),
TotalAskVol = VolTransfer(s.NTotalAskVol),
WeightedAvgBidPrice = PriceTransfer(s.NWeightedAvgBidPrice),
WeightedAvgAskPrice = PriceTransfer(s.NWeightedAvgAskPrice),
IOPV = PriceTransfer(s.NIOPV),
YieldToMaturity = PriceTransfer(s.NYieldToMaturity),
HighLimited = PriceTransfer(s.NHighLimited),
LowLimited = PriceTransfer(s.NLowLimited),
};
return(result);
}