C# 如何在C中从cosmos db获取最新5分钟的精确数据#

我有一个webjob，它可以连续运行并从WebSocket api读取数据

下面是每1秒自动运行的代码，并将勾号数据添加到cosmos db中

private static void OnTick(Tick TickData)
        {

            var latestTickData = new MyObject()
            {
                InstrumentID = TickData.InstrumentToken,
                Close = TickData.LastPrice,
                High = TickData.LastPrice,
                Low = TickData.LastPrice,
                Open = TickData.LastPrice,
                TimeStamp = TickData.Timestamp.HasValue ? TickData.Timestamp.Value : DateTime.Now
            };

            // add data into cosmos

            Task.Run(() =>
            {
                Program.documentClient.CreateDocumentAsync(UriFactory.CreateDocumentCollectionUri("tickerDatabase", "tickerContainer"), latestTickData);
            }).Wait();
        }

现在我想读取最近5分钟的数据，并获取打开-高-低-关闭值

对于最近的5分钟数据，目前我每5分钟运行一次计时器作业，从cosmos读取数据并计算开-高-低-关，但问题是这里的时间

如果计时器作业晚运行1分钟，则该数据的窗口也将更改，并获取错误的值

我的问题是，如何从宇宙获取精确的5分钟最新数据

当前计时器作业代码-

myobject.cs

public class MyObject
    {
        public uint InstrumentID { get; set; }
        public decimal Close { get; set; }
        public decimal High { get; set; }
        public decimal Low { get; set; }
        public decimal Open { get; set; }
        public DateTime TimeStamp { get; set; }
        public uint Volume { get; set; }

        public DateTime GetStartOfPeriodByMins(int numMinutes)
        {
            int oldMinutes = TimeStamp.Minute;
            int newMinutes = (oldMinutes / numMinutes) * numMinutes;

            DateTime startOfPeriod = new DateTime(TimeStamp.Year, TimeStamp.Month, TimeStamp.Day, TimeStamp.Hour, newMinutes, 0);

            return startOfPeriod;
        }
    }

myfunction.cs

public static void ExecuteProcess([TimerTrigger("0 */5 * * * *")] TimerInfo myTimer)
        {
            var option = new FeedOptions { EnableCrossPartitionQuery = true };
            var queryable = Program.documentClient.CreateDocumentQuery<MyObject>
            (UriFactory.CreateDocumentCollectionUri("tickerDatabase", "tickerContainer"), option).ToList();


            var resultSet = queryable.GroupBy(i => i.GetStartOfPeriodByMins(5))
               .Select(gr =>
              new
              {
                  StartOfPeriod = gr.Key,
                  Low = gr.Min(item => item.Low),
                  High = gr.Max(item => item.High),
                  Open = gr.OrderBy(item => item.TimeStamp).First().Open,
                  Close = gr.OrderBy(item => item.TimeStamp).Last().Close
              });

            var my5min = resultSet.LastOrDefault();

            Console.WriteLine("time " + my5min.StartOfPeriod + " open " + my5min.Open + " high " + my5min.High + " low " + my5min.Low + " close " + my5min.Close);

public static void ExecuteProcess（[TimerTrigger（“0*/5****”）TimerInfo myTimer）
{
var option=newfeedoptions{EnableCrossPartitionQuery=true}；
var queryable=Program.documentClient.CreateDocumentQuery
（UriFactory.CreateDocumentCollectionUri（“tickerDatabase”、“tickerContainer”）选项）；
var resultSet=queryable.GroupBy（i=>i.GetStartOfPeriodByMins（5））
.选择（gr=>
新的
{
StartOfPeriod=组键，
低=gr.Min（项目=>项目低），
高=gr.Max（项目=>项目高），
Open=gr.OrderBy（item=>item.TimeStamp）.First（）.Open，
Close=gr.OrderBy（item=>item.TimeStamp）.Last（）.Close
});
var my5min=resultSet.LastOrDefault（）；
控制台写入线（“时间”+my5min.StartOfPeriod+“打开”+my5min.open+“高”+my5min.high+“低”+my5min.low+“关闭”+my5min.close）；

让我用1分钟的数据来解释这个问题（虽然我最初想要5分钟）

以下是样本记录-

List<MyObject> test = new List<MyObject>();
            test.Add(new MyObject() { Open = 2939, High = 2939, Low = 2939, Close = 2939, TimeStamp = new DateTime(2020, 10, 15, 10, 01, 01) });
            test.Add(new MyObject() { Open = 2933, High = 2933, Low = 2933, Close = 2933, TimeStamp = new DateTime(2020, 10, 15, 10, 01, 01) });
            test.Add(new MyObject() { Open = 2936, High = 2936, Low = 2936, Close = 2936, TimeStamp = new DateTime(2020, 10, 15, 10, 01, 03) });
            test.Add(new MyObject() { Open = 2944, High = 2944, Low = 2944, Close = 2944, TimeStamp = new DateTime(2020, 10, 15, 10, 01, 05) });
            test.Add(new MyObject() { Open = 2944, High = 2944, Low = 2944, Close = 2944, TimeStamp = new DateTime(2020, 10, 15, 10, 01, 08) });
            test.Add(new MyObject() { Open = 2939, High = 2939, Low = 2939, Close = 2939, TimeStamp = new DateTime(2020, 10, 15, 10, 01, 10) });
            test.Add(new MyObject() { Open = 2939, High = 2939, Low = 2939, Close = 2939, TimeStamp = new DateTime(2020, 10, 15, 10, 01, 15) });
            test.Add(new MyObject() { Open = 2932, High = 2932, Low = 2932, Close = 2932, TimeStamp = new DateTime(2020, 10, 15, 10, 01, 25) });
            test.Add(new MyObject() { Open = 2939, High = 2939, Low = 2939, Close = 2939, TimeStamp = new DateTime(2020, 10, 15, 10, 01, 26) });
            test.Add(new MyObject() { Open = 2939, High = 2939, Low = 2939, Close = 2939, TimeStamp = new DateTime(2020, 10, 15, 10, 01, 28) });
            test.Add(new MyObject() { Open = 2932, High = 2932, Low = 2932, Close = 2932, TimeStamp = new DateTime(2020, 10, 15, 10, 01, 30) });
            test.Add(new MyObject() { Open = 2941, High = 2941, Low = 2941, Close = 2941, TimeStamp = new DateTime(2020, 10, 15, 10, 01, 32) });
            test.Add(new MyObject() { Open = 2939, High = 2939, Low = 2939, Close = 2939, TimeStamp = new DateTime(2020, 10, 15, 10, 01, 35) });
            test.Add(new MyObject() { Open = 2941, High = 2941, Low = 2941, Close = 2941, TimeStamp = new DateTime(2020, 10, 15, 10, 01, 40) });
            test.Add(new MyObject() { Open = 2937, High = 2937, Low = 2937, Close = 2937, TimeStamp = new DateTime(2020, 10, 15, 10, 01, 42) });
            test.Add(new MyObject() { Open = 2939, High = 2939, Low = 2939, Close = 2939, TimeStamp = new DateTime(2020, 10, 15, 10, 01, 45) });
            test.Add(new MyObject() { Open = 2937, High = 2937, Low = 2937, Close = 2937, TimeStamp = new DateTime(2020, 10, 15, 10, 01, 48) });
            test.Add(new MyObject() { Open = 2939, High = 2939, Low = 2939, Close = 2939, TimeStamp = new DateTime(2020, 10, 15, 10, 01, 50) });
            test.Add(new MyObject() { Open = 2939, High = 2939, Low = 2939, Close = 2939, TimeStamp = new DateTime(2020, 10, 15, 10, 01, 52) });
            test.Add(new MyObject() { Open = 2937, High = 2937, Low = 2937, Close = 2937, TimeStamp = new DateTime(2020, 10, 15, 10, 01, 54) });
            test.Add(new MyObject() { Open = 2935, High = 2935, Low = 2935, Close = 2935, TimeStamp = new DateTime(2020, 10, 15, 10, 01, 56) });

            test.Add(new MyObject() { Open = 2935, High = 2935, Low = 2935, Close = 2935, TimeStamp = new DateTime(2020, 10, 15, 10, 02, 12) });

List test=newlist（）；
Add（newmyobject（）{Open=2939，High=2939，Low=2939，Close=2939，TimeStamp=newdatetime（2020,10,15,10,01,01）}）；
Add（newmyobject（）{Open=2933，High=2933，Low=2933，Close=2933，TimeStamp=newdatetime（2020,10,15,10,01,01）}）；
Add（newmyobject（）{Open=2936，High=2936，Low=2936，Close=2936，TimeStamp=newdatetime（2020,10,15,10,01,03）}）；
Add（newmyobject（）{Open=2944，High=2944，Low=2944，Close=2944，TimeStamp=newdatetime（2020,10,15,10,01,05）}）；
Add（newmyobject（）{Open=2944，High=2944，Low=2944，Close=2944，TimeStamp=newdatetime（2020,10,15,10,01,08）}）；
Add（newmyobject（）{Open=2939，High=2939，Low=2939，Close=2939，TimeStamp=newdatetime（2020,10,15,10,01,10）}）；
Add（newmyobject（）{Open=2939，High=2939，Low=2939，Close=2939，TimeStamp=newdatetime（2020,10,15,10,01,15）}）；
Add（newmyobject（）{Open=2932，High=2932，Low=2932，Close=2932，TimeStamp=newdatetime（2020,10,15,10,01,25）}）；
Add（newmyobject（）{Open=2939，High=2939，Low=2939，Close=2939，TimeStamp=newdatetime（2020,10,15,10,01,26）}）；
Add（newmyobject（）{Open=2939，High=2939，Low=2939，Close=2939，TimeStamp=newdatetime（2020,10,15,10,01,28）}）；
Add（newmyobject（）{Open=2932，High=2932，Low=2932，Close=2932，TimeStamp=newdatetime（2020,10,15,10,01,30）}）；
Add（newmyobject（）{Open=2941，High=2941，Low=2941，Close=2941，TimeStamp=newdatetime（2020,10,15,10,01,32）}）；
Add（newmyobject（）{Open=2939，High=2939，Low=2939，Close=2939，TimeStamp=newdatetime（2020,10,15,10,01,35）}）；
Add（newmyobject（）{Open=2941，High=2941，Low=2941，Close=2941，TimeStamp=newdatetime（2020,10,15,10,01,40）}）；
Add（newmyobject（）{Open=2937，High=2937，Low=2937，Close=2937，TimeStamp=newdatetime（2020,10,15,10,01,42）}）；
Add（newmyobject（）{Open=2939，High=2939，Low=2939，Close=2939，TimeStamp=newdatetime（2020,10,15,10,01,45）}）；
Add（newmyobject（）{Open=2937，High=2937，Low=2937，Close=2937，TimeStamp=newdatetime（2020,10,15,10,01,48）}）；
Add（newmyobject（）{Open=2939，High=2939，Low=2939，Close=2939，TimeStamp=newdatetime（2020,10,15,10,01,50）}）；
Add（newmyobject（）{Open=2939，High=2939，Low=2939，Close=2939，TimeStamp=newdatetime（2020,10,15,10,01,52）}）；
Add（newmyobject（）{Open=2937，High=2937，Low=2937，Close=2937，TimeStamp=newdatetime（2020,10,15,10,01,54）}）；
Add（newmyobject（）{Open=2935，High=2935，Low=2935，Close=2935，TimeStamp=newdatetime（2020,10,15,10,01,56）}）；
Add（newmyobject（）{Open=2935，High=2935，Low=2935，Close=2935，TimeStamp=newdatetime（2020,10,15,10,02,12）}）；

作为GetStartTofPeriodByMins（1）的参数已过1分钟-

这里记录的是时间10:1:56和10:2:12

现在您可以观察最后一个，我们将在resultSet中获得2个记录集

若定时器触发功能未在特定时间运行，则仅取最后一条记录10:2:12的平均值，这是不正确的

所以问题是如何匹配运行时间

同样的情况也会发生在5分钟内

输出上述样本数据1分钟

---

因此，我们需要确保数据在该时间段内是完整的。

这里一个可能的解决方案是利用文档的

\ts

属性。您可以在5分钟内直接使用

开始日期

和

结束日期

进行SQL查询。此外，您还可以将

开始日期

保存为

上次使用的日期nd日期

单位为分贝（负）

SELECT * FROM c where c._ts <= 1601890740 AND c._ts >= 1601890585