Wsrtjtyk

What are some ways to align 2 data series (i.e stock data) so that the dates match?

I can think of a few ways.

1. Duplicate older data to fill in


2. Throw out any missing dates from both sets

Not sure how to wrap my head around this to do it efficiently my data is stored in 2 lists.

Here is what I've tried so far. I don't like these comparer classes, though:

  baseBars = baseBars.Intersect(secondaryBars, new BarDateComparer()).ToList();

  secondaryBars = secondaryBars.Intersect(baseBars, new BarDateComparer()).ToList(); 



 public class BarDateComparer : IEqualityComparer<Bar>

    {



        public bool Equals(Bar x, Bar y)

        {



            return x.Date == y.Date;



        }       

        public int GetHashCode(Bar obj)

        {



            return obj.Date.GetHashCode();

        }



    }

How about a LINQ approach:

var combinedSeries = from record in series1

            join record2 in series2

            on record.Date == record2.Date  into JoinedLists

            from joinedRecord in JoinedLists.DefaultIfEmpty()

            orderby record.Date

            select (whatever you want out of both records);