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zhuoshi's Introduction

卓识基金

数据科学家笔试

1 数据检查

详见 q1.ipynbdata_check.py 有些步骤缺失或写的比较粗糙,还请担待

2 分钟bar合成

2.1 如何启动

  • 启动Ticker.py
    • 模拟流式数据,按照LocalTime顺序一条条到达,为方便测试模拟1s下发1000条
    • 流式数据append到tick.csv
  • 启动Recorder.py
    • 读取tick.csv,模拟接受交易所接口数据
    • 为方便测试,1s(mock1分钟)计算一次,展示最新的20条数据,结果写入min_bar

2.2 架构图

当前架构 current_workflow.png 理想架构 ideal_workflow.png

写到最后

最近工作比较忙,一直没有时间做这个小demo,利用周五晚上的时间,先粗略实现一版。有哪些步骤写的不详细或没有考虑到,欢迎私信或提issues

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