代码题库

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

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

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

Exponentially-Weighted Sharpe Ratio

EWMA Volatility Update

Rolling Historical Expected Shortfall (CVaR)

Forward-Fill Missing Minutes Within a Trading Session

Rolling Historical VaR Track

Idiosyncratic Volatility Factor — Rolling Residual Std After Market Beta

Mean-Reversion Factor — Residualized Last-K Return

Merge Per-Day Bar Shards into a Sorted Timeseries

Online Z-Score Anomaly Flag

Rolling Parametric VaR (Normal)

Rolling Beta — Strategy vs. Benchmark

Rolling Beta vs Benchmark

Rolling Pearson Correlation Between Two Series

Rolling Max-Min Spread

Rolling Z-Score Anomaly Flags

Session-Window Aggregation — Gap-Driven Boundaries

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

Tick Buffer — Binary-Search Lookup and Range Scan by Timestamp

Trailing 12-1 Momentum Factor (Skip Last Month)

Tumbling-Window Aggregation — Sparse Per-Bucket Stats

Count and Timestamp VaR Breaches

Walk-Forward Train/Test Splits with Embargo

Watermark-Driven Tumbling Windows with Late-Event Handling

Welford's Online Variance

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