与python性能比对

dbName="dfs://level_2"
snapshotTBname="snapshot"
idate=2022.04.14
snapshotTB=select* from loadTable(dbName,snapshotTBname) where date(DateTime)=idate and SecurityID in [`600000.SH,`000001.SZ]
timer {
	res=select SecurityID, DateTime,timeWeightedOrderSlope(BidPrice[0],BidOrderQty[0],OfferPrice[0],OfferOrderQty[0],
	20) as  TimeWeightedOrderSlopeFactor from snapshotTB context by SecurityID csort DateTime
}
timer {
	 res=select SecurityID, DateTime,level10_InferPriceTrend(BidPrice,OfferPrice,BidOrderQty,OfferOrderQty,60,20) as Level10_InferPriceTrend
	 from snapshotTB context by SecurityID csort DateTime
}

 timer {
	res=select SecurityID, DateTime, level10_Diff(BidPrice, BidOrderQty, true,20) as Level10_Diff from snapshotTB context by SecurityID csort DateTime
}
timer {
	 res=select SecurityID, DateTime,traPriceWeightedNetBuyQuoteVolumeRatio(BidPrice[0],BidOrderQty[0],OfferPrice[0],OfferOrderQty[0],TotalValueTrade,
TotalVolumeTrade) as TraPriceWeightedNetBuyQuoteVolumeRatio from snapshotTB context by SecurityID csort DateTime
}
timer {
	res=select SecurityID, DateTime,wavgSOIR( BidOrderQty,OfferOrderQty,20) as HeightImbalance from snapshotTB context by SecurityID csort DateTime
}


entrustTB=select SecurityID,DateTime,Price,OrderQty,ApplSeqNum,OrderType,side from loadTable( "dfs://level_2","entrust") where DateTime.date()=2022.04.14 and SecurityID in ["000001.SZ","000040.SZ"]
tradeTB =select * from loadTable("dfs://level_2","trade") where DateTime.date()=2022.04.14 and SecurityID in ["000001.SZ","000040.SZ"]
timer {
	t=calcSZOrderValue(entrustTB,tradeTB)
}
timer{
	t1=select * from tradeTB where ExecType == 52
	t2=select * from entrustTB where Price>0
	t=calcSZwithdrawOrderValue(t1,t2)
}