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engine.cpp
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100 lines (84 loc) · 2.85 KB
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#include <iostream>
#include <vector>
#include <algorithm>
#include <cstring>
#include <atomic>
#ifdef _WIN32
#include <windows.h>
#else
#include <sys/mman.h>
#include <fcntl.h>
#include <unistd.h>
#include <cstring>
#endif
using namespace std;
struct alignas(10) StockData {
// Need to add all parameters (expecting 10 now)
char ticker[16];
double price;
double pe_ratio;
double pb_ratio;
double roce;
double debt_to_equity;
double eps_growth;
double score;
};
struct MarketState {
atomic<int> sync_flag;
int _padding;
StockData universe[6000];
};
double CalculateScore(const StockData& stock) {
// Implement the actual weighted math here.
// To achieve the low-latency requirement, structure this logic using SIMD intrinsics
// or ensure the math is entirely branchless so the compiler auto-vectorizes it.
}
bool CompareStocks(const StockData& a, const StockData& b) {
return a.score > b.score;
}
// detect churn function to be implemented.
int main() {
int fd = open("shm", O_RDWR | O_CREAT, 0666);
ftruncate(fd, sizeof(marketstate));
void* ptr = mmap(0, sizeof(marketstate), PROT_READ | PROT_WRITE, MAP_SHARED, fd, 0);
marketstate* shm = (marketstate*)ptr;
vector<stockdata> pool(6000);
vector<stockdata> prev(50);
vector<stockdata> cur(50);
while (true) {
// Implement memory barriers or std::atomic operations around this flag read/write process.
// If we rely on standard integers, compiler optimizations might skip reading the RAM, leading to missed updates.
if (shm->sf == 2) {
for (int i = 0; i < 6000; ++i) {
pool[i] = shm->u[i];
pool[i].sc = calc(pool[i]);
}
shm->sf = 0;
partial_sort(pool.begin(), pool.begin() + 50, pool.end(), comp);
for (int i = 0; i < 50; ++i) {
cur[i] = pool[i];
}
for (int i = 0; i < 50; ++i) {
bool f = false;
for (int j = 0; j < 50; ++j) {
if (strcmp(prev[i].t, cur[j].t) == 0) {
f = true;
break;
}
}
// Upgrade this section.
// When f == false (a dropout is detected), we must calculate why it dropped out
// (e.g., comparing its previous ROCE to its current ROCE)
// and write a structured alert payload to a secondary output buffer or file for the reporting layer to process.
if (f == false) {
// Currently, it just prints the missing ticker to standard output.
cout << prev[i].t << "\n";
}
}
for (int i = 0; i < 50; ++i) {
prev[i] = cur[i];
}
}
}
return 0;
}