Question

我有这样的清单

Porfolio Value  CumulativeWeights 
1246.540179      0.30873%
1254.380054      0.33031%
1258.260394      0.57136%
1262.300797      4.98794%
1262.710843      5.07213%

首先：如果该列表包含第一个值大于5％，请选择该值和第二：我必须检查列表包含精确的5％选择该值。
如果不满足以上两个条件我们做一些计算。所以如何选择。

ConfidenceValue为5％

private static double CaluculateInterpolation(List<AgeWeightedHistorical> Weights, Double ConfidenceValue, CalaculationSettings oCalcSettings)
{
    double interpolation=0;

    var CumulativeVal = Weights.Find(n => n.CumulativeWeights > ConfidenceValue);
    if (CumulativeVal.CumulativeWeights >= ConfidenceValue)
    {
        interpolation = CumulativeVal.ProfolioPrices;
    }
    else 
    {
        var LowestValues = Weights.Last(n => n.CumulativeWeights <= ConfidenceValue);
        if (LowestValues.CumulativeWeights == ConfidenceValue)
        {
            interpolation = CumulativeVal.ProfolioPrices;
        }
        else
        {
            var HightValues = Weights.FirstOrDefault(n => n.CumulativeWeights >= ConfidenceValue);
            double avgPrices = (LowestValues.ProfolioPrices + HightValues.ProfolioPrices) / 2;
            double avgWeights = (LowestValues.CumulativeWeights + HightValues.CumulativeWeights) / 2;
            if (avgWeights == ConfidenceValue)
            {
                interpolation = LowestValues.ProfolioPrices;
            }
            else
            {
                double Lowest_val = Math.Abs(LowestValues.CumulativeWeights - ConfidenceValue);
                double Higest_val = Math.Abs(HightValues.CumulativeWeights - ConfidenceValue);
                var FinalWeight = (Lowest_val < Higest_val) ? LowestValues : HightValues;
                double minWeight = Math.Min(avgWeights, FinalWeight.CumulativeWeights) / 100;
                double maxWeight = Math.Max(avgWeights, FinalWeight.CumulativeWeights) / 100;
                interpolation = avgPrices - ((avgPrices - FinalWeight.ProfolioPrices) * (((1 - (oCalcSettings.PercentageLevelOfConfidence / 100)) - minWeight) / (maxWeight - minWeight)));
            }
        }
    }
    return interpolation;

}

即时错误请帮帮我

Answer 1

我建议在C＃中进行精确计算，你应该使用

decimal

这将避免许多舍入问题..

将所有双替换为十进制，检查您的算法，它应该有效。

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