我是解剖XML的新手,我开始学习linq,我认为这可能是最好的解决方案。我最感兴趣的是性能,因为我正在创建的应用程序将读取股票交易价格,有时可能会非常迅速地改变。 我从服务器收到以下消息:
<?xml version="1.0" encoding="utf-16"?>
<events>
<header>
<seq>0</seq>
</header>
<body>
<orderBookStatus>
<id>100093</id>
<status>Opened</status>
</orderBookStatus>
<orderBook>
<instrumentId>100093</instrumentId>
<bids>
<pricePoint>
<price>1357.1</price>
<quantity>20</quantity>
</pricePoint>
<pricePoint>
<price>1357.0</price>
<quantity>20</quantity>
</pricePoint>
<pricePoint>
<price>1356.9</price>
<quantity>71</quantity>
</pricePoint>
<pricePoint>
<price>1356.8</price>
<quantity>20</quantity>
</pricePoint>
</bids>
<offers>
<pricePoint>
<price>1357.7</price>
<quantity>51</quantity>
</pricePoint>
<pricePoint>
<price>1357.9</price>
<quantity>20</quantity>
</pricePoint>
<pricePoint>
<price>1358.0</price>
<quantity>20</quantity>
</pricePoint>
<pricePoint>
<price>1358.1</price>
<quantity>20</quantity>
</pricePoint>
<pricePoint>
<price>1358.2</price>
<quantity>20</quantity>
</pricePoint>
</offers>
<lastMarketClosePrice>
<price>1356.8</price>
<timestamp>2011-05-03T20:00:00</timestamp>
</lastMarketClosePrice>
<dailyHighestTradedPrice />
<dailyLowestTradedPrice />
<valuationBidPrice>1357.1</valuationBidPrice>
<valuationAskPrice>1357.7</valuationAskPrice>
<lastTradedPrice>1328.1</lastTradedPrice>
<exchangeTimestamp>1304501070802</exchangeTimestamp>
</orderBook>
</body>
</events>
我的目标是解析价格点元素
<pricePoint>
<price>1358.2</price>
<quantity>20</quantity>
</pricePoint>
进入以下结构的字典:
Dictionary<double, PriceLevel>
其中price应为double,而PriceLevel为class
class PriceLevel
{
int bid;
int offer;
public PriceLevel(int b, int o)
{
bid = b;
offer = o;
}
}
取决于每个价格点存在的元素(出价或要约)数量应相应地分配,即如果出价中存在价格点,则应将数量分配给出价,并将0提供给出价。相反,如果要约中存在价格点,则应将数量分配给要约,将0分配给出价。
我希望我的解释清楚,但如果您对此有任何疑问,请随时在评论中要求澄清。 我非常感谢帮助解决这个问题。
+++++++++++++++++++++++++++++++++++++++++ 更新:
我已经深入研究了我想要阅读的流,并且它不会像我预期的那样简单。我发现,流不会总是包含整个文档,因此我将不得不使用XmlReader来读取它以持续处理流。在这种情况下,我如何阅读出价和优惠?我有这样的事情:
StreamReader sr = new StreamReader(“.. \ .. \ videos.xml”);
XmlReader xmlReader = XmlReader.Create(sr);
while (xmlReader.Read())
{
if (xmlReader.HasValue)
{
OnXmlValue(this, new MessageEventArgs(true, xmlReader.Value));//saxContentHandler.Content(xmlReader.Value);
}
else
{
if (xmlReader.IsEmptyElement)
{
OnStartElement(this, new MessageEventArgs(false, xmlReader.Name));
OnEndElement(this, new MessageEventArgs(false, xmlReader.Name));
}
else if (xmlReader.IsStartElement())
{
OnStartElement(this, new MessageEventArgs(false, xmlReader.Name));
}
else
{
OnEndElement(this, new MessageEventArgs(false, xmlReader.Name));
}
}
}
但我正在努力将元素名称与其价值联系起来...即,我如何知道我目前正在阅读的哪个投标价格点以及它是否存在于出价或报价中? 谢谢你的帮助
答案 0 :(得分:4)
何时使用基于事件的界面,类似于更新中显示的界面,您需要记住上一个启动元素事件的名称。通常在持有堆栈以跟踪事件时是值得的。我可能会做类似以下的事情:
public class PriceLevel
{
private decimal? bid = null;
private decimal? offer = null;
public decimal? Bid {
get { return bid; }
set { bid = value; }
}
public decimal? Offer {
get { return offer; }
set { offer = value; }
}
}
public delegate void OnPriceChange(long instrumentId, Dictionary<decimal, PriceLevel> prices);
public class MainClass
{
private Stack<String> xmlStack = new Stack<String>();
private Dictionary<decimal, PriceLevel> prices = new Dictionary<decimal, PriceLevel>();
private bool isBids = false;
private decimal? currentPrice = null;
private long instrumentId;
private OnPriceChange _priceChangeCallback;
public void MainClass(OnPriceChange priceChangeCallback) {
this._priceChangeCallback = priceChangeCallback;
}
public void XmlStart(object source, MessageEventArgs args) {
xmlStack.Push(args.Value);
if (!isBids && "bids" == args.Value) {
isBids = true;
}
}
public void XmlEnd(object source, MessageEventArgs args) {
xmlStack.Pop();
if (isBids && "bids" == args.Value) {
isBids = false;
}
// Finished parsing the orderBookEvent
if ("orderBook" == args.Value) {
_priceChangeCallback(instrumentId, prices);
}
}
public void XmlContent(object source, MessageEventArgs args) {
switch (xmlStack.Peek()) {
case "instrumentId":
instrumentId = long.Parse(args.Value);
break;
case "price":
currentPrice = decimal.Parse(args.Value);
break;
case "quantity":
if (currentPrice != null) {
decimal quantity = decimal.Parse(args.Value);
if (prices.ContainsKey(currentPrice)) {
prices[currentPrice] = new PriceLevel();
}
PriceLevel priceLevel = prices[currentPrice];
if (isBids) {
priceLevel.Bid = quantity;
} else {
priceLevel.Offer = quantity;
}
}
break;
}
}
}
答案 1 :(得分:2)
首先,您需要获得所有优惠和所有出价
XDocument xmlDoc = XDocument.Load("TestFile.xml");
var bids = (from b in xmlDoc.Descendants("bids")
select b).ToList();
var offers = (from o in xmlDoc.Descendants("offers")
select o).ToList();
然后你只需迭代throgh bid和offer并将它们添加到字典中......但是,如果有人在之前说过...你可能会遇到这样的问题:如果价格水平相同,价格水平会同时设置出价和报价
迭代你刚刚执行此操作的列表
foreach (XElement e in bids)
{
price = e.Element("price").Value;
quantity = e.Element("quantity").Value;
dictionary.add(price, new PriceLevel(quantity,null);
}
与你提供的相同......但是再次..你可能要检查这个钥匙是否已经存在......
答案 2 :(得分:0)
首先,我相信你输入字典的方法会导致错误。如果没有错,字典不能有相同的密钥,所以既然你使用价格作为关键,那么你很有可能遇到这个问题。
我不能说速度,你必须测试出来。但到目前为止,XDocument对我来说运行良好 使用XDocument,将整个xml消息加载到该变量中,例如
XDocument doc = XDocument.Load(message);
使用doc,您可以使用Linq将它们分组到出价和询问中。
一旦你实现了这一点,在你已经得到价格并将它们分成投标并提出要求时,呈现你的数据应该没有问题
答案 3 :(得分:0)
我设法得到这样的东西:
public void messageParser()
{
int i = 0;
bool readingBids = false;
bool readingOffers = false;
decimal price=0;
int qty = 0;
StreamReader sr = new StreamReader("..\\..\\sampleResponse.xml");
XmlReader xmlReader = XmlReader.Create(sr);
DateTime startTime = DateTime.Now;
while (xmlReader.Read())
{
#region reading bids
if (xmlReader.IsStartElement("bids"))
{
readingBids = true;
readingOffers = false;
}
if (xmlReader.NodeType == XmlNodeType.EndElement && xmlReader.Name == "bids")
{
readingBids = false;
readingOffers = false;
}
if (readingBids == true)
{
if (xmlReader.IsStartElement("price"))
price = xmlReader.ReadElementContentAsDecimal();
if (xmlReader.IsStartElement("quantity"))
{
qty = xmlReader.ReadElementContentAsInt();
OnPricePointReceived(this, new MessageEventArgs(price, qty, "bid"));
}
}
#endregion
#region reading offers
if (xmlReader.IsStartElement("offers"))
{
readingBids = false;
readingOffers = true;
}
if (xmlReader.NodeType == XmlNodeType.EndElement && xmlReader.Name == "offers")
{
readingBids = false;
readingOffers = false;
}
if (readingOffers == true)
{
if (xmlReader.IsStartElement("price"))
price = xmlReader.ReadElementContentAsDecimal();
if (xmlReader.IsStartElement("quantity"))
{
qty = xmlReader.ReadElementContentAsInt();
OnPricePointReceived(this, new MessageEventArgs(price, qty, "offer"));
}
}
#endregion
}
DateTime stopTime = DateTime.Now;
Console.WriteLine("time: {0}",stopTime - startTime);
Console.ReadKey();
}
}
这是解决问题的正确方法吗?我对这段代码有些怀疑:
if (readingBids == true)
{
if (xmlReader.IsStartElement("price"))
price = xmlReader.ReadElementContentAsDecimal();
if (xmlReader.IsStartElement("quantity"))
{
qty = xmlReader.ReadElementContentAsInt();
OnPricePointReceived(this, new MessageEventArgs(price, qty, "bid"));
}
}
当我设法读取价格和数量时,我只触发OnPricePointReceived事件。但是,有可能没有给定价格(或没有)的数量。如何实现valiadation,以避免基于不完整消息的错误?