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)); }