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我可以用LINQ重写下面的代码吗?

linq c#

Ahmed · 技术社区 · 16 年前

fullorderbook.asks

orderbook.asks 是包含当前状态的当前订单列表。

所以算法只是在 fullorderbook.asks文件 并将价格与订单中相应的订单价格进行比较 订单.asks

for (int i = 1; i <= fulllength; i++)
        {
            withinrange = false;
            //for each level in the ask book check if the price still
            //exists or it is deleted or just shift down
            while (askindex <= asklength)
            {
                //removed ask 
                if (orderbook.asks[askindex].price > fullorderbook.asks[i].price)
                {
                    changes.Add(new CapturedLevel(i, fullorderbook.asks[i].price, -1 * fullorderbook.asks[i].volume));
                    withinrange = true;
                    break;
                }
                else if (orderbook.asks[askindex].price < fullorderbook.asks[i].price)
                {
                    //update the ask pointer
                    askindex++;
                }
                else
                {
                    withinrange = true;
                    askindex++;
                    break;
                }
            }

            if (!withinrange)
            {
                //removed ask
                if (askindex >= asklength && asklength < OBK_SIZE)
                {
                    changes.Add(new CapturedLevel(i, fullorderbook.asks[i].price, -1 * fullorderbook.asks[i].volume));
                }
                else if (askindex >= asklength)
                {
                    shiftedorders.Add(orderbook.asks[i]);
                }
            }
        }
        fullorderbook.asks.Clear();
        fullorderbook.asks.AddRange(orderbook.asks.ToList<PriceLevel>());
        fullorderbook.asks.AddRange(shiftedorders);

该算法的目的是寻找完全删除的顺序和下移的顺序 (订单位置大于订单簿大小 OBK_SIZE ).

所以我知道 IEnumerable.Except 扩展方法不会给出解决方案,因为它将返回差异,而不知道造成这种差异的原因(下移或删除)。因为如果订单调低了,我就得把它放在按正确的顺序。

3 回复 | 直到 16 年前

Davy Landman 16 年前

我会说使用 Except Operator .

var deleted = fullorderbook.asks.Except(orderbook.asks);

如果你不想使用对象。等于你可以提供一个 IEqualityComparer<T> . 例如,如果你仍然只想比较价格。

nailitdown 16 年前

抱歉,我没有时间给一个适当考虑的答复。。。这可能会让你开始:

//checks for deliverableNo's existence in sheetDataSource
if(!(sheetDataSource.Any(item => item.DeliverableNo == varItem.DeliverableNo)))
{
sheetDataSource.Add(varItem);
}

Ahmed 16 年前

我想这就是解决办法

        double highestprice = orderbook.asks[asklength].price;
        List<PriceLevel> difflist = new List<PriceLevel>(fullorderbook.asks.Except(orderbook.asks));
        fullorderbook.asks.Clear();
        fullorderbook.asks.AddRange(orderbook.asks);
        //fill the shifted orders
        fullorderbook.asks.AddRange(
            (difflist.FindAll((x) =>
        {
            //shifted order
            return x.price > highestprice;
        }
            )));

        //fill the deleted orders
        changes.AddRange(
            (difflist.FindAll((x) =>
        {
            //deleted order
            return x.price < highestprice;
        }).ConvertAll((y)=>

        {
            return new CapturedLevel(0, y.price, -1*y.volume);
        }
        )));