代码题库

Quote Engine Active Set: Peak Concurrently-Live Quotes

Array Product Except Self

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

As-of Merge — Trades against Quotes

Canonical Ticker-Symbol Form — Cross-Venue Dedup

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

Card Shuffle Bias Detection

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

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

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

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

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

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)

Fill Attribution by Parent Order ID

Find the Pivot Index of a P&L Stream

First Duplicate Order ID

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

First Unique Character

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)

Longest Palindromic Substring

Longest Substring Without Repeating Characters

Robust Cross-Sectional Z-Score via Median and MAD

Merge Per-Day Bar Shards into a Sorted Timeseries

Minimum Window Substring

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

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

2D Range Sum via Prefix Table

Resample Tick Prints into Fixed-Interval OHLC Bars

Roman Numeral to Integer

Counterparty Diversity Diagnostic: Running Distinct Counterparty Count

Sector-Neutralize an Alpha Factor Cross-Section

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

Reverse Words in a Sentence

Valid Palindrome (Alphanumeric, Case-Insensitive)

Subarray Sum Equals K

Top K Liquid Tickers

Two Sum

Unique Tickers In Session

Valid Anagram (Character Counts)

Bucket Vega Exposure by Maturity