Question

I currently have the following working code. It is painfully slow however. I know that passing the holdings as a query rather than as a list might simplify and speed up things, but for various reasons this is not possible.

How can I update the list of holdings in place, without creating a new list? Other suggestions to improve the code?

internal List<DailyHoldingItem> TransformHoldingItemsToCurrency(List<DailyHoldingItem> holdings,string toCurrency)
        {
        //TODO - how to do this calculation in place, without creating a new list?
        var query = (from holding in holdings
                     from fxRateHolding in amdw.FXRates
                     from fxRateToCur in amdw.FXRates
                     where
                     fxRateHolding.BaseCurrency == holding.Currency &&
                     fxRateToCur.BaseCurrency == toCurrency &&
                     fxRateHolding.ValueDate == holding.Date &&
                     fxRateToCur.ValueDate == holding.Date
                     select new { holding, fxRateHolding, fxRateToCur });

        return query.Select(dhi =>
        {
            decimal factor = dhi.fxRateToCur.Value / dhi.fxRateHolding.Value;
            dhi.holding.MarketValue *= factor;
            dhi.holding.Fee *= factor;
            dhi.holding.Remuneration *= factor;
            return dhi.holding;
        }).ToList();

    }

Answer 1

Well for one thing you can speed things up using joins, and only evaluating the valid “target” currencies once:

var targetRates = amdw.FXRates
                      .Where(rate => rate.BaseCurrency == toCurrency)
                      .ToList();

var query = from holding in holdings
            join fxRateHolding in amdw.FXRates
              on new { holding.Currency, holding.Date } equals
                 new { Currency = fxRateHolding.BaseCurrency, 
                       Date = fxRateHolding.ValueDate }
            join fxRateToCur in targetRates
              on holding.Date equals fxRateToCur.ValueDate
            select new { holding, fxRateHolding, fxRateToCur };

Personally I wouldn’t try to update the list in place and I wouldn’t mutate the existing holdings (as you currently do in your Select call). Mutating existing values tends to make your code harder to reason about – which is why LINQ is designed to be used in a more functional way.