CN112464162A - Fund comparison method, apparatus, computer device and medium based on historical data - Google Patents
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Abstract
The invention provides a fund comparison method and device based on historical data, computer equipment and a medium. The method comprises the following steps: responding to a triggered comparison instruction, and acquiring fund historical data pointed by the comparison instruction; generating a corresponding fund historical income curve according to the acquired fund historical data; calculating and generating a fund non-withdrawal straight line of a fund historical yield curve, wherein the fund non-withdrawal straight line is a straight line which has the same profit as the fund historical yield curve and has no withdrawal trend; and generating a profit index for measuring the profit of the fund according to the historical profit curve of the fund and the non-withdrawal straight line of the fund. By the method and the device, the accuracy of fund evaluation and comparison is improved.
Description
Technical Field
The invention relates to the technical field of big data processing, in particular to a fund comparison method and device based on historical data, computer equipment and a medium.
Background
The fund is an investment product for the public and is an investment combination of underlying investment varieties such as stocks, bonds and the like. The evaluation of the fund is mainly through profit and risk, the profit is the return that the fund can produce for the investor, and according to the investment portfolio theory, the investment profit comes from the return born to the risk, so huge profit comes from huge risk. The quality of a fund needs to be evaluated by combining the benefits and potential risks of the fund. The quality of the product cannot be judged by simply using the income, the income is high but the fluctuation is large and the fund product is large in withdrawal, so that an investor can hardly obtain the actual return to hand because the risk is large, the investor can hardly take the income, and the investor can often buy the fund product at a high point and sell the fund product at a low point so that the income of the fund product and the actual return to hand of the investor are not too much related.
The existing method for evaluating the fund product generally utilizes a sharp ratio method integrating income and fluctuation, wherein the product with high sharp ratio indicates that the income is larger relative to the risk, which means how many units of investment income can be obtained each time one unit of risk is met, and the higher the sharp ratio is, the better the product is determined. However, this is not true in actual investment, and there are cases where the sharp is high but the investment profit is not good because the fluctuation of the fund in the sharp rate evaluation method has a great influence on the evaluation result, the fund fluctuation is large, the sharp rate is low, and the fund with high evaluation is a money fund or bond fund with low fluctuation, and although the fluctuation of the fund is small, the sharp rate is high, but the investment profit is too poor.
Aiming at the problems that the quality of a fund is evaluated by adopting a sharp ratio method in the prior art, and the evaluation is inaccurate due to fund fluctuation so as to cause poor investment income, an effective solution is not provided at present.
Disclosure of Invention
The invention aims to provide a fund comparison method, a fund comparison device, computer equipment and a fund comparison medium based on historical data, which are used for solving the technical problems in the prior art.
In one aspect, to achieve the above objects, the present invention provides a fund comparison method based on historical data.
The fund comparison method based on historical data comprises the following steps: responding to a triggered comparison instruction, and acquiring fund historical data pointed by the comparison instruction; generating a corresponding fund historical income curve according to the acquired fund historical data; calculating and generating a fund non-withdrawal straight line of the fund historical yield curve, wherein the fund non-withdrawal straight line is a straight line which has the same yield as the fund historical yield curve and has no withdrawal trend; and generating a profit index for measuring the profit of the fund according to the historical profit curve of the fund and the fund withdrawal-free straight line.
Further, the obtaining of the fund history data pointed by the comparison instruction in response to the triggered comparison instruction comprises: analyzing the comparison instruction to obtain the fund ID contained in the comparison instruction and the time interval required for data comparison; and acquiring historical net value data of each fund ID in the time interval as fund historical data of the fund ID.
Further, the generating a corresponding fund historical profit curve according to the obtained fund historical data includes: acquiring time data and net value data in fund historical data; and establishing a two-dimensional coordinate system by taking the time data as an abscissa and the net value data as an ordinate, and generating a corresponding fund historical income curve.
Further, the calculating and generating a fund withdrawal-free straight line of the fund historical profit curve includes: calculating a regression line of the fund historical yield curve linear regression; and taking the regression line as a fund non-withdrawal straight line of the fund historical yield curve.
Further, the generating a profit index for measuring the profit of the fund according to the historical profit curve of the fund and the non-withdrawal straight line of the fund includes: acquiring the slope of the non-withdrawal straight line of the fund; calculating the fitting degree between the historical income curve and the fund withdrawal-free straight line; calculating the fluctuation of the historical yield curve relative to the fund withdrawal-free straight line; the profit index for measuring the profit of the fund is calculated by the following formula:
further, after generating a profit index for measuring the profit of the fund according to the fund historical profit curve and the fund non-withdrawal straight line, the method further includes: verifying the generated revenue index; and outputting the checking result.
Further, the verifying the generated profit index includes: virtually investing equivalent capital data at each time point within the time interval for each of the fund IDs; calculating and obtaining the total income of each fund ID after virtual investment of equivalent capital data according to the historical net worth of each time point in the time interval of each fund ID; sequencing the obtained total income of each fund ID, and sequencing the income indexes of each fund ID; and outputting the sequencing result.
In another aspect, to achieve the above object, the present invention provides a fund comparison apparatus based on historical data.
The fund comparison device based on historical data comprises: the acquisition module is used for responding to a triggered comparison instruction and acquiring fund historical data pointed by the comparison instruction; the first generation module is used for generating a corresponding fund historical income curve according to the acquired fund historical data; the calculation module is used for calculating and generating a fund non-withdrawal straight line of the fund historical income curve, wherein the fund non-withdrawal straight line is a straight line which has the same income as the fund historical income curve and has no withdrawal trend; and the second generation module is used for generating a profit index for measuring the profit of the fund according to the historical profit curve of the fund and the non-withdrawal straight line of the fund.
Further, the obtaining module comprises: the analyzing unit is used for analyzing the comparison instruction to obtain the fund ID contained in the comparison instruction and the time interval required for data comparison; and the first acquisition unit is used for acquiring the historical net value data of each fund ID in the time interval as fund historical data of the fund ID.
Further, the first generating module comprises: the second acquisition unit is used for acquiring time data and net worth data in the fund historical data; and the first generation unit is used for establishing a two-dimensional coordinate system by taking the time data as an abscissa and the net value data as an ordinate, and generating a corresponding fund historical income curve.
Further, the calculation module includes: the first calculation unit is used for calculating a regression line of the fund historical yield curve linear regression; and the determining unit is used for taking the regression line as a fund non-withdrawal straight line of the fund historical income curve.
Further, the second generating module comprises: a third obtaining unit, configured to obtain a slope of the fund withdrawal-free straight line; the second calculation unit is used for calculating the fitting degree between the historical income curve and the fund withdrawal-free straight line; the third calculation unit is used for calculating the fluctuation of the historical income curve relative to the fund withdrawal-free straight line; a fourth calculating unit, configured to calculate to obtain a profit index for measuring the profit of the fund by the following formula:
further, the apparatus further comprises: the verification module is used for verifying the generated income index after the income index used for measuring the income of the fund is generated according to the historical income curve of the fund and the non-withdrawal straight line of the fund; and the output module is used for outputting the verification result.
Further, the verification module includes: a virtual unit for virtually investing equivalent capital data at each time point within the time interval of each of the fund IDs; a fifth calculating unit, configured to calculate and obtain a total benefit after each fund ID is virtually invested into equivalent capital data according to a historical net worth of each time point within the time interval of each fund ID; the sorting unit is used for sorting the obtained total income of each fund ID and sorting the income indexes of each fund ID; and the output module outputs the sequencing result.
In another aspect, to achieve the above object, the present invention further provides a computer device, which includes a memory, a processor, and a computer program stored in the memory and executable on the processor, wherein the processor implements the steps of the fund comparison method based on historical data when executing the computer program.
In another aspect, to achieve the above object, the present invention further provides a computer-readable storage medium having stored thereon a computer program, which when executed by a processor, implements the steps of the above fund comparison method based on historical data.
The invention provides a fund comparison method, a fund comparison device, computer equipment and a fund comparison medium based on historical data, when the fund is compared and analyzed, the historical data of the fund to be analyzed and compared is firstly obtained to generate a corresponding fund historical income curve, after generating the fund historical income curve, calculating and obtaining a virtual fund non-withdrawal straight line corresponding to the fund historical income curve by using a mathematical algorithm, the fund non-withdrawal straight line has the same income as the fund historical income curve, but has no withdrawal trend, namely, the fund historical income curve is converted into an equivalent data line with only positive fluctuation, the aim of the method is to fully consider that positive fluctuation is a positive factor for evaluating the fund quality, rather than identifying all of the fluctuations produced as negative factors in assessing the goodness of the fund in the prior art approach of using a sharp rate. The data processing mode effectively solves the problems that the quality of the fund is evaluated by adopting a sharp ratio method in the prior art, and the fund evaluation is inaccurate due to fund fluctuation so that the investment income is poor, and improves the accuracy of fund evaluation and comparison. When the comparison result is provided for the user to be referred, the investment income of the user is improved due to the improvement of the accuracy, and the user experience degree is further improved.
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Various other advantages and benefits will become apparent to those of ordinary skill in the art upon reading the following detailed description of the preferred embodiments. The drawings are only for purposes of illustrating the preferred embodiments and are not to be construed as limiting the invention. Also, like reference numerals are used to refer to like parts throughout the drawings. In the drawings:
FIG. 1 is an alternative flowchart of a fund comparison method based on historical data according to an embodiment of the present invention;
FIG. 2 is an alternative schematic diagram of a fund historical yield curve and a fund non-withdrawal straight line according to an embodiment of the present invention;
FIG. 3 is a flow chart illustrating another alternative method for fund comparison based on historical data according to an embodiment of the present invention;
FIG. 4 is a block diagram of an alternative structure of a fund comparison apparatus based on historical data according to a second embodiment of the present invention;
fig. 5 is an alternative hardware structure diagram of a computer device according to a third embodiment of the present invention.
Detailed Description
In order to make the objects, technical solutions and advantages of the present invention more apparent, the present invention is described in further detail below with reference to the accompanying drawings and embodiments. It should be understood that the specific embodiments described herein are merely illustrative of the invention and are not intended to limit the invention. All other embodiments, which can be derived by a person skilled in the art from the embodiments given herein without making any creative effort, shall fall within the protection scope of the present invention.
The invention provides a fund comparison method and device based on historical data, computer equipment and a medium, and aims to solve the technical problems that in the prior art, a method of a sharp rate is adopted to evaluate the quality of a fund, and the evaluation is inaccurate due to fund fluctuation, so that the investment income is poor. In the course of studying to solve the above-mentioned technical problems, the inventors found that the evaluation of fund products in the prior art generally uses the sharp rate method, and the use of this sharp rate method results in funds with high evaluation being money funds or bond funds with low fluctuation. By analyzing the sharp rate method, the inventors have further discovered that a particularly good product is obtained because sharp rates use the standard deviation as a risk measure, and that a large positive fluctuation thereof also results in sharp being too low. In practice, however, positive fluctuations will increase the yield, and the larger the positive fluctuations the better. Based on the discovery, in the fund comparison method based on historical data, when the fund is compared and analyzed, the historical data of the fund to be analyzed and compared is obtained, a corresponding fund historical yield curve is generated, after the fund historical yield curve is generated, a mathematical algorithm is used for calculating and obtaining a virtual fund non-withdrawal straight line corresponding to the fund historical yield curve, the fund non-withdrawal straight line has the same profit as the fund historical yield curve, but has no withdrawal trend, namely, the fund historical yield curve is converted into an equivalent data line only having forward fluctuation, and the aim of fully considering that the forward fluctuation is a positive factor for the fund quality evaluation is achieved, but not considering that all the generated fluctuation is a negative factor for the fund quality evaluation in a mode of adopting a sharp rate in the prior art. The data processing mode effectively solves the problems that the quality of the fund is evaluated by adopting a sharp ratio method in the prior art, and the fund evaluation is inaccurate due to fund fluctuation so that the investment income is poor, and improves the accuracy of fund evaluation and comparison. When the comparison result is provided for the user to be referred, the investment income of the user is improved due to the improvement of the accuracy, and the user experience degree is further improved.
Specific embodiments of the historical data based fund comparison method, apparatus, computer device, and medium provided by the present invention will be described in detail below.
Example one
An embodiment of the present invention provides a fund comparison method based on historical data, and specifically, fig. 1 is a preferred flowchart of the fund comparison method based on historical data according to an embodiment of the present invention, and as shown in fig. 1, the fund comparison method based on historical data according to the embodiment includes steps S101 to S104 as follows.
S101, responding to a triggered comparison instruction, and acquiring fund historical data pointed by the comparison instruction;
in the implementation process of the scheme, a user can operate at terminal equipment (such as a computer client, a mobile phone APP and the like) to trigger a comparison instruction, the comparison instruction can be sent to a background server, and the server can call fund historical data contained in the comparison instruction after obtaining the comparison instruction.
In a preferred embodiment, after obtaining the comparison command, the server analyzes the comparison command to obtain the fund ID and the time information included in the comparison command, where the time information may be a time interval in which the user needs to compare data. For example, the user selects, at the front end, funds IDs including XXX medium-small (fund code 11001x.0f), XXX robust profit a (fund code 11000x.0f), XXXX bonds (fund code 10001x.0f), XXX reassurance a (fund code 11002x.0f), and the like, and then selects a time interval required for analysis and comparison, for example, the time interval selected by the user is 2019-01-01 and starts to 2019-12-31, which indicates that the user needs to take 244 trading days from 2019.01.2019.12.31.2019.12.31.2019.31.12.31.31.1. And the background server extracts fund historical data of the net value of the product corresponding to the fund ID as calculation original data.
Preferably, when data extraction is performed, a judging step may be added, where the judging step is used to judge whether the obtained data is complete, and only the complete data can ensure the accuracy of the calculation result. Specifically, after the product net worth data corresponding to the fund ID is obtained, whether effective net worth data exist at all time points in a time interval or not is judged, and when the data are judged to be incomplete, prompt information can be sent out to prompt a terminal user.
S102, generating a corresponding fund historical income curve according to the acquired fund historical data;
in specific implementation, time data and net worth data in the fund historical data can be obtained firstly, then a two-dimensional coordinate system is established by taking the time data as an abscissa and the net worth data as an ordinate, and a corresponding fund historical profit curve is generated. As shown in fig. 2, the curve corresponding to the solid line in fig. 2 is a fund historical profit curve corresponding to the mini disc (fund code 11001x.0f) in XXX, wherein the abscissa is a time coordinate (the abscissa is omitted in the figure because many time points cannot be written one by one), and the ordinate is net worth data of the mini disc (fund code 11001x.0f) in XXX.
S103, calculating and generating a fund non-withdrawal straight line of a fund historical yield curve, wherein the fund non-withdrawal straight line is a straight line which has the same profit as the fund historical yield curve and has no withdrawal trend;
specifically, when calculating the fund withdrawal-free straight line, it is preferable that a regression line of the fund historical yield curve linear regression be calculated by a method of finding a regression line among mathematical methods, and the regression line be used as the fund withdrawal-free straight line of the fund historical yield curve. Referring to fig. 2, the dashed line in fig. 2 is obtained by regression of the historical yield curve of the fund, and is used as the fund non-withdrawal line of the fund.
And S104, generating a profit index for measuring the profit of the fund according to the historical profit curve of the fund and the non-withdrawal straight line of the fund.
The embodiment provides a preferable scheme for calculating the profit index, and specifically, the method may include obtaining a slope of a fund withdrawal-free straight line, calculating a degree of fitting between a historical profit curve and the fund withdrawal-free straight line, calculating fluctuation (no precedence order in the calculation process) of the historical profit curve relative to the fund withdrawal-free straight line, and calculating the profit index for measuring the fund profit through the three steps, where the calculation logic is:
the above calculation methods are described in detail below for a better understanding of the present application.
The calculation method of the slope of the non-withdrawal straight line of the fund is to obtain the net value sequence P of the fund history, and if the non-withdrawal straight line is L, the straight line L is expressed as
y＝kx+b
And L satisfies:
wherein P represents a point in the net value sequence P, x represents a point in the straight line L sequence, and k (L) obtained after L is obtained through calculation represents the slope of the withdrawal-free straight line of the fund.
The method for calculating the fitting degree between the historical income curve and the fund withdrawal-free straight line comprises the following steps:
where P represents the net worth sequence of the fund history, L represents a straight line without withdrawal, and r (P, L) represents the degree of fit of the curve P to the straight line L.
The fluctuation of the historical yield curve relative to the fund withdrawal-free line is represented as follows:
where s (P, L) represents the fluctuation of the fund historical yield curve relative to the fund withdrawal-free line, PiRepresents a point in the curve P,/iRepresenting a point in the straight line L.
Finally, calculating by the following formula to obtain a profit index for measuring the profit of the fund:
where k (L) represents the slope of the withdrawal-free line of the fund, r (P, L) represents the degree of fit of the curve P to the line L, and s (P, L) represents the fluctuation of the historical benefit curve of the fund relative to the withdrawal-free line of the fund.
In the fund comparison scheme based on the historical data, when the fund is compared and analyzed, the historical data of the fund to be analyzed and compared is firstly obtained, a corresponding fund historical yield curve is generated, after the fund historical yield curve is generated, a mathematical algorithm is utilized to calculate and obtain a virtual fund non-withdrawal straight line corresponding to the fund historical yield curve, the fund non-withdrawal straight line has the same profit as the fund historical yield curve but has no withdrawal trend, namely, the fund historical yield curve is converted into an equivalent data line only having positive fluctuation, and the aim of fully considering that the positive fluctuation is a positive factor for the good and bad assessment of the fund instead of considering that all the generated fluctuation is a negative factor for the good and bad assessment of the fund in a mode of adopting a sharp rate in the prior art is achieved. The data processing mode effectively solves the problems that the quality of the fund is evaluated by adopting a sharp ratio method in the prior art, and the fund evaluation is inaccurate due to fund fluctuation so that the investment income is poor, and improves the accuracy of fund evaluation and comparison. When the comparison result is provided for the user to be referred, the investment income of the user is improved due to the improvement of the accuracy, and the user experience degree is further improved.
In addition, in a preferred implementation manner of this embodiment, the method further includes optimizing the above-mentioned scheme, specifically, after the calculation of the fund profit index is completed, adding a step of verification, specifically, after a profit index for measuring the fund profit is generated according to the fund historical profit curve and the fund non-withdrawal straight line on the basis of the above-mentioned scheme, the method includes the following steps: verifying the generated profit index; and outputting the checking result.
During verification, the equivalent capital data can be virtually invested at each time point in the time interval of each fund ID, then the total income of each fund ID after the equivalent capital data is virtually invested is calculated and obtained according to the historical net value of each time point in the time interval of each fund ID, then the obtained total income of each fund ID is sequenced, the income indexes of each fund ID are sequenced, and the sequencing result is output.
The investment of the fund product is finally seen as income, and because the investment time point of the investment can seriously influence the investment income, the investment of 1 piece of money is supposed to be invested every day, namely, the investment of 1 piece of money is added every day, and the income which can be finally obtained is seen. Compared with a scheme of selecting additional investment for verification in part of time periods and/or a scheme of selecting different money for verification every day, the verification method of the scheme can eliminate the problem of parameter sensitivity caused by gas transportation components and improve the stability of test results.
The foregoing fund comparison method based on historical data is specifically described below with reference to specific examples to facilitate better understanding of the present solution:
fig. 3 shows another possible flowchart of the fund comparison method based on historical data in the present embodiment, and as shown in fig. 3, the method may include the following steps:
s301, constructing a fund to be selected;
preferably, the user can operate at a terminal device (such as a computer client, a mobile phone APP, etc.) to trigger a comparison instruction, and the fund pointed by the comparison instruction is used as the fund to be selected.
S302, determining a sample interval;
after the user selects the fund to be analyzed and compared at the front end, the user can also select the time interval required by the analysis and comparison, for example, the time interval selected by the user is from 2019-01-01 to 2019-12-31, which means that the user needs to take a total of 244 trading days from the 01 th of 2019 to the 31 th of 2019, 12 th of 2019 as a sample interval.
S303, judging whether the data is complete; if yes, go to step S304, otherwise go to step S305;
in a preferred embodiment, a judging step is added here, and the judging step is used for judging whether the obtained data is complete, and only the complete data can ensure the accuracy of the calculation result. Specifically, it may be determined whether valid net worth data exists at all time points within the selected time interval, and when the data is determined to be complete, step S304 is performed, and when the data is determined to be incomplete, step S305 is performed;
s304, extracting price data;
after the data is judged to be complete, price data in the determined sample interval can be directly extracted, and then step S306 is executed;
s305, reselecting a sample interval;
when the data is judged to be incomplete, sending out prompt information to prompt that the data of the user is incomplete so that the user can reselect the sample interval and change the starting point of the time interval, and then returning to the step S302; alternatively, the user may be prompted to change the selected fund and compare other funds, returning to step S301.
S306, calculating a model;
during calculation, preferably, a corresponding fund historical income curve is generated according to the acquired price data and the acquired time data; calculating and generating a fund non-withdrawal straight line of a fund historical yield curve, wherein the fund non-withdrawal straight line is a straight line which has the same profit as the fund historical yield curve and has no withdrawal trend; specifically, when calculating the fund withdrawal-free straight line, it is preferable that a regression line of the fund historical profit curve linear regression be calculated by using a method of obtaining a regression line in a mathematical method, the regression line be used as the fund withdrawal-free straight line of the fund historical profit curve, and the profit index for measuring the fund profit be generated from the fund historical profit curve and the fund withdrawal-free straight line.
In specific implementation, the slope of the non-withdrawal straight line of the fund can be obtained firstly, then the fitting degree between the historical profit curve and the non-withdrawal straight line of the fund is calculated, the fluctuation (the calculation process is not in sequence) of the historical profit curve relative to the non-withdrawal straight line of the fund is calculated, and finally the profit index for measuring the profit of the fund is obtained through the following formula:
the specific method for calculating the slope, the fitting degree and the fluctuation is described in the foregoing embodiments, and is not described herein again.
S307, sorting results;
and ranking the profit indexes in a descending order, wherein the larger the profit index is, the higher the score representing the fund is.
S308, selecting fund;
and providing the sorting result to the end user so that the end user can select the fund according to the sorting result.
S309, testing data;
in the present flowchart, a test procedure for data is also added, including but not limited to the following steps S310 to S312;
s310, performing a fixed-throw test;
preferably, it is assumed that 1 piece of money is invested each day, to see what the profit that can be finally obtained. This avoids the influence on the test result due to the selection of the test time point. This method belongs to a method of fixed investment.
S311, effect evaluation;
and comparing the test result with the sequencing result calculated by the model in the step S307 so as to evaluate the effect of the model calculation result.
And S312, finishing the evaluation.
The above scheme is explained below with reference to the actual fund history data:
firstly, sample construction:
four funds in table 1 were selected as the funds for the desired comparison:
| fund code | 110011.OF | 110007.OF | 100018.OF | 110027.OF |
| Name of fund | Yifangda medium and small dish | Yifangda robust yield A | Rich country benefit accretion bond | Yifangda Anxin report A |
TABLE 1
Secondly, data extraction:
and selecting 244 transaction days from 2019-01-01 to 2019-12-31 as sample data, and extracting net product data of the sample data as original calculation data.
Thirdly, model calculation:
1. calculating and generating a fund withdrawal-free straight line of a fund historical yield curve to obtain a slope;
2. calculating the fitting degree between the historical income curve and the fund withdrawal-free straight line;
3. calculating the fluctuation of the historical yield curve relative to the fund withdrawal-free straight line;
4. calculating a profit index:
fourthly, experimental results:
the results for the four funds in table 1 calculated by the method described above, see table 2 below:
| fund gold | Results of the scheme | Sorting |
| Yifangda medium and small dish | 18.28619546 | 1 |
| Yifangda robust yield A | 3.300410169 | 3 |
| Rich country benefit accretion bond | 1.983860074 | 4 |
| Yifangda Anxin report A | 3.938705616 | 2 |
TABLE 2
Sorting is carried out according to result selection, and the best result can be obtained by selecting the fund with the top sorting.
Fifthly, effect evaluation:
the investment of the fund product is finally seen as income, and because the investment time point of the investment can seriously influence the investment income, the investment of 1 piece of money is supposed to be carried out every day, and the income which can be finally obtained is seen. This avoids the influence on the test result due to the selection of the test time point. This method belongs to a method of fixed investment.
By using the method, the sequence of investment earnings is consistent with the sequence of model results from the beginning to the end of the investment period, which shows that the model has very good effect, and the following table 3 is shown:
TABLE 3
The existing evaluation method is to use the sharp rate to evaluate the quality of the fund, if the existing evaluation method is selected to evaluate in the same interval, the product of the Fuguo Tianli growth bond with the highest sharp rate is selected, the end investment profit is 8.16 yuan, and if the method according to the scheme is selected to be the Yifangda medium-small plate, the end investment profit is 44.56 yuan.
By using the scheme to select the fund, the end-of-term investment yield is improved by 44.56-8.16-36.3, the experimental interval has 244 trading days, and 1-element and 244-element principal are invested in each trading day. The yield of the existing scheme relative to the principal is 8.16/244-3.3%. The yield of the method relative to the principal is 44.56/244-18.26%. See table 4 below:
| fund gold | Sharp ratio | Results of the scheme | Fixed investment profit |
| Yifangda medium and small dish | 2.299995 | 18.28619546 | 44.56289322 |
| Yifangda robust yield A | 2.6157251 | 3.300410169 | 13.72150216 |
| Rich country benefit accretion bond | 6.3908078 | 1.983860074 | 8.165457267 |
| Yifangda Anxin report A | 2.1566775 | 3.938705616 | 19.49980005 |
TABLE 4
By using the method, the investment income is increased from 3.3 percent to 18.26 percent, and the income is obviously increased.
Example two
Corresponding to the first embodiment, the second embodiment of the present invention provides a fund comparison device based on historical data, and accordingly, reference may be made to the first embodiment for details of technical features and corresponding technical effects, which are not described in detail in this embodiment. Fig. 4 is a block diagram of a fund comparison apparatus based on historical data according to a second embodiment of the present invention, and as shown in fig. 4, the apparatus includes: an obtaining module 401, configured to respond to a triggered comparison instruction, and obtain fund history data pointed by the comparison instruction; a first generating module 402, configured to generate a corresponding fund historical profit curve according to the obtained fund historical data; a calculating module 403, configured to calculate and generate a fund non-withdrawal straight line of a fund historical yield curve, where the fund non-withdrawal straight line is a straight line having the same profit as the fund historical yield curve and having no withdrawal trend; and a second generating module 404, configured to generate a profit index for measuring the profit of the fund according to the historical profit curve of the fund and the non-withdrawal straight line of the fund.
Further, the acquisition module includes: the analyzing unit is used for analyzing the comparison instruction to obtain the fund ID contained in the comparison instruction and the time interval required for data comparison; a first acquisition unit configured to acquire, as fund history data of each fund ID, net-value history data of the fund ID in a time interval.
Further, the first generating module comprises: the second acquisition unit is used for acquiring time data and net worth data in the fund historical data; and the first generation unit is used for establishing a two-dimensional coordinate system by taking the time data as an abscissa and the net value data as an ordinate, and generating a corresponding fund historical income curve.
Further, the calculation module includes: the first calculation unit is used for calculating a regression line of the fund historical yield curve linear regression; and the determining unit is used for taking the regression line as the fund non-withdrawal straight line of the fund historical income curve.
Further, the second generating module includes: the third acquisition unit is used for acquiring the slope of the fund withdrawal-free straight line; the second calculation unit is used for calculating the fitting degree between the historical income curve and the fund withdrawal-free straight line; the third calculation unit is used for calculating the fluctuation of the historical income curve relative to the fund withdrawal-free straight line; a fourth calculating unit, configured to calculate to obtain a profit index for measuring the profit of the fund by the following formula:
further, the apparatus further comprises: the verification module is used for verifying the generated income index after generating the income index for measuring the income of the fund according to the historical income curve of the fund and the non-withdrawal straight line of the fund; and the output module is used for outputting the verification result.
Further, the verification module includes: a virtual unit for virtually investing equivalent capital data at each time point within the time interval of each fund ID; the fifth calculating unit is used for calculating and obtaining the total income of each fund ID after equivalent capital data is virtually invested according to the historical net value of each time point in the time interval of each fund ID; the sorting unit is used for sorting the obtained total income of each fund ID and sorting the income indexes of each fund ID; and the output module outputs the sequencing result.
In the fund comparison device based on historical data provided in this embodiment of the present invention, when the fund is compared and analyzed, the historical data of the fund to be analyzed and compared is obtained first, a corresponding fund historical yield curve is generated, and after the fund historical yield curve is generated, a mathematical algorithm is used to calculate and obtain a virtual fund non-withdrawal straight line corresponding to the fund historical yield curve, where the fund non-withdrawal straight line has the same profit as the fund historical yield curve but has no withdrawal trend, that is, the fund historical yield curve is converted into an equivalent data line having only positive fluctuation, and this is intended to fully consider that the positive fluctuation is a positive factor for the good and bad assessment of the fund, rather than determining all the generated fluctuations as a negative factor for the good and bad assessment of the fund in the prior art in a mode of adopting a sharp rate. The data processing mode effectively solves the problems that the quality of the fund is evaluated by adopting a sharp ratio method in the prior art, and the fund evaluation is inaccurate due to fund fluctuation so that the investment income is poor, and improves the accuracy of fund evaluation and comparison. When the comparison result is provided for the user to be referred, the investment income of the user is improved due to the improvement of the accuracy, and the user experience degree is further improved.
EXAMPLE III
The third embodiment further provides a computer device, such as a smart phone, a tablet computer, a notebook computer, a desktop computer, a rack server, a blade server, a tower server or a rack server (including an independent server or a server cluster composed of multiple servers) capable of executing programs, and the like. As shown in fig. 5, the computer device 01 of the present embodiment at least includes but is not limited to: a memory 011 and a processor 012, which are communicatively connected to each other via a system bus, as shown in fig. 5. It is noted that fig. 5 only shows the computer device 01 having the component memory 011 and the processor 012, but it is to be understood that not all of the shown components are required to be implemented, and that more or fewer components may be implemented instead.
In this embodiment, the memory 011 (i.e., a readable storage medium) includes a flash memory, a hard disk, a multimedia card, a card-type memory (e.g., SD or DX memory, etc.), a Random Access Memory (RAM), a Static Random Access Memory (SRAM), a read-only memory (ROM), an electrically erasable programmable read-only memory (EEPROM), a programmable read-only memory (PROM), a magnetic memory, a magnetic disk, an optical disk, and the like. In some embodiments, the storage 011 can be an internal storage unit of the computer device 01, such as a hard disk or a memory of the computer device 01. In other embodiments, the memory 011 can also be an external storage device of the computer device 01, such as a plug-in hard disk, a Smart Media Card (SMC), a Secure Digital (SD) Card, a Flash memory Card (Flash Card), etc. provided on the computer device 01. Of course, the memory 011 can also include both internal and external memory units of the computer device 01. In this embodiment, the memory 011 is generally used for storing an operating system installed in the computer device 01 and various application software, such as program codes of the fund comparison apparatus based on historical data according to the second embodiment. Further, the memory 011 can also be used to temporarily store various kinds of data that have been output or are to be output.
The processor 012 may be a Central Processing Unit (CPU), a controller, a microcontroller, a microprocessor, or other data Processing chip in some embodiments. The processor 012 is generally used to control the overall operation of the computer device 01. In the present embodiment, the processor 012 is configured to run a program code stored in the memory 011 or process data, for example, a fund comparison method based on historical data or the like.
Example four
The fourth embodiment further provides a computer-readable storage medium, such as a flash memory, a hard disk, a multimedia card, a card-type memory (e.g., SD or DX memory, etc.), a Random Access Memory (RAM), a Static Random Access Memory (SRAM), a read-only memory (ROM), an electrically erasable programmable read-only memory (EEPROM), a programmable read-only memory (PROM), a magnetic memory, a magnetic disk, an optical disk, a server, an App application store, etc., on which a computer program is stored, which when executed by a processor implements corresponding functions. The computer-readable storage medium of this embodiment is used to store a fund comparison apparatus based on historical data, and when executed by a processor, implements the fund comparison method based on historical data of the first embodiment.
It should be noted that, in this document, the terms "comprises," "comprising," or any other variation thereof, are intended to cover a non-exclusive inclusion, such that a process, method, article, or apparatus that comprises a list of elements does not include only those elements but may include other elements not expressly listed or inherent to such process, method, article, or apparatus. Without further limitation, an element defined by the phrase "comprising an … …" does not exclude the presence of other like elements in a process, method, article, or apparatus that comprises the element.
The above-mentioned serial numbers of the embodiments of the present invention are merely for description and do not represent the merits of the embodiments.
Through the above description of the embodiments, those skilled in the art will clearly understand that the method of the above embodiments can be implemented by software plus a necessary general hardware platform, and certainly can also be implemented by hardware, but in many cases, the former is a better implementation manner.
The above description is only a preferred embodiment of the present invention, and not intended to limit the scope of the present invention, and all modifications of equivalent structures and equivalent processes, which are made by using the contents of the present specification and the accompanying drawings, or directly or indirectly applied to other related technical fields, are included in the scope of the present invention.
Claims (10)
1. A fund comparison method based on historical data is characterized by comprising the following steps:
responding to a triggered comparison instruction, and acquiring fund historical data pointed by the comparison instruction;
generating a corresponding fund historical income curve according to the acquired fund historical data;
calculating and generating a fund non-withdrawal straight line of the fund historical yield curve, wherein the fund non-withdrawal straight line is a straight line which has the same yield as the fund historical yield curve and has no withdrawal trend;
and generating a profit index for measuring the profit of the fund according to the historical profit curve of the fund and the fund withdrawal-free straight line.
2. The fund comparison method based on historical data, wherein the step of obtaining the fund historical data pointed by the comparison instruction in response to the triggered comparison instruction comprises the following steps:
analyzing the comparison instruction to obtain the fund ID contained in the comparison instruction and the time interval required for data comparison;
and acquiring historical net value data of each fund ID in the time interval as fund historical data of the fund ID.
3. The fund comparison method based on historical data, according to claim 1, wherein the generating of the corresponding fund historical profit curve according to the obtained fund historical data comprises:
acquiring time data and net value data in fund historical data;
and establishing a two-dimensional coordinate system by taking the time data as an abscissa and the net value data as an ordinate, and generating a corresponding fund historical income curve.
4. The method of historical data based fund comparison according to claim 1, wherein the calculating and generating a fund nonrenewable straight line of the fund historical profit curve comprises:
calculating a regression line of the fund historical yield curve linear regression;
and taking the regression line as a fund non-withdrawal straight line of the fund historical yield curve.
5. The method for fund comparison based on historical data of claim 1 or 4, wherein the generating a profit index for measuring fund profit according to the fund historical profit curve and the fund non-withdrawal straight line comprises:
acquiring the slope of the non-withdrawal straight line of the fund;
calculating the fitting degree between the historical income curve and the fund withdrawal-free straight line;
calculating the fluctuation of the historical yield curve relative to the fund withdrawal-free straight line;
the profit index for measuring the profit of the fund is calculated by the following formula:
6. the method of historical data based fund comparison according to claim 2, wherein after generating the profit index for measuring the fund profit according to the fund historical profit curve and the fund non-withdrawal straight line, further comprising:
verifying the generated revenue index;
and outputting the checking result.
7. The method of historical data based fund comparison according to claim 6, wherein the verifying the generated revenue index comprises:
virtually investing equivalent capital data at each time point within the time interval for each of the fund IDs;
calculating and obtaining the total income of each fund ID after virtual investment of equivalent capital data according to the historical net worth of each time point in the time interval of each fund ID;
sequencing the obtained total income of each fund ID, and sequencing the income indexes of each fund ID;
and outputting the sequencing result.
8. A fund comparison apparatus based on historical data, comprising:
the acquisition module is used for responding to a triggered comparison instruction and acquiring fund historical data pointed by the comparison instruction;
the first generation module is used for generating a corresponding fund historical income curve according to the acquired fund historical data;
the calculation module is used for calculating and generating a fund non-withdrawal straight line of the fund historical income curve, wherein the fund non-withdrawal straight line is a straight line which has the same income as the fund historical income curve and has no withdrawal trend;
and the second generation module is used for generating a profit index for measuring the profit of the fund according to the historical profit curve of the fund and the non-withdrawal straight line of the fund.
9. A computer device comprising a memory, a processor and a computer program stored on the memory and executable on the processor, characterized in that the steps of the method of any of claims 1 to 7 are implemented by the processor when executing the computer program.
10. A computer-readable storage medium having stored thereon a computer program, characterized in that: the computer program when executed by a processor implements the steps of the method of any one of claims 1 to 7.
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