CN109300035A - The method and device of trading processing - Google Patents
The method and device of trading processing Download PDFInfo
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- CN109300035A CN109300035A CN201811069138.1A CN201811069138A CN109300035A CN 109300035 A CN109300035 A CN 109300035A CN 201811069138 A CN201811069138 A CN 201811069138A CN 109300035 A CN109300035 A CN 109300035A
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- G—PHYSICS
- G06—COMPUTING; CALCULATING OR COUNTING
- G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
- G06Q40/04—Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange
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- G—PHYSICS
- G06—COMPUTING; CALCULATING OR COUNTING
- G06F—ELECTRIC DIGITAL DATA PROCESSING
- G06F8/00—Arrangements for software engineering
- G06F8/30—Creation or generation of source code
- G06F8/31—Programming languages or programming paradigms
- G06F8/315—Object-oriented languages
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- G—PHYSICS
- G06—COMPUTING; CALCULATING OR COUNTING
- G06F—ELECTRIC DIGITAL DATA PROCESSING
- G06F8/00—Arrangements for software engineering
- G06F8/40—Transformation of program code
- G06F8/41—Compilation
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- G—PHYSICS
- G06—COMPUTING; CALCULATING OR COUNTING
- G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
- G06Q40/06—Asset management; Financial planning or analysis
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Abstract
The present invention provides a kind of methods of trading processing, comprising: is based on technical indicator and index class source file template, generates the first dynamic link library file；Based on strategy file, policy class source file template and the first dynamic link library file, the second dynamic link library file is generated；Using the first dynamic link library file and the second dynamic link library file, to the transacting targeted operation for carrying out specifying strategy.After user has write strategy; strategy can be locally compiled into dynamic link library file; so that the privacy of the trading strategies of user is protected, and dynamic link library file can be uploaded to or be loaded into background server, to the transacting targeted operation for carrying out specifying strategy.
Description
Technical field
The present invention relates to quantization investment field more particularly to the method and devices of trading processing.
Background technique
Quantization investment is divided into two major parts: first piece of scope for belonging to IT is responsible for handing over each from acquired market of trading
The information such as easy knock-down price, exchange hand collect (abbreviation tick data), and are arranged to tick data, remove redundancy letter
It ceases, obtain K line number according to (market are integrated in denoising), be pushed to user and analyze, and each list of user is issued into exchange,
Then the feedback of exchange (for example, commission return, transation report-back etc.) is fed back into user, driving user makes the movement of plus-minus storehouse
Strategy.Second piece of field for belonging to financial investment, relates generally to building, verifying model with historical data for Trading Model
Validity is write event driven strategy and is debugged.It then can be straight if it is the programmer of profession for strategy Development part
It connects and is developed in the codes Integrated Development Environment such as visual studio, but if being the investor of non-programmers class origin, then
Allowing him to adapt to programming can be very painful.
Therefore, the method for needing a kind of trading processing of simplification, so that investor only needs to understand that simple some codes are compiled
Investment thinking just can be expressed clearly and can also play the role of protecting privacy by write method.
Summary of the invention
In view of the above-mentioned problems, a kind of method of trading processing of the present invention, which comprises be based on technical indicator and index
Class source file template generates the first dynamic link library file；It is moved based on strategy file, policy class source file template and described first
State links library file, generates the second dynamic link library file；Use first dynamic link library file and second dynamic
Library file is linked, to the transacting targeted operation for carrying out specifying strategy.
In one embodiment, the technical indicator includes that the definition of parameter, the definition of sequence variables and index calculate public affairs
The determination of formula.
In one embodiment, it is based on technical indicator and index class source file template, generates the first dynamic link library file
It include: that index class file is generated based on technical indicator；According to the index class file and index class source file template, index is determined
Class source file；Based on identified index class source file, the first dynamic link library file is generated.
In one embodiment, it is based on strategy file, policy class source file template and first dynamic link library file,
Generating the second dynamic link library file includes: based on strategy file generation strategy class file；According to the tactful class file and plan
Slightly class source file template, determines policy class source file；Based on identified policy class source file and first dynamic link library
File generates the second dynamic link library file.
In one embodiment, the index class file include index definition need parameter text, index correspond to numerical value
Sequence text, obtains index parameter text and index calculation formula text at setting index parameter text.
In one embodiment, the tactful class file includes policing parameter text, setting policing parameter text, obtains plan
Slightly parameter text and strategy execution text.
In one embodiment, the strategy file includes definition, initialization procedure and the use for the variable that strategy is related to
The trading strategies at family.
Another aspect of the present invention additionally provides a kind of device of trading processing, comprising: memory, for storing instruction；
And processor, it is coupled to the memory, described instruction executes described device
State described in any item methods.
Another aspect of the present invention additionally provides a kind of computer readable storage medium, and the storage medium includes instruction, institute
It states instruction to be performed, so that the processor of the computer executes method described in any of the above embodiments.
The present invention, which passes through, simplifies program development process, complicated program syntax is all shielded, it is only necessary to which investor writes
Short a few line codes, so that it may by the investment thinking sake of clarity of oneself.For complicated model, it may be necessary to import some
Work intelligent base.After user has write strategy, strategy locally can be compiled into dynamic link library file (binary file), from
And the privacy of the trading strategies of user is protected, and dynamic link library file can be uploaded to or be loaded into background server,
To the transacting targeted operation for carrying out specifying strategy.
Detailed description of the invention
Fig. 1 is the flow chart 100 of the method for the trading processing of embodiment according to the present invention；
The flow chart of the method for the generation of Fig. 2 embodiment according to the present invention dynamic link library associated with technical indicator
200；
The flow chart 300 of the method for the generation of Fig. 3 embodiment according to the present invention dynamic link library associated with strategy；
Fig. 4 is the schematic diagram of the device 400 of the trading processing of embodiment according to the present invention.
Specific embodiment
Below with reference to each exemplary embodiment of the attached drawing detailed description disclosure.Flow chart and block diagram in attached drawing are shown
The architecture, function and operation in the cards of method and system according to various embodiments of the present disclosure.It should be noted that
Each box in flowchart or block diagram can represent a part of a module, program segment or code, the module, program
Section or a part of code may include one or more holding for realizing the logic function of defined in each embodiment
Row instruction.It should also be noted that in some alternative implementations, function marked in the box can also be attached according to being different from
The sequence marked in figure occurs.For example, two boxes succeedingly indicated can actually be basically executed in parallel or it
Can also execute in a reverse order sometimes, this depend on related function.It should also be noted that flow chart
And/or the combination of each box in block diagram and the box in flowchart and or block diagram, function as defined in execution can be used
Can or the dedicated hardware based system of operation realize, or specialized hardware can be used and the combination of computer instruction comes
It realizes.
Term as used herein "include", "comprise" and similar terms are understood to open term, i.e.,
" including/including but not limited to ", expression can also include other content.Term "based" is " being based at least partially on ".Term
" one embodiment " expression " at least one embodiment "；Term " another embodiment " expression " at least one other embodiment ",
Etc..
Technology, method and apparatus known to person of ordinary skill in the relevant may be not discussed in detail, but suitable
In the case of, the technology, method and apparatus should be considered as part of specification.For between each unit in attached drawing
Line, it is only for convenient for explanation, indicate that the unit at least line both ends is in communication with each other, it is not intended that limitation does not connect
It can not be communicated between the unit of line.Below in conjunction with attached drawing, the present invention will be described in detail
Fig. 1 is the flow chart 100 of the method for the trading processing of embodiment according to the present invention.
Step S101: being based on technical indicator and index class source file template, generates the first Dynamic link library library file.Here
Technical indicator (for example, Moving Average (MA), Exponential Moving Average (MACD) etc.) is by user according to itself investment
It is empirically determined.
Step S102: being based on strategy file, policy class source file and the first dynamic link library file, generates the second dynamic chain
Connect library file.
Step S103: use the first dynamic link library file and the second dynamic link library file, to it is transacting targeted (for example,
Copper, rubber in staple commodities etc.) it carries out specifying tactful operation (buy or sell).
The flow chart of the method for the generation of Fig. 2 embodiment according to the present invention dynamic link library associated with technical indicator
200。
Step S201: the technical indicator that user writes is obtained.Specifically, technical indicator include parameter definition (for example, when
Between parameter definition), the determination of the definition of sequence variables and index calculation formula.
Step S202: technical indicator obtained is converted into index class file.Specifically, index class file includes and determines
The parameter text (for example, iMAInitParam.txt) that the associated index definition of the parameter of justice needs, the sequence variables of definition
Associated index corresponds to sequence of values text (for example, iMAInitSeries.txt), setting associated with the parameter of definition
Index parameter text (for example, iMASetParam.txt), associated with the parameter of definition acquisition index parameter text (for example,
IMAGetParam.txt), associated with the parameter of definition, sequence variables and price index calculation formula text (for example,
iMAParam.txt)。
Step S203: index class file is added in index class template, generates index class source file.In one embodiment
In, index class template can be the class with C++ programming, for example,
Index class file is embedded into the class of C++ programming, generating C++ source file, (C++ source file here is one
Kind index class source file, the i.e. source code of index).It should be understood that index class template can use other programming languages.
Step S204: compiling index class source file generates the first dynamic link library file.In one embodiment, C++ is compiled
Source file generates the first dynamic link library file.
The flow chart 300 of the method for the generation of Fig. 3 embodiment according to the present invention dynamic link library associated with strategy.
Step S301: the strategy file that user writes is obtained.Specifically, strategy file includes the variable (example that strategy is related to
Such as, parameter, intermediate variable, technical indicator, market etc.) definition；Initialization procedure, including subscribe to market, loading technique index
And bind market source etc.；And the trading strategies of user.In one embodiment, initialization procedure further includes drawing course, i.e.,
Variable is shown on interface.
Step S302: strategy file obtained is converted into tactful class file.Specifically, tactful class file includes strategy
Parameter text (for example, StrategyInitParam.txt), setting policing parameter text (for example,
StrategySetParam.txt), acquisition strategy parameter text (for example, StrategyGetParam.txt) and strategy execution text
This (for example, StrategyParam.txt).
Step S303: tactful class file is added in tactful class template, generation strategy class source file.In one embodiment
In, tactful class template can be the class (similar with the class in step S203) with C++ programming, and tactful class file is embedded into
In tactful class template, generate C++ source file (i.e. policy class source file).It is other to should be understood that tactful class template can use
Programming language.
Step S304: compilation strategy class source file generates the second dynamic link library file.In one embodiment, C is compiled
++ source file simultaneously calls the first dynamic link library file, generates the second dynamic link library file.
By the method shown in Fig. 2 for generating associated with technical indicator dynamic link library and generation shown in Fig. 3 and
The method of the associated dynamic link library of strategy, so that technical indicator and trading strategies that user writes are compiled into binary system text
Part (the first dynamic link library file and the second dynamic link library file), so that the trading strategies of user are invisible to protect
Privacy, and for uploading or being loaded into background server to execute trading strategies.
Fig. 4 shows the schematic diagram of the device 400 for implementation strategy of embodiment according to the present invention.Device 400 can
To include: memory 401 and the processor 402 for being coupled to memory 401.Memory 401 for storing instruction, processor 402
Be configured as based on memory 401 store instruction come realize for described in Fig. 1, Fig. 2 and Fig. 3 the step of method in appoint
One or more of what step.
As shown in figure 4, device 400 can also include communication interface 403, for carrying out information exchange with other equipment.This
Outside, device 400 can also include bus 404, and memory 401, processor 402 and communication interface 403 are by bus 404 come each other
It is communicated.
Memory 401 may include volatile memory, also may include nonvolatile memory.Processor 402 can be with
It is central processing unit (CPU), microcontroller, specific integrated circuit (ASIC), digital signal processor (DSP), field-programmable
Gate array (FPGA) or other programmable logic device or the one or more collection for being configured as realization the embodiment of the present invention
At circuit.
Alternatively, above-mentioned across the chain communication means based on block chain can be that is, tangible by computer program product
Computer readable storage medium embodies.Computer program product may include computer readable storage medium, containing with
In the computer-readable program instructions for executing various aspects of the disclosure.Computer readable storage medium can be can keep and
Store the tangible device of the instruction used by instruction execution equipment.Computer readable storage medium can for example be but not limited to electricity
Store equipment, magnetic storage apparatus, light storage device, electric magnetic storage apparatus, semiconductor memory apparatus or above-mentioned any appropriate
Combination.The more specific example (non exhaustive list) of computer readable storage medium includes: portable computer diskette, hard
It is disk, random access memory (RAM), read-only memory (ROM), erasable programmable read only memory (EPROM or flash memory), quiet
State random access memory (SRAM), Portable compressed disk read-only memory (CD-ROM), digital versatile disc (DVD), memory
Stick, floppy disk, mechanical coding equipment, the punch card for being for example stored thereon with instruction or groove internal projection structure and above-mentioned times
The suitable combination of meaning.Computer readable storage medium used herein above is not interpreted instantaneous signal itself, such as radio
The electromagnetic wave of wave or other Free propagations, the electromagnetic wave propagated by waveguide or other transmission mediums are (for example, by optical fiber electricity
The light pulse of cable) or pass through electric wire transmit electric signal.
It should be noted that the above list is only specific embodiments of the present invention, it is clear that the present invention is not limited to above real
Example is applied, there are many similar variations therewith.If those skilled in the art directly exported from present disclosure or
All deformations associated, are within the scope of protection of the invention.
Claims (9)
1. a kind of method of trading processing, which comprises
Based on technical indicator and index class source file template, the first dynamic link library file is generated；
Based on strategy file, policy class source file template and first dynamic link library file, the second dynamic link library is generated
File；
Using first dynamic link library file and second dynamic link library file, specified strategy is carried out to transacting targeted
Operation.
2. according to the method described in claim 1, wherein, the technical indicator includes the definition of the definition of parameter, sequence variables
With the determination of index calculation formula.
3. it is dynamic to generate first according to the method described in claim 1, wherein, being based on technical indicator and index class source file template
State links library file
Index class file is generated based on technical indicator；
According to the index class file and index class source file template, index class source file is determined；
Based on identified index class source file, the first dynamic link library file is generated.
4. according to the method described in claim 1, wherein, being moved based on strategy file, policy class source file template and described first
State links library file, generates the second dynamic link library file and includes:
Based on strategy file generation strategy class file；
According to the tactful class file and policy class source file template, policy class source file is determined；
Based on identified policy class source file and first dynamic link library file, the second dynamic link library file is generated.
5. according to the method described in claim 3, wherein, the index class file include index definition need parameter text,
Index corresponds to sequence of values text, setting index parameter text, obtains index parameter text and index calculation formula text.
6. according to the method described in claim 4, wherein, the strategy class file includes policing parameter text, setting strategy ginseng
Number text, acquisition strategy parameter text and strategy execution text.
7. according to the method described in claim 4, wherein, the strategy file includes the definition, initial for the variable that strategy is related to
The trading strategies of change process and user.
8. a kind of device of trading processing characterized by comprising
Memory, for storing instruction；And
Processor, is coupled to the memory, and described instruction makes described device execute root when being executed by the processor
According to method of any of claims 1-7.
9. a kind of computer readable storage medium, the storage medium includes instruction, and described instruction is performed, so that the meter
The processor of calculation machine executes the method for any of claims 1-7.
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| CN112182505A (en) * | 2020-09-09 | 2021-01-05 | 支付宝(杭州)信息技术有限公司 | Account compliance processing method and device |
| CN112669087A (en) * | 2021-01-04 | 2021-04-16 | 山财信息技术(山西)有限公司 | Financial transaction strategy paid sharing method based on block chain |
| CN112182505B (en) * | 2020-09-09 | 2024-05-31 | 支付宝(杭州)信息技术有限公司 | Accounting compliance processing method and device |
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Application publication date: 20190201 |