A class of generalized high order finite compact difference schemes is proposed for shock/vortex, shock/boundary layer interaction problems. The finite compact difference scheme takes the region between two shocks as a compact stencil. The high order WENO fluxes on shock stencils are used as the internal boundary fluxes for the compact scheme. A lemma of the property of smoothness estimators on a 5-points stencil is given to detect the shock position. There is no free parameter introduced. Some numerical experiments are given as the application of the new scheme.