c# – RX：序列的有状态变换,例如指数移动平均线

你怎么能在RX中做一个简单的,有状态的序列变换？

假设我们想要对IObservable noisySequence进行指数移动平均变换.

每当noisySequence滴答时,emaSequence应该勾选并返回该值
(prevIoUsEmaSequenceValue *(1-lambda)latestNoisySequenceValue * lambda)

我猜我们使用的是主题,但究竟是怎么回事？

public static void Main()
    {

        var rand = new Random();

        IObservable<double> sequence  = Observable
            .Interval(TimeSpan.FromMilliseconds(1000))
            .Select(value => value + rand.NextDouble());

        Func<double,double> addNoise = x => x + 10*(rand.NextDouble() - 0.5);

        IObservable<double> noisySequence = sequence.Select(addNoise);

        Subject<double> exponentialMovingAverage = new Subject<double>(); // ??? 


        sequence.Subscribe(value => Console.WriteLine("original sequence "+value));
        noisySequence.Subscribe(value => Console.WriteLine("noisy sequence " + value));
        exponentialMovingAverage.Subscribe(value => Console.WriteLine("ema sequence " + value));

        Console.ReadLine();
    }

解决方法

这是您可以将状态附加到序列的方法.在这种情况下,它计算最后10个值的平均值.

var movingAvg = noisySequence.Scan(new List<double>(),(buffer,value)=>
{
    buffer.Add(value);
    if(buffer.Count>MaxSize)
    {
        buffer.RemoveAt(0);
    }
    return buffer;
}).Select(buffer=>buffer.Average());

但你可以使用Window(这是一种泛化的方式)来获得你的平均值.

noisySequence.Window(10)
   .Select(window=>window.Average())
   .SelectMany(averageSequence=>averageSequence);