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1 Markets I: The Ecosystem and Exchange-Traded Marketsالأسواق عبر الإنترنت 2 Markets II: Rates, FX and Creditالأسواق عبر الإنترنت 3 Markets III: Commodities, Energy and Cryptoالأسواق عبر الإنترنت 4 Quantitative Methodsالأساليب عبر الإنترنت 5 Derivatives and Volatilityالمشتقات عبر الإنترنت 6 Rates, Credit, XVA and Riskالفائدة والائتمان والمخاطر عبر الإنترنت 7 Research Craft: Predictors, Backtests, Measurement, Portfoliosالبحث عبر الإنترنت 8 Strategies I: Equities and Futuresالاستراتيجيات عبر الإنترنت 9 Strategies II: Volatility, Relative Value, Macro and the Bank Desksالاستراتيجيات عبر الإنترنت 10 Microstructure and Executionالتنفيذ عبر الإنترنت 11 Market Making and High-Frequency Tradingصناعة السوق عبر الإنترنت 12 Machine Learning for Marketsتعلم الآلة عبر الإنترنت 13 Low-Latency Softwareالتكنولوجيا عبر الإنترنت 14 Networks, Hardware and Trading Infrastructureالتكنولوجيا عبر الإنترنت 15 Research, Data and Risk Platformsالتكنولوجيا عبر الإنترنت 16 The Desk and the Firmالشركة عبر الإنترنت 17 The Industry: Firms, Roles and Careersالمسارات المهنية عبر الإنترنت 18 The Interview Bookالمسارات المهنية عبر الإنترنت
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Quantitative Finance · المسرد

ما معنى B-tree index, query plan؟

يُعرف أيضًا باسم: B-tree index · query plan

Definition 25.5 Research, Data and Risk Platforms · الفصل 25 — Databases and SQL

A B-tree index keeps a copy of chosen columns of a table in a balanced sorted tree with pointers to the rows, so that rows with given values or in a range are found in logarithmic time instead of by reading the table. A query plan is the sequence of operations the database chooses to answer a query — which tables it scans, which indexes it searches, how it joins and groups — and can be displayed before the query runs.

Measured query times over 500 008 trades (log scale; one core, in memory, median of five runs, on an otherwise idle machine). The index on (account, instrument) takes the point query from 13.7 ms to 0.01 ms; the index on valid time barely helps any query, because Tuesday 18:00 still selects two days of five; DuckDB runs the report 15 times and the analytical query 53 times faster than SQLite without any index. Data: bench_tradedb.py, measured_queries.csv.
Figure 25.2. Measured query times over 500 008 trades (log scale; one core, in memory, median of five runs, on an otherwise idle machine). The index on (account, instrument) takes the point query from 13.7 ms to 0.01 ms; the index on valid time barely helps any query, because Tuesday 18:00 still selects two days of five; DuckDB runs the report 15 times and the analytical query 53 times faster than SQLite without any index. Data: bench_tradedb.py, measured_queries.csv.
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