November 2022
Intermediate to advanced
392 pages
10h 8m
Chinese
Content preview from Python算法交易
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322
｜
第
10
章
性能
根据要处理的数据量和算法计算需求，基础设施必须具有足够的
CPU
内核，工
作内存（
RAM
）和存储（
SSD
）。另外，
Web
连接应该足够快。
安全性
操作系统以及在其上运行的应用程序应受到强密码以及
SSL
加密和硬盘加密的
保护。应保护硬件免受火、水的破坏和未经授权的物理访问。
基本上，只有从专业数据中心或云提供商那里租用适当的基础设施才能满足这些要
求。为了满足上述要求，对物理基础设施进行自己的投资通常只能由金融市场中规
模比较大甚至是最大的参与者来实现。
从开发和测试的角度来看，即使是
DigitalOcean
（
http://digitalocean.com
）最小的
Droplet
（云实例）也足够入门了。在编写本书时，这种
Droplet
每月的费用为
5
美元，
按小时计费，几分钟之内创建，几秒钟之内销毁。
注
3
在第
2
章（尤其是
2.4
节）中详细介绍了如何使用
DigitalOcean
设置
Droplet
，其中
的
Bash
脚本可进行调整以反映有关
Python
软件包的个别要求等需要。
尽管可以从本地计算机（台式机，笔记本电脑或类似计算机）开发和测
试自动算法交易策略，但这不适用于部署交易真实货币的自动策略。
Web
连接的简单丢包或短暂的断电可能会使整个算法瘫痪，例如，在投
资组合中留下意想不到的未平仓头寸，或者，例如，在实时报价数据中
丢失数据并最终导致数据集损坏有可能导致错误的信号以及意外的交易
和头寸。
10.5
日志和监控
现在假设将自动算法交易策略部署在远程服务器（虚拟云实例或专用服务器）
上。进一步假设已经安装了所有必需的 ...
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I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.