根据先前的数据创建与函数相关的新项

本文关键字：函数 新项 数据 创建 | 更新日期: 2023-09-27 18:01:58

List<History> data = new List<History>(){   
 new History() {Symbol="a", Close = 1.0m, Date = new DateTime(2016, 2, 1) },
 new History() {Symbol="a", Close = 1.2m, Date = new DateTime(2016, 2, 2) },
 new History() {Symbol="a", Close = 1.3m, Date = new DateTime(2016, 2, 3) },
 new History() {Symbol="b", Close = 1.2m, Date = new DateTime(2016, 2, 1) },
 new History() {Symbol="b", Close = 1.2m, Date = new DateTime(2016, 2, 2) },
 new History() {Symbol="b", Close = 1.3m, Date = new DateTime(2016, 2, 3) },
};
var StockGroupList = data
 .GroupBy(o => o.Symbol)
 .OrderBy(o => o.Key)
 .ToList();

我想创建一个像

这样的新列表
select new { Symbol, Close, Date, Vol};

其中Vol为两天标准差，Symbol="a"在2016, 2, 3时的Vol为2016, 2, 3和2016, 2, 2时close的函数。此外，第一天的Vol(例如2016, 2, 1)默认为Vol = 0。

预期输出:

List<dynamic> NewData = new List<dynamic>
{ 
 new { Symbol = "a", Close = 1.0m, Date = new DateTime(2016, 2, 1), Vol = 0 },
 new { Symbol = "a", Close = 1.0m, Date = new DateTime(2016, 2, 2), Vol = SD(Close of 2016, 2, 1, Close of 2016, 2, 2) },
 new { Symbol = "a", Close = 1.0m, Date = new DateTime(2016, 2, 3), Vol = SD(Close of 2016, 2, 2, Close of 2016, 2, 3) },
                                            ......
};

可以把SD(x,y)看作一个给定的函数，简称为SD(x,y) = x+y。另外，如果SD的参数是一个List，比如List[Close of 2016, 2, 2, Close of 2016, 2, 3)]，那我该怎么办呢?

如果SD遵循

decimal OneStdDev = (decimal)(new DescriptiveStatistics(data.Select(o => (double)o.Close)).StandardDeviation);

我该怎么办?

根据先前的数据创建与函数相关的新项

我怀疑你在这种情况下需要分组，如果我理解你的问题，你想计算当前和以前的历史记录之间的SD。

您可以使用Linq扩展方法来完成此操作。

var results = data          
                .Take(1)
                .Select(x=>new {x.Symbol, x.Close, x.Date, Vol = 0.0m})
                .Concat(data.Zip(data.Skip(1), (first,second) => 
                                 new 
                                 {
                                     second.Symbol, 
                                     second.Close, 
                                     second.Date, 
                                     Vol = first.Close + second.Close  // Use whatever logic you want.
                                 }
                        ));
输出:

Symbol =a, Close=1.0, Date=2/1/2016 12:00:00 AM, Vol = 0.0
Symbol =a, Close=1.2, Date=2/2/2016 12:00:00 AM, Vol = 2.2
Symbol =a, Close=1.3, Date=2/3/2016 12:00:00 AM, Vol = 2.5
Symbol =b, Close=1.2, Date=2/1/2016 12:00:00 AM, Vol = 2.5
Symbol =b, Close=1.2, Date=2/2/2016 12:00:00 AM, Vol = 2.4
Symbol =b, Close=1.3, Date=2/3/2016 12:00:00 AM, Vol = 2.5

检查Demo

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