创建一个子矩阵

Question

我想创建一个SubMatrix或ArrayList下面的矩阵（我使它更小，所以它会适合）tradeTime> sessionBegin和< sessionEnd。

DateTime tradeTime; 
private DateTime sessionBegin; 
private DateTime sessionEnd; 

int[,] hTrades = 
{ 
    { 2012, 11, 9, 10, 24, 1, -1, 8515 }, 
    { 2012, 11, 9, 10, 24, 2, -1, 8515 }, 
    { 2012, 11, 9, 10, 44, 3, 1, 8530 }, 
    { 2012, 11, 9, 10, 44, 4, 1, 8535 }, 
    { 2012, 11, 9, 10, 55, 5, -1, 8537 }, 
    { 2012, 11, 9, 10, 55, 6, -1, 8537 }, 
    { 2012, 11, 9, 11, 1, 7, 1, 8552 }, 
    { 2012, 11, 9, 11, 7, 8, 1, 8556 }, 
    { 2012, 11, 11, 18, 18, 1, 1, 8617 }, 
    { 2012, 11, 11, 18, 18, 2, 1, 8617 }, 
    { 2012, 11, 11, 18, 18, 3, 1, 8617 }, 
    { 2012, 11, 11, 18, 18, 4, 1, 8617 } 
}; 

tradeTime = new DateTime(hTrades[i, 0], hTrades[i, 1], hTrades[i, 2], 
    hTrades[i, 3], hTrades[i, 4], 0); 

Answer 1

首先，处理这个二维数组可能会有点尴尬。为了简化，你可以是矩阵的每一行组成一个对象：

class Trade 
{ 
    public DateTime Date { get; set; } 
    public int Value1 { get; set; } 
    public int Value2 { get; set; } 
} 

.... 

DateTime sessionBegin = new DateTime(2012, 11, 9, 11, 0, 0); 
DateTime sessionEnd = new DateTime(2012, 11, 9, 12, 0, 0); 
List<Trade> trades = new List<Trade>(); 

for(int i = 0; i < hTrades.GetLength(0); i++) 
{ 
    trades.Add(new Trade() 
    { 
     Date = new DateTime(hTrades[i, 0], hTrades[i, 1], hTrades[i, 2], hTrades[i, 3], hTrades[i, 4], 0), 
     Value1 = hTrades[i, 5], 
     Value2 = hTrades[i, 6] 
    }); 
} 

var sessionTrades = trades.Where(t => t.Date > sessionBegin && t.Date <= sessionEnd); 

这会发现，对应于以下行业的Trade对象：

{ 2012, 11, 9, 11, 1, 7, 1, 8552 }, 
{ 2012, 11, 9, 11, 7, 8, 1, 8556 }