Initial Commit

MarketData/MarketDataLib/Numerics/Bin.cs

@@ -0,0 +1,66 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace MarketData.Numerical
+{
+	public interface IBinValueExtractor
+	{
+		double BinValue();
+	}
+	public class BinCollection<T> : List<BinItems<T>>
+	{
+	}
+	public class BinItems<T> : List<T>
+	{
+		public BinItems()
+		{
+		}
+		public BinItems(List<T> list)
+		{
+			foreach(T item in list)Add(item);
+		}
+	}
+	public class BinHelper<T> where T : IBinValueExtractor
+	{
+		public static BinCollection<T> CreateBins(BinItems<T> items,int bins)
+		{ 
+			BinCollection<T> binCollection=new BinCollection<T>();
+			if(null==items||0==items.Count)
+			{
+				for(int index=0;index<bins;index++)binCollection.Add(new BinItems<T>());
+				return binCollection;
+			}
+			items.Sort();
+			T minItem=items[0];
+			T maxItem=items[items.Count-1];
+			double midPoint=(maxItem.BinValue()-minItem.BinValue())/(double)bins;
+			List<double> borderValues=new List<double>();
+			for(int index=0;index<bins+1;index++)
+			{
+				if(0==index){borderValues.Add(minItem.BinValue());continue;}
+				else if(index==bins)borderValues.Add(borderValues[index-1]+midPoint+1);
+				else borderValues.Add(borderValues[index-1]+midPoint);
+			}
+			binCollection.Add(new BinItems<T>());
+			for(int index=0;index<borderValues.Count;index++)
+			{
+				double lowerBound;
+				double upperBound;
+				BinItems<T> binItems=binCollection[binCollection.Count-1];
+				lowerBound=borderValues[index];
+				if(index==borderValues.Count-1)upperBound=maxItem.BinValue();
+				else upperBound=borderValues[index+1];
+				for(int itemIndex=0;itemIndex<items.Count;itemIndex++)
+				{
+					T item=items[itemIndex];
+					if(item.BinValue()>=lowerBound&&item.BinValue()<upperBound)binItems.Add(item);
+				}
+				if(index<borderValues.Count-2)binCollection.Add(new BinItems<T>());
+			}
+			return binCollection;
+		}
+	}
+}