Semua buku

Profesional

Aplikasi Tentang Pelatih Masuk Mulai membaca

Quantitative Finance · Glosarium

Apa itu End-of-day compaction, sort key?

Dikenal juga sebagai: end-of-day compaction · sort key

Definition 4.4 Research, Data and Risk Platforms · Bab 4 — A Tick Store on Open Formats

End-of-day compaction rewrites a day’s intraday files into the historical layout: partitioned, sorted, encoded and compressed for reading. The sort key of a file is the list of columns its rows are ordered by; the zone maps of chapter 3 prune well on its leading columns.

Bytes of each day of the simulated week in the intraday forms and, for the four compacted days, in the historical Parquet partitions (events, quotes and trades together). The fifth day is the current one and has no historical form yet; its flat records are 64 bytes, the version 2 layout. Data: fig_tickstore.py.
Figure 4.2. Bytes of each day of the simulated week in the intraday forms and, for the four compacted days, in the historical Parquet partitions (events, quotes and trades together). The fifth day is the current one and has no historical form yet; its flat records are 64 bytes, the version 2 layout. Data: fig_tickstore.py.
Baca dalam konteks →

Istilah terkait