Design And Implement The Framework Of Remote Produce Call On C++

With the rapid development of China’s financial industry. securities,warrants, and futures markets have get a rapid development. Also, the government guide the individual investor change to the institutional investor. Under this environment, people need more trading and research tool. I have developed a new platform of test and research for the company under the C++ environmentIn the design stage, Thesis in-depth analysis the currently backtest and trading system, plus the features and needs of the backtest system.Make the decision of the whole project will use the Cilent-Server architecture base on the C++ framework of remote produce call. Taking the dynamic workload banlance in the distrube computuing system, make the system have good scale performance. Using the peer-to-peer network, the nodes sharing the nodes status and receive the nodes build the status map in the nework without any master node.Analysis the currenty work flow, find the hot point of the flow, do some optimization over these points.for the test nodes runing flow, give the detail design about the data caching,work task scheduling.For the implement stage, with a variety to language tool, some cross platforms third part librarays and the Boost librarys. The project get the cross platfroms too.Select the Protobuf libray as the mssage and serialize/unserialize library. It also provide the control and display interface corss the language.Using the multithread technique to get the power of all the cores in the SMP systems.For controlling the total amount of memory usage,project using the sliding windows to manager the days num of memory loaded in memory, every memory usage for one day is complete, it will relase at once, the the sliding window will move to next position.At last, project using the shared memroy pointer for the auto release of the memery.For huge amount small object allocation, project using the memory pool to minimize the memory fargments prodiction.Finally the project provider the header only sdk for strategy developer, this make the development of strategy independence to the develop of the framework. Tune the work flow the strategy research and develop. Simple the workflow the development of new strategy, make it totally independence to the future development of the framework. Also it make easier and faster for deploy new strategy to productive environment. And the pefermance of compute is highly imporved too. According to the finally test, the speedup ratio and parallel efficiency reach the goal, the distributed system get good usage of the resource.