参与者相对于期货的优势 [英] Advantages of actors over futures

问题描述

我目前在期货行业编程，对演员很好奇。我想听到一个有经验的声音：

I currently program in Futures, and I'm rather curious about actors. I'd like to hear from an experienced voice:

• 参与者比期货有什么优势？


• 何时应该使用一个而不是另一个？

据我所知，参与者持有国家，而期货没有，这是唯一的区别吗？所以，如果我有真正的一成不变，我不应该在乎演员吗？

As far as I've read, actors hold state and futures doesn't, is this the only difference? So if I have true immutability I shouldn't care about actors?

请赐教：-）

推荐答案

一个重要的区别是参与者通常具有内部状态，因此从理论上讲它们是不可组合的；参见此和此博客文章，其中阐述了一些问题。但是，实际上，它们通常在命令式方法和纯函数式方法之间提供了一个最佳结合点。因此，如果可能的话，建议仅使用期货编程，但是如果消息传递模型更适合您的问题领域，请随时使用参与者。

One important difference is that actors typically have internal state, and therefore theoretically, they are not composable; see this and this blog post for having some issues elaborated. However, in practice, they usually provide a sweet spot between the imperative and the purely functional approach. So if possible, it is recommended to stick to programming with only futures, but if the message-passing model fits your problem domain better, feel free to use actors.

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