Пример #1
0
        public static TickData FromBinary(BinaryReader br)
        {
            TickData tickData = new TickData();

            tickData.Index = br.ReadUInt32();
            tickData.Time = new TimeSpan(0, 0, (int)br.ReadUInt16());
            tickData.Flags = br.ReadUInt16();
            tickData.Price = br.ReadUInt32() / 1000.0;
            tickData.Amount = (UInt32)br.ReadDouble() / 100;
            tickData.Buy = br.ReadUInt32() / 1000.0;
            tickData.Sell = br.ReadUInt32() / 1000.0;
            tickData.NumOfOrders = br.ReadUInt32();

            // skip reserved 20 bytes
            br.ReadBytes(20);

            return tickData;
        }
Пример #2
0
        public static TickData FromText(string line)
        {
            TickData tickData = new TickData();
            string[] items = line.Split(',');

            tickData.Index = UInt32.Parse(items[0]);
            tickData.Time = TimeSpan.Parse(items[1]);
            tickData.Price = Double.Parse(items[2]);
            tickData.Amount = UInt32.Parse(items[3]);
            tickData.Buy = Double.Parse(items[4]);
            tickData.Sell = Double.Parse(items[5]);
            tickData.NumOfOrders = UInt32.Parse(items[6]);
            tickData.Flags = UInt16.Parse(items[7]);

            return tickData;
        }
Пример #3
0
 private StockDetails(string symbol, TickData[] ticks)
 {
     _ticks = ticks;
     Symbol = symbol;
 }