├── .github └── workflows │ └── cmake-single-platform.yml ├── CMakeLists.txt ├── CMakePresets.json ├── LICENSE ├── README.md ├── README_EN.md ├── config └── config.ini ├── data ├── README.md ├── gmData │ ├── DailyBar.h5 │ ├── StaticInfo.h5 │ └── Tick20250226.h5 └── script │ ├── config.py │ ├── dailyBarJob.py │ ├── main.py │ ├── minuteBarJob.py │ ├── staticInfoJob.py │ ├── tableDefs.py │ └── tickJob.py ├── docs ├── 算法交易TCA计算说明.pdf └── 算法交易研究报告系列——交易成本分析(TCA)介绍.pdf ├── images ├── algo_bt.png ├── shot_sample.png └── shot_sample2.png ├── src ├── CMakeLists.txt ├── algo │ ├── Algo.cpp │ ├── Algo.h │ ├── AlgoConstants.cpp │ ├── AlgoConstants.h │ ├── AlgoOrder.cpp │ ├── AlgoOrder.h │ ├── AlgoPerformance.cpp │ ├── AlgoPerformance.h │ ├── AlgoPlacer.cpp │ ├── AlgoPlacer.h │ ├── AlgoTrader.cpp │ └── AlgoTrader.h ├── algo_protocal │ └── AlgoMessages.proto ├── client │ ├── CMakeLists.txt │ ├── ClientApi.cpp │ ├── ClientApi.h │ ├── ClientApiImpl.cpp │ ├── ClientApiImpl.h │ ├── SendContext.cpp │ ├── SendContext.h │ └── example │ │ └── clientTest.cpp ├── common │ ├── Configs.cpp │ ├── Configs.h │ ├── EnableSelfHelper.h │ ├── H5DataTypes.cpp │ ├── H5DataTypes.h │ ├── IdGenerator.h │ ├── KeepAlive.h │ ├── MappedFileManager.h │ ├── MappedFileReader.h │ ├── MappedFileWriter.h │ ├── MapppeFileIndexTraits.h │ ├── MemoryContainer.h │ ├── StockDataManager.cpp │ ├── StockDataManager.h │ ├── StockDataTypes.cpp │ ├── StockDataTypes.h │ ├── common.cpp │ ├── common.h │ ├── typedefs.h │ ├── waiting.cpp │ └── waiting.h ├── main.cpp ├── orderbook │ ├── AssetInfo.h │ ├── Order.cpp │ ├── Order.h │ ├── OrderBook.h │ ├── OrderBookSim.cpp │ ├── OrderBookSim.h │ ├── OrderService.cpp │ ├── OrderService.h │ └── PositionInfo.h ├── quote │ ├── ConceptQuote.h │ ├── LimitedQueue.cpp │ ├── LimitedQueue.h │ ├── MarketDepth.cpp │ ├── MarketDepth.h │ ├── MarketDepthIndex.h │ ├── QuoteFeed.cpp │ ├── QuoteFeed.h │ ├── QuoteFeedInternet.cpp │ ├── QuoteFeedInternet.h │ ├── QuoteFeedLive.h │ ├── QuoteFeedReplay.cpp │ ├── QuoteFeedReplay.h │ ├── QuoteFeedService.cpp │ └── QuoteFeedService.h ├── services │ ├── AlgoService.cpp │ ├── AlgoService.h │ ├── ContextService.cpp │ ├── ContextService.h │ ├── StorageService.cpp │ ├── StorageService.h │ ├── TCPSession.cpp │ ├── TCPSession.h │ ├── Task.cpp │ ├── Task.h │ ├── Task_OnLogin.h │ ├── Task_OnMarektDepthQuery.h │ ├── Task_OnSubscribeMarketDepth.h │ ├── Task_OnSubscribeStockConceptQuote.h │ ├── Task_Register.cpp │ ├── Task_Register.h │ ├── Task_onStartAlgoInstance.cpp │ ├── Task_onStartAlgoInstance.h │ └── Task_onUpdateAlgoInstance.h ├── shot │ ├── ShotSignal.cpp │ ├── ShotSignal.h │ ├── ShotTrader.cpp │ └── ShotTrader.h └── third_party │ ├── atomicops.h │ ├── concurrentqueue.h │ ├── readerwriterqueue.h │ └── requests │ ├── AsyncRequest.cpp │ ├── AsyncRequest.hpp │ ├── CMakeLists.txt │ ├── Callback.hpp │ ├── Context.cpp │ ├── Context.hpp │ ├── Exception.cpp │ ├── Exception.hpp │ ├── Request.cpp │ ├── Request.hpp │ ├── Response.cpp │ ├── Response.hpp │ 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