聚合扩展是解决此问题的最佳方法还是我应该尝试对分组进行一些操作？

Question

我正在使用股票数据源，并且想根据数据构建分钟柱（烛台）。我认为我有一个非常好的查询，可以为我提供所需的数据，但我不确定这是最好的方法。请提出您的任何意见或批评，我愿意接受您想要提供的任何意见。

左边输入，右边输出

class StockTick
{
    public DateTime Timestamp { get; set; }

    public int Id { get; set; }

    public decimal LastPrice { get; set; }
}

class FirstUda : CepAggregate<decimal, decimal>
{
    public override decimal GenerateOutput(IEnumerable<decimal> payloads)
    {
        return payloads.First();
    }
}

class LastUda : CepAggregate<decimal, decimal>
{
    public override decimal GenerateOutput(IEnumerable<decimal> payloads)
    {
        return payloads.Last();
    }
}

public static class CepExtensions
{
    [CepUserDefinedAggregate(typeof(FirstUda))]
    public static decimal First<InputT>(this CepWindow<InputT> window, Expression<Func<InputT, decimal>> map)
    {
        throw CepUtility.DoNotCall();
    }

    [CepUserDefinedAggregate(typeof(LastUda))]
    public static decimal Last<InputT>(this CepWindow<InputT> window, Expression<Func<InputT, decimal>> map)
    {
        throw CepUtility.DoNotCall();
    }
}

class Program
{
    static void Main(string[] args)
    {
        using (var server = Server.Create("Default"))
        {
            var app = server.CreateApplication("app");

            var source = GetStockTick();

            var input = source.ToPointStream(
                app,
                t => PointEvent.CreateInsert(t.Timestamp, t),
                AdvanceTimeSettings.IncreasingStartTime);

            var minuteWindows = input.AlterEventDuration(e => TimeSpan.FromTicks(TimeSpan.TicksPerMinute - (e.StartTime.Ticks % TimeSpan.TicksPerMinute)));

            var highLowTicks = from e in minuteWindows
                               group e by e.Id into g
                               from win in g.SnapshotWindow(SnapshotWindowOutputPolicy.Clip)
                               select new
                               {
                                   Id = g.Key,
                                   Timestamp = win.Max(e => e.Timestamp.AddSeconds(e.Timestamp.Second * -1)),
                                   OpenPrice = win.First(e => e.LastPrice),
                                   HighPrice = win.Max(t => t.LastPrice),
                                   LowPrice = win.Min(t => t.LastPrice),
                                   ClosePrice = win.Last(e => e.LastPrice)
                               };

            foreach (var hl in highLowTicks.ToEnumerable())
            {
                Console.WriteLine(hl);
            }

            Console.ReadKey();
        }
    }

    private static IEnumerable<StockTick> GetStockTick()
    {
        var ticks = new List<StockTick>();

        var baseTime = new DateTime(2010, 1, 1, 12, 0, 0);

        ticks.Add(new StockTick() { Id = 1, Timestamp = baseTime.AddSeconds(1), LastPrice = 10 });
        ticks.Add(new StockTick() { Id = 1, Timestamp = baseTime.AddSeconds(15), LastPrice = 8 });
        ticks.Add(new StockTick() { Id = 1, Timestamp = baseTime.AddSeconds(30), LastPrice = 12 });
        ticks.Add(new StockTick() { Id = 1, Timestamp = baseTime.AddSeconds(45), LastPrice = 11 });
        ticks.Add(new StockTick() { Id = 1, Timestamp = baseTime.AddSeconds(65), LastPrice = 13 });

        ticks.Add(new StockTick() { Id = 2, Timestamp = baseTime.AddSeconds(11), LastPrice = 35 });
        ticks.Add(new StockTick() { Id = 2, Timestamp = baseTime.AddSeconds(13), LastPrice = 37 });
        ticks.Add(new StockTick() { Id = 2, Timestamp = baseTime.AddSeconds(50), LastPrice = 22 });
        ticks.Add(new StockTick() { Id = 2, Timestamp = baseTime.AddSeconds(55), LastPrice = 32 });
        ticks.Add(new StockTick() { Id = 2, Timestamp = baseTime.AddSeconds(61), LastPrice = 36 });

        return ticks.OrderBy(t => t.Timestamp);
    }
}

Answer 1

瑞安，
看起来不错 - 只需检查这是否是预期的语义：

您将在每分钟内获得多个结果。对于每个输入事件，您将获得具有相同开始时间的结果事件，其中包含第一个（这一分钟内）和当前价格，以及迄今为止这一分钟内发生的最小值和最大值。因此，只有每分钟内的最后一个结果事件才会包含整分钟的第一个、最后一个、最小、最大。正确的？您不想每一分钟只发生一个事件吗？

罗马