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Quantitative Finance · शब्दावली

Batch processing, stream processing, end-of-day batch क्या है?

अन्य नाम: batch processing · stream processing · end-of-day batch

Definition 1.7 Research, Data and Risk Platforms · अध्याय 1 — The Platform Map

Batch processing runs a job on a complete, bounded dataset (a day of fills, a vendor file) and produces its output once. Stream processing runs a job continuously on an unbounded sequence of events, updating its output as each event arrives. The end-of-day batch is the set of batch jobs that run after the close to produce the day’s official positions, marks, P&L, risk and reports.

The miniature firm’s end-of-day batch on a nominal night, every job started on its inputs. The longest chain (red) runs from the corporate-action file through the golden copy of the reference data, the research features and the overnight backtests, and ends at 03:55; the dashed line is the 07:00 deadline. Data: fig_platmap.py.
Figure 1.3. The miniature firm’s end-of-day batch on a nominal night, every job started on its inputs. The longest chain (red) runs from the corporate-action file through the golden copy of the reference data, the research features and the overnight backtests, and ends at 03:55; the dashed line is the 07:00 deadline. Data: fig_platmap.py.
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