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DOC: Renamed the notes section the installation section.

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Fixed some formatting in the DataSources paragraph.
This commit is contained in:
Tobias Brandt
2012-11-14 12:12:42 +02:00
parent 3f969b7913
commit 92fa9bf41d
2 changed files with 23 additions and 8 deletions
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docs/index.rst
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@@ -33,7 +33,7 @@ Contents
.. toctree::
:maxdepth: 4
notes.rst
installation.rst
overview.rst
modules.rst
messaging.rst
docs/notes.rst → docs/installation.rst
+22 -7
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@@ -1,3 +1,7 @@
************
Installation
************
System Setup
==============
@@ -78,11 +82,22 @@ Scientific python on the Mac can be a bit confusing because of the many independ
Data Sources
=============
The Backtest can handle multiple concurrent data sources. QBT will start a subprocess to run each datasource, and merge all events from all sources into a single serial feed, ordered by date.
Data sources have events with very different frequencies. For example, liquid stocks will trade many times per minute, while illiquid stocks may trade just once a day. In order to serialize events from all sources into a single feed, qbt loads events from all sources into memory, then sorts. The communication happens like this:
1. QBT requests the next event from each data source, ignoring date (i.e. just next in sequence for all)
2. Using the earliest date from all the events from all sources, QBT then asks for "next after <date>" from all sources.
3. All datasources send all events in their history from before <date>, moving their internal pointer forward to the next unsent event.
4. QBT merges all events in memory
5. goto 1!
The Backtest can handle multiple concurrent data sources. QBT will start a
subprocess to run each datasource, and merge all events from all sources into a
single serial feed, ordered by date.
Data sources have events with very different frequencies. For example, liquid
stocks will trade many times per minute, while illiquid stocks may trade just
once a day. In order to serialize events from all sources into a single feed,
qbt loads events from all sources into memory, then sorts. The communication
happens like this:
1. QBT requests the next event from each data source, ignoring date (i.e.
just next in sequence for all)
2. Using the earliest date from all the events from all sources, QBT then
asks for "next after <date>" from all sources.
3. All datasources send all events in their history from before <date>,
moving their internal pointer forward to the next unsent event.
4. QBT merges all events in memory
5. goto 1!