Composite Key Dictionary

How about Dictionary<int, Dictionary<int, Dictionary<DateTime, MyClass>>>?

This would allow you to do:

MyClass item = MyData[8][23923][date];

The best way I could think of is to create a CompositeKey struct and make sure to override the GetHashCode() and Equals() methods in order to ensure speed and accuracy when working with the collection:

class Program
{
    static void Main(string[] args)
    {
        DateTime firstTimestamp = DateTime.Now;
        DateTime secondTimestamp = firstTimestamp.AddDays(1);

        /* begin composite key dictionary populate */
        Dictionary<CompositeKey, string> compositeKeyDictionary = new Dictionary<CompositeKey, string>();

        CompositeKey compositeKey1 = new CompositeKey();
        compositeKey1.Int1 = 11;
        compositeKey1.Int2 = 304;
        compositeKey1.DateTime = firstTimestamp;

        compositeKeyDictionary[compositeKey1] = "FirstObject";

        CompositeKey compositeKey2 = new CompositeKey();
        compositeKey2.Int1 = 12;
        compositeKey2.Int2 = 9852;
        compositeKey2.DateTime = secondTimestamp;

        compositeKeyDictionary[compositeKey2] = "SecondObject";
        /* end composite key dictionary populate */

        /* begin composite key dictionary lookup */
        CompositeKey compositeKeyLookup1 = new CompositeKey();
        compositeKeyLookup1.Int1 = 11;
        compositeKeyLookup1.Int2 = 304;
        compositeKeyLookup1.DateTime = firstTimestamp;

        Console.Out.WriteLine(compositeKeyDictionary[compositeKeyLookup1]);

        CompositeKey compositeKeyLookup2 = new CompositeKey();
        compositeKeyLookup2.Int1 = 12;
        compositeKeyLookup2.Int2 = 9852;
        compositeKeyLookup2.DateTime = secondTimestamp;

        Console.Out.WriteLine(compositeKeyDictionary[compositeKeyLookup2]);
        /* end composite key dictionary lookup */
    }

    struct CompositeKey
    {
        public int Int1 { get; set; }
        public int Int2 { get; set; }
        public DateTime DateTime { get; set; }

        public override int GetHashCode()
        {
            return Int1.GetHashCode() ^ Int2.GetHashCode() ^ DateTime.GetHashCode();
        }

        public override bool Equals(object obj)
        {
            if (obj is CompositeKey)
            {
                CompositeKey compositeKey = (CompositeKey)obj;

                return ((this.Int1 == compositeKey.Int1) &&
                        (this.Int2 == compositeKey.Int2) &&
                        (this.DateTime == compositeKey.DateTime));
            }

            return false;
        }
    }
}

An MSDN article on GetHashCode():

http://msdn.microsoft.com/en-us/library/system.object.gethashcode.aspx

You should use tuples. They are equivalent to a CompositeKey class, but the Equals() and GetHashCode() are already implemented for you.

var myClassIndex = new Dictionary<Tuple<int, bool, string>, MyClass>();
//Populate dictionary with items from the List<MyClass> MyClassList
foreach (var myObj in myClassList)
    myClassIndex.Add(Tuple.Create(myObj.MyInt, myObj.MyBool, myObj.MyString), myObj);
MyClass myObj = myClassIndex[Tuple.Create(4, true, "t")];

Or using System.Linq

var myClassIndex = myClassList.ToDictionary(myObj => Tuple.Create(myObj.MyInt, myObj.MyBool, myObj.MyString));
MyClass myObj = myClassIndex[Tuple.Create(4, true, "t")];

Unless you need to customize the computation of the hash, it's simpler to use tuples.

If there are a lot of properties you want to include in the composite key, the Tuple type name can become pretty long, but you can make the name shorter by creating your own class deriving from Tuple<...>.

---

** edited in 2017 **

There is a new option starting with C# 7: the value tuples. The idea is the same, but the syntax is different, lighter:

The type Tuple<int, bool, string> becomes (int, bool, string), and the value Tuple.Create(4, true, "t") becomes (4, true, "t").

With value tuples, it also becomes possible to name the elements. Note that performances are slightly different, so you may want to do some benchmarking if they matter for you.

You can store them in a struct and use that as the key:

struct CompositeKey
{
  public int value1;
  public int value2;
  public DateTime value3;
}

Link to get hash code: http://msdn.microsoft.com/en-us/library/system.valuetype.gethashcode.aspx