难道C++才是王道?

Discussion in 'OpenQuant' started by fline, Nov 11, 2012.

  1. SmartQuant正在将他们基于C#的Framework Port到C++平台上,难道C++才是王道?


    C++ Ultra-Low Latency Framework

    Crossplatform (Windows, Linux, Mac OS) algo-trading framework. Can be compiled under RTOS (Real Time OS) to guarantee low interrupt latency.

    Fast backtesting speed / Ultra-Low live trading latency. 5 million events per second processing speed on i7 CPU imply 0.2 microsecond (200 nanosecond) latency.

    Heavily multithreaded.

    Parallel multicore optimization. Cloud/cluster optimization. 35 million events per second optimization speed on i7 CPU with 4 physical (8 logical) cores.

    Native C++ (inlines, compiler/linker optimization, etc.).

    Object pools, ring buffers, non-locking event queues, atomic operations for multithreading, custom memory management and garbage collector.

    Qt framework.

    Inherits the best of SmartQuant C# framework. Allows rewriting critical parts from scratch taking into account ten years of (negative and positive) C# framework development and usage experience.


    http://www.smartquant.com/cpp.php
     
  2. 对大多数人来说不一定,
    对专门玩高频,玩Big Data的来说,还有构架上更优越的。
    好的构架比某项具体技术更重要。

    这就好像好的策略用大智慧,用VBA也能赚钱一样。
     
  3. Espresso,

    能麻烦您展展吗?构架上更优越的是哪些?谢谢!