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  • 恒生投资交易系统性O3性能测量

    --每秒交易所成交量
    select b.tps, b.l_business_time
    from (select count(*) as tps, a.l_business_time
    from trade.trealdeal a
    group by a.l_business_time) b
    where b.tps >= 20
    order by b.tps desc;


    --每秒交易系统成交回报数量
    select b.tps, b.d_datetime
    from (select count(*) as tps, a.l_business_time
    from trade.trealdeal a
    group by a.d_datetime) b
    where b.tps >= 20
    order by b.tps desc;

    --每秒委托数量
    select b.tps, b.l_entrust_time
    from (select count(*) as tps, a.l_entrust_time
    from trade.tentrusts a
    group by a.l_entrust_time) b
    where b.tps >= 20
    order by b.tps desc;

    --每秒申报数量
    select b.tps, b.l_report_time
    from (select count(*) as tps, a.l_report_time
    from trade.tentrusts a
    group by a.l_report_time) b
    where b.tps >= 20
    order by b.tps desc;


    --成交延时排名
    select *
    from (select (SUBSTR(b.datetime, 0, 2) - SUBSTR(b.Business_Time, 0, 2)) * 3600 +
    (SUBSTR(b.datetime, 3, 2) - SUBSTR(b.Business_Time, 3, 2)) * 60 +
    (SUBSTR(b.datetime, 5, 2) - SUBSTR(b.Business_Time, 5, 2)) as delat,
    b.*
    from (select to_char(a.d_datetime, 'hh24miss') as datetime,
    lpad(a.l_Business_Time, 6, '0') as Business_Time,
    a.d_datetime,
    a.L_BUSINESS_TIME,
    a.vc_deal_no,
    a.vc_inter_code,
    a.vc_report_code,
    a.l_entrust_serial_no
    from trade.trealdeal a) b) c
    where c.delat >= 3
    and c.delat <= 100
    order by c.delat desc;

    --申报延时
    select *
    from (select (SUBSTR(b.report_time, 0, 2) - SUBSTR(b.entrust_time, 0, 2)) * 3600 +
    (SUBSTR(b.report_time, 3, 2) - SUBSTR(b.entrust_time, 3, 2)) * 60 +
    (SUBSTR(b.report_time, 5, 2) - SUBSTR(b.entrust_time, 5, 2)) as delat,
    b.*
    from (select lpad(a.l_entrust_time, 6, '0') as entrust_time,
    lpad(a.l_report_time, 6, '0') as report_time,
    a.l_entrust_time,
    a.l_report_time,
    a.l_date,
    a.vc_inter_code,
    a.vc_report_code,
    a.l_entrust_serial_no
    from trade.tentrusts a
    where ((a.l_entrust_time >= 93000 and
    a.l_entrust_time < 113000) or
    (a.l_entrust_time >= 130000 and
    a.l_entrust_time < 150000))) b) c
    where c.delat >= 2
    order by c.delat desc;

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  • 原文地址:https://www.cnblogs.com/timlong/p/8004467.html
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