public BarInfo Double2Int(BarInfoView bar)
{
if (bar == null)
{
return(null);
}
var field = new BarInfo();
field.Open = Codec.PriceToTick(bar.Open);
field.High = Codec.PriceToTick(bar.High);
field.Low = Codec.PriceToTick(bar.Low);
field.Close = Codec.PriceToTick(bar.Close);
field.BarSize = bar.BarSize;
return(field);
}
public void TestTick2Price()
{
PbTickCodec ptc = new PbTickCodec();
ptc.Config.SetTickSize(0.2);
ptc.TickSize = ptc.Config.GetTickSize();
Assert.AreEqual(5, ptc.PriceToTick(1));
Assert.AreEqual(6, ptc.PriceToTick(1.2));
Assert.AreEqual(7, ptc.PriceToTick(1.4));
Assert.AreEqual(8, ptc.PriceToTick(1.6));
Assert.AreEqual(9, ptc.PriceToTick(1.8));
Assert.AreEqual(10, ptc.PriceToTick(2.0));
Assert.AreEqual(-5, ptc.PriceToTick(-1));
Assert.AreEqual(-6, ptc.PriceToTick(-1.2));
Assert.AreEqual(-7, ptc.PriceToTick(-1.4));
Assert.AreEqual(-8, ptc.PriceToTick(-1.6));
Assert.AreEqual(-9, ptc.PriceToTick(-1.8));
Assert.AreEqual(-10, ptc.PriceToTick(-2.0));
Assert.AreEqual(0.2, ptc.TickToPrice(1));
Assert.AreEqual(0.4, ptc.TickToPrice(2));
Assert.AreEqual(-0.2, ptc.TickToPrice(-1));
Assert.AreEqual(-0.4, ptc.TickToPrice(-2));
Assert.AreEqual(-2, ptc.TickToPrice(-10));
}
