C# linq 根据以前的数据创建一个与函数相关的新项目

Question

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();

我想创建一个新的列表

select new { Symbol, Close, Date, Vol};

此处 Vol 是两天的标准偏差，例如 Symbol="a" 的 Vol at 2016, 2, 3 是 close 的函数，适用于 2016, 2, 3 和 2016, 2, 2。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) },
                                            ......
};

你可以把SD(x,y)看成一个给定的函数，简单地说SD(x,y) = x+y。此外，如果 SD 的参数是 List 则说 List[Close of 2016, 2, 2, Close of 2016, 2, 3)]，那我该怎么办？

如果 SD 是以下形式

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

我该怎么办？

Answer 1

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

您可以使用 Linq 扩展方法来做到这一点。

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

检查这个Demo