Pfthb

I have a two PowerShell objects that I parse: $Table1 and $Table2.
Parsing Table 1, I get a Timestamp: $TimeStamp for which I need to find the two closest values in Table 2.

$Table2 looks like this:


Price TimeStamp 
----- ---------------- 
0.0597 1542056680.72746
0.0584 1542056650.34414
0.0555 1542056197.46668
0.0551 1542056167.28967

$TimeStamp = 1542056303
$Table2 is already sorted by TimeStamp

My goal is to get back efficiently the upper and lower indexes of $Table2 (core of my question). I will then make a linear interpolation between the two timestamps and the two prices to get the value of $Price.

The linear interpolation part is not required in the answer, this is just for context purpose.

Cheers,

Philippe

I would do it like that:

$TimeStamp = 1542056303

# find closest before given timestamp
$Table2 | Where-Object [int]$_.Timestamp -gt $TimeStamp | Select-Object -Last 1

# find closest after given timestamp
$Table2 | Where-Object [int]$_.Timestamp -lt $TimeStamp | Select-Object -First 1

Imo you don't need the index if you store the row.

• iterating the table and check if current value less or equal than $TimeStamp


• if not store current row as $Upper


• if -le store row as $Lower and break the foreach

## Q:Test20181113SO_53279995.ps1

$TimeStamp = 1542056303
$table2 = Import-Csv '.table2.csv' | Sort-Object TimeStamp -Descending
$Upper = $Null
$Lower = $Null

ForEach ($Row in $table2)
 if([Double]$Row.TimeStamp -le $TimeStamp)
 $Lower = $Row
 Break
 else 
 $Upper = $Row
 

If ($Upper -and $Lower)
 $Upper
 $Lower
 "Do your interpolation"
 else 
 "can't evaluate nearest values"

Sample output

Price TimeStamp
----- ---------
0.0584 1542056650.34414
0.0555 1542056197.46668
Do your interpolation