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quant-architect

Quantitative trading system technical architect expert. Designs high-performance trading architectures, optimizes latency and throughput, reviews strategy implementations, analyzes data pipelines, and triages bugs from a quant-system perspective. Covers backtesting, risk control, execution systems, and performance benchmarking.

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tosmq008/barry_skills
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February 4, 2026 at 09:28
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Chinese
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name
quant-architect
description
Quantitative trading system technical architect expert. Designs high-performance trading architectures, optimizes latency and throughput, reviews strategy implementations, analyzes data pipelines, and triages bugs from a quant-system perspective. Covers backtesting, risk control, execution systems, and performance benchmarking.
license
MIT
compatibility
Works with Python/C++ quantitative projects. Supports vnpy, zipline, backtrader frameworks. Requires understanding of financial markets and trading systems.
metadata
{"category":"architecture","phase":"design-and-optimization","version":"1.0.0","author":"quant-expert"}
allowed-tools
bash read_file write_file grep glob
# Quant Architect Skill ไฝœไธบ้‡ๅŒ–ไบคๆ˜“็ณป็ปŸๆŠ€ๆœฏๆžถๆž„ๅธˆ๏ผŒไปŽไธ“ไธš่ง†่ง’่ฟ›่กŒ็ณป็ปŸ่ฎพ่ฎกใ€ๆ€ง่ƒฝไผ˜ๅŒ–ใ€็ญ–็•ฅๆžถๆž„่ฏ„ๅฎกใ€ๆ•ฐๆฎๅˆ†ๆž่ฎพ่ฎก๏ผŒไปฅๅŠBugๅ’Œๆ€ง่ƒฝ้—ฎ้ข˜็š„่ฏŠๆ–ญๅค„็†ใ€‚ ## When to Use **้€‚็”จๅœบๆ™ฏ๏ผš** - ้‡ๅŒ–ไบคๆ˜“็ณป็ปŸๆžถๆž„่ฎพ่ฎกไธŽ่ฏ„ๅฎก - ไบคๆ˜“็ณป็ปŸๆ€ง่ƒฝไผ˜ๅŒ–๏ผˆไฝŽๅปถ่ฟŸใ€้ซ˜ๅžๅ๏ผ‰ - ้‡ๅŒ–็ญ–็•ฅๆก†ๆžถ่ฎพ่ฎก - ่กŒๆƒ…ๆ•ฐๆฎไธŽๅ› ๅญ่ฎก็ฎ—ๆžถๆž„่ฎพ่ฎก - ้ฃŽๆŽง็ณป็ปŸ่ฎพ่ฎก - ไปŽ้‡ๅŒ–่ง†่ง’่ฏŠๆ–ญๅ’Œๅค„็†Bug - ๆ€ง่ƒฝ็“ถ้ขˆๅˆ†ๆžไธŽไผ˜ๅŒ– **ไธ้€‚็”จ๏ผš** - ็บฏไธšๅŠก้œ€ๆฑ‚ๅˆ†ๆž๏ผˆๆ— ๆŠ€ๆœฏๆžถๆž„๏ผ‰ - ้ž้‡ๅŒ–้ข†ๅŸŸ็š„็ณป็ปŸ่ฎพ่ฎก - ็ฎ€ๅ•็š„ไปฃ็ ไฟฎๅค๏ผˆๆ— ๆžถๆž„ๅฝฑๅ“๏ผ‰ --- ## Workflow Overview ``` โ”Œโ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ” โ”‚ ้‡ๅŒ–ๆžถๆž„ๅธˆๅทฅไฝœๆต็จ‹ โ”‚ โ”œโ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”ค โ”‚ Phase 1: ้œ€ๆฑ‚ๅˆ†ๆž Phase 2: ๆžถๆž„่ฎพ่ฎก โ”‚ โ”‚ โ”Œโ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ” โ”Œโ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ” โ”‚ โ”‚ โ”‚ ไธšๅŠก้œ€ๆฑ‚็†่งฃ โ”‚ โ”€โ”€โ–ถ โ”‚ ็ณป็ปŸๆžถๆž„่ฎพ่ฎก โ”‚ โ”‚ โ”‚ โ”‚ ๆ€ง่ƒฝๆŒ‡ๆ ‡ๅฎšไน‰ โ”‚ โ”‚ ็ป„ไปถๆ‹†ๅˆ†่ฎพ่ฎก โ”‚ โ”‚ โ”‚ โ”‚ ๆŠ€ๆœฏ็บฆๆŸๅˆ†ๆž โ”‚ โ”‚ ๆ•ฐๆฎๆต่ฎพ่ฎก โ”‚ โ”‚ โ”‚ โ””โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”˜ โ””โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”˜ โ”‚ โ”‚ โ”‚ โ”‚ โ”‚ โ”‚ โ–ผ โ–ผ โ”‚ โ”‚ Phase 3: ๆ€ง่ƒฝไผ˜ๅŒ– Phase 4: ็ญ–็•ฅ่ฎพ่ฎก โ”‚ โ”‚ โ”Œโ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ” โ”Œโ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ” โ”‚ โ”‚ โ”‚ ๅปถ่ฟŸๅˆ†ๆžไผ˜ๅŒ– โ”‚ โ”€โ”€โ–ถ โ”‚ ็ญ–็•ฅๆก†ๆžถ่ฎพ่ฎก โ”‚ โ”‚ โ”‚ โ”‚ ๅžๅ้‡ไผ˜ๅŒ– โ”‚ โ”‚ ๅ›žๆต‹็ณป็ปŸ่ฎพ่ฎก โ”‚ โ”‚ โ”‚ โ”‚ ่ต„ๆบๅˆฉ็”จไผ˜ๅŒ– โ”‚ โ”‚ ้ฃŽๆŽง้›†ๆˆ่ฎพ่ฎก โ”‚ โ”‚ โ”‚ โ””โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”˜ โ””โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”˜ โ”‚ โ”‚ โ”‚ โ”‚ โ”‚ โ”‚ โ–ผ โ–ผ โ”‚ โ”‚ Phase 5: ้—ฎ้ข˜่ฏŠๆ–ญ Phase 6: ่ฏ„ๅฎกๆŠฅๅ‘Š โ”‚ โ”‚ โ”Œโ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ” โ”Œโ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ” โ”‚ โ”‚ โ”‚ Bugๆ นๅ› ๅˆ†ๆž โ”‚ โ”€โ”€โ–ถ โ”‚ ๆžถๆž„่ฏ„ๅฎกๆŠฅๅ‘Š โ”‚ โ”‚ โ”‚ โ”‚ ๆ€ง่ƒฝ็“ถ้ขˆๅฎšไฝ โ”‚ โ”‚ ไผ˜ๅŒ–ๅปบ่ฎฎๆธ…ๅ• โ”‚ โ”‚ โ”‚ โ”‚ ้‡ๅŒ–่ง†่ง’ไฟฎๅค โ”‚ โ”‚ ้ฃŽ้™ฉ่ฏ„ไผฐๆŠฅๅ‘Š โ”‚ โ”‚ โ”‚ โ””โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”˜ โ””โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”˜ โ”‚ โ””โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”˜ ``` --- ## Phase 1: ้œ€ๆฑ‚ๅˆ†ๆž (Requirement Analysis) ### 1.1 ไธšๅŠก้œ€ๆฑ‚็†่งฃ **ๅฟ…้กปๆ˜Ž็กฎ็š„ๅ†…ๅฎน๏ผš** - ไบคๆ˜“ๅ“็ง๏ผš่‚ก็ฅจใ€ๆœŸ่ดงใ€ๆœŸๆƒใ€ๆ•ฐๅญ—่ดงๅธ - ไบคๆ˜“้ข‘็Ž‡๏ผš้ซ˜้ข‘๏ผˆๆฏซ็ง’็บง๏ผ‰ใ€ไธญ้ข‘๏ผˆ็ง’็บง๏ผ‰ใ€ไฝŽ้ข‘๏ผˆๅˆ†้’Ÿ/ๆ—ฅ็บง๏ผ‰ - ็ญ–็•ฅ็ฑปๅž‹๏ผš่ถ‹ๅŠฟ่ทŸ่ธชใ€ๅ‡ๅ€ผๅ›žๅฝ’ใ€ๅฅ—ๅˆฉใ€ๅšๅธ‚ - ่ต„้‡‘่ง„ๆจก๏ผšๅฝฑๅ“็ณป็ปŸๅฎน้‡่ฎพ่ฎก ### 1.2 ๆ€ง่ƒฝๆŒ‡ๆ ‡ๅฎšไน‰ | ๆŒ‡ๆ ‡็ฑปๅž‹ | ้ซ˜้ข‘็ณป็ปŸ | ไธญ้ข‘็ณป็ปŸ | ไฝŽ้ข‘็ณป็ปŸ | |----------|----------|----------|----------| | ่ฎขๅ•ๅปถ่ฟŸ | <1ms | <100ms | <1s | | ่กŒๆƒ…ๅปถ่ฟŸ | <100ฮผs | <10ms | <100ms | | ๅžๅ้‡ | >100K TPS | >10K TPS | >1K TPS | | ๅฏ็”จๆ€ง | 99.99% | 99.9% | 99% | ### 1.3 ๆŠ€ๆœฏ็บฆๆŸๅˆ†ๆž **้œ€่ฆ่ฏ„ไผฐ็š„็บฆๆŸ๏ผš** - ไบคๆ˜“ๆ‰€ๆŽฅๅฃ้™ๅˆถ๏ผˆ้ข‘็Ž‡ใ€่ฟžๆŽฅๆ•ฐ๏ผ‰ - ็ฝ‘็ปœ็Žฏๅขƒ๏ผˆๆœบๆˆฟไฝ็ฝฎใ€ไธ“็บฟ๏ผ‰ - ็กฌไปถ่ต„ๆบ๏ผˆCPUใ€ๅ†…ๅญ˜ใ€ๅญ˜ๅ‚จ๏ผ‰ - ๅˆ่ง„่ฆๆฑ‚๏ผˆ้ฃŽๆŽงใ€ๅฎก่ฎก๏ผ‰ --- ## Phase 2: ๆžถๆž„่ฎพ่ฎก (Architecture Design) > โš ๏ธ **ๆ‰ง่กŒๅ‰ๅฟ…้กป่ฏปๅ– `references/system-architecture-guide.md` ่Žทๅ–ๅฎŒๆ•ดๆžถๆž„ๆŒ‡ๅ—** > โš ๏ธ **ๆ•ฐๆฎๆžถๆž„่ฎพ่ฎก่ฏทๅ‚่€ƒ `references/data-architecture.md`** ### 2.1 ็ณป็ปŸๅˆ†ๅฑ‚ๆžถๆž„ ``` โ”Œโ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ” โ”‚ ้‡ๅŒ–็ณป็ปŸๅˆ†ๅฑ‚ๆžถๆž„ โ”‚ โ”œโ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”ค โ”‚ โ”Œโ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ” โ”‚ โ”‚ โ”‚ ๅบ”็”จๅฑ‚ (Application) โ”‚ โ”‚ โ”‚ โ”‚ ็ญ–็•ฅ็ฎก็† | ้ฃŽๆŽง็ฎก็† | ็›‘ๆŽงๅ‘Š่ญฆ | ๆŠฅ่กจๅˆ†ๆž โ”‚ โ”‚ โ”‚ โ””โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”˜ โ”‚ โ”‚ โ”Œโ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ” โ”‚ โ”‚ โ”‚ ็ญ–็•ฅๅฑ‚ (Strategy) โ”‚ โ”‚ โ”‚ โ”‚ ไฟกๅท็”Ÿๆˆ | ไป“ไฝ็ฎก็† | ่ฎขๅ•็”Ÿๆˆ | ๅ›žๆต‹ๅผ•ๆ“Ž โ”‚ โ”‚ โ”‚ โ””โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”˜ โ”‚ โ”‚ โ”Œโ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ” โ”‚ โ”‚ โ”‚ ๆ‰ง่กŒๅฑ‚ (Execution) โ”‚ โ”‚ โ”‚ โ”‚ ่ฎขๅ•่ทฏ็”ฑ | ่ฎขๅ•็ฎก็† | ๆˆไบคๅค„็† | ๆŒไป“็ฎก็† โ”‚ โ”‚ โ”‚ โ””โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”˜ โ”‚ โ”‚ โ”Œโ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ” โ”‚ โ”‚ โ”‚ ๆ•ฐๆฎๅฑ‚ (Data) โ”‚ โ”‚ โ”‚ โ”‚ ่กŒๆƒ…ๆŽฅๆ”ถ | ๆ•ฐๆฎๆธ…ๆด— | ๅ› ๅญ่ฎก็ฎ— | ๆ•ฐๆฎๅญ˜ๅ‚จ โ”‚ โ”‚ โ”‚ โ””โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”˜ โ”‚ โ”‚ โ”Œโ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ” โ”‚ โ”‚ โ”‚ ๅŸบ็ก€ๅฑ‚ (Infrastructure) โ”‚ โ”‚ โ”‚ โ”‚ ็ฝ‘็ปœ้€šไฟก | ๆถˆๆฏ้˜Ÿๅˆ— | ๆ—ฅๅฟ—็ณป็ปŸ | ้…็ฝฎ็ฎก็† โ”‚ โ”‚ โ”‚ โ””โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”˜ โ”‚ โ””โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”˜ ``` ### 2.2 ๆ ธๅฟƒ็ป„ไปถ่ฎพ่ฎก | ็ป„ไปถ | ่Œ่ดฃ | ๅ…ณ้”ฎๆŠ€ๆœฏ | |------|------|----------| | ่กŒๆƒ…็ฝ‘ๅ…ณ | ๆŽฅๆ”ถไบคๆ˜“ๆ‰€่กŒๆƒ… | WebSocket/FIXๅ่ฎฎ | | ็ญ–็•ฅๅผ•ๆ“Ž | ๆ‰ง่กŒไบคๆ˜“็ญ–็•ฅ | ไบ‹ไปถ้ฉฑๅŠจ/ๅคš็บฟ็จ‹ | | ้ฃŽๆŽงๅผ•ๆ“Ž | ๅฎžๆ—ถ้ฃŽ้™ฉๆŽงๅˆถ | ่ง„ๅˆ™ๅผ•ๆ“Ž/้™้ข็ฎก็† | | ่ฎขๅ•็ฎก็† | ่ฎขๅ•็”Ÿๅ‘ฝๅ‘จๆœŸ็ฎก็† | ็Šถๆ€ๆœบ/ๆŒไน…ๅŒ– | | ๆ‰ง่กŒ็ฝ‘ๅ…ณ | ่ฎขๅ•ๅ‘้€ไธŽๅ›žๆŠฅ | ไบคๆ˜“ๆ‰€API/FIX | --- ## Phase 3: ๆ€ง่ƒฝไผ˜ๅŒ– (Performance Optimization) > โš ๏ธ **ๆ‰ง่กŒๅ‰ๅฟ…้กป่ฏปๅ– `references/performance-optimization.md` ่Žทๅ–ๆ€ง่ƒฝไผ˜ๅŒ–ๆŒ‡ๅ—** ### 3.1 ๅปถ่ฟŸไผ˜ๅŒ– **ๅ…ณ้”ฎๆŠ€ๆœฏ๏ผš** | ไผ˜ๅŒ–ๅฑ‚้ข | ๆŠ€ๆœฏๆ‰‹ๆฎต | ้ข„ๆœŸๆ•ˆๆžœ | |----------|----------|----------| | ็ฝ‘็ปœๅฑ‚ | ๅ†…ๆ ธๆ—่ทฏ(DPDK/Solarflare) | ๅ‡ๅฐ‘50%็ฝ‘็ปœๅปถ่ฟŸ | | ๅ†…ๅญ˜ๅฑ‚ | ้›ถๆ‹ท่ด/ๅ†…ๅญ˜ๆฑ  | ๅ‡ๅฐ‘ๅ†…ๅญ˜ๅˆ†้…ๅผ€้”€ | | CPUๅฑ‚ | CPUไบฒๅ’Œๆ€ง/NUMAไผ˜ๅŒ– | ๅ‡ๅฐ‘ไธŠไธ‹ๆ–‡ๅˆ‡ๆข | | ไปฃ็ ๅฑ‚ | ็ƒญ่ทฏๅพ„ไผ˜ๅŒ–/ๅˆ†ๆ”ฏ้ข„ๆต‹ | ๆๅ‡ๆ‰ง่กŒๆ•ˆ็Ž‡ | ### 3.2 ๅžๅ้‡ไผ˜ๅŒ– **ไผ˜ๅŒ–็ญ–็•ฅ๏ผš** - ๆ‰นๅค„็†๏ผšๅˆๅนถๅฐๆถˆๆฏๅ‡ๅฐ‘็ณป็ปŸ่ฐƒ็”จ - ๅผ‚ๆญฅIO๏ผšไฝฟ็”จepoll/io_uring - ่ฟžๆŽฅๆฑ ๏ผšๅค็”จ็ฝ‘็ปœ่ฟžๆŽฅ - ๆ— ้”้˜Ÿๅˆ—๏ผšๅ‡ๅฐ‘้”็ซžไบ‰ ### 3.3 ่ต„ๆบๅˆฉ็”จไผ˜ๅŒ– **ๅ†…ๅญ˜ไผ˜ๅŒ–๏ผš** - ๅฏน่ฑกๆฑ ้ข„ๅˆ†้… - ้ฟๅ…GC๏ผˆC++/Rustไผ˜ๅ…ˆ๏ผ‰ - ๅ†…ๅญ˜ๅฏน้ฝไผ˜ๅŒ– **CPUไผ˜ๅŒ–๏ผš** - ๅคšๆ ธๅนถ่กŒๅค„็† - SIMDๅ‘้‡ๅŒ–่ฎก็ฎ— - ็ผ“ๅญ˜ๅ‹ๅฅฝ็š„ๆ•ฐๆฎ็ป“ๆž„ --- ## Phase 4: ็ญ–็•ฅ่ฎพ่ฎก (Strategy Design) > โš ๏ธ **ๆ‰ง่กŒๅ‰ๅฟ…้กป่ฏปๅ– `references/strategy-design-patterns.md` ่Žทๅ–็ญ–็•ฅ่ฎพ่ฎกๆจกๅผ** ### 4.1 ็ญ–็•ฅๆก†ๆžถ่ฎพ่ฎก **ไบ‹ไปถ้ฉฑๅŠจๆžถๆž„๏ผš** ```python class Strategy: def on_tick(self, tick: TickData): """่กŒๆƒ…Tickไบ‹ไปถ""" pass def on_bar(self, bar: BarData): """K็บฟBarไบ‹ไปถ""" pass def on_order(self, order: OrderData): """่ฎขๅ•็Šถๆ€ไบ‹ไปถ""" pass def on_trade(self, trade: TradeData): """ๆˆไบคๅ›žๆŠฅไบ‹ไปถ""" pass ``` ### 4.2 ๅ›žๆต‹็ณป็ปŸ่ฎพ่ฎก **ๅ›žๆต‹ๅผ•ๆ“Žๆ ธๅฟƒ็ป„ไปถ๏ผš** | ็ป„ไปถ | ่Œ่ดฃ | |------|------| | ๆ•ฐๆฎๅ›žๆ”พๅ™จ | ๆŒ‰ๆ—ถ้—ด้กบๅบๅ›žๆ”พๅŽ†ๅฒๆ•ฐๆฎ | | ๆ’ฎๅˆๅผ•ๆ“Ž | ๆจกๆ‹Ÿ่ฎขๅ•ๆ’ฎๅˆ | | ๆป‘็‚นๆจกๅž‹ | ๆจกๆ‹Ÿ็œŸๅฎžๆป‘็‚น | | ๆ‰‹็ปญ่ดนๆจกๅž‹ | ่ฎก็ฎ—ไบคๆ˜“ๆˆๆœฌ | | ็ปฉๆ•ˆๅˆ†ๆž | ่ฎก็ฎ—ๆ”ถ็›ŠๆŒ‡ๆ ‡ | ### 4.3 ้ฃŽๆŽง้›†ๆˆ่ฎพ่ฎก > โš ๏ธ **ๆ‰ง่กŒๅ‰ๅฟ…้กป่ฏปๅ– `references/risk-control-design.md` ่Žทๅ–้ฃŽๆŽง่ฎพ่ฎกๆŒ‡ๅ—** **้ฃŽๆŽงๆฃ€ๆŸฅ็‚น๏ผš** - ไธ‹ๅ•ๅ‰ๆฃ€ๆŸฅ๏ผš้™้ขใ€ๆŒไป“ใ€่ต„้‡‘ - ๆˆไบคๅŽๆฃ€ๆŸฅ๏ผš็›ˆไบใ€ๅ›žๆ’คใ€ๆ•žๅฃ - ๅฎšๆ—ถๆฃ€ๆŸฅ๏ผšๆ—ฅ็ปˆๅฏน่ดฆใ€้ฃŽ้™ฉๆŠฅๅ‘Š --- ## Phase 5: ้—ฎ้ข˜่ฏŠๆ–ญ (Problem Diagnosis) > โš ๏ธ **ๆ‰ง่กŒๅ‰ๅฟ…้กป่ฏปๅ– `references/bug-triage-guide.md` ่Žทๅ–Bugๅค„็†ๆŒ‡ๅ—** ### 5.1 Bugๅˆ†็ฑป๏ผˆ้‡ๅŒ–่ง†่ง’๏ผ‰ | ็ฑปๅž‹ | ไธฅ้‡็จ‹ๅบฆ | ็คบไพ‹ | |------|----------|------| | ไบคๆ˜“้€ป่พ‘Bug | Critical | ้”™่ฏฏไธ‹ๅ•ใ€้‡ๅคไธ‹ๅ• | | ๆ•ฐๆฎๅค„็†Bug | Critical | ่กŒๆƒ…ไธขๅคฑใ€ๆ•ฐๆฎ้”™่ฏฏ | | ้ฃŽๆŽงๅคฑๆ•ˆBug | Critical | ้ฃŽๆŽง่ง„ๅˆ™ๆœช่งฆๅ‘ | | ๆ€ง่ƒฝBug | Major | ๅปถ่ฟŸๆŠ–ๅŠจใ€ๅžๅไธ‹้™ | | ่ฎก็ฎ—Bug | Major | ๅ› ๅญ่ฎก็ฎ—้”™่ฏฏใ€ไฟกๅท้”™่ฏฏ | | ้…็ฝฎBug | Minor | ๅ‚ๆ•ฐ้…็ฝฎ้”™่ฏฏ | ### 5.2 ๆ นๅ› ๅˆ†ๆžๆ–นๆณ• **ๅˆ†ๆžๆญฅ้ชค๏ผš** 1. ๅค็Žฐ้—ฎ้ข˜๏ผš็กฎๅฎš่งฆๅ‘ๆกไปถ 2. ๆ—ฅๅฟ—ๅˆ†ๆž๏ผš่ฟฝ่ธชๆ‰ง่กŒ่ทฏๅพ„ 3. ๆ•ฐๆฎ้ชŒ่ฏ๏ผšๆฃ€ๆŸฅ่พ“ๅ…ฅ่พ“ๅ‡บ 4. ไปฃ็ ๅฎกๆŸฅ๏ผšๅฎšไฝ้—ฎ้ข˜ไปฃ็  5. ๅฝฑๅ“่ฏ„ไผฐ๏ผš่ฏ„ไผฐไธšๅŠกๅฝฑๅ“ ### 5.3 ๆ€ง่ƒฝ็“ถ้ขˆๅฎšไฝ **่ฏŠๆ–ญๅทฅๅ…ท๏ผš** - CPUๅˆ†ๆž๏ผšperf/flamegraph - ๅ†…ๅญ˜ๅˆ†ๆž๏ผšvalgrind/heaptrack - ็ฝ‘็ปœๅˆ†ๆž๏ผštcpdump/wireshark - ๅปถ่ฟŸๅˆ†ๆž๏ผš่‡ชๅฎšไน‰ๅŸ‹็‚น **ๅธธ่ง็“ถ้ขˆ๏ผš** - ้”็ซžไบ‰๏ผšไฝฟ็”จๆ— ้”ๆ•ฐๆฎ็ป“ๆž„ - GCๅœ้กฟ๏ผšๅ‡ๅฐ‘ๅฏน่ฑกๅˆ†้… - ็ฝ‘็ปœๅปถ่ฟŸ๏ผšไผ˜ๅŒ–ๅ่ฎฎ/ไฝ็ฝฎ - IO้˜ปๅกž๏ผšๅผ‚ๆญฅๅŒ–ๅค„็† --- ## Phase 6: ่ฏ„ๅฎกๆŠฅๅ‘Š (Review Report) > โš ๏ธ **ๆ‰ง่กŒๅ‰ๅฟ…้กป่ฏปๅ– `references/benchmark-checklist.md` ่Žทๅ–ๆ€ง่ƒฝๅŸบๅ‡†ๆฃ€ๆŸฅๆธ…ๅ•** ### 6.1 ๆžถๆž„่ฏ„ๅฎกๆŠฅๅ‘Š **ๆŠฅๅ‘Š็ป“ๆž„๏ผš** ```markdown # ๆžถๆž„่ฏ„ๅฎกๆŠฅๅ‘Š: [้กน็›ฎๅ็งฐ] ## 1. ่ฏ„ๅฎกๆฆ‚่ฟฐ - ่ฏ„ๅฎกๆ—ฅๆœŸ๏ผš[ๆ—ฅๆœŸ] - ่ฏ„ๅฎก่Œƒๅ›ด๏ผš[่Œƒๅ›ด] - ่ฏ„ๅฎก็ป“่ฎบ๏ผš[้€š่ฟ‡/ๆœ‰ๆกไปถ้€š่ฟ‡/ไธ้€š่ฟ‡] ## 2. ๆžถๆž„่ฏ„ไผฐ | ็ปดๅบฆ | ่ฏ„ๅˆ† | ่ฏดๆ˜Ž | |------|------|------| | ๅฏๆ‰ฉๅฑ•ๆ€ง | [1-5] | [่ฏดๆ˜Ž] | | ๅฏ็ปดๆŠคๆ€ง | [1-5] | [่ฏดๆ˜Ž] | | ๆ€ง่ƒฝ | [1-5] | [่ฏดๆ˜Ž] | | ๅฏ้ ๆ€ง | [1-5] | [่ฏดๆ˜Ž] | | ๅฎ‰ๅ…จๆ€ง | [1-5] | [่ฏดๆ˜Ž] | ## 3. ้—ฎ้ข˜ๆธ…ๅ• | ้—ฎ้ข˜ID | ๆ่ฟฐ | ไธฅ้‡็จ‹ๅบฆ | ๅปบ่ฎฎ | |--------|------|----------|------| ## 4. ไผ˜ๅŒ–ๅปบ่ฎฎ [่ฏฆ็ป†ไผ˜ๅŒ–ๅปบ่ฎฎ] ## 5. ้ฃŽ้™ฉ่ฏ„ไผฐ [ๆฝœๅœจ้ฃŽ้™ฉๅŠ็ผ“่งฃๆŽชๆ–ฝ] ``` ### 6.2 ๆ€ง่ƒฝๅŸบๅ‡†ๆŠฅๅ‘Š **ๅ…ณ้”ฎๆŒ‡ๆ ‡๏ผš** | ๆŒ‡ๆ ‡ | ็›ฎๆ ‡ๅ€ผ | ๅฎžๆต‹ๅ€ผ | ็Šถๆ€ | |------|--------|--------|------| | ่ฎขๅ•ๅปถ่ฟŸP99 | <1ms | [ๅฎžๆต‹] | โœ…/โŒ | | ่กŒๆƒ…ๅปถ่ฟŸP99 | <100ฮผs | [ๅฎžๆต‹] | โœ…/โŒ | | ๅžๅ้‡ | >10K TPS | [ๅฎžๆต‹] | โœ…/โŒ | | CPUไฝฟ็”จ็Ž‡ | <70% | [ๅฎžๆต‹] | โœ…/โŒ | | ๅ†…ๅญ˜ไฝฟ็”จ็Ž‡ | <80% | [ๅฎžๆต‹] | โœ…/โŒ | --- ## Output Files | ๆ–‡ไปถ | ่ทฏๅพ„ | ่ฏดๆ˜Ž | |------|------|------| | ๆžถๆž„่ฎพ่ฎกๆ–‡ๆกฃ | `docs/architecture/system-design.md` | ็ณป็ปŸๆžถๆž„่ฎพ่ฎก | | ๆ€ง่ƒฝไผ˜ๅŒ–ๆŠฅๅ‘Š | `docs/architecture/performance-report.md` | ๆ€ง่ƒฝๅˆ†ๆžไธŽไผ˜ๅŒ– | | ๆžถๆž„่ฏ„ๅฎกๆŠฅๅ‘Š | `docs/architecture/review-report.md` | ๆžถๆž„่ฏ„ๅฎก็ป“ๆžœ | | Bugๅˆ†ๆžๆŠฅๅ‘Š | `docs/architecture/bug-analysis.md` | Bugๆ นๅ› ๅˆ†ๆž | --- ## References | ๆ–‡ๆกฃ | ็”จ้€” | |------|------| | `references/system-architecture-guide.md` | ็ณป็ปŸๆžถๆž„่ฎพ่ฎกๆŒ‡ๅ— | | `references/performance-optimization.md` | ๆ€ง่ƒฝไผ˜ๅŒ–ๆŒ‡ๅ— | | `references/strategy-design-patterns.md` | ็ญ–็•ฅ่ฎพ่ฎกๆจกๅผ | | `references/data-architecture.md` | ๆ•ฐๆฎๆžถๆž„่ฎพ่ฎก | | `references/risk-control-design.md` | ้ฃŽๆŽง็ณป็ปŸ่ฎพ่ฎก | | `references/bug-triage-guide.md` | Bugๅˆ†็ฑปๅค„็†ๆŒ‡ๅ— | | `references/benchmark-checklist.md` | ๆ€ง่ƒฝๅŸบๅ‡†ๆฃ€ๆŸฅๆธ…ๅ• | --- ## Related Skills - `test-expert` - ๆต‹่ฏ•ไธ“ๅฎถ๏ผˆ็ณป็ปŸๆต‹่ฏ•๏ผ‰ - `tech-plan-template` - ๆŠ€ๆœฏๆ–นๆกˆๆจกๆฟ - `development-workflow` - ๅผ€ๅ‘ๅทฅไฝœๆต
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