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GitHub
23 年
DolphinDB_XLab/tutorials/backtesting_using_MatchingEngineSimulator.md at main · vangee0528 ...
在 C++ 使用模拟撮合引擎插件实现自定义的高性能回测 DolphinDB 的高性能行情回放与模拟撮合引擎插件,为量化交易者提供了低延迟、高吞吐量的策略验证解决方案。对于已构建 C++ 回测框架的机构而言,直接在现有系统中集成撮合引擎,既能复用既有基础设施,又能获得 DolphinDB 的极速计算优势,是 ...
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