《VB2008从入门到精通(PDF格式英文版)》第137章

additional　rules　regarding　grammar。　When　using generics；　you　need　to　master　creating　abstractions。　
generics　are　an　abstraction。　Just　as　interfaces　are　an　abstraction　of　classes； generics　are　an
abstraction　above　interfaces。　Interfaces　define　an　intention；　and generics　define　an　abstract　implemen
tation　of　an　intention。　
What　is　challenging　with generics　is　getting　your　thoughts　together　into　an　abstract　intention
implementation。　It　is　like　writing　a　document—you　write　it　once；　read　it　over；　rewrite　it；　read　it　over；　and
rewrite　it　again。　With generics；　you　are　gathering　thoughts　together　into　a　general　plan　of　action。　This
is　why　some　people　are　pletely　confused　and　don’t　understand generics。　Writing　your　own
generics　code　requires　some　forethought。　
The　Theory　of　a　Server…Side　Spreadsheet　
The　example　in　this　chapter　is　a　spreadsheet　for　security　traders。　When　you　trade　securities—　
whether　they　are　equities；　bonds；　options；　or　futures—you　will　be　confronted　with　information
overload。　You　might　have　seen　pictures　of　traders　with　desks　full　of　desktop　monitors。　A　trader
might　have　seven　to　eight　monitors　displaying　various　bits　of　information。　A　trader　is　a　very
specialized　type　of　domain　that　requires　its　own　ways　of　processing　information。　One　aspect
that　makes　writing　applications　for　traders　difficult　is　that　the　nature　of　the　data　constantly
changes；　and　types　get　more　in　the　way　than　they　help。　As　a　result；　traders　adore　spreadsheets。　
Spreadsheets　are　useful　because　they　can　process　large　amounts　of　information　in　a　relatively
ad　hoc　manner。　However；　one　downside　to　spreadsheets　is　that　the　processing　time　can
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dramatically　increase　due　to　the　constant　pushing　and　pulling　of　the　data　to　and　from　the
spreadsheet。　To　speed　up　processing；　we　will　define　and　implement　a　spreadsheet　that　has　the
advantages　of　a　traditional　client…side　spreadsheet。　
■Note The　theory　and　solution　presented　here　are　specific　to　the　domain　of　trading；　where　the　cost　of　hard
ware　is　well　worth　the　ability　to　trade　properly。　Therefore；　specific　design　aspects　assume　that　you　have　the
latest　and　greatest　hardware。　
An　initial　attempt　at　a　spreadsheet　would　be　the　following　code　that　uses generics：　
Class　Spreadsheet　
Public　Cells　As　Func（Of　Object）（；）　
Public　State　As　Object（；）　
Public　Sub　New（）　
Cells　=　New　Func（Of　Object）（10；　10）　｛｝　
State　=　New　Object（10；　10）　｛｝　
End　Sub　
Public　Sub　Execute（）　
For　col　As　Integer　=　0　To　Cells。GetLength（1）　1　
For　row　As　Integer　=　0　To　Cells。GetLength（0）　1　
Console。WriteLine（col　&　〃　〃　&　〃　〃　&　row）　
If　Cells（row；　col）　IsNot　Nothing　Then　
State（row；　col）　=　Cells（row；　col）（）　
End　If　
Next　
Next　
End　Sub　
End　Class　
The　sample　spreadsheet　is　defined　using　the　data　members　Cells　and　State。　Both　data
members　are　arrays　with　two　dimensions。　The　first　dimension　represents　the　rows；　and　the
second　dimension　represents　the　columns。　You　could　define　as　many　dimensions　as　you　wish；
but　for　the　scope　of　the　server　spreadsheet；　we　take　a　two…dimensional　approach。
The Execute（）　method　goes　through　the　individual　rows　and　columns　of　the　Cells　data
member；　calculates　the　state　of　the　cell；　and　assigns　the　state　to　the　State　data　member。　The
data　member　Cells　represents　a　function　that　is　executed　to　generate　the　result　of　a　particular
cell　that　is　assigned　to　the　data　member　State。　Both　data　members　store　and　manipulate　Objects；
which　makes　the　spreadsheet　flexible。　However；　a　gain　in　one　aspect　means　a　reduction　in
another　aspect；　in　this　case；　the　loss　is　in　performance。　But　performance　is　what　algorithmic
trading　software　cannot　sacrifice；　and　native　types　would　be　best。
To　make　the　spreadsheet　perform　as　fast　as　it　can；　we　need　to　use　fixed…dimension　arrays。
However；　with　fixed…dimension　arrays；　we　are　moving　away　from　a　traditional　object…oriented
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approach。　You　could　argue　that　spreadsheets　are　not　object…oriented　at　all　and　are　a　problem
with　respect　to　programmability。　I　would　agree　with　that　ment；　but　spreadsheets　solve　one
class　of　problems　very　elegantly。　In　the　case　of　financial　trading　software；　they　solve　the　problem　of
managing　very　large　amounts　of　data　efficiently。
■Note Object…oriented　code　is　maintainable　and　extendable。　However；　object…oriented　code　can　be　slow。　I
have　done　tests　where　I　found　fixed…dimension　arrays　perform　two　to　three　times　faster　than　the　equivalent
object…oriented　application。　But　performance　is　not　always　the　primary　consideration。　Also；　fixed…dimension
arrays　will　not　always　give　you　the　desired　performance　boost；　because　other　parts　of　your　code　might　be
much　slower。　Therefore；　generally；　you　should　not　use　fixed…dimension　arrays。　
The　Cells　data　member　is　a　delegate；　or　lambda　expression；　that　is　defined　using　code　similar
to　the　following。　When　we　want　to　fill　a　cell；　we　call　the　appropriate　function　on　CellFactories；
which　in　turn　returns　the　lambda　expression　that　represents　the　new　value　stored　in　the　cell：　
Module　CellFactories