代码题库

Basel VaR Backtest Traffic-Light Zones

Best Single Trade in a Day

Counterparty Activity Shift: Largest Trade-Count Differential Across Two Sessions

Counterparty Gross-Notional Aggregator: Magnitude-Sorted Roll-Up

Cumulative Volume Snapshot

Counterparty Rotation Indicator: Day-Over-Day Symmetric-Difference Series

Fill Attribution by Parent Order ID

First Day Cumulative PnL Crosses Threshold

Fills-Audit Frequency Probe: First Order-ID Whose Lifecycle Hits Exactly k FIX Events

First Unique Character

K-Day Rolling Mean Filter

Match Bid and Ask Snapshots

Max Sum of Fixed-Size Window

Minimum Flips for Monotone Up-Day Pattern

Order-Event Footprint: Most-Frequent Consecutive Event-Pair

Pascal's Triangle Row in O(k) Space

Peak Inventory Day After Batched Range-Update Trades

Resample Tick Prints into Fixed-Interval OHLC Bars

Stress Coverage Ratios Against Available Capital

Stress-Loss Aggregation by Bucket

Top K Liquid Tickers

Iterative Tribonacci Number

Two Sum

Unique Tickers In Session

Welford's Online Variance