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💬 🚧 Discussion of vectorized operation and simulation of market simulator #7

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Yonv1943 opened this issue Jan 14, 2023 · 1 comment
Open

💬 🚧 Discussion of vectorized operation and simulation of market simulator #7

Yonv1943 opened this issue Jan 14, 2023 · 1 comment
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enhancement New feature or request

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@Yonv1943
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Yonv1943 commented Jan 14, 2023 •
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市场模拟器需要增加并行程度，加快它的仿真程度。

对市场模拟器进行并行化操作，需要：

  1. 寻找for循环
  2. 整理出步骤完全相同的操作，使用 slice 取出这些数据，并行执行
  3. 整理出环节完全相同的操作，使用 mask有选择地改动这些数据，并行执行

我们当前对市场模拟器的并行，影响了它的仿真程度：

  1. 限价单和市价单混合提交到市场。
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市场模拟器 - JP摩根 2023-0114.pptx

@Yonv1943 Yonv1943 changed the title 💬 Discussion of vectorized operation and simulation of market simulator 💬 🚧 Discussion of vectorized operation and simulation of market simulator Jan 14, 2023
@YangletLiu YangletLiu added the enhancement New feature or request label Feb 19, 2023
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@YangletLiu @Yonv1943