如何在C＃中从cosmos db获取确切的最新5分钟数据

我有一个连续运行的webjob，并从web socket api读取数据。

以下是每1秒钟自动运行并将滴答数据添加到cosmos db中的代码。

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，我想读取最新的5分钟数据，并采用开高低收市价。

对于最近的5分钟数据，我目前每5分钟运行一次计时器作业，该作业从波斯菊读取数据并计算开盘高开低开，但是这里的问题是时间。

如果计时器作业延迟了1分钟运行，那么该数据的寡妇也会改变并获得错误的值。

我的问题是，如何从cosmos获取准确的5分钟最新数据？

当前计时器工作代码-

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);

让我解释一下1分钟数据的问题（尽管我本来需要5分钟）。

以下是示例记录-

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) });

将1分钟作为参数传递给GetStartOfPeriodByMins（1）-

这里的记录是时间10：1：56和10：2：12。

现在您可以观察到最后，我们将获得2条记录集到resultSet中

如果在特定时间未运行计时器触发功能，它将仅取最后一条记录的平均值为10：2：12，这是不正确的

那么问题是如何匹配运行时间？

5分钟内也会发生同样的情况。

输出上述样本数据1分钟

因此，我们需要确保在该时间范围内数据是完整的。