在C#中管理时间序列 [英] Managing timeseries in c#

问题描述

我想就您认为在c#中管理时间序列的最佳方法是什么发表您的看法.我需要有一个二维矩阵，如Datetime对象，作为行的索引(有序且无重复)，每列将代表相关Datetime的库存值.我想知道这些对象中的任何一个是否能够处理某个日期的缺失数据:添加列或时间序列会在行索引中添加缺失的日期，并且会为"null"或"N/a"添加现有日期缺少值.

I wanted to have your opinion on what is the best way to manage time series in c# according to you. I need to have a 2 dimensions matrix-like with Datetime object as an index of rows (ordered and without duplicate) and each columns would represent the stock value for the relevant Datetime. I would like to know if any of those objects would be able to handle missing data for a date: adding a column or a time serie would add the missing date in the row index and would add "null" or "N/a" for missing values for existing dates.

与c ++相比，c#已经提供了很多东西，我不想错过任何显而易见的东西.

A lot of stuff are already available in c# compared to c++ and I don't want to miss something obvious.

推荐答案

您可以在日期和股票价值之间使用映射，例如

You could use a mapping between the date and the stock value, such as Dictionary<DateTime, decimal>. This way the dates can be sparse.

如果您需要每个日期多个股票的价格，而并非每个日期都出现每只股票，则可以在 Dictionary< DateTime，Dictionary< Stock，decimal>>之间进行选择; 和 Dictionary< Stock，Dictionary< DateTime，decimal>> ，具体取决于您以后如何访问这些值(或者即使您不介意两次存储这些值，也可以同时访问这两个值)).

If you need the prices of multiple stocks at each date, and not every stock appears for every date, then you could choose between Dictionary<DateTime, Dictionary<Stock, decimal>> and Dictionary<Stock, Dictionary<DateTime, decimal>>, depending on how you want to access the values afterwards (or even both if you don't mind storing the values twice).

这篇关于在C#中管理时间序列的文章就介绍到这了，希望我们推荐的答案对大家有所帮助，也希望大家多多支持IT屋！