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Linq select records closest to date

How do you use Linq to select the record that is closest to a specified date? This is for a transaction table that has a date, product id, location id, and balance.

Given these requirements:

  • Select the last transaction of the day if there were several on the specified day
  • Select the closest prior transaction if there were none on the specified day
  • Show the balance in multiple locations (eg warehouses) - each warehouse will have separate transactions
  • Show the balance for multiple products - each product will have separate transactions

Table data:

// code
Id, TransDateTime,    ProductId, WarehouseId, Balance
1,  1-Jan-2011 00:00, 1,         1,           100
2,  1-Jan-2011 00:00, 1,         2,           10
3,  2-Jan-2011 00:00, 1,         1,           150
4,  3-Jan-2011 00:00, 1,         2,           25
5,  3-Jan-2011 00:00, 2,         1,           333
6,  7-Jan-2011 00:00, 1,         1,           149
7,  7-Jan-2011 01:00, 1,         2,           30
8,  7-Jan-2011 02:00, 1,         2,           35

Test dates and outputs

Date: 1-Jan would output:
1,  1-Jan-2011 00:00, 1,         1,           100
2,  1-Jan-2011 00:00, 1,         2,           10

Date: 3-Jan would output:
3,  2-Jan-2011 00:00, 1,         1,           150 
4,  3-Jan-2011 00:00, 1,         2,           25
5,  3-Jan-2011 00:00, 2,         1,           333
// product 1, warehouse 1 wasn't sold on the 3rd
// so the row from 2-Jan is returned

Date: 7-Jan would output:
5,  3-Jan-2011 00:00, 2,         1,           333
6,  7-Jan-2011 00:00, 1,         1,           149
9,  7-Jan-2011 02:00, 1,         2,           35
// product 2, warehouse 1 wasn't sold on the 7th
// so the row from 3-Jan is returned
// product 1, warehouse 2 was sold twice on the 7th
// so the later one is used

I think it's going to require grouping of groups (product -> warehouse -> date) or similar. Its beyond my linq ability!

Steps:
1) Filter out transactions that happened after inputDate
2) Group rest of transactions by product and warehouse
3) In each group find most recent transaction
4) Format result object

Straightforward implementation:

DateTime inputDate = ...;
var result = transactions
          .Where(t => t.TransDateTime.Date <= inputDate.Date)
          .GroupBy(t => new {t.ProductId, t.WarehouseId})
          .Select(x => new {
               x.Key,
               LastTransaction = x.OrderByDescending(t => t.TransDateTime).First(),
          })
          .Select(x => new {
               Id = x.LastTransaction.Id,
               Date = x.LastTransaction.TransDateTime,
               ProductId = x.Key.ProductId,
               WarehouseId = x.Key.WarehouseId,
               Balance = x.LastTransaction.Balance,
          });

If you want some optimizations you can consider implementing MaxBy extension method for IEnumerable to replace x.OrderByDescending(t => t.TransDateTime).First() . It will improve performance if you have many transactions since it is O(n) instead of O(n log n) . MaxBy implementation can be taken here for example: Simple LINQ question in C#

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