Optiver SWE NG 2024 OA 求加米

第一题解法是keep track of the maximum buy price and minimum sell price, 每次需要return worst trade的时候就算现在价格和maximum buy and minimum sell 的差。第二题我没时间做，好像不难。求加米，看面经！
Question 1 Worst trade reporter

You are tasked with building a tool to analyze the profitability of trades (also known as "profit and loss" or PnL). For the purpose of this problem, every trade has the following attributes:
•        TradeID - unique identifier for the trade,
•        InstrumentID - identifier of the instrument that has been traded,
•        Buy/Sell - flag to indicate whether you bought or sold the instrument,
•        Price - the price at which the instrument has been traded,
•        Volume - the quantity of the instrument that has been traded.
Consider a trade with the following attributes:
•        TradeID = 5,
•        InstrumentID = Google,
•        Buy/Sell = BUY,
•        Price = 500,
•        Volume = 20.
It means that you bought 20 lots of Google stock for 500 dollars and the identifier for the trade is 5. Note that trades have a TradeID because there can be multiple trades with the same InstrumentID, Buy/Sell, Price and Volume attributes.
Problem Statement
In this task, you receive a stream of N instructions. Each instruction can be an update or a query. An update can be of 2 kinds:
•        Trade - Indicates that a trade has happened. Attributes: TradeID, InstrumentID, Buy/Sell, Price, and Volume.
•        Price - Indicates that the true value of an Instrument has been updated. Attributes: instrumentID and Price.
There is only 1 kind of query:
•        WorstTrade - output the TradeID of the worst trade for an instrument. Attributes: instrumentID.
The WorstTrade is the trade with the highest loss made per lot of the trade. To calculate PnL of a trade the latest price update for an instrument is used as the true value of the instrument.
•        If you sell 2 Google stocks for 500 each, and had the latest price update saying Google is worth 400, the PnL for the trade is (500 - 400) *

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3.        R <ClientId> means that the Client with ID ClientId requests position updates.
The ouput format is defined as follows:
1.        Clients print the answer they get as a subscription request like this
•        S <ClientId> <TruckId> <x_pos> <y_pos>
2.        Clients print all updates they get as
•        U <ClientID> <TruckId> <delta_x> <delta_y>
Example
Input
1
2 3
U 0 1.5 2.5
S 0 0
U 0 1 2
U 0 -0.5 -0.5
S 1 0
R 0
U 0 1 1
R 1
Output
S 0 0 3.5 5.5
S 1 0 4 7
U 0 1 2
U 0 -0.5 -0.5
U 1 1 1
Explanation:
•        The first line of output is produced when client with ID=0 subscribes to truck with ID=0. At that point truck with ID=0 is at (3.5, 5.5).
•        The second line of output is produced when client with ID=1 subscribes to truck with ID=0. At that point the truck is at (4, 7).
•        The third and fourth line of output are produced when client with ID=0 requests position updates for truck with ID=0. Since there were 2 updates after the subscription, there's one line for each update
•        The fifth line of output is produced when client with ID=1 requests position updates for truck with ID=0. Since there was 1 update after the subscription, there's one line of output.

Starting Code

1. from dataclasses import dataclass, replace
   
2. 
   
3. @dataclass
   
4. class TruckPosition:
   
5.         x: float
   
6.         y: float
   
7. 
   
8. @dataclass
   
9. class TruckPositionDelta:
   
10.         truck_id: int
    
11.         delta_x: float
    
12.         delta_y: float
    
13. 
    
14. class Subscriber:
    
15.         def __init__(self, server):
    
16.                 pass
    
17.         def process_update(self, update):
    
18.                 pass
    
19.         def subscribe_to_truck(self, truck_id, client_id):
    
20.                 return TruckPosition(0, 0)
    
21.         def get_updates(self, client_id):
    
22.                 return [TruckPositionDelta(0, 0, 0)]
    
23.                
    
24. class Server:
    
25.         def __init__(self):
    
26.                 self.registered_trucks = set()
    
27.                 self.current_pos = {}
    
28.                
    
29.         def subscribe_to_truck(self, truck_id):
    
30.                 self.registered_trucks.add(truck_id)
    
31.                 return replace(self.current_pos([truck_id])
    
32.                
    
33.         def add_position(self, truck_id, pos):
    
34.                 self.current_pos[truck_id] = pos
    

复制代码

感觉不像在考算法，而是考数据结构和OOD？

墨冰 发表于 2023-8-7 13:33
感觉不像在考算法，而是考数据结构和OOD？

题目很冗长。。。