NVIDIA has a tool for that. It is pretty old though. It would convert your TriangleList to TriangleStrip for you. I tried looking for a link for you, but it seem that the tool is deprecated and no longer supported. I cannot even find a link to it. Also to answer your question as well, DirectX has no function in there that will convert from List to strip.
You will have to either find a tool that will do it for you or write one yourself.