代码题库

Quote Engine Active Set: Peak Concurrently-Live Quotes

As-of Merge — Attach Most-Recent Mid-Price to Each Trade

As-of Merge — Trades against Quotes

Pre-Aggregation Bucket Labels: Canonical-Form Group IDs for Multi-Venue Symbols

Compact a Ring-Buffer of Ticks into Evenly-Bucketed Time Slices

Rank-to-Percentile Transform on a Cross-Section of Alpha Factors

Deduplicate a Replayed Tick Stream by (ts, exchange-seq), Latest-Ingest Wins

Open-Order Dashboard Tile: Distinct Symbols Currently In Play

Downsample a Tick Stream into OHLCV Bars (Right-Closed)

First Duplicate Order ID

FIX-Style Trailing Checksum Verify: Trinary Label Per Pipe-Delimited Message

FIX-Style Tag Extract: First Value for a Numeric Tag in a Pipe-Delimited Message

Forward-Fill Missing Minutes Within a Trading Session

Groupby-Mean by Key with a Min-Count Gate

Lag/Lead Shift by Key — Within-Group Time-Series Offset

Longest Consecutive Sequence (Hash Set)

Merge Per-Day Bar Shards into a Sorted Timeseries

Tape-Anomaly Detector: Most-Repeated Trade Fingerprint

End-of-Day Net Positions from a Raw Trade Tape

Group-Neutralize a Factor by Sector Tag

Notional by Venue, Ranked

Router Reliability Check: Count Orphan Cancellations

Long-to-Wide Pivot — Reshape a (Date, Ticker, Value) Panel into a Matrix

Aggregate Book Delta per Underlying

Position Fingerprint Grouping

Quintile (k-tile) Bucketing of a Cross-Sectional Factor

Counterparty Diversity Diagnostic: Running Distinct Counterparty Count

Sector-Neutralize an Alpha Factor Cross-Section

Per-Strategy P&L Bookkeeping with Mark-to-Market

Subarray Sum Equals K

Bucket Vega Exposure by Maturity