November 2022
Intermediate to advanced
392 pages
10h 8m
Chinese
Content preview from Python算法交易
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223
第 7 章
使用实时数据和套接字
如果想要寻找宇宙的秘密，请从能量、频率和振动方面进行思考。
——尼古拉
·
特斯拉
制定交易思路并对其进行回测是一个相当异步且非关键的过程，这个过程中有多个
步骤，它们可能是可重复的，也可能是不可重复的，在此过程中，没有资金受到威胁，
并且性能和速度也不是最重要的要求。部署交易策略应用到市场上则完全不一样。
数据通常实时且大量地到达，因此必须能够实时处理数据以及基于流数据进行实时
决策。本章是关于使用实时数据的，套接字通常是首选的技术工具。
本章中的一些核心技术名称。
网络套接字
计算机网络中连接的端点，也简称为套接字。
套接字地址
Internet
协议（
IP
）地址和端口号的组合。
套接字协议
定义和处理套接字通信的协议，例如传输控制协议（
TCP
）。
套接字对
相互通信的本地套接字和远程套接字。
224
｜
第
7
章
套接字
API
允许控制套接字及其通信的应用程序编程接口。
本章重点介绍
ZeroMQ
，它是一个轻量级，快速且可扩展的套接字编程库。它提供了
大多数流行编程语言的包装器，可在多个平台上使用。
ZeroMQ
支持不同模式的套接
字通信。其中之一就是所谓的发布者－订阅者（
PUB-SUB
）模式，其中一个套接字发
布数据，而多个套接字同时获取数据。这类似于广播电台广播节目，广播节目随后
又通过收音设备被成千上万的人收听到。 ...
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