static void Main()
{
var inputRateDataRaw = File.ReadAllLines(@"c:\temp\RATES_IN.csv");
DateTime startDate = new DateTime(1997, 05, 31);
// parse the input dates and rates
var rateDataFiltered = inputRateDataRaw
.Select(rateData =>
{
var dataComponents = rateData.Split(',');
DateTime rateDate = DateTime.ParseExact(dataComponents[0], DATE_FORMAT_IN, null);
decimal rate = decimal.Parse(dataComponents[1]);
return(new RateEntry()
{
StartDate = rateDate, Rate = rate
});
})
.Where(a => a.StartDate > startDate)
.OrderBy(a => a.StartDate)
.ToList();
List <RateEntry> rateRanges = new List <RateEntry>();
for (int i = 0; i < rateDataFiltered.Count; i++)
{
RateEntry next = ((i + 1) == rateDataFiltered.Count) ? null : rateDataFiltered[i + 1];
RateEntry last = (i == 0) ? null : rateDataFiltered[i - 1];
RateEntry now = rateDataFiltered[i];
// if this is the first rate, or if the last rate isn't this rate, this is a new entry.
if (last == null || last.Rate != now.Rate)
{
rateRanges.Add(now);
}
// if the next rate isn't this one, then the current entry expiration is this one's start date.
if (next == null || next.Rate != now.Rate)
{
rateRanges.Last().ExpirationDate = now.StartDate;
}
}
// write the data out
using (StreamWriter writer = new StreamWriter(@"c:\temp\RATES_OUT.csv"))
{
writer.WriteLine("ROWID;STARTDATE;EXPIRATIONDATE;RATE");
for (int i = 0; i < rateRanges.Count; i++)
{
RateEntry rateEntry = rateRanges[i];
writer.WriteLine($"{i};{rateEntry.StartDate.ToString(DATE_FORMAT_OUT)};{rateEntry.ExpirationDate.ToString(DATE_FORMAT_OUT)};{rateEntry.Rate}");
}
}
Console.ReadKey();
}
static void Main()
{
var fedFundDataRaw = File.ReadAllLines(@"c:\temp\FEDFUNDS_IN.csv");
string dateFormatIn = "yyyy-MM-dd";
string dateFormatOut = "yyyy-MM-dd";
DateTime startDate = new DateTime(1997, 05, 31);
// parse the input dates and rates
var fedFundData = fedFundDataRaw.Select(rateData =>
{
var dataComponents = rateData.Split(',');
DateTime rateDate = DateTime.ParseExact(dataComponents[0], dateFormatIn, null);
decimal rate = decimal.Parse(dataComponents[1]);
return(new RateEntry()
{
Date = rateDate, Rate = rate
});
});
decimal?lastSeenRate = null;
var selectedRateData = fedFundData
.Where(a => a.Date > startDate) // skip anything that is older than our cut-off date
.OrderBy(a => a.Date) // order by date
.Where((rateEntry) =>
{
if (lastSeenRate != null && rateEntry.Rate == lastSeenRate.Value)
{
return(false); // we're not interested in this entry if this date has the same as the one we've just seen
}
lastSeenRate = rateEntry.Rate; // set this rate as the last rate we've seen
return(true);
})
.ToList();
// write the data out
using (StreamWriter writer = new StreamWriter(@"c:\temp\FEDFUNDS_OUT.csv"))
{
writer.WriteLine("ROWID;STARTDATE;EXPIRATIONDATE;RATE");
for (int i = 0; i < selectedRateData.Count; i++)
{
RateEntry rateEntry = selectedRateData[i];
RateEntry nextEntry = ((i + 1) == selectedRateData.Count) ? null : selectedRateData[i + 1];
writer.WriteLine($"{i};{rateEntry.Date.ToString(dateFormatOut)};{nextEntry?.Date.ToString(dateFormatOut)};{rateEntry.Rate}");
}
}
Console.ReadKey();
}
