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 PbTick Double2Int(PbTickView tick)
{
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.UseFlat(flat);
Codec.SetTurnover(field, tick.Turnover);
Codec.SetAveragePrice(field, tick.AveragePrice);
field.LastPrice = Codec.PriceToTick(tick.LastPrice);
field.Depth1_3 = Double2Int(tick.Depth1_3);
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);
return(field);
}
public PbTickView Int2Double(PbTick tick)
{
if (tick == null)
{
return(null);
}
PbTickView field = new PbTickView();
// 利用此机会设置TickSize
if (Codec == null)
{
Codec = new PbTickCodec();
}
field.Config = Int2Double(tick.Config);
Codec.Config = tick.Config;
Codec.UseFlat(flat);
field.Turnover = Codec.GetTurnover(tick);
field.AveragePrice = Codec.GetAveragePrice(tick);
field.LastPrice = Codec.TickToPrice(tick.LastPrice);
field.Depth1_3 = Int2Double(tick.Depth1_3);
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 = Int2Double(tick.Bar);
field.Static = Int2Double(tick.Static);
field.Split = Int2Double(tick.Split);
return(field);
}
public PbTickSerializer()
{
Codec = new PbTickCodec();
}