immutable Bar #
Code ::Int64
DateTime ::Dates.DateTime
Close ::Float64
Open ::Float64
High ::Float64
Low ::Float64
PreClose ::Float64
OpenInterest ::Float64 #
Volume ::Float64
Amount ::Float64 #
Ratio ::Float64 # 2015-11-22 增加, 股票的复权因子,或其它预留字段
end
immutable KBar
Code ::Int32
Day ::Int32 # 20151215
Time ::Int32 #0930
Close ::Float64
Open ::Float64
High ::Float64
Low ::Float64
PreClose ::Float64
OpenInterest ::Float64 #
Volume ::Float64
Amount ::Float64 #
Ratio ::Float64 # 2015-11-22 增加, 股票的复权因子,或其它预留字段
end
immutable kBarData
Code ::ASCIIString
DateTime ::Dates.DateTime
Close ::Float64
Open ::Float64
High ::Float64
Low ::Float64
PreClose ::Float64
OpenInterest ::Float64
Volume ::Float64
Amount ::Float64 #
Ratio ::Float64 #
end
```
```
num =10000
println("Float64=>")
@time d2 =Array(Float64,num,11)
println("kbardata=>")
@time d3 =Array(StrategyBase.kBarData,num)
println("KBAR=>")
@time d1 =Array(StrategyBase.KBar,num)
println("BAR=>")
输出结果:
Float64=>
0.003474 seconds (202 allocations: 839.247 MB, 47.74% gc time)
kbardata=>
0.032306 seconds (986 allocations: 76.342 MB, 40.83% gc time)
KBAR=>
0.029318 seconds (986 allocations: 839.282 MB, 91.56% gc time)
BAR=>
0.002486 seconds (985 allocations: 839.282 MB, 949.85% gc time)
你看到什么不一样? kbardata类型的数据分配内存最小!?