撮合引擎代码 处理低价股票的排队问题

上传者: a394467238 | 上传时间: 2024-06-12 17:38:08 | 文件大小: 29.4MB | 文件类型: ZIP
处理低价股票的排队问题,低价股票因为价格变动比较小,会导致订单薄很厚 ,排队很长,所以会有排队排不到成交不了的情况,导致有风险敞口。现在想设计一款算法,使得敞口存续时间最小,输入每几秒的盘口情况,输出敞口存续时间最小的盘口(即在何位置挂单、挂多少数量的单) 需要用到撮合引擎来生成订单薄

文件下载

资源详情

[{"title":"( 35 个子文件 29.4MB ) 撮合引擎代码 处理低价股票的排队问题","children":[{"title":"simulate_trading_platform","children":[{"title":"data","children":[{"title":"688093","children":[{"title":"688093.SH_T.csv <span style='color:#111;'> 69.20MB </span>","children":null,"spread":false},{"title":"688093.SH_O.csv <span style='color:#111;'> 154.66MB </span>","children":null,"spread":false}],"spread":true}],"spread":true},{"title":"demo_simple.py <span style='color:#111;'> 2.54KB </span>","children":null,"spread":false},{"title":"tec_toolbox","children":[{"title":"__init__.py <span style='color:#111;'> 62B </span>","children":null,"spread":false},{"title":"calculation","children":[{"title":"__init__.py <span style='color:#111;'> 43B </span>","children":null,"spread":false},{"title":"math.py <span style='color:#111;'> 257B </span>","children":null,"spread":false},{"title":"__pycache__","children":[{"title":"__init__.cpython-311.pyc <span style='color:#111;'> 253B </span>","children":null,"spread":false},{"title":"math.cpython-311.pyc <span style='color:#111;'> 882B </span>","children":null,"spread":false}],"spread":true}],"spread":true},{"title":"__pycache__","children":[{"title":"__init__.cpython-311.pyc <span style='color:#111;'> 262B </span>","children":null,"spread":false}],"spread":true},{"title":"intraday_simulation","children":[{"title":"__init__.py <span style='color:#111;'> 86B </span>","children":null,"spread":false},{"title":"portfolio","children":[{"title":"__init__.py <span style='color:#111;'> 155B </span>","children":null,"spread":false},{"title":"output.py <span style='color:#111;'> 11.10KB </span>","children":null,"spread":false},{"title":"manager.py <span style='color:#111;'> 11.04KB </span>","children":null,"spread":false},{"title":"__pycache__","children":[{"title":"strategy.cpython-311.pyc <span style='color:#111;'> 8.31KB </span>","children":null,"spread":false},{"title":"output.cpython-311.pyc <span style='color:#111;'> 16.77KB </span>","children":null,"spread":false},{"title":"__init__.cpython-311.pyc <span style='color:#111;'> 401B </span>","children":null,"spread":false},{"title":"manager.cpython-311.pyc <span style='color:#111;'> 19.05KB </span>","children":null,"spread":false},{"title":"order_place.cpython-311.pyc <span style='color:#111;'> 2.43KB </span>","children":null,"spread":false},{"title":"execution.cpython-311.pyc <span style='color:#111;'> 1.12KB </span>","children":null,"spread":false}],"spread":true},{"title":"order_place.py <span style='color:#111;'> 1.39KB </span>","children":null,"spread":false},{"title":"execution.py <span style='color:#111;'> 678B </span>","children":null,"spread":false},{"title":"strategy.py <span style='color:#111;'> 5.54KB </span>","children":null,"spread":false}],"spread":true},{"title":"__pycache__","children":[{"title":"__init__.cpython-311.pyc <span style='color:#111;'> 304B </span>","children":null,"spread":false}],"spread":true},{"title":"market","children":[{"title":"utils.py <span style='color:#111;'> 4.79KB </span>","children":null,"spread":false},{"title":"__init__.py <span style='color:#111;'> 193B </span>","children":null,"spread":false},{"title":"orderbook.py <span style='color:#111;'> 23.35KB </span>","children":null,"spread":false},{"title":"order.py <span style='color:#111;'> 2.34KB </span>","children":null,"spread":false},{"title":"orderflow_handling.py <span style='color:#111;'> 9.06KB </span>","children":null,"spread":false},{"title":"simulator.py <span style='color:#111;'> 5.30KB </span>","children":null,"spread":false},{"title":"__pycache__","children":[{"title":"__init__.cpython-311.pyc <span style='color:#111;'> 448B </span>","children":null,"spread":false},{"title":"utils.cpython-311.pyc <span style='color:#111;'> 5.34KB </span>","children":null,"spread":false},{"title":"orderflow_handling.cpython-311.pyc <span style='color:#111;'> 12.30KB </span>","children":null,"spread":false},{"title":"order.cpython-311.pyc <span style='color:#111;'> 3.91KB </span>","children":null,"spread":false},{"title":"orderbook.cpython-311.pyc <span style='color:#111;'> 36.86KB </span>","children":null,"spread":false},{"title":"simulator.cpython-311.pyc <span style='color:#111;'> 6.92KB </span>","children":null,"spread":false}],"spread":false}],"spread":true}],"spread":true}],"spread":true}],"spread":true}],"spread":true}]

评论信息

免责申明

【只为小站】的资源来自网友分享,仅供学习研究,请务必在下载后24小时内给予删除,不得用于其他任何用途,否则后果自负。基于互联网的特殊性,【只为小站】 无法对用户传输的作品、信息、内容的权属或合法性、合规性、真实性、科学性、完整权、有效性等进行实质审查;无论 【只为小站】 经营者是否已进行审查,用户均应自行承担因其传输的作品、信息、内容而可能或已经产生的侵权或权属纠纷等法律责任。
本站所有资源不代表本站的观点或立场,基于网友分享,根据中国法律《信息网络传播权保护条例》第二十二条之规定,若资源存在侵权或相关问题请联系本站客服人员,zhiweidada#qq.com,请把#换成@,本站将给予最大的支持与配合,做到及时反馈和处理。关于更多版权及免责申明参见 版权及免责申明