无法解析 OHCLV 数据

Question

我无法将 OHCLV 数据从 JSON 解析为 List<Candle>。

Newtonsoft.Json.JsonSerializationException: '无法将当前 JSON 数组（例如 [1,2,3]）反序列化为类型 'Models.Candle'，因为该类型需要 JSON 对象（例如 {"name":"value" }) 正确反序列化。 要修复此错误，请将 JSON 更改为 JSON 对象（例如 {"name":"value"}）或将反序列化类型更改为数组或实现集合接口的类型（例如 ICollection、IList），例如可以从 JSON 数组反序列化。 JsonArrayAttribute 也可以添加到类型中以强制它从 JSON 数组中反序列化。 路径“[0]”，第 1 行，位置 2。'

它只允许我用List<List<double>> 来做。我怎样才能做到这一点？

[[1604666100000,0.02585,0.02585,0.02577,0.02577,2346260.5],[1604666400000,0.02577,0.02577,0.02571,0.02572,3853038.7000000002],[1604666700000,0.02572,0.02573,0.02568,0.02573,2525735.5],[1604667000000,0.02573,0.02578,0.02573,0.02574,2519284.3999999999],[1604667300000,0.02575,0.02582,0.02574,0.02578,1463562.6000000001],[1604667600000,0.02578,0.02587,0.02577,0.02585,2074134.3]]

代码：

public class Candle
{
    public DateTime OpenTime { get; set; }
    public decimal High { get; set; }
    public decimal Low { get; set; }
    public decimal Open { get; set; }
    public decimal Close { get; set; }
    public decimal Volume { get; set; }
}

public static List<Candle> LoadCandles(string path)
{
    var basePath = AppDomain.CurrentDomain.BaseDirectory;
    var filePath = Path.Combine(basePath, path);

    if (!File.Exists(filePath))
        throw new FileNotFoundException($"The .json '{filePath}' file used to load the candles from was not found.");

    var data = File.ReadAllText(filePath);
    //var candles3 = JsonConvert.DeserializeObject<List<List<double>>>(data); // this one works

    var candles = JsonConvert.DeserializeObject<List<Candle>>(data);
    return candles;
}

Answer 1

低技术方法

用法

var input = "[[1604666100000,0.02585,0.02585,0.02577,0.02577,2346260.5],[1604666400000,0.02577,0.02577,0.02571,0.02572,3853038.7000000002],[1604666700000,0.02572,0.02573,0.02568,0.02573,2525735.5],[1604667000000,0.02573,0.02578,0.02573,0.02574,2519284.3999999999],[1604667300000,0.02575,0.02582,0.02574,0.02578,1463562.6000000001],[1604667600000,0.02578,0.02587,0.02577,0.02585,2074134.3]]";

var results = JArray
   .Parse(input)
   .Select(x => new Candle(){ 
      OpenTime = DateTimeOffset.FromUnixTimeMilliseconds(x[0].Value<long>()).DateTime,
      Open = x[1].Value<decimal>(),
      High = x[2].Value<decimal>(),
      Low = x[3].Value<decimal>(),
      Close = x[4].Value<decimal>(),
      Volume = x[5].Value<decimal>()
   }).ToList();
        
foreach(var item in results)
   Console.WriteLine($"Open : {item.Open}, High : {item.High}, Low : {item.Low}, Close : {item.Close}, Volume : {item.Volume}");

输出

Open : 0.02585, High : 0.02585, Low : 0.02577, Close : 0.02577, Volume : 2346260.5
Open : 0.02577, High : 0.02577, Low : 0.02571, Close : 0.02572, Volume : 3853038.7
Open : 0.02572, High : 0.02573, Low : 0.02568, Close : 0.02573, Volume : 2525735.5
Open : 0.02573, High : 0.02578, Low : 0.02573, Close : 0.02574, Volume : 2519284.4
Open : 0.02575, High : 0.02582, Low : 0.02574, Close : 0.02578, Volume : 1463562.6
Open : 0.02578, High : 0.02587, Low : 0.02577, Close : 0.02585, Volume : 2074134.3

Answer 2

也许一个选择就足够了：

var data = JsonConvert.DeserializeObject<List<List<decimal>>>(json);
var candles = data.Select(d => new Candle {OpenTime = new DateTime((long)d[0]), High = d[1], ... }).ToList();

如果你真的想直接对 Candle 进行反序列化，你可以使用自定义转换器：

class Program
{
    static void Main(string[] args)
    {
        var json = "[[1604666100000,0.02585,0.02585,0.02577,0.02577,2346260.5],[1604666400000,0.02577,0.02577,0.02571,0.02572,3853038.7000000002],[1604666700000,0.02572,0.02573,0.02568,0.02573,2525735.5],[1604667000000,0.02573,0.02578,0.02573,0.02574,2519284.3999999999],[1604667300000,0.02575,0.02582,0.02574,0.02578,1463562.6000000001],[1604667600000,0.02578,0.02587,0.02577,0.02585,2074134.3]]";
        var candles = JsonConvert.DeserializeObject<List<Candle>>(json);
    }
}

[JsonConverter(typeof(CandleConverter))]
public class Candle
{
    public DateTime OpenTime { get; set; }
    public decimal High { get; set; }
    public decimal Low { get; set; }
    public decimal Open { get; set; }
    public decimal Close { get; set; }
    public decimal Volume { get; set; }
}

public class CandleConverter : JsonConverter
{
    public override void WriteJson(JsonWriter writer, object value, JsonSerializer serializer)
    {
        throw new NotImplementedException();
    }

    public override object ReadJson(JsonReader reader, Type objectType, object existingValue, JsonSerializer serializer)
    {
        if (reader.TokenType == JsonToken.StartArray)
        {
            var array = JArray.Load(reader);
            return new Candle {
                OpenTime = new DateTime(array[0].Value<long>()),
                High = array[1].Value<decimal>(),
                Low = array[2].Value<decimal>(),
                Open = array[2].Value<decimal>(),
                Close = array[2].Value<decimal>(),
                Volume = array[2].Value<decimal>()
            };
        }
        throw new NotImplementedException();
    }

    public override bool CanWrite
    {
        get { return false; }
    }

    public override bool CanConvert(Type objectType)
    {
        return false;
    }
}