public static IEnumerable <QueryGeneralOrderResult> ExtractFrom(TabulateData data)
{
if (columnIndices == null)
{
columnIndices = columns.Select(c => data.GetColumnIndex(c)).ToArray();
}
var subData = data.GetSubColumns(columnIndices);
foreach (var row in subData.Rows)
{
QueryGeneralOrderResult result = new QueryGeneralOrderResult();
int index = 0;
result.OrderNo = int.Parse(row[index++]);
result.SubmissionTime = row[index++];
result.SecurityCode = row[index++];
result.SecurityName = row[index++];
result.BuySellFlag = row[index++];
result.StatusString = row[index++];
result.Status = TradingHelper.ConvertStringToOrderStatus(result.StatusString);
result.SubmissionPrice = TradingHelper.SafeParseFloat(row[index++]);
result.SubmissionVolume = TradingHelper.SafeParseInt(row[index++]);
result.DealPrice = TradingHelper.SafeParseFloat(row[index++]);
result.DealVolume = TradingHelper.SafeParseInt(row[index++]);
result.SubmissionType = row[index++];
result.PricingType = row[index++];
yield return(result);
}
}
public static IEnumerable <FiveLevelQuote> ExtractFrom(TabulateData data, DateTime timestamp)
{
if (columnIndices == null)
{
columnIndices = columns.Select(c => data.GetColumnIndex(c)).ToArray();
}
var subData = data.GetSubColumns(columnIndices);
foreach (var row in subData.Rows)
{
FiveLevelQuote quote = new FiveLevelQuote(timestamp);
int index = 0;
quote.SecurityCode = row[index++];
quote.SecurityName = row[index++];
quote.YesterdayClosePrice = TradingHelper.SafeParseFloat(row[index++]);
quote.TodayOpenPrice = TradingHelper.SafeParseFloat(row[index++]);
quote.CurrentPrice = TradingHelper.SafeParseFloat(row[index++]);
quote.BuyPrices = new float[5];
quote.BuyVolumesInHand = new int[5];
quote.SellPrices = new float[5];
quote.SellVolumesInHand = new int[5];
quote.BuyPrices[0] = TradingHelper.SafeParseFloat(row[index++]);
quote.BuyPrices[1] = TradingHelper.SafeParseFloat(row[index++]);
quote.BuyPrices[2] = TradingHelper.SafeParseFloat(row[index++]);
quote.BuyPrices[3] = TradingHelper.SafeParseFloat(row[index++]);
quote.BuyPrices[4] = TradingHelper.SafeParseFloat(row[index++]);
quote.BuyVolumesInHand[0] = TradingHelper.SafeParseInt(row[index++]);
quote.BuyVolumesInHand[1] = TradingHelper.SafeParseInt(row[index++]);
quote.BuyVolumesInHand[2] = TradingHelper.SafeParseInt(row[index++]);
quote.BuyVolumesInHand[3] = TradingHelper.SafeParseInt(row[index++]);
quote.BuyVolumesInHand[4] = TradingHelper.SafeParseInt(row[index++]);
quote.SellPrices[0] = TradingHelper.SafeParseFloat(row[index++]);
quote.SellPrices[1] = TradingHelper.SafeParseFloat(row[index++]);
quote.SellPrices[2] = TradingHelper.SafeParseFloat(row[index++]);
quote.SellPrices[3] = TradingHelper.SafeParseFloat(row[index++]);
quote.SellPrices[4] = TradingHelper.SafeParseFloat(row[index++]);
quote.SellVolumesInHand[0] = TradingHelper.SafeParseInt(row[index++]);
quote.SellVolumesInHand[1] = TradingHelper.SafeParseInt(row[index++]);
quote.SellVolumesInHand[2] = TradingHelper.SafeParseInt(row[index++]);
quote.SellVolumesInHand[3] = TradingHelper.SafeParseInt(row[index++]);
quote.SellVolumesInHand[4] = TradingHelper.SafeParseInt(row[index++]);
yield return(quote);
}
}
