程式交易是近幾年來財經界關注的焦點之一，根據統計在2005 年美國股市單日交易量有56.3%使用程式交易進行，至2009 年更增加至73%。隨著程式交易的普及，亦越來越多人著手發開和研究這塊領域。
本論文之目的在於建構出一套完整的程式交易開發平台，供程式開發人員開發或研究程式交易服務。本論文除了開發平台外亦提供服務執行環境，包含三大部分：
1. 工作排程功能
2. 高度伺服器擴充性
3. 開發平台
本論文使用SLURM作為資源管理平台，SLURM 常被用來做為大型伺服器叢集的資源管理工具，因此擁有非常強大的資源擴充性，但缺少簡易的外部介面，無法直接提供給使用者使用，我們將Xinetd作為其外部介面，並實作程
式交易之開發平台與SLURM 連結，提供程式開發人員建構程式交易服務。
從測試結果看來，使用Xinetd 修改而來的排程子系統以及外部介面，雖然增加了等待資源的時間，但可以有效的控制伺服器的資源並增加服務的可靠度。

Program Trading has gotten more popular recent years. According to thestatistics, there was about 53.6% of daily volume in the United States, and increased to 73% in 2009. With the universal of program trading, more people have begun to research program trading.
The purpose of this paper is constructing a developed platform of program trading for researching or developing. In addition to developed platform, we provide the run-time environment, and three main functions:
1. The job scheduler
2. The high scalability
3. The developed platform
In this paper, we use SLURM to implement an economical computing service for program trading. SLURM is a resource management software for some large clusters.
However it lacked for an easy interface to the ended users. We modify Xinetd as the external interface for SLURM, and implement the program trading development platform for researching or developing.
According to the result, using our scheduler and the external interface that modify from Xinetd can be effective in controlling the server resource and increase the availability.

第一章導論 1
1.1 研究動機 1
1.2 研究目的 2
1.3 論文架構 2
第二章研究背景 3
2.1 動態載入 3
2.1.1 建立動態連結函式庫 4
2.2 Xinetd 簡介 5
2.2.1 Configuration File 7
2.2.2 Xinetd 程式架構 9
2.2.3 Xinetd 自訂服務範例 10
2.3 Slurm 簡介 13
2.4 Protocol Buffers 簡介 16
2.5 Libev 簡介 17
2.5.1 Libevent 17
2.5.2 I/O Multiplexing 18
2.5.2.1 Select 20
2.5.2.2 Epoll 21
2.6 相關文獻 21
第三章系統實 22
3.1 系統簡 22
3.1.1 操作環 25
3.1.2 系統功能需 25
3.1.3 操作概念 26
3.1.4 設計與實現設限 27
3.2 控制節點 28
3.2.1 排程子系統 28
3.2.1.1 解析使用者登入封包 29
3.2.1.2 使用者登入管理 30
3.2.1.3 流量控管 31
3.2.1.4 製作SBATCH敘述 32
3.3 工作派送子系統 33
3.3.1 資源設定 33
3.4 節點子系統 34
3.4.1 服務框架實作 35
3.4.2 金融計算服務實作 37
3.4.2.1 歷史資料 38
3.4.2.2 User Script 39
3.5 使用者管理介面 45
第四章效能分析與調校 47
4.1 實驗設計 47
4.2 實驗步驟 48
4.3 實驗結果 49
第五章結論 52
Reference 53
Appendix 56

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