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问如何在动态数据中批量编辑时生成单个更新
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Stack Overflow用户

提问于 2022-03-14 17:20:35

回答 1查看 137关注 0票数 1

首先，我要说，我对反应性扩展和DynamicData都很陌生，所以我可能在这里遗漏了一些非常明显的东西。

目的:我想根据新的市场价格计算一些交易(类似于：https://dynamic-data.org/2014/11/22/trading-example-part-2-manage-market-data/)的利润(或亏损)。为了简单起见，让我们说，在最后一秒钟收到的所有价格都被认为是新的。

我的问题是:即使使用批处理编辑，同一货币在1秒内也会发生多个更新事件(如EURUSD)。理想情况下，我只想根据最新的可用值引发1个事件，以避免进行不必要的计算。

到目前为止我的代码是：

Main.cs

using System.Reactive.Linq;
using DynamicData;


TickService tickService = new();

tickService.NewTicks
    .Connect()
    .Watch("EURUSD")
    .Subscribe(price => Console.WriteLine(price));

/*
 * In the actual project the prices come from an external system,
 * but that is irrelevant here 
 * so for the sake of simplicity I'm adding them manually (with a delay)
 * to TickService
 */
Task.Run(() =>
{
    for (int i = 0; i < 10; i++)
    {
        var newTicks = new List<Tick>() { new Tick() { Name = "EURUSD", Price = i, LastUpdate = DateTime.UtcNow } };
        tickService.AddTicks(newTicks);
        Console.WriteLine($"Added: i -> {i}");
        Thread.Sleep(250);
    }
});

Console.ReadLine();

Tick.cs

public class Tick
{
    public string Name { get; set; } = "";
    public double Price { get; set; }
    public DateTime LastUpdate { get; set; }

    public override string ToString()
    {
        return $"Name: {Name}, Price: {Price}, LastUpdate: {LastUpdate}";
    }
}

TickService.cs (以最后一秒的价格公开一个IObservableCache )

using DynamicData;

public class TickService
{
    private readonly SourceCache<Tick, string> _ticksCache = new(x => x.Name);
    public IObservableCache<Tick, string> NewTicks { get; }

    public TickService()
    {
        NewTicks = _ticksCache
             .Connect()
             .Filter(tick => tick.LastUpdate > DateTime.UtcNow - TimeSpan.FromSeconds(1))
             .Batch(TimeSpan.FromSeconds(1))
             .AsObservableCache();
    }

    public void AddTicks(ICollection<Tick> newTicks)
    {
        _ticksCache.Edit(innerCache => innerCache.AddOrUpdate(newTicks));
    }
}

上述代码的结果如下：

Added: i -> 0
Added: i -> 1
Added: i -> 2
Added: i -> 3
Add, Key: EURUSD, Current: Name: EURUSD, Price: 0, LastUpdate: 14/03/2022 4:14:20 pm, Previous: <None>
Update, Key: EURUSD, Current: Name: EURUSD, Price: 1, LastUpdate: 14/03/2022 4:14:20 pm, Previous: Name: EURUSD, Price: 0, LastUpdate: 14/03/2022 4:14:20 pm
Update, Key: EURUSD, Current: Name: EURUSD, Price: 2, LastUpdate: 14/03/2022 4:14:21 pm, Previous: Name: EURUSD, Price: 1, LastUpdate: 14/03/2022 4:14:20 pm
Update, Key: EURUSD, Current: Name: EURUSD, Price: 3, LastUpdate: 14/03/2022 4:14:21 pm, Previous: Name: EURUSD, Price: 2, LastUpdate: 14/03/2022 4:14:21 pm
Added: i -> 4
Added: i -> 5
Added: i -> 6
Added: i -> 7
Update, Key: EURUSD, Current: Name: EURUSD, Price: 4, LastUpdate: 14/03/2022 4:14:21 pm, Previous: Name: EURUSD, Price: 3, LastUpdate: 14/03/2022 4:14:21 pm
Update, Key: EURUSD, Current: Name: EURUSD, Price: 5, LastUpdate: 14/03/2022 4:14:21 pm, Previous: Name: EURUSD, Price: 4, LastUpdate: 14/03/2022 4:14:21 pm
Update, Key: EURUSD, Current: Name: EURUSD, Price: 6, LastUpdate: 14/03/2022 4:14:22 pm, Previous: Name: EURUSD, Price: 5, LastUpdate: 14/03/2022 4:14:21 pm
Update, Key: EURUSD, Current: Name: EURUSD, Price: 7, LastUpdate: 14/03/2022 4:14:22 pm, Previous: Name: EURUSD, Price: 6, LastUpdate: 14/03/2022 4:14:22 pm
Added: i -> 8
Added: i -> 9
Update, Key: EURUSD, Current: Name: EURUSD, Price: 8, LastUpdate: 14/03/2022 4:14:22 pm, Previous: Name: EURUSD, Price: 7, LastUpdate: 14/03/2022 4:14:22 pm
Update, Key: EURUSD, Current: Name: EURUSD, Price: 9, LastUpdate: 14/03/2022 4:14:22 pm, Previous: Name: EURUSD, Price: 8, LastUpdate: 14/03/2022 4:14:22 pm

我想要的是：

Added: i -> 0
Added: i -> 1
Added: i -> 2
Added: i -> 3
Update, Key: EURUSD, Current: Name: EURUSD, Price: 3, LastUpdate: 14/03/2022 4:14:21 pm, Previous: Name: EURUSD, Price: 2, LastUpdate: 14/03/2022 4:14:21 pm
Added: i -> 4
Added: i -> 5
Added: i -> 6
Added: i -> 7
Update, Key: EURUSD, Current: Name: EURUSD, Price: 7, LastUpdate: 14/03/2022 4:14:22 pm, Previous: Name: EURUSD, Price: 6, LastUpdate: 14/03/2022 4:14:22 pm
Added: i -> 8
Added: i -> 9
Update, Key: EURUSD, Current: Name: EURUSD, Price: 9, LastUpdate: 14/03/2022 4:14:22 pm, Previous: Name: EURUSD, Price: 8, LastUpdate: 14/03/2022 4:14:22 pm

由于我使用的是批处理编辑，所以我只希望每秒钟为EURUSD生成一个更新事件。关于我在这里缺少的东西，有什么想法或建议吗？

谢谢

dynamic-data

回答 1

Stack Overflow用户

回答已采纳

发布于 2022-05-23 09:39:12

这是几个人提出的一个长期的请求，从来没有变成一个操作符，所以我在动态数据中添加了一个新的操作符，以实现更改集通知中的唯一性。

新运算符称为EnsureUniqueKeys，可应用于缓存。

    var uniqueChanges = _myCache.Connect().EnsureUniqueKeys()

哪里

    _myCache.Edit(innerCache =>
    {
        innerCache.AddOrUpdate(new Person("Me", 20));
        innerCache.AddOrUpdate(new Person("Me", 21));
        innerCache.AddOrUpdate(new Person("Me", 22));
    });

将为个人生成一个单独的添加通知(“Me”，22)

和

  _myCache.Edit(innerCache =>
    {
        innerCache.AddOrUpdate(new Person("Me", 20));
        innerCache.AddOrUpdate(new Person("Me", 21));
        innerCache.RemoveKey("Me");
    });

将产生一个空的更改集，因为该项是在同一个编辑中添加、更新和删除的。

运算符可以在TickService中应用，如下所示：

 NewTicks = _ticksCache
        .Connect()
        .Filter(tick => tick.LastUpdate > DateTime.UtcNow - TimeSpan.FromSeconds(1))
        .Batch(TimeSpan.FromSeconds(1))
        .EnsureUniqueKeys()      
        .AsObservableCache();

票数 2

页面原文内容由Stack Overflow提供。腾讯云小微IT领域专用引擎提供翻译支持

原文链接：

https://stackoverflow.com/questions/71471772

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