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Morgen-Project-516030910237

sort程序使用手册:
1.可选项:unit time
鉴于要实现插入order,查看状态,双线程工作,所以quote读取一直运行。
假如重复读取,仍会因为速度太快而导致订单总是在瞬间被填满,无法有效查看过程。
所以选择模拟,输入时可以设置模拟时间,即读取一行quote所用时间,单位ms。
2.文件录入
正确输入文件路径即可。
3.可选项:输出文件
输入文件名即可输出,enter可以选择不输出到文件。
4.运行前的order设置。
注意保证格式正确: 用逗号分隔
5.开始运行(配置有生成好的两个windows可执行文件):
如果unit time设置不为零,会进入双线程模式,
可选操作按命令提示即可。
cout << "input 1: display the order status\n";
cout << "input 2: display the book\n";
cout << "input 3: insert a order\n";
cout << "input 4: pause quote reading\n";
cout << "input 5: exit\n";
6.附注:
在设置时间为0,且不输出文件时,读取速度为最大。
经测试,10000条quotes读取时间24ms, 即 2.4μs/q。
(Win7,VS2015,release)
输出到文件时。总时长约267ms,即26.7μs/q。
7.附注(重要):
本程序不限制交易所数量,股票数量。
即:格式保证相同,修改交易所名称,股票名称,
增加交易所,增加股票,运行是正常的。
(动态存储)

iceberg:
#输出见文件icebergout.txt
#因为没有完整的时间与价格对应表
#切分操作是简单平均操作
#切分后时间点分散,要对应价格模拟购买数据不足,做一些处理后,结果意义也不大。
#icebergout输出的结果为各个时间点应当购买的百分比。
#以此便可将任意大订单切分。

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