{"id":6003,"date":"2023-12-27T13:39:29","date_gmt":"2023-12-27T05:39:29","guid":{"rendered":"https:\/\/www.kungfu-trader.com\/?p=6003"},"modified":"2024-02-22T14:50:40","modified_gmt":"2024-02-22T06:50:40","slug":"article21","status":"publish","type":"post","link":"https:\/\/www.kungfu-trader.com\/index.php\/2023\/12\/27\/article21\/","title":{"rendered":"\u3010\u6838\u5fc3\u6280\u672f\u3011\u9ad8\u7cbe\u56de\u6d4b\u4e4b\u4e09\u6570\u636e\u7684\u6781\u901fIO"},"content":{"rendered":"\t\t<div data-elementor-type=\"wp-post\" data-elementor-id=\"6003\" class=\"elementor elementor-6003\">\n\t\t\t\t\t\t<section class=\"elementor-section elementor-top-section elementor-element elementor-element-a70136c elementor-section-boxed elementor-section-height-default elementor-section-height-default\" data-id=\"a70136c\" data-element_type=\"section\">\n\t\t\t\t\t\t<div class=\"elementor-container elementor-column-gap-default\">\n\t\t\t\t\t<div class=\"elementor-column elementor-col-100 elementor-top-column elementor-element elementor-element-30e79ec\" data-id=\"30e79ec\" data-element_type=\"column\">\n\t\t\t<div class=\"elementor-widget-wrap elementor-element-populated\">\n\t\t\t\t\t\t<div class=\"elementor-element elementor-element-570c381 elementor-widget elementor-widget-text-editor\" data-id=\"570c381\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t<style>\/*! elementor - v3.19.0 - 29-01-2024 *\/\n.elementor-widget-text-editor.elementor-drop-cap-view-stacked .elementor-drop-cap{background-color:#69727d;color:#fff}.elementor-widget-text-editor.elementor-drop-cap-view-framed .elementor-drop-cap{color:#69727d;border:3px solid;background-color:transparent}.elementor-widget-text-editor:not(.elementor-drop-cap-view-default) .elementor-drop-cap{margin-top:8px}.elementor-widget-text-editor:not(.elementor-drop-cap-view-default) .elementor-drop-cap-letter{width:1em;height:1em}.elementor-widget-text-editor .elementor-drop-cap{float:left;text-align:center;line-height:1;font-size:50px}.elementor-widget-text-editor .elementor-drop-cap-letter{display:inline-block}<\/style>\t\t\t\t<h2>\u3010\u6838\u5fc3\u6280\u672f\u3011\u9ad8\u7cbe\u56de\u6d4b\u4e4b\u4e09\u6570\u636e\u7684\u6781\u901fIO<\/h2><h5 style=\"text-align: center;\">wei-jianan\/\u6838\u5fc3\u5f00\u53d1<\/h5><h3>\u9ad8\u6548\u7684\u65f6\u5e8f\u6570\u636e\u5e93<\/h3><p><span style=\"color: #000000;\">\u5f53\u6211\u4eec\u5728\u8bf4\u6570\u636e\u5e93\u7684\u65f6\u5019\uff0c\u6211\u4eec\u5728\u8bf4\u4ec0\u4e48\uff1f \u589e\uff0c\u5220\uff0c\u6539\uff0c\u67e5\uff0c\u4e8b\u7269\uff0c\u6301\u4e45\u5316\u3002\u800c\u5230\u4e86\u91cf\u5316\u8fd9\u4e2a\u573a\u666f\uff0c\u5177\u4f53\u5230\u56de\u6d4b\u8fd9\u4e2a\u573a\u666f\uff0c\u6570\u636e\u4f7f\u7528\u7684\u573a\u666f\u662f\u975e\u5e38\u5178\u578b\u7684\u3002\u4e0d\u8bba\u6211\u4eec\u628a\u7b56\u7565\u62bd\u8c61\u6210\u72b6\u6001\u673a\uff0c\u8fd8\u662f\u628a\u4ea4\u6613\u51b3\u7b56\u62bd\u8c61\u6210MDP\uff0c\u603b\u5f52\u662f\u65f6\u5e8f\u7684\u3002 \u57fa\u4e8e\u5f53\u4e0b\uff0c\u9762\u76f8\u672a\u6765\u3002\u533a\u522b\u53ea\u662f\uff0c\u4e5f\u8bb8\u8fd9\u4e2a\u7b56\u7565\u9700\u8981\u65f6\u5e8f\u7684\u8bfb\u53d6\u8fd9\u6bb5\u6570\u636e\uff0c\u90a3\u4e2a\u7b56\u7565\u9700\u8981\u66f4\u591a\u7684\u67d0\u51e0\u6bb5\u6570\u636e\u3002 \u5e26\u5165\u4e00\u4e0b\u56de\u6d4b\u548c\u5b9e\u76d8\u4e24\u79cd\u573a\u666f\uff0c\u5b9e\u76d8&#8212;\u987a\u5e8f\u5c3e\u90e8\u589e\u91cf\u8bfb\u53d6\u6570\u636e\uff0c \u56de\u6d4b&#8212;-\u627e\u5230\u67d0\u6bb5\u6216\u591a\u6bb5\u6570\u636e\u7684\u533a\u95f4\u987a\u5e8f\u8bfb\u53d6\u3002<\/span><\/p><p><span style=\"color: #000000;\">\u5148\u8d24\u66fe\u6709\u8a00\uff0c\u73b0\u4ee3\u8f6f\u4ef6\u4f18\u5316\uff0c\u53ea\u6709\u4e00\u4e2a\u601d\u60f3&#8212;-\u52a0\u7f13\u5b58\uff0c\u4e00\u5c42\u7f13\u5b58\u4e0d\u591f\uff0c\u518d\u52a0\u4e00\u5c42\u3002<\/span><\/p><p><span style=\"color: #000000;\">\u7531\u6b64\uff0c\u8ba1\u7b97\u673a\u4ece\u78c1\u76d8\u5f00\u59cb\uff0c\u4f9d\u6b21\u5411\u4e0a\uff0c\u6709\u4e86SSD\uff0c\u5185\u5b58\uff0cL3L2L1\u7f13\u5b58\uff0c\u5bc4\u5b58\u673a\u7b49\u7b49\u3002\u4e3a\u4e86\u7814\u7a76\u65f6\u5e8f\u7684\u6570\u636e\uff0c\u6316\u6398\u5176\u4e2d\u7684alpha\uff0c\u56de\u6d4b\u81ea\u5df1\u7684\u7b56\u7565\uff0c\u7814\u7a76\u5458|\u7b56\u7565\u5e08\u4eec\u7ede\u5c3d\u4e86\u8111\u6c41\u3002\u8fd9\u671f\u95f4\u8fd8\u5305\u542b\u7740\u4e0e\u5de5\u7a0b\u4eba\u5458\uff0c\u6570\u636e\u7ec4\u7684\u91cd\u91cd\u77db\u76fe\u3002<\/span><\/p><p><span style=\"color: #000000;\">\u573a\u666f\u4e00\uff1a<\/span><\/p><p><span style=\"color: #000000;\">\u516c\u53f8\u521a\u521a\u6210\u7acb\uff0c\u6570\u636e\u5230\u5904\u4e70\u3002 \u7814\u7a76\u5458|\u7b56\u7565\u5e08\u5bf9\u7740\u4e00\u4e2a\u767e\u5ea6\u4e91\u76d8\u7684\u94fe\u63a5\uff0c\u5bc2\u5be5\u7684\u7b49\u5f85\u51e0\u5341\u4e2aG\u7684csv\u9010\u6e10\u4e0b\u8f7d\u5230\u672c\u5730\u9677\u5165\u4e86\u6c89\u601d\u3002\u6700\u7ec8\u5199\u597d\u4e86\u4e00\u4e2a\u7a0b\u5e8f<\/span><\/p><div class=\"highlight\"><pre><code class=\"language-python3\"><span class=\"c1\"># research.py<\/span>\n<span class=\"n\">dataframes<\/span> <span class=\"o\">=<\/span> <span class=\"p\">[<\/span><span class=\"n\">pd<\/span><span class=\"o\">.<\/span><span class=\"n\">read_csv<\/span><span class=\"p\">(<\/span><span class=\"n\">csv_path<\/span><span class=\"p\">)<\/span> <span class=\"k\">for<\/span> <span class=\"n\">csv_path<\/span> <span class=\"ow\">in<\/span> <span class=\"n\">csv_paths<\/span><span class=\"p\">]<\/span>\n<span class=\"n\">joined_df<\/span> <span class=\"o\">=<\/span> <span class=\"n\">pd<\/span><span class=\"o\">.<\/span><span class=\"n\">concat<\/span><span class=\"p\">(<\/span><span class=\"n\">dataframes<\/span><span class=\"p\">)<\/span><span class=\"o\">.<\/span><span class=\"n\">sort_values<\/span><span class=\"p\">(<\/span><span class=\"n\">by<\/span><span class=\"o\">=<\/span><span class=\"s2\">\"data_time\"<\/span><span class=\"p\">)<\/span>\n<span class=\"c1\"># time to hack the joined_df<\/span>\n<span class=\"c1\"># \u8ba1\u7b97\u5404\u79cd\u6307\u6807<\/span>\n<\/code><\/pre><\/div><p><span style=\"color: #000000;\">cool\uff01 \u4e24\u884c\u4ee3\u7801\u628a\u51e0\u5341\u4e2aG\u7684csv \u5012\u5230\u4e00\u5f20\u8868\u91cc\u9762\uff0c\u7ffb\u5f00\u4e86pandas\u7684\u6587\u6863\u7acb\u523b\u5f00\u59cb\u5de5\u4f5c\u3002\u5c31\u662f\u6bcf\u6b21\u6539\u4e24\u884c\u8fd9\u4e2a\u00a0research.py\uff0c \u4e5f\u6ca1\u5e72\u5565\u4e8b\u513f\uff0c\u5c31\u662f\u5f97\u7b49\u597d\u51e0\u5341\u5206\u949f\u3002\u4e00\u770b\uff0c\u539f\u6765\u65f6\u95f4\u4e3b\u8981\u8017\u8d39\u5728\u7b49\u8fd9\u51e0\u5341G\u7684\u6587\u4ef6\u52a0\u8f7d\u5230\u5185\u5b58\u91cc\u554a\u3002\u6240\u8c13\u8ba1\u7b97\u4e00\u5206\u949f\uff0c\u52a0\u8f7d\u4e00\u5c0f\u65f6\u3002\u597d\u5bb6\u4f19swap\u90fd\u7528\u4e0a\u4e86\uff0c\u8d76\u7d27\u4e70\u5185\u5b58\u6761\uff0c\u4e0d\u8fc7\u8fd9\u6bcf\u6b21\u90fd\u78c1\u76d8\u8bfb\u4e00\u6b21\u4e5f\u4e0d\u662f\u4e2a\u4e8b\u513f\u554a\u3002\u4e8e\u662f<\/span><\/p><p><span style=\"color: #000000;\">\u6709\u4e86\u573a\u666f\u4e8c\uff1a<\/span><\/p><p><span style=\"color: #000000;\">\u516c\u53f8\u6512\u4e86\u51e0\u4e2a\u4eba\u4e70\u4e86\u5927\u578b\u7684\u670d\u52a1\u5668\uff0c512G\u7684\u5185\u5b58\u5c3d\u7ba1\u7528\u3002\u6b64\u5916\uff0c\u65b9\u624d\u53cd\u590d\u78c1\u76d8\u8bfb\u7684\u539f\u56e0\u662f\u6bcf\u6b21\u6267\u884c\u5b8c\u4e86research.py\u8fdb\u7a0b\u9000\u51fa\u4e86\uff0c\u8f9b\u8f9b\u82e6\u82e6\u7684\u78c1\u76d8\u8bfb\u6d6a\u8d39\u6389\u4e86\u3002\u56e0\u6b64\u6025\u667a\u7684\u7814\u7a76\u5458|\u7b56\u7565\u5e08\u6253\u5f00\u4e86 jupyter notebook\uff0c \u65e2\u7136\u8fdb\u7a0b\u4e00\u9000\u51fa\uff0c\u78c1\u76d8\u5c31\u767d\u8bfb\u4e86\uff0c\u90a3\u54b1\u5c31\u60f3\u529e\u6cd5\u4e0d\u8ba9\u8fdb\u7a0b\u9000\u51fa\u5c31\u5b8c\u4e86\u3002\u5728\u4e00\u4e2anotebook cell\u91cc\u9762\u53ef\u52b2\u513f\u7814\u7a76\u3002\u968f\u7740\u516c\u53f8\u89c4\u6a21\u7684\u6269\u5927\uff0c\u62db\u4e863-4\u4e2a\u7814\u7a76\u5458\u5171\u7528\u8fd9\u592a\u670d\u52a1\u5668\uff0c\u6bcf\u4e2a\u7814\u7a76\u5458\u7684research.py\u8d8a\u6765\u8d8a\u5927\uff0ccell\u8d8a\u6765\u8d8a\u591a\uff0cjupyter notebook\u7684\u505c\u7559\u65f6\u95f4\u8d8a\u6765\u8d8a\u957f\uff0c\u5404\u81ea\u9700\u8981\u7684\u6570\u636e\u5404\u6709\u4e0d\u540c\u3002\u4e8e\u662f\u65f6\u4e0d\u65f6\u7684ipython kernel\u5c31\u5f00\u59cb\u5d29\u6e83\uff0c\u4ee3\u7801\u7ba1\u7406\u4e0d\u6e05\u695a\uff0ccsv\u5230\u5904\u91cd\u590d\u5b58\u50a8\u3002 \u662f\u5185\u5b58\u4e5f\u4e0d\u591f\uff0c\u78c1\u76d8\u7a7a\u95f4\u4e5f\u5f00\u59cb\u4e0d\u591f\uff0c\u670d\u52a1\u5668\u8fd8\u65f6\u5e38OOM\u5d29\u6e83\u91cd\u542f\u3002<\/span><\/p><p><span style=\"color: #000000;\">\u6709\u4e86\u573a\u666f\u4e09:<\/span><\/p><p><span style=\"color: #000000;\">\u6570\u636e\u7ba1\u7406\u4e0d\u8fc7\u6765\u4e86\uff0c\u516c\u53f8\u4e13\u95e8\u62db\u52df\u4e86\u6570\u636e\u56e2\u961f\uff0cP7P8\u7684\u6570\u636e\u6e56\u4e13\u5bb6\u9686\u91cd\u767b\u573a\u3002\u770b\u5230\u5230\u5904\u90fd\u662f\u91cd\u590d\u7684csv\u6012\u4ece\u5fc3\u4e2d\u8d77\u3002\u8fd9\u4e48\u4e00\u5806\u6570\u636e\u5230\u5904\u4e71\u653e\u600e\u4e48\u56de\u4e8b\u513f\uff0c\u4e0d\u662f\u6570\u636e\u591a\u5417\uff0cHadoop\uff0cSpark\uff0cFlink\u4e4b\u7c7b\u7684\u4e1c\u897f\u770b\u60c5\u51b5\u7528\u5427\u3002\u6bcf\u4e2a\u7814\u7a76\u5458\u81ea\u5df1\u5206\u4e00\u53f0\u865a\u62df\u673a\uff0c\u60f3\u8981\u4ec0\u4e48\u6570\u636e\u5230\u8fd9\u4e2a\u5206\u5e03\u5f0f\u7684\u6570\u636e\u4e2d\u5fc3\uff0c\u5199SQL\u6765\u8bf7\u6c42\u5427\u3002\u6570\u636e\u56e2\u961f\u5f00\u59cb\u4ece\u5934\u642d\u5efa\u6574\u4e2aETL\u6d41\u7a0b\u3002\u7814\u7a76\u5458\u4eec\u5f00\u59cb\u7ec6\u7a76\u5341\u884c\u4ee5\u4e0a\u7684SQL\u8be5\u5982\u4f55\u5199\uff0c\u5982\u4f55\u9ad8\u6548\u7684\u5199\u51fa\u4f18\u96c5\u53c8\u6613\u4e8e\u7ba1\u7406\u7684SQL\uff0c\u6210\u4e3a\u4e86\u5404\u81ea\u7684alpha\u6765\u6e90\u3002\u53ea\u662f\u8fd9\u5927\u6570\u636e\u867d\u7136\u7a33\u5065\u867d\u7136\u5927\uff0cSQL\u6267\u884c\u8d77\u6765\u8fd8\u662f\u6162\u554a\u3002\u540e\u7eed\u7ee7\u7eed\u7814\u7a76\uff0c\u627e\u5230\u4e86DolphineDB\uff0cKDB\u7b49\u7b49\u65f6\u5e8f\u6570\u636e\u5e93\uff0c\u53c8\u5f00\u59cb\u7422\u78e8\u5206\u5e03\u5f0f\u7684\u95ee\u9898\u3002<\/span><\/p><p><span style=\"color: #000000;\">\u603b\u7ed3\u4e00\u4e0b\u6570\u636e\u65b9\u9762\u7684\u603b\u9700\u6c42\uff0c\u4e5f\u5c31\u662f\u5b9e\u73b0\u7684\u4f18\u5316\u76ee\u6807\u3002<\/span><\/p><p><span style=\"color: #000000;\">1. \u6570\u636e\u7684\u7ec4\u7ec7\u5f62\u5f0f\u5e94\u5f53\u9762\u5411\u8bfb\u53d6 \u5c24\u5176\u662f\u987a\u65f6\u5e8f\u8bfb\u53d6\uff0c\u7406\u5e94\u505a\u5230\u9ad8\u6548\uff0c\u5e94\u5f53\u5145\u5206\u4f7f\u7528\u78c1\u76d8\u8fde\u7eed\u8bfb\u573a\u666f\u4e0b\u7684\u6700\u9ad8\u6027\u80fd\u3002\u9ad8\u541e\u5410\uff0c\u9996\u5305\u5ef6\u8fdf\u4f4e\uff08\u7acb\u7b49\u53ef\u53d6\u4e0d\u9884\u70ed\u9884\u52a0\u8f7d\u5230\u5185\u5b58\uff09\uff0c\u8d44\u6e90\u5360\u7528\u5c11\uff08\u4e0d\u4e70\u5185\u5b58\u6761\uff09\u3002\u8fd9\u662f\u5355\u673a\u6027\u80fd\u4e0a\u7684\u8981\u6c42\u3002<\/span><\/p><p><span style=\"color: #000000;\">2. \u6570\u636e\u7684\u5b58\u50a8\u5f62\u5f0f\u5e94\u5f53\u5c3d\u53ef\u80fd\u7075\u6d3b\uff0c \u652f\u6301\u5404\u79cd\u5404\u6837\u7684\u6570\u636e\u7c7b\u578b\uff0c\u540c\u65f6\u5c3d\u91cf\u4e0e\u5b9e\u76d8\u5b58\u50a8\u5f62\u5f0f\u5bf9\u9f50\u3002\u5c3d\u91cf\u8ba9\u56de\u6d4b\/\u7814\u7a76\u9636\u6bb5\u7684\u4ee3\u7801\uff0c\u5728\u5b9e\u76d8\u9636\u6bb5\u591a\u590d\u7528\u3002\u8fd9\u662f\u4f7f\u7528\u7075\u6d3b\u6027\u4e0a\u7684\u8981\u6c42\u3002<\/span><\/p><p><span style=\"color: #000000;\">3. \u6570\u636e\u5e94\u5f53\u7edf\u4e00\u7ba1\u7406\u3002 \u5404\u81ea\u5b58\u4e00\u4efdcsv\uff0c\u5230\u5904\u91cd\u590d\uff0c\u5404\u81ea\u6709\u5404\u81ea\u7684\u89e3\u6790\u65b9\u5f0f\uff0c\u4e0d\u51c6\u786e\u3002\u8fd9\u662f\u6570\u636e\u51c6\u786e\u6027\u4e0a\u7684\u8981\u6c42\u3002<\/span><\/p><p><span style=\"color: #000000;\">4. \u6570\u636e\u4e2d\u5fc3\u5e94\u5f53\u662f\u5206\u5e03\u5f0f\u7684\uff0c\u5177\u5907\u5e94\u5bf9\u591a\u7814\u7a76\u5458\u540c\u65f6\u7814\u7a76\u7684\u80fd\u529b\u3002\u6570\u636e\u5e94\u5f53\u5177\u5907\u4e00\u5b9a\u7684\u53ef\u7528\u6027\u4ee5\u53ca\u4e00\u81f4\u6027\uff0c\u5206\u533a\u5bb9\u5fcd\u53ef\u4ee5\u653e\u5bbd\u8981\u6c42\u3002\u8fd9\u662f\u5728\u591a\u7528\u6237\u573a\u666f\u4e0b\u7684\u53ef\u7528\u6027\u4e0a\u7684\u8981\u6c42\u3002<\/span><\/p><p><span style=\"color: #000000;\">\u7efc\u5408\u4ee5\u4e0a\u9700\u6c42\uff0c\u56de\u987e\u672c\u6587\u7b2c\u4e00\u6bb5\uff0c\u5bf9\u6570\u636e\u5e93\u7684\u4e00\u4e9b\u57fa\u672c\u529f\u80fd\u505a\u4e00\u4e9b\u88c1\u526a\uff0c\u4e5f\u5c31\u662f\u653e\u5bbd\u4e00\u4e9b\u7ea6\u675f\u6761\u4ef6\u3002\u5220\uff1f\u5386\u53f2\u884c\u60c5\u4e0d\u7528\u53d8\u6211\u4eec\u4e0d\u5220\uff1b\u6539\uff0c\u540c\u7406\u5386\u53f2\u884c\u60c5\u4e0d\u7528\u53d8\u6211\u4eec\u4e0d\u6539\uff1b\u67e5\uff0c\u6211\u4eec\u4e0d\u9700\u8981O(1) \u6216\u8005O(log(n)) \u67e5\uff0c\u53ea\u9700\u8981\u987a\u5e8f\u7684\u533a\u95f4\u67e5\uff1b\u589e\uff0c\u53ea\u9700\u8981\u5c3e\u90e8\u65b0\u589e\u7684APPEND\u64cd\u4f5c\u3002\u4e8b\u7269\uff1f\u72b6\u6001\u8f6c\u79fb\u90fd\u662f\u539f\u5b50\u7684\uff0c\u4e0d\u9700\u8981\u4e8b\u7269\u3002\u6301\u4e45\u5316\uff1f\u5f53\u7136\u3002<\/span><\/p><p><span style=\"color: #000000;\">\u6beb\u65e0\u7591\u95ee\u8fd9\u662f\u4e2a\u65f6\u5e8f\u6570\u636e\u5e93\uff0c\u4f46\u5982\u679c\u6570\u636e\u5728\u5185\u5b58\u4e2d\uff0c\u8d77\u7801\uff0c\u90e8\u5206\u7684\u5728\u5185\u5b58\u4e2d\uff0c\u65b9\u80fd\u8fbe\u5230\u6781\u9650\u7684\u8bfb\u53d6\u901f\u5ea6\u3002\u65e2\u7136\u5728\u5185\u5b58\u4e2d\u4e86\uff0c\u4e3a\u4ec0\u4e48\u4e0d\u53ef\u4ee5\u7528\u6765\u901a\u4fe1\u5462\uff1f \u5b9e\u76d8\u4e2d\u7b56\u7565\u65e0\u975e\u662f\u5728\u5c3e\u90e8\u65b0\u589e\u8bfb\u884c\u60c5\u6570\u636e\u548c\u56de\u62a5\u6570\u636e\u7f62\u4e86\u3002 \u65e2\u7136\u5b9e\u76d8\u53ef\u4ee5\u5c06\u8be5\u65f6\u5e8f\u6570\u636e\u5e93\u7528\u4f5c\u901a\u4fe1\u7684FIFO\u961f\u5217\uff0c\u90a3\u4e48\u653e\u5bbd\u4e00\u4e9b\u5bf9\u6301\u4e45\u5316\u5bf9 failed tolerance\u7684\u5e2e\u52a9\uff0c\u83b7\u5f97\u5c3d\u91cf\u4f4e\u7684\u5ef6\u8fdf\u4f3c\u4e4e\u662f\u4e00\u4e2a\u4e0d\u9519\u7684\u6280\u672f\u53d6\u820d\u3002\u5c31\u76ee\u524d\u800c\u8a00\u7684\u9700\u6c42\uff0c\u6211\u4eec\u4f3c\u4e4e\u5728\u63cf\u8ff0\u4e00\u4e2a\uff0c\u4e0d\u9650\u957f\u5ea6\u7684\uff0c \u53ef\u4ee5\u6301\u4e45\u5316\uff0c\u53ef\u4ee5\u6027\u80fd\u5c1a\u53ef\u7684\u6309\u65f6\u95f4\u67e5\u8be2\u7684\uff0c\u5927\u961f\u5217\uff08\u987a\u5e8f\u8bfb\uff0c\u5c3e\u90e8\u5199\uff09\u3002<\/span><\/p><p><span style=\"color: #000000;\">\u6309\u7167\u672c\u7cfb\u5217\u7684\u60ef\u4f8b\uff0c\u573a\u666f\u9700\u6c42\u63cf\u7ed8\u6e05\u695a\u4e86\u5c31\u8be5\u8bb2\u8bb2\u6280\u672f\u8bbe\u8ba1\u5c42\u9762\u7684\u62bd\u8c61\u4e86\uff0c\u4f9d\u65e7\u4e0d\u804a\u8fc7\u591a\u7684\u5e95\u5c42\u6280\u672f\u7ec6\u8282\u3002\u5148\u8361\u5f00\u4e00\u7b14\uff0c\u56de\u5230Unix\u7684\u8bbe\u8ba1\u54f2\u5b66\u3002Unix\u5f53\u4e2d\uff0c\u8d77\u7801\u65e9\u671f\u7684Unix-like\u7cfb\u7edf\u4e2d\uff0c\u4e00\u5207\u7686\u6587\u4ef6\u3002\u6587\u4ef6\u4f5c\u4e3a\u4e00\u4e2a\u6781\u5176\u91cd\u8981\u7684\u62bd\u8c61\uff0c\u4e0d\u4ec5\u666e\u901a\u7684\u6587\u4ef6\uff0c\u76ee\u5f55\u3001\u5b57\u7b26\u8bbe\u5907\u3001\u5757\u8bbe\u5907\u3001 \u5957\u63a5\u5b57\u7b49\uff0c\u5728Unix\u4e2d\u90fd\u53ef\u4ee5\u4ee5\u4e00\u5957\u7edf\u4e00\u7684api\u64cd\u4f5c\u3002\u6211\u4eec\u4e0d\u5173\u5fc3\u6587\u4ef6\u4f5c\u4e3a\u4e0e\u786c\u4ef6\u4ea4\u4e92\u7684\u62bd\u8c61\uff0c\u5355\u5355\u5173\u6ce8\u6587\u4ef6\u5728\u5b58\u50a8\u8fd9\u4e2a\u573a\u666f\uff0c\u6587\u4ef6\u8fd9\u4e2a\u62bd\u8c61\u7684\u7279\u6027\uff0c\u603b\u7684\u6765\u8bf4\u5c31\u662f\u4e00\u4e32\u5b57\u8282\u6d41\uff0c\u5e76\u4e14\u5f53\u6211\u4eec\u64cd\u4f5c\u8fd9\u6bb5\u5b57\u8282\u6d41|\u5b57\u8282\u5e8f\u5217\u65f6\uff0c\u6211\u4eec\u4e0d\u5173\u5fc3\u786c\u4ef6\u7684\u8d44\u6e90\u7ba1\u7406\u3002\u5f53\u4f7f\u7528open\uff0cread\uff0cwrite\uff0cclose\u65f6\uff0c\u6211\u4eec\u65e0\u9700\u5173\u6ce8\u786c\u4ef6\u8d44\u6e90\u7684\u5206\u914d\uff0cpage\u4e0e\u9875\u8868\u7b49\u7b49\u64cd\u4f5c\u7cfb\u7edf\u7684\u6982\u5ff5\uff0c\u4e00\u53e3\u6c14\u5199\u4e86\u592a\u591a\u5b57\u8282\u8d85\u51fa\u4e86\u5f53\u524d\u9875\u65f6\u5982\u4f55\u5206\u914d\u65b0\u9875\uff0c\u5199\u5b8c\u4e86\u4ee5\u540e\u4f55\u65f6\u6301\u4e45\u5316\u5230\u78c1\u76d8\uff0c\u4f55\u65f6\u66f4\u65b0meta\u4fe1\u606f\u7b49\u7b49\u3002\u88c1\u526a\u5230\u4e00\u4e9b\u7eb7\u7e41\u590d\u6742\u7684posix api\uff0c\u53ea\u7559\u4e0b\uff0copen\uff0cclose\uff0cputc\uff08\u987a\u5e8f\u5199\uff09\uff0cgetc\uff08\u987a\u5e8f\u8bfb\uff09\uff0clseek\uff08\u91cd\u5b9a\u4f4doffset\uff09\u3002\u770b\u770b\u8fd9\u51e0\u4e2aapi\uff0c\u628a\u6bcf\u4e2a\u5b57\u8282\u89c6\u4f5c\u5e26\u65f6\u6233\u7684\u4e8b\u4ef6\u6570\u636e\u3002\u4e00\u4e2a\u4e0d\u9650\u957f\u5ea6\u7684\uff0c \u53ef\u4ee5\u6301\u4e45\u5316\uff0c\u53ef\u4ee5\u6027\u80fd\u5c1a\u53ef\u7684\u6309\u65f6\u95f4\u67e5\u8be2\u7684\uff0c\u5927\u961f\u5217\uff08\u987a\u5e8f\u8bfb\uff0c\u5c3e\u90e8\u5199\uff09\u662f\u4e0d\u662f\u5c31\u505a\u51fa\u6765\u4e86\uff1f\u5728\u91cf\u5316\u8fd9\u4e2a\u9886\u57df\uff0c\u65f6\u5e8f\u6570\u636e\u5e93\uff0c\u53ea\u9700\u8981\u6709\u6587\u4ef6&#8211;\u4e0d\u5b9a\u957f\u65f6\u95f4\u5e8f\u5217\u7684\u903b\u8f91\u62bd\u8c61\uff0c\u9875&#8212;\u56fa\u5b9a\u5927\u5c0f\u5b58\u50a8\u7684\u7269\u7406\u62bd\u8c61\u3002\u4e24\u8005\u914d\u5408\uff0c\u5b9e\u73b0\u7c7b\u4f3copen\uff0cclose\uff0cputc\uff0cgetc\uff0clseek\u7684\u4e94\u4e2a\u63a5\u53e3\uff0c\u4e00\u5207\u5c31\u641e\u5b9a\u4e86\u3002<\/span><\/p><p><span style=\"color: #000000;\">\u521d\u770b\u4f3c\u4e4e\u5982\u679c\u884c\u60c5\u63a5\u6536\u5e76\u5199\u5165\u6211\u4eec\u7684\u65f6\u5e8f\u6570\u636e\u5e93\u4ec5\u5728\u4e00\u4e2a\u7ebf\u7a0b\u4e2d\u5b8c\u6210\uff0c\u4ee5\u4e0a\u7684\u505a\u6cd5\u5373\u53ef\u8f7b\u677e\u5b9e\u73b0\u3002\u4f46\u53d7\u9650\u4e8e\u6211\u56fd\u7684\u67dc\u53f0\u673a\u5236\uff0c\u7a0b\u5e8f\u5458\u65e0\u6cd5\u7b80\u5355\u7684\u901a\u8fc7IO\u591a\u8def\u590d\u7528\u7b49\u6280\u5de7\u63a7\u5236\u6570\u636e\u7684\u63a5\u6536\u4e0e\u89e3\u6790\uff0c\u901a\u5e38\u6765\u8bf4\u884c\u60c5\u6570\u636e\u7684\u63a5\u6536\u5f88\u53ef\u80fd\u5728\u591a\u4e2a\u4e0d\u540c\u7684\u7ebf\u7a0b\u4e2d\u5b8c\u6210\u3002\u8fd9\u4e2a\u961f\u5217\u53d7\u5230\u4e86\u7ebf\u7a0b\u5b89\u5168\u95ee\u9898\u7684\u6311\u6218\u3002\u90a3\u4e48\u8981\u4e48\u8d77\u7801\u9700\u8981\u4f7fgetc\u662f\u7ebf\u7a0b\u5b89\u5168\u7684\uff0c\u4e5f\u5c31\u662fMPMC\uff08\u591a\u751f\u4ea7\u8005\uff0c\u591a\u6d88\u8d39\u8005\uff09\u961f\u5217\uff0c\u8981\u4e48\u53ef\u4ee5\u540c\u65f6\u805a\u5408\u8bfb\u591a\u4e2aSPMC\uff08\u5355\u751f\u4ea7\u8005\uff0c\u591a\u6d88\u8d39\u8005\uff09\u961f\u5217\u3002\u9274\u4e8e\u6211\u4eec\u5728\u8bf4\u65f6\u5e8f\u6570\u636e\u5e93\uff0c\u4ee5\u53ca\u56de\u6d4b\u573a\u666f\u3002\u63a5\u4e0b\u6765\uff0c\u4e0a\u6587\u7684\u6240\u8ff0\u7684\u8fd9\u4e9b\u961f\u5217\uff0c\u4f1a\u9010\u6e10\u8fc7\u6e21\u5230\u7528\u6570\u636e\u5e93\u7684\u201c\u8868\u201d\u6765\u4ee3\u79f0\u3002<\/span><\/p><p><span style=\"color: #000000;\">\u5f53\u6211\u4eec\u8bf4\u7b56\u7565\u5728\u8bfb\u6570\u636e\u7684\u65f6\u5019\uff0c\u6211\u4eec\u5728\u8bf4\u4ee5\u4e0b\u5177\u4f53\u7684\u9700\u6c42\uff0c\u4e8e\u662f\u4ea7\u751f\u4e86\u65b0\u7684\uff0c\u66f4domain-specific\u7684\u7ea6\u675f\u3002<\/span><\/p><p><span style=\"color: #000000;\">1\uff09\u8bfb\u591a\u79cd\u91d1\u878d\u4ea7\u54c1\u7684\u884c\u60c5<\/span><\/p><p><span style=\"color: #000000;\">2\uff09\u8bfb\u67d0\u4e2a\u91d1\u878d\u4ea7\u54c1\u7684\u591a\u79cd\u884c\u60c5\uff08\u59d4\u6258\uff0c\u6210\u4ea4\uff0c\u5207\u7247\uff0cTicker\u7b49\uff09<\/span><\/p><p><span style=\"color: #000000;\">3\uff09\u4ee5\u4e0a\u7684\u5404\u79cd\u6570\u636e\u805a\u5408\u8d77\u6765\u6309\u7167\u4e25\u683c\u63a5\u6536\u65f6\u5e8f\u88ab\u7b56\u7565\u8bfb<\/span><\/p><p><span style=\"color: #000000;\">4\uff09\u5982\u679c\u5728\u56de\u6d4b\u573a\u666f\uff0c\u4ee5\u4e0a\u6570\u636e\u5728\u67d0\u4e2a\u8bbe\u5b9a\u597d\u7684\u8d77\u6b62\u65f6\u95f4\u5185\u533a\u95f4\u987a\u5e8f\u8bfb\uff0c\u5982\u679c\u662f\u5b9e\u76d8\u573a\u666f\uff0c\u4ee5\u4e0a\u6570\u636e\u5219\u662f\u4e25\u683c\u5c3e\u90e8\u65b0\u589e\u8bfb\u3002<\/span><\/p><p><span style=\"color: #000000;\">\u6709\u4eba\u770b\u4e0d\u61c2\uff0c\u6240\u4ee5\u5148\u4e3e\u4e2a\u4f8b\u5b50\uff0c\u5b9e\u76d8\u4e2d\u6211\u4eec\u4e5f\u8bb8\u53ef\u4ee5\u4f7f\u7528MPMC\uff0c\u4e5f\u53ef\u4ee5\u662f\u591a\u4e2aSPMC\u961f\u5217\uff0c\u4f46\u603b\u7684\u6765\u8bf4\uff0c\u5f53\u4e00\u4e2a\u7b56\u7565\u5b9e\u4f8b\u4ece\u4e2d\u8bfb\u5230\u5176\u6240\u4e0d\u611f\u5174\u8da3\u7684\u6570\u636e\u65f6\uff0c\u4e00\u4e2a\u7b80\u5355\u7684filter\u64cd\u4f5c\u76f4\u63a5\u8fc7\u6ee4\u6389\u5373\u53ef\uff0c\u4e00\u822c\u6765\u8bf4\u662f\u4e00\u4e2aO(1) \u64cd\u4f5c\uff0c\u6211\u4eec\u5c31\u7b97\u8017\u65f61\u5fae\u5999\uff0c\u8fd9\u4e2a\u5904\u7406\u901f\u5ea6\u4e5f\u8fdc\u8fdc\u5feb\u8fc7\u6570\u636e\u5230\u8fbe\u7684\u541e\u5410\u91cf&#8212;-\u591a\u6570\u60c5\u51b5\u4e0b\u7ebf\u7a0b\u53ea\u662f\u5728\u7a7a\u8f6c\u5fd9\u7b49\u800c\u5df2\u3002\u4f46\u5982\u679c\u662f\u56de\u6d4b\uff0c\u5982\u679c\u4e00\u4e2a\u5355\u6807\u7684\u7684CTA\u7b56\u7565\uff0c\u9700\u8981\u5c06\u5168\u5e02\u573a\u7684\u6570\u636e\u987a\u5e8f\u8bfb\u4e00\u6b21\uff0c\u518d\u6839\u636e\u4ea7\u54c1\u540d\u79f0filter\u51fa\u611f\u5174\u8da3\u884c\u60c5\uff0c\u90a3\u663e\u7136\u6781\u4e0d\u5212\u7b97\u3002<\/span><\/p><p><span style=\"color: #000000;\">\u9274\u4e8e1\uff09 2\uff09\u548c\u6211\u4eec\u8d2d\u4e70\u5230\u7684\u5386\u53f2\u6570\u636e\u901a\u5e38\u90fd\u662f\u5206\u6807\u7684 \u5206\u7c7b\u578b\u5b58\u50a8\u7684\uff0c\u4ee5\u53ca\u7b56\u7565\u68ad\u8ba2\u9605\u7684\u91d1\u878d\u4ea7\u54c1\u4ee5\u53ca\u884c\u60c5\u7c7b\u578b\u662f\u4e0d\u53ef\u77e5\u7684\u3002\u4e3a\u4e86\u65b9\u4fbf\u7ba1\u7406\uff0c\u7ef4\u62a4\uff0c\u4fee\u6539\uff0c\u4e5f\u4e3a\u4e86\u63d0\u5347\u56de\u6d4b\u6548\u7387\uff08\u5230\u4e00\u4e2a\u5de8\u5927\u7684csv\u4e2d\u4e00\u884c\u4e00\u884cfilter\u6389\u6211\u4eec\u4e0d\u9700\u8981\u7684\u884c\uff0c\u662f\u4f4e\u6548\u7684\uff09\u3002\u6570\u636e\u5e94\u5f53\u6839\u636e (\u91d1\u878d\u4ea7\u54c1 \u884c\u60c5\u7c7b\u578b) \uff0c\u5206\u8868\u5b58\u50a8\u3002\u9274\u4e8e3\uff09\u5e94\u5f53\u652f\u6301\u6570\u636e\u5e93\u4e2d\u7684JOIN\u8868\u64cd\u4f5c\uff0c\u5c06\u591a\u4e2a\u8868\u805a\u5408\u5e76\u987a\u65f6\u5e8f\u8bfb\u53d6\u3002 \u9274\u4e8e4\uff09\u524d\u6587\u5df2\u8ff0lseek\u8d8a\u5feb\u8d8a\u597d\u3002<\/span><\/p><p><span style=\"color: #000000;\">JOIN\u8868\u5e76\u4e14\u6309\u7167\u65f6\u5e8f\u987a\u5e8f\u8bfb\u662f\u4e2a\u4e0d\u80fd\u66f4\u7b80\u5355\u7684\u7b97\u6cd5\u9898\u3002\u9274\u4e8e\u6bcf\u5f20\u8868\u90fd\u662f\u65f6\u5e8f\u5b58\u50a8\u7684\u5047\u8bbe\u6210\u7acb\uff0c\u4e00\u4e2a\u7406\u60f3\u7684JOIN\u590d\u6742\u5ea6\u5e94\u5f53\u662f\u5f52\u5e76\u6392\u5e8f\u4e2d\u7684merge\u64cd\u4f5c\u7684\u590d\u6742\u5ea6\uff0c\u4e0d\u5c55\u5f00\u4e86\u3002\u4f46\u5728\u8fd9\u4e2a\u6587\u4ef6&#8211;\u4e0d\u5b9a\u957f\u65f6\u95f4\u5e8f\u5217\u7684\u903b\u8f91\u62bd\u8c61\u4e2d\uff0c \u9ad8\u6027\u80fd\u7684\u4f9d\u636e\u65f6\u95f4\u6233\u6765lseek\u5e76\u4e0d\u5bb9\u6613\uff0c\u4f46\u8fd9\u91cc\u540c\u6837\u4e0d\u5c55\u5f00\u4e86\u3002<\/span><\/p><p><span style=\"color: #000000;\">\u5199\u6210\u4f2a\u4ee3\u7801\uff0c\u5982\u679c\u524d\u6587\u6ca1\u770b\u61c2\u5728\u8bf4\u4ec0\u4e48\uff0c\u770b\u4e0b\u8fd9\u4e2a\u4ee3\u7801\u518d\u56de\u5934\u770b\u4e00\u904d\uff0c\u5e94\u8be5\u5c31\u80fd\u61c2\u4e86:<\/span><\/p><div class=\"highlight\"><pre><code class=\"language-text\"># \u56de\u6d4b JOIN \u591a\u8868\njoined_seq = JOIN([symbol1_ticker_seq, symbol2_snap_seq])\nLSEEK(joined_seq, backtest_start_time)\ndata_point = GETC(joined_seq)\nwhile data_point.time_stamp &lt; backtest_end_time:\n    data_point = GETC(joined_seq)):\n    if not filter_func(data_point):\n        continue\n    if isinstance(data_point, Ticker):\n        strategy.on_ticker(data_point)\n    elif  isinstance(data_point, SnapShot):\n        strategy.on_snapshot(data_point):\n    else:\n        pass\n            \n# \u5b9e\u76d8 \u591aSPMC\u961f\u5217\nsymbol1_ticker_queue\uff0c symbol2_snap_queue\nwhile True:\n    ticker = GETC(symbol1_ticker_queue)\n    if ticker: \n        strategy.on_ticker(ticker)\n    snapshot = GETC(symbol2_snap_queue)\n    if snapshot: \n        strategy.on_snapshot(snapshot)\n\n# \u5f97\u5230\u53cd\u9988\uff0c\u6709\u4e9b\u539f\u672c\u5bf9\u91cf\u5316\u7cfb\u7edf\u4e0d\u77e5\u5168\u8c8c\u7684\u6f5c\u5728\u8001\u677f\uff0c\u770b\u5230\u8fd9\u4e2a\u4ee3\u7801\u7a81\u7136\u9192\u609f\u4e86\uff0c\n  \u89c9\u5f97\u878d\u4f1a\u8d2f\u901a\u80fd\u591f\u5355\u6311\u5168\u90e8\u4e86\uff0c\u53ef\u4ee5\u7acb\u523b\u96c7\u4eba\u81ea\u884cfrom scratch\u7814\u53d1\u4e86\u3002\n  \u76f8\u4fe1\u6211\uff0c\u8fd9\u662f\u5e7b\u89c9\uff0c\u6bd4\u65b9\u8bf4nginx\uff0c\u6216\u8005redis\uff0c\u628a\u6838\u5fc3\u601d\u8def\u5199\u6210\u4f2a\u4ee3\u7801\uff0c\n  \u4e5f\u5dee\u4e0d\u591a\u5c31\u8fd9\u6837\u3002\u4ece\u5934\u505a\uff0c\u6295\u5165\u518d\u591a\u7684\ud83d\udcb0\uff0c\u4e5f\u65e0\u6cd5\u907f\u514d\u6570\u5e74\u7684\u8e29\u5751\u3002\n  \"\u591a\u7684\u662f\uff0c\u4f60\u4e0d\u77e5\u9053\u7684\u4e8b~\"\n \n# \u6b63\u597d\u5982\u679c\u524d\u6587\u6ca1\u8bfb\u61c2\u72b6\u6001\u673a\uff0c\u53ef\u4ee5\u62ff\u8fd9\u4e2a\u6765\u7406\u89e3\u72b6\u6001\u673a\u3002\n<\/code><\/pre><\/div><p><span style=\"color: #000000;\">\u63a5\u4e0b\u6765\u5b58\u5728\u5982\u4e0b\u7684\u6570\u636e\u7ba1\u7406\u548c\u4f7f\u7528\u7684\u8fdb\u9636\u95ee\u9898\u3002<\/span><\/p><p><span style=\"color: #000000;\">1.\u5047\u8bbe\u5df2\u7ecf\u51c6\u5907\u597d\u4e86\u767eT\u7684\u5341\u5e74\u9010\u7b14\u6570\u636e\uff0c\uff0c\u7a81\u7136\u53d1\u73b0\u6570\u636e\u4f9b\u5e94\u5546\u7684\u67d0\u4e2a\u6708\u4efd\u7684\u6570\u636e\u6709\u8bef\uff0c\u4e8e\u662f\u4ec5\u4ec5\u9700\u8981\u66f4\u6539\u8fd9\u4e2a\u6708\u4efd\u7684\u6570\u636e\u3002\u90a3\u4e48\u663e\u7136\uff0c\u9488\u5bf9\u987a\u5e8f\u8bfb\uff0c\u901a\u8fc7\u5f7b\u5e95\u7684\u8fde\u7eed\u5b58\u50a8\u7279\u5316\u7684\u65f6\u5e8f\u6570\u636e\u5e93\u5728\u6b64\u5c31\u9047\u5230\u4e86\u95ee\u9898\u3002\u6362\u53e5\u8bdd\u8bf4\uff0c\u6b64\u65f6\u9047\u5230\u4e86\u6570\u636e\u5e93\u4e2d\u201c\u6539\u201d\u7684\u9700\u6c42\u3002\u67b6\u6784\u8bbe\u8ba1\u4e2d\u7684trade-off\u7b2c\u4e00\u6b21\u5728\u672c\u7cfb\u5217\u4e2d\u51fa\u73b0\u4e86\u3002\u5e94\u8be5\u5f15\u5165\u66f4\u590d\u6742\u7684\u6570\u636e\u7ed3\u6784\uff0c\u653e\u5f03\u4e00\u5b9a\u7684\u987a\u5e8f\u8bfb\u6027\u80fd\uff1f\u8fd8\u662f\u4fdd\u8bc1\u8bfb\u6027\u80fd\u7684\u6781\u81f4\uff0c\u653e\u5f03\u4e00\u90e8\u5206\u6570\u636e\u7684\u53ef\u7ef4\u62a4\u6027\u5462\uff1f\u5f00\u4e2a\u73a9\u7b11\uff0c\u6210\u5e74\u4eba\u90fd\u8981\u7684\u539f\u5219\u4f9d\u65e7\u6210\u7acb\u3002\u4f46\u662f\u8fd9\u6b21\u5c31\u4e0d\u5c55\u5f00\u4e86\uff0c\u7ed9\u4e2a\u63d0\u793a\uff0c\u53ef\u4ee5\u6784\u9020\u67d0\u4e2a\u6570\u636e\u7684\u5143\u4fe1\u606f &#8211;&gt; \u6587\u4ef6\u7684\u5355\u5c04\u3002\u8fd9\u4e2a\u5355\u5c04\u5373\u5e94\u5f53\u6613\u4e8e\u7406\u89e3\uff0c\u540c\u65f6\u662f\u53ef\u7f16\u7a0b\u7684\uff0c\u5c31\u53ef\u4ee5\u6ee1\u8db3\u65b9\u65b9\u9762\u9762\u7684\u8981\u6c42\u4e86\u3002\u8fd9\u91cc\u770b\u4e0d\u61c2\u6ca1\u5173\u7cfb\u3002<\/span><\/p><p><span style=\"color: #000000;\">2.\u5b9e\u76d8\u5f55\u5236\u7684\u6570\u636e\u56fa\u7136\u6700\u597d\uff0c\u751a\u81f3\u53ef\u4ee5\u76f4\u63a5\u7528\u6765\u5b9e\u73b0\u672c\u7cfb\u5217\u7684\u7b2c\u4e00\u7bc7\u6587\u7ae0\u91cc\u63d0\u5230\u7684\u56de\u653e\u529f\u80fd\u3002\u4f46\u663e\u7136\uff0c\u5b9e\u76d8\u6570\u636e\u4e0d\u4e00\u5b9a\u4e25\u683c\u6309\u7167(\u91d1\u878d\u4ea7\u54c1 \u884c\u60c5\u7c7b\u578b) \uff0c\u5206\u8868\u5b58\u50a8 \u3002\u56de\u6d4b\/\u56de\u653e\u56fa\u7136\u76f4\u63a5\u5728\u5b9e\u76d8\u5f55\u5236\u7684\u6570\u636e\u4e0a\u8fdb\u884c\u6700\u597d\u3002\u4f46\u540c\u65f6\u5bf9\u4e8e\u4e13\u95e8\u4e3a\u4e86\u56de\u6d4b\u51c6\u5907\u7684\u6570\u636e\u5f62\u5f0f\uff0c\u56de\u6d4b\u6846\u67b6\u5e94\u5f53\u4e5f\u80fd\u591f\u652f\u6301\uff0c\u4e14\u51fa\u4e8e\u517c\u5bb9\u6027\u7684if else\u4ee3\u7801\u8d8a\u5c11\u8d8a\u597d\uff0c\u5426\u5219\u96be\u4e8e\u7ef4\u62a4\u3002\u6211\u4eec\u4e0d\u80fd\u5047\u8bbe\u6846\u67b6\u7684\u7528\u6237&#8212;\u7814\u7a76\u5458\uff0c\u63a5\u4ea4\u6613\u6240\u7684\u5f00\u53d1\uff0c\u6570\u636e\u56e2\u961f\uff0c\u5bf9\u4e8e\u6570\u636e\u9075\u5faa\u540c\u4e00\u79cd\u7f16\u6392\u6807\u51c6\u3002\u552f\u4e00\u7684\u5047\u8bbe\u53ea\u6709\uff0c\u5728\u4efb\u610f\u4e00\u4e2a\u4e0d\u5b9a\u957f\u5e8f\u5217\u7684\u903b\u8f91\u62bd\u8c61\u4e2d\uff0c\u6bcf\u4e00\u4e2a\u5143\u7d20\u90fd\u662f\u5408\u6cd5\u7684\u6570\u636e\uff0c\u4e14\u6309\u7167\u65f6\u5e8f\u5b58\u50a8\u3002<\/span><\/p><p><span style=\"color: #000000;\">3. \u5982\u679c\u6570\u636e\u4e0d\u80fd\u5168\u90e8\uff0c\u751a\u81f3\u5927\u90e8\u5206\u90fd\u4e0d\u80fd\u6765\u81ea\u4e8e\u5b9e\u76d8\u5f55\u5236\u3002\u800c\u4e3a\u4e86\u8ffd\u6c42\u9ad8\u6548\u548c\u7075\u6d3b\uff0c\u6570\u636e\u80af\u5b9a\u6709\u4e00\u5957\u5e8f\u5217\u5316\u89c4\u8303\u3002\u800c\u6570\u636e\u7684\u6765\u6e90\u5f88\u6709\u53ef\u80fd\u662f\u5f02\u6784\u7684\uff08CSV\uff0cFTP\uff0cMySql\uff09\uff0c\u5230\u5e95\u662f\u4ec0\u4e48\u6837\u7684\u5e8f\u5217\u5316\u89c4\u8303\u548c\u7ec4\u7ec7\u5f62\u5f0f\uff0c\u6211\u4eec\u65e0\u4ece\u5f97\u77e5\u7528\u6237\u5c06\u8981\u9762\u5bf9\u7684\u65e0\u7a77\u75db\u82e6\u3002\u56e0\u6b64\u5e94\u5f53\u6709\u4e00\u4e2a\u53ef\u7f16\u7a0b\u7684\u5de5\u5177\u96c6\uff0c\u53ef\u4ee5\u7075\u6d3b\u7684\u5c06\u5f02\u6784\u7684\u6570\u636e\u6e90\u8f6c\u5316\u4e3a\u6211\u4eec\u9700\u8981\u7684\u5b58\u50a8\u5f62\u5f0f\u3002<\/span><\/p><p><span style=\"color: #000000;\">4. \u4e00\u4e2a\u5f88\u7b80\u5355\u7684\u56de\u6d4bAPI\u8bbe\u8ba1\u662f\u8fd9\u6837\u7684\uff0c StrategyRunner.add_strateg(stg_obj).run_backtest(begin: datetime, end: datetime, symbol : List[Text], &#8230;)\uff0c cool\u3002\u4ea4\u4ee3\u4e86\u56de\u6d4b\u7684\u7b56\u7565\u5b9e\u4f8b\uff08\u521d\u59cb\u72b6\u6001\uff09\uff0c\u8d77\u6b62\u65f6\u95f4 + \u8ba2\u9605\u7684\u91d1\u878d\u4ea7\u54c1\uff08\u8f93\u5165 | 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