计算机工程与科学2011，Vol.33Issue(4)：159-163,5.DOI:10.3969.j.issn.1007-130X.2011.04.031
利用HDF5和Esper的高效外汇数据分析系统
An Effective Data Analysis System of Foreign Exchange Using HDF5 and Esper
摘要
Abstract
To solve the existing problem of the decreasing low performance of the relational database caused by dead lock and blocking as the bulk data increase, the authors put forward a method of handling data with HDF5 and Esper by taking the advantage of HDF5's powerful I/O performance and Esper's high operational efficiency property. Thus, the design of a portable data format and a function bank may solve the problems of performance and efficiency that exist in the instant systematic storage, management, exchange and the filing requirement of the data analysis. The experimental results indicate that HDF5's data reading and writing performance are 80 times higher than that of the MSSQL under the condition of 10G per day data bulk. Taking Esper's millisecond level handling capacity into account, the system has a relatively high application value in the field of data handling analysis and the real-time requirement.关键词
关系数据库/HDF5/高效数据分析系统/外汇分析模型Key words
relational database/ HDF5/ effective data analysis system/ analytic model for foreign exchange分类
信息技术与安全科学引用本文复制引用
蔡昭权,吴文忠,卢庆武,张锐..利用HDF5和Esper的高效外汇数据分析系统[J].计算机工程与科学,2011,33(4):159-163,5.基金项目
广东省科技计划资助项目(2009B010800026) （2009B010800026）
广东省自然科学基金资助项目(9151008901000165) （9151008901000165）
惠州市科技计划资助项目(2009G024) （2009G024）
