QuantConnect/Lean

Add Option and Future performance benchmark

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#4,381 创建于 2020年5月6日

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 (1 评论) (0 反应) (0 负责人)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

贡献者指南

技术栈
csharppython
领域
performancebackend
议题类型
feature
难度面向新贡献者的预计实现难度，1 表示很小改动，5 表示专家级工作。
3
预计时间有经验贡献者完成调查、实现、测试并准备 pull request 的粗略时间范围。
half day
活动状态议题当前的可参与程度：新鲜、活跃、陈旧、阻塞或等待维护者输入。
stale
清晰度议题是否清楚说明期望改动、验收标准和下一步。
clear
前置要求
familiarity with Lean algorithm structureunderstanding of Options and FuturesC# or Python programming
新手友好度1-100 的估计分数，表示该议题对首次贡献者的友好程度。
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.