99爱在线视频这里只有精品_窝窝午夜看片成人精品_日韩精品久久久毛片一区二区_亚洲一区二区久久

合肥生活安徽新聞合肥交通合肥房產生活服務合肥教育合肥招聘合肥旅游文化藝術合肥美食合肥地圖合肥社保合肥醫院企業服務合肥法律

代寫FN6806、代做c/c++,Python程序語言
代寫FN6806、代做c/c++,Python程序語言

時間:2024-12-20  來源:合肥網hfw.cc  作者:hfw.cc 我要糾錯



FN6806: Object Oriented Programming II
Problems - Set 3
Question 3-1
Implement Vasicek model for interest rate simulation

• Use Euler-Maruyama method to generate the paths. returned value is a tuple: 1) the end
rates of all paths, 2) the sum of all rates of all paths (except the starting   0
).
• You could use either vector or valarray for the result.
auto vasicek(double sd, double kappa, double r_mean, double r0,
double T, int paths, int steps, mt19937 &gen) {
double dt = T / steps;
vector<double> sum_rates(paths);
vector<double> end_rates(paths);
^^.
return make_tuple(end_rates, sum_rates);
}
auto vasicek_valarray(double sd, double kappa, double r_mean,
double r0, double T, int paths, int steps, mt19937 &gen) {
double dt = T / steps;
valarray<double> sum_rates(0.0, paths);
valarray<double> end_rates(r0, paths);
^^.
return make_tuple(end_rates, sum_rates);
}
• Below is my test code and result as reference. You could adapt it to test your result.
seed_seq seed{**127};
auto mtgen = mt19937{seed};
auto [end_rates, sum_rates] =
vasicek(sd, kappa, r_mean, r0, T, 20'000, int(0.5 * 365),
mtgen);
auto end_rates_avg =
accumulate(end_rates.begin(), end_rates.end(), 0.0) /
end_rates.size();
1auto sum_rates_avg =
accumulate(sum_rates.begin(), sum_rates.end(), 0.0) /
sum_rates.size();
cout ^< end_rates_avg ^< ", " ^< sum_rates_avg ^< "\n";
^/ 0.0495695, 9.05915
mtgen.seed(seed);
auto [end_rates2, sum_rates2] =
vasicek_valarray(
sd, kappa, r_mean, r0, T, 20'000, int(0.5 * 365), mtgen);
end_rates_avg =
accumulate(end_rates2.begin(), end_rates2.end(), 0.0) /
end_rates2.size();
sum_rates_avg =
accumulate(sum_rates2.begin(), sum_rates2.end(), 0.0) /
sum_rates2.size();
cout ^< end_rates_avg ^< ", " ^< sum_rates_avg ^< "\n";
^/ 0.0495608, 9.06302
2Question **
A simulator for event-driven backtesting.
There are two approaches in backtesting trading strategy: vectorized and event-driven.
The vectorized approach is the most common one and consists of simulating the strategy directly
 on historical data. The price series are loaded as vectors and we use vectorized operations
 for both the trading strategy and the performance metrics.
For example, we can have a buy signal whenever Close > Open and sell signal whenever Close
< Open, and porformance metric is the **day lagged signal times the return of the next day
(assuming buy at next day Open). It’s fast to implement such backtesting. However, if we want
to simulate for adding the number of orders when we have 2nd buy signal, we need to modify
the algorithm but it will not be easy. Vectorized method can not simulate the execution of
orders realistically. At all, it is a simpliffed approach towards backtesting.
The event-driven approach is more sophiscated as it simulates the strategy as if it was executed
in real-time. The price series are loaded as a stream of ticks and the strategy is executed on
each tick, and various modules can be added at both sides: the exeuction side and the strategy
 side. For example, the exeuction could simulation the price slippage of the execution, the
strategy side could simulate for stop loss and dynamic order sizing depends on past performance.
The event-driven approach is more ffexible and more realistic, but it is more difffcult
to implement.
In this exercise, you will read the source code of an event-driven simulator and try to understand
 how it works. You will need to document 5 places that exception could occur, what is the
error message, what could be the cause of the error and what could be the exception handling.
Create a ffle exceptions.txt and write down your answers.
This project will also be used in the Final quiz, so you should get familiar with it.
About the simulator:
• The author of this repo only made a start so it’s just a partial implementation. You would
ffnd many rough edges: incomplete and incorrect.
• In one-line explaination, it runs over a CSV ffle with each line as a tick. The trading
strategy acts on the tick data and perform buy/sell operations.
• All cpp ffles are in \src
• All hpp ffles are in \include
Use Replit tools
• When you press Run button, the program shasll run in the Console. However, you need
to scroll back in history for the output.
• You could use Code Search (Shortcut: Ctrl+Shift+F) to search for text in the project.
• For manual mode, usually you don’t need to, you could open the Shell tool to type make
for compilation and then type ./main to run the program. make shall auto-detect any
recently changed ffle and recompile the program. If you want to recompile every thing,
make clean and then make.
3Aku’s class organization
• I created a simple chart to show the class organization of Aku’s simulator. You could use
it as a reference.
4

請加QQ:99515681  郵箱:99515681@qq.com   WX:codinghelp



 

掃一掃在手機打開當前頁
  • 上一篇:代寫INFS2044、代做Python設計編程
  • 下一篇:CHC5028代做、代寫C/C++設計編程
  • ·代寫CS-UY 4563、Python程序語言代做
  • ·&#160;COMP338編程代做、代寫Python程序語言
  • ·CDS523編程代寫、代做Python程序語言
  • ·COMP0035代做、代寫python程序語言
  • ·代寫2530FNW、代做Python程序語言
  • ·代寫CIS5200、代做Java/Python程序語言
  • ·代寫CS 417編程、代做Python程序語言
  • ·代做ELEC5307、python程序語言代寫
  • ·COMP5328代做、代寫Python程序語言
  • ·CMP5321代做、代寫Python程序語言
  • 合肥生活資訊

    合肥圖文信息
    急尋熱仿真分析?代做熱仿真服務+熱設計優化
    急尋熱仿真分析?代做熱仿真服務+熱設計優化
    出評 開團工具
    出評 開團工具
    挖掘機濾芯提升發動機性能
    挖掘機濾芯提升發動機性能
    海信羅馬假日洗衣機亮相AWE  復古美學與現代科技完美結合
    海信羅馬假日洗衣機亮相AWE 復古美學與現代
    合肥機場巴士4號線
    合肥機場巴士4號線
    合肥機場巴士3號線
    合肥機場巴士3號線
    合肥機場巴士2號線
    合肥機場巴士2號線
    合肥機場巴士1號線
    合肥機場巴士1號線
  • 短信驗證碼 豆包 幣安下載 AI生圖 目錄網

    關于我們 | 打賞支持 | 廣告服務 | 聯系我們 | 網站地圖 | 免責聲明 | 幫助中心 | 友情鏈接 |

    Copyright © 2025 hfw.cc Inc. All Rights Reserved. 合肥網 版權所有
    ICP備06013414號-3 公安備 42010502001045

    99爱在线视频这里只有精品_窝窝午夜看片成人精品_日韩精品久久久毛片一区二区_亚洲一区二区久久

          国产美女高潮久久白浆| 这里只有视频精品| 欧美亚州一区二区三区| 欧美一区二区三区的| 亚洲激情二区| 国产欧美高清| 欧美日韩免费在线| 久久综合久久综合这里只有精品| 在线视频你懂得一区二区三区| 国产视频一区二区三区在线观看| 欧美日韩成人综合天天影院| 久久免费一区| 久久精品99久久香蕉国产色戒| 在线中文字幕一区| 亚洲人成网在线播放| 一区二区三区在线免费视频| 国产精品系列在线| 欧美手机在线| 欧美人牲a欧美精品| 欧美不卡一区| 欧美成人精品不卡视频在线观看| 久久一二三国产| 久久久国产亚洲精品| 久久国产精品亚洲va麻豆| 欧美一级在线播放| 久久久精品日韩| 亚洲精品国产精品久久清纯直播 | 久久三级视频| 欧美一区二区日韩一区二区| 亚洲免费网站| 午夜精品一区二区三区在线播放| 妖精视频成人观看www| 亚洲黄一区二区| 日韩视频一区二区三区在线播放免费观看 | 久久亚洲精品网站| 欧美11—12娇小xxxx| 欧美成人激情视频免费观看| 久久久一区二区| 久久精彩视频| 久久久成人网| 另类酷文…触手系列精品集v1小说| 久久爱另类一区二区小说| 欧美在线视频一区| 欧美在线亚洲| 久久婷婷久久| 欧美ab在线视频| 欧美人与禽猛交乱配| 欧美日韩久久精品| 国产精品久久夜| 国产欧美日韩一区二区三区在线观看| 国产精品久久久久aaaa| 国产欧美日韩在线| 在线观看欧美激情| 一区二区三区高清视频在线观看| 亚洲精品极品| 亚洲精品日本| 亚洲午夜精品福利| 欧美伊人久久| 欧美成人综合网站| 欧美视频三区在线播放| 国产日韩欧美三级| 亚洲国产精品第一区二区三区| 亚洲精品影视在线观看| 亚洲一区日韩| 免费91麻豆精品国产自产在线观看| 欧美理论大片| 很黄很黄激情成人| 中国亚洲黄色| 欧美国产免费| 韩国av一区二区三区在线观看| 亚洲人成艺术| 久久九九免费| 欧美午夜激情视频| 精品粉嫩aⅴ一区二区三区四区| 久久久久久久久伊人| 久久最新视频| 国产日韩精品一区二区| 一区二区精品在线| 久久综合九色综合欧美狠狠| 国产精品成人一区二区三区夜夜夜| 国语自产精品视频在线看抢先版结局 | 国产欧美日韩另类一区| 日韩亚洲精品电影| 免费成人av在线| 国产一区二区中文| 午夜免费久久久久| 国产精品成人播放| 日韩一二三区视频| 免费一级欧美片在线播放| 在线观看欧美一区| 久久噜噜亚洲综合| 国产一区再线| 久久国产精品高清| 国产欧美日韩一区二区三区| 亚洲欧美日韩精品在线| 欧美日韩精品一区二区| 亚洲美女黄色片| 欧美高清自拍一区| 亚洲精品久久久久久下一站| 欧美激情视频免费观看| 亚洲激情国产精品| 欧美男人的天堂| aa国产精品| 国产精品成av人在线视午夜片| 亚洲视频图片小说| 国产精品亚洲综合久久| 香蕉亚洲视频| 黄色影院成人| 欧美国产先锋| 99ri日韩精品视频| 欧美午夜精品一区| 欧美影院成人| 亚洲高清视频一区| 欧美日韩精品在线视频| 亚洲综合视频一区| 国产亚洲欧洲| 欧美激情亚洲另类| 亚洲一区二区免费视频| 国产视频在线观看一区二区| 久久久999精品免费| 亚洲国产欧美另类丝袜| 国产精品chinese| 欧美一区二区三区久久精品| 黄色精品一区| 国产精品扒开腿爽爽爽视频| 久久国产精品亚洲va麻豆| 亚洲精一区二区三区| 国产欧美视频一区二区| 男同欧美伦乱| 午夜精品视频在线| 亚洲日本成人网| 国产欧美日韩综合一区在线观看| 欧美成人嫩草网站| 午夜精品久久99蜜桃的功能介绍| 一色屋精品亚洲香蕉网站| 欧美天堂亚洲电影院在线观看 | 国产性色一区二区| 欧美国产免费| 久久久国产91| 亚洲欧美日韩人成在线播放| 亚洲欧洲中文日韩久久av乱码| 国产精品一卡二| 欧美色欧美亚洲高清在线视频| 久久九九电影| 香蕉久久夜色精品国产| 亚洲精品小视频在线观看| 韩国美女久久| 国产精品一二| 国产精品久久97| 欧美看片网站| 久久亚洲国产成人| 久久国产精品99久久久久久老狼| 一区二区欧美日韩视频| 99re热这里只有精品免费视频| 在线 亚洲欧美在线综合一区| 国产欧美日韩激情| 国产精品亚洲人在线观看| 欧美日韩色婷婷| 欧美日韩亚洲一区二区三区四区| 欧美大色视频| 免费在线观看日韩欧美| 久久永久免费| 久久九九精品| 久久男人av资源网站| 久久精品人人做人人爽电影蜜月| 午夜激情综合网| 欧美在线日韩精品| 性久久久久久久久久久久| 欧美一级理论片| 欧美一区二区精品久久911| 午夜欧美精品| 欧美一区二区成人6969| 久久国产毛片| 免费亚洲婷婷| 欧美日韩精品免费观看视频| 欧美日韩在线播放| 国产精品亚洲综合色区韩国| 国产性色一区二区| 在线成人激情| 亚洲精品一二三区| 亚洲少妇一区| 欧美在线网址| 麻豆精品网站| 欧美视频在线观看免费| 国产精品永久| 亚洲国产精品久久久久婷婷884| 亚洲国产精品久久久久婷婷老年| 亚洲人体影院| 亚洲欧美一区二区视频| 久久久精品国产免大香伊| 欧美大片免费久久精品三p | 国产精品国内视频| 国产精品美女999| 激情伊人五月天久久综合| 亚洲精品日本| 欧美一区二区观看视频| 免费美女久久99| 国产精品二区在线观看| 国产综合色产在线精品| 99这里有精品|