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工程架构
finance_arith_center/
│
├── config/ # 配置文件
│ ├── config.ini # 配置项,如API密钥、数据库连接等
│ └── ...
├── common/
│ ├── catche/ # 原始数据,如CSV、数据库转储等
│ ├── processed/ # 清洗和处理后的数据
│ └── database/ # 数据库文件,如SQLite数据库
│ └── hdfs5 # 数据库文件,如hdf5数据库
│
├── engines/ # 引擎
│ ├── init.py #计算引擎--
│ ├── engine_dask.py # 计算引擎实现
| ├── engine_gpu.py # 计算引擎实现
| ├── engine_c++.py # 计算引擎实现
| ├── engine_rust.py # 计算引擎实现
| ├── engine_bt.py # 计算引擎实现
├── strategy/ # 交易策略
│ ├── init.py
│ ├── strategy1.py # 策略1的实现
│ ├── strategy2.py # 策略2的实现
│ └── ...
│
├── research/ # 策略研究和回测
│ ├── init.py
│ ├── backtest.py # 回测框架
│ ├── analyzer.py # 策略分析工具
│ └── ...
├── scheduler/
│ ├── init.py # 任务
│ ├── scheduler.py # 任务配置 心跳轮训
│ └── ...
│
├── utils/ # 通用工具和辅助函数
│ ├── init.py
│ ├── data_handler.py # 数据处理工具
│ ├── indicator.py # 技术指标计算
│ ├── logger.py # 日志记录工具
│ └── ...
│
├── logs/ # 日志文件
│ └── ...
│
├── reports/ # 报告和分析结果,如PDFs、Excel等
│ └── ...
│
├── tests/ # 测试代码
│ ├── init.py
│ ├── test_strategy.py # 策略测试
│ ├── test_api.py # API测试
│ └── ...
│
├── main.py # 主执行文件,用于启动整个应用
├──.flake8 # 格式化工具的配置
├──.pre-commit-config.yaml # 格式化工具的配置
├── gen_rpc.sh # 通过proto文件生成Python gRPC调用代码的脚本
├── mypy.ini # 格式化工具的配置
├── pyproject.toml # Python项目配置文件
├── requirements-dev.txt # 测试环境的依赖文件 ├── requirements.txt # 正式环境的依赖文件 └──
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