QuantConnect/Lean

Add Option and Future performance benchmark

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#4,381 建立於 2020年5月6日

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 (1 留言) (0 反應) (0 負責人)C# (18,979 star) (4,772 fork)batch import
consistencyfeaturegood first issueperformancetesting

描述

Expected Behavior

  • There is a Futures and Options performance algorithm benchmark

Actual Behavior

Potential Solution

Implement

Reproducing the Problem

N/A

System Information

N/A

Checklist

  • I have completely filled out this template
  • I have confirmed that this issue exists on the current master branch
  • I have confirmed that this is not a duplicate issue by searching issues
  • I have provided detailed steps to reproduce the issue

貢獻者指南

技術棧
csharppython
領域
performancebackend
議題類型
feature
難度面向新貢獻者的預計實作難度，1 表示很小改動，5 表示專家級工作。
3
預計時間有經驗貢獻者完成調查、實作、測試並準備 pull request 的粗略時間範圍。
half day
活動狀態議題目前的可參與程度：新鮮、活躍、陳舊、阻塞或等待維護者輸入。
stale
清晰度議題是否清楚說明預期改動、驗收標準和下一步。
clear
前置要求
familiarity with Lean algorithm structureunderstanding of Options and FuturesC# or Python programming
新手友善度1-100 的估計分數，表示該議題對首次貢獻者的友善程度。
30
研究方向
Review existing benchmark algorithms in the Algorithm.CSharp/Benchmarks directory to understand the pattern. Implement a new benchmark algorithm for Options and Futures, following the same structure. Consider performance metrics such as execution time, memory usage, and throughput. Verify the implementation against the Lean framework documentation and ensure it can be run on the QuantConnect platform.