代码题库

Closer-Stronger Bid Distance (Bidirectional): Min of Prev / Next Strictly-Higher Bid

Earliest K-Period Window Whose Cumulative Return Meets A Sum Target And Whose Worst Single Period Stays Above A Floor

Earliest K-Day Window Whose Population Variance Strictly Exceeds A Spike Threshold

Rolling Historical Expected Shortfall (CVaR)

Highest K-Day Range

Historical Scenario Replay: Worst-K Rolling-Window PnLs

Rolling Historical VaR Track

Idiosyncratic Volatility Factor — Rolling Residual Std After Market Beta

K-Day Momentum Hits

Largest Volume Rectangle in a Histogram

Longest Contiguous Window of Volumes Within an Impact Budget

Longest Stable Trading Streak

Longest Trailing Window Whose Absolute-Return Sum Stays Within a Volatility Budget

Mean-Reversion Factor — Residualized Last-K Return

Min Cancels for Quote Stability

Time-to-New-All-Time-High: First Future Index Strictly Above the Running Peak

Online Z-Score Anomaly Flag

Rolling Parametric VaR (Normal)

Prev-Stronger Bid Distance: Time Since the Last Strictly-Higher Bid Print

Removing K Digits — Smallest Result

Rolling Beta — Strategy vs. Benchmark

Rolling Beta vs Benchmark

Rolling Pearson Correlation Between Two Series

Rolling Max-Min Spread

First-Update-After-Stale-Period Flags on a Quote-Update Timestamp Stream

Live Trade-Rate Count over a Half-Open Lookback Sliding Window

Longest Stable-Volatility Regime via Rolling Sample-Stddev Sliding Window

Minute-Bar Range Monitor via Dual-Deque Sliding Max-Minus-Min

Rolling Z-Score Anomaly Flags

Running Unbroken-Bid Stack Sum: Cumulative Support of Still-Standing Prior Bids

Session-Window Aggregation — Gap-Driven Boundaries

Shortest Contiguous Window Whose Absolute-Return Sum First Reaches a Stress-Budget Target

Shortest Window Containing K Magnitude Spikes in a Return Stream

Sliding Window Max of Quotes

Sliding-Window Mean — Fixed-Count Window with O(1) Eviction

Online Stock Span

Stressed Expected Shortfall — Worst Rolling-Window Historical ES

Stressed VaR — Worst Rolling-Window Historical VaR

Total Uniform-Fill Shares across Every Order-Book Level Range

Sum of Subarray Minimum P&Ls

Trailing High-Watermark Span: Per-Tick Consolidation Length on a Synthetic Tape

Trapping Volume Between Local-Max Quotes

Tumbling-Window Aggregation — Sparse Per-Bucket Stats

Sliding-Window Argmin Offset: Per-Window Position of the Minimum Price Relative to the Window Left Edge

Tumbling Window Trigger Firing Policies (Early, On-Close, Speculative)

Rolling Hit-Rate of Strictly-Positive Returns over a Fixed-Size Window