CN107909480A - A kind of method and device for generating regular investment implementation strategy - Google Patents

A kind of method and device for generating regular investment implementation strategy Download PDF

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Publication number
CN107909480A
CN107909480A CN201711436421.9A CN201711436421A CN107909480A CN 107909480 A CN107909480 A CN 107909480A CN 201711436421 A CN201711436421 A CN 201711436421A CN 107909480 A CN107909480 A CN 107909480A
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investment
target
data
implementation strategy
regular
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覃剑钊
肖舒月
刘幸
王永强
谢军
李立峰
蒋荣
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Gf Securities Co ltd
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Abstract

The invention discloses a kind of method and device for generating regular investment implementation strategy, by obtaining investment related data to distributed memory system from multiple data sources；Using Distributed Calculation engine, according to the capital fund amount of user preset and the investment target type of pre-selection, the value data determined throwing algorithm and generate each issue of investment pre-established is called；According to the value data of each issue of investment and the investment current price of target, calculate investment target number of executions and perform direction, to generate regular investment implementation strategy.The application can flexibly adjust current investment amount, while risk is effectively avoided, take full advantage of the fluctuation tendency in market.This method is realized additionally by based on distributed computing system, it can enable the system to support individual demand of a large amount of clients to different investment target types, different investment amounts so that system disclosure satisfy that the demand of a large amount of medium and small investors personalization regular investments.

Description

A kind of method and device for generating regular investment implementation strategy
Technical field
The present invention relates to finance data processing technology field, more particularly to a kind of side for generating regular investment implementation strategy Method and device.
Background technology
Be to the regular investment for investing target vast medium and small investors carry out wealth accumulation, Wealth management important way it One.Open-ended fund are periodically bought in batches, can make thinner during market off and buy in cost, if avoided in market Bought in respect to high point single, the disposable risk significantly lost after market off；It it also avoid at the same time after significantly losing, investor Due to psychological pressure, investment target is sold, and misses the chance of market rally.In addition, the income of most of medium and small investors Main source is regular wage income, and the mode thrown surely has also just agreed with the major way of the revenue source of medium and small investors.
Main throwing mode of determining mainly has currently on the market：(1) periodically by norm.That is point at a fixed time, such as the end of month, At the beginning of the month, buy in the investment target of Flat Amount；(2) regular balance due.That is point at a fixed time, according to market situation, solid Float in proportion on the basis of deposit volume.Such as：Throwing is determined according to the ratio of existing market index closing price and the equal line of index The amount of money of money, can float when market index closing price is less than Mean value of index certain proportion and buy in the amount of money, when market index is closed Valency can reduce when being higher than Mean value of index certain proportion and buy in the amount of money.The value Average Strategy that Michale Edleson are proposed (Value Averaging) the tactful basic thought is：Each amount of money for adjusting the storehouse cycle to buy in is not fixed, as long as each adjusting storehouse The quantity that cycle is bought in can guarantee that amount sustainable growth (consider inflationary factor) of the assets total market capitalisation in a setting, such as Fruit investment target sharp rises, however not excluded that to redeem investment target in some tune storehouse cycles.
In consideration of it, providing a kind of intelligent self-adaptive, periodically open-end investment tactics is that those skilled in the art urgently solve Technical problem certainly.
The content of the invention
The object of the present invention is to provide a kind of method and device for generating regular investment implementation strategy, with according to market fluctuation Adjust investment tactics intelligent self-adaptive, meet the needs of a large amount of medium and small investors personalization regular investments.
In order to solve the above technical problems, the present invention provides a kind of method for generating regular investment implementation strategy, including：
Investment related data is obtained to distributed memory system from multiple data sources；
Using Distributed Calculation engine, according to the capital fund amount of user preset and the type of the investment target of pre-selection, Call the value data determined throwing algorithm and generate each issue of investment pre-established；
According to the value data of described each issue investment and the current price of investment target, calculate investment target and perform number Amount and execution direction, to generate regular investment implementation strategy.
Alternatively, the investment related data includes：Can the throwing that is pre-selected of the historical quotes data of investment index number, user Provide target data, each issue of investment amount data, each issue of investment time point data.
Alternatively, it is described to include from multiple data sources acquisition investment related data to distributed memory system：
Obtain the categorical data of the investment target of user's pre-selection；
Gather the various closing prices submitted a tender surely and historical quotes data.
Alternatively, the various closing prices submitted a tender surely of the collection and historical quotes data include：
The data of Oracle, MySQL relevant database are gathered by Apache Sqoop；Or pass through Apache Flume Gather the data of Log Types；Or different data sources is acquired by way of calling corresponding API.
Alternatively, it is described to utilize Distributed Calculation engine, according to the capital fund amount of user preset and the investment of pre-selection The type of target, calls the value data for determining each issue of the investment of generation of throwing algorithm pre-established to include：
According to default long-term line computation length of window Wl, and invest target history in historical quotes data and close daily Valency, calculates W before current trading daylThe investment target closing price average P of a day of tradeavg；
Using Pl=Pclose/Pavg, calculate previous day of trade investment target closing price PcloseWith the investment target closing quotation Valency average PavgRatio Pl；
Judge interval parameter D according to set in advance firstpl=[Dpl1,Dpl2,Dpl3,…,DplN], determine that investment target is received Disk valency is with investing target equal line ratio P for a long time1Affiliated section d1；
Time window W is calculated according to default short-term fluctuation ratesv, Long-term Fluctuation rate calculate time window WlvAnd history The selected investment daily closing price of target history of user, calculates W before current trading day in market datasvA day of trade negative sense index is received The standard deviation S of beneficial ratesAnd W before current trading daylvThe standard deviation S of a day of trade investment target earning ratel；
Using Vsl=Ss/Sl, calculate the investment short-term negative sense stability bandwidth of target and investment target Long-term Fluctuation rate ratio Vsl；
Judge interval parameter Dv=D according to set in advance secondv=[Dv1,Dv2,Dv3,…,DvN], determine short-term negative sense Stability bandwidth and Long-term Fluctuation rate ratio VslAffiliated section dv；
Section d according to belonging to investment target closing price with investment target equal line ratio for a long time1And short-term negative sense stability bandwidth With the section dv belonging to Long-term Fluctuation rate ratio, the current investment amount Mc=M*R for investing target of user is determined, wherein, R=f (dl, dv) is the sliding scales of investment amount, and the function of value dl, dv, M is normal investment amount.
Alternatively, investment target number of executions and execution direction are calculated described, plan is performed to generate regular investment Further included after slightly：
Transaction execute instruction is sent to over-the-counter trading system, to generate regular investment order.
Alternatively, transaction execute instruction is sent to over-the-counter trading system described, to generate regular investment order afterwards also Including：
Transaction implementing result is pushed to pre-set user terminal to be shown.
Alternatively, transaction execute instruction is sent to over-the-counter trading system described, to generate regular investment order afterwards also Including：
The regular investment implementation strategy is sent to pre-set user terminal and is shown.
Alternatively, further include：User is invested into target conclusion of the business number each issue, is pushed in the presetting throwing day of trade using message System pushes to pre-set user terminal and is shown.
Present invention also offers a kind of device for generating regular investment implementation strategy, including：
Data acquisition module, for obtaining investment related data to distributed memory system from multiple data sources；
Value data generation module, for utilizing Distributed Calculation engine, according to the capital fund amount of user preset and The type of the investment target of pre-selection, calls the value data determined throwing algorithm and generate each issue of investment pre-established；
Implementation strategy generation module is invested, for the value data according to described each issue investment and invests the current of target Price, calculates investment target number of executions and performs direction, to generate regular investment implementation strategy.
The method and device of generation regular investment implementation strategy provided by the present invention, is thrown by being obtained from multiple data sources Related data is provided to distributed memory system；Using Distributed Calculation engine, according to the capital fund amount of user preset and in advance The type of the investment target of choosing, calls the value data determined throwing algorithm and generate each issue of investment pre-established；According to each issue of investment Value data and invest the current price of target, calculate investment target number of executions and perform direction, it is fixed to generate Phase invests implementation strategy.The application can flexibly adjust current investment amount, while risk is effectively avoided, make full use of The fluctuation tendency in market.Return to survey to test and show that the method for throwing can be obtained than commonly throwing significantly high investment surely surely for this kind of intelligence Return rate.This method is realized additionally by based on distributed computing system, can enable the system to support a large amount of clients to not With the individual demand of investment target type, different investment amounts so that system disclosure satisfy that a large amount of medium and small investors are personalized The demand of regular investment.
Brief description of the drawings
, below will be to embodiment or existing for the clearer explanation embodiment of the present invention or the technical solution of the prior art Attached drawing is briefly described needed in technology description, it should be apparent that, drawings in the following description are only this hair Some bright embodiments, for those of ordinary skill in the art, without creative efforts, can be with root Other attached drawings are obtained according to these attached drawings.
Fig. 1 is a kind of flow of embodiment of the method for generation regular investment implementation strategy provided by the present invention Figure；
Fig. 2 is to obtain investment related data to distributed storage system from multiple data sources in embodiment provided by the present invention The flow chart of system；
Fig. 3 is the structure diagram of the device of generation regular investment implementation strategy provided in an embodiment of the present invention；
Fig. 4 is a kind of embodiment framework of the device of generation regular investment implementation strategy provided by the present invention Figure.
Embodiment
In order to make those skilled in the art more fully understand the present invention program, with reference to the accompanying drawings and detailed description The present invention is described in further detail.Obviously, described embodiment is only part of the embodiment of the present invention, rather than Whole embodiments.Based on the embodiments of the present invention, those of ordinary skill in the art are not making creative work premise Lower all other embodiments obtained, belong to the scope of protection of the invention.
A kind of flow chart of embodiment of the method for generation regular investment implementation strategy provided by the present invention is such as Shown in Fig. 1, this method includes：
Step S101：Investment related data is obtained to distributed memory system from multiple data sources；
From the fixed required various data of strategy of throwing of multiple data sources collection intelligence to distributed memory system.Wherein, it is described Investment related data includes but is not limited to following data：Can the investment that is pre-selected of the historical quotes data of investment index number, user Target data, each issue of investment amount data, each issue of investment time point data.
Investment related data is obtained to distributed storage from multiple data sources with reference in Fig. 2 embodiments provided by the present invention The flow chart of system, the process specifically include：
Step S1011：Obtain the categorical data of the investment target of user's pre-selection；
User's target type that needs selection is thrown surely in foundation intelligent fixed throwing strategy (such as：Hu-Shen 300 index, upper card 50 indexes, 500 indexes of middle card, Growth Enterprise Index, middle card white wine index, middle card military project index, the medical index of middle card etc.), each issue Surely the average amount M that throws, each issue time interval (such as：Monthly, weekly, biweekly, daily etc.).The usual user of the data can lead to Cross the application front ends such as App, Web input, and store to application background data base, the database can use Oracle, The Database Systems such as MongoDB, MySQL, Postgresql are realized.
Step S1012：Gather the various closing prices submitted a tender surely and historical quotes data.
Specifically, the data of Oracle, MySQL relevant database are gathered by Apache Sqoop；Or pass through Apache Flume gather the data of Log Types；Or different data sources is acquired by way of calling corresponding API.
The various closing prices submitted a tender surely and historical quotes information are gathered from information database (such as：History closing price).
Distributed memory system can use more common HDFS.Data acquisition can be adopted according to the different storage modes of data source With different methods, such as：Real-time data can pass through the relational datas such as the acquisition methods such as KAFKA, Oracle, MySQL The data in storehouse can be gathered by Apache Sqoop, and the data of Log Types can be acquired by Apache Flume. Different data sources can also be acquired by way of calling corresponding API.Data acquisition can pass through to after HDFS The big data such as Apache Hive warehouse is managed.
Step S102：Using Distributed Calculation engine, according to the capital fund amount of user preset and the investment mark of pre-selection Type, call pre-establish determine throwing algorithm generate each issue investment value data；
As a kind of embodiment, the application by consider to invest at the same time target (be usually stock index) with it is long-term The ratio of equal line, the ratio of negative sense short-term fluctuation rate and Long-term Fluctuation rate are bought in or redemption money to be dynamically determined.Utilize investment The current closing price of target with investment target for a long time equal line ratio come judge currently invest target with for a long time compared with underestimate or height Estimate, while the fluctuation tendency of the target of investment in the recent period is weighed using the ratio of negative sense short-term fluctuation rate and Long-term Fluctuation rate, so that Current investment amount is flexibly adjusted, while risk is effectively avoided, takes full advantage of the fluctuation tendency in market.
Step S103：According to the value data of described each issue investment and the current price of investment target, investment is calculated Target number of executions and execution direction, to generate regular investment implementation strategy.
The method of generation regular investment implementation strategy provided by the present invention is related by obtaining investment from multiple data sources Data are to distributed memory system；Using Distributed Calculation engine, according to the capital fund amount of user preset and the throwing of pre-selection The type of target is provided, calls the value data determined throwing algorithm and generate each issue of investment pre-established；According to the amount of money of each issue of investment Data and the current price for investing target, calculate investment target number of executions and perform direction, to generate regular investment Implementation strategy.The application can flexibly adjust current investment amount, while risk is effectively avoided, take full advantage of market Fluctuation tendency.Return to survey to test and show that the method for throwing can be obtained than commonly throwing significantly high investment repayment surely surely for this kind of intelligence Rate.This method is realized additionally by based on distributed computing system, can enable the system to support a large amount of clients to different throwings Provide target type, the individual demand of different investment amounts so that system disclosure satisfy that a large amount of medium and small investors are personalized periodically Investor's demand.
Below to determining each issue of amount of money number invested in the method for generation regular investment implementation strategy provided by the present invention According to process be further elaborated on.The process needs in advance to be configured relevant parameter, and parameter specifically includes：
Long-term line computation time window Wl；
Target closing price is invested with investing target equal line ratio P for a long timelJudge section Dpl=[Dpl1,Dpl2,Dpl3,…, DplN], wherein Dpl1,Dpl2,Dpl3,…,DplNTo judge the segmentation numerical value in section；
Short-term negative sense stability bandwidth calculates time window Wsv, Long-term Fluctuation rate calculating time window Wlv；
Short-term fluctuation rate and Long-term Fluctuation rate ratio VslJudge section Dv=[Dv1,Dv2,Dv3,…,DvN]。
Using Distributed Calculation engine, according to the capital fund amount of user preset and the type of the investment target of pre-selection, The process for determining the value data that throwing algorithm generates each issue of investment pre-established is called to specifically include：
(1) according to default long-term line computation length of window Wl, and investment target history is daily in historical quotes data Closing price, calculates W before current trading daylThe investment target closing price average P of a day of tradeavg；
(2) P is usedl=Pclose/Pavg, calculate previous day of trade investment target closing price PcloseWith the investment target Closing price average PavgRatio Pl；
(3) interval parameter D is judged according to set in advance firstpl=[Dpl1,Dpl2,Dpl3,…,DplN], determine investment mark Closing price and investment target equal line ratio P for a long time1Affiliated section d1；If for example, Pl<Dpl1, then dl=0；If Dpl1< =Pl<=Dpl2, then dl=1.
(4) time window W is calculated according to default short-term fluctuation ratesv, Long-term Fluctuation rate calculate time window WlvAnd go through The selected investment daily closing price of target history of user, calculates W before current trading day in history market datasvA day of trade negative sense index The standard deviation S of earning ratesAnd W before current trading daylvThe standard deviation S of a day of trade investment target earning ratel；
(5) V is usedsl=Ss/Sl, calculate the investment short-term negative sense stability bandwidth of target and investment target Long-term Fluctuation rate ratio Vsl；
(6) judge interval parameter Dv=[Dv1, D v2, D v3 ..., DvN] according to set in advance second, determine short-term Negative sense stability bandwidth and Long-term Fluctuation rate ratio VslAffiliated section dv；If for example, Vsl<Dv1, then dv=0；If Dv1<=Vsl< =Dv2, then dv=1.
(7) the section d according to belonging to investment target closing price with investment target equal line ratio for a long time1And short-term negative sense fluctuation Rate and the section dv belonging to Long-term Fluctuation rate ratio, determine the investment amount Mc=M*R of the current investment target of user, wherein, R= F (dl, dv) is the sliding scales of investment amount, and the function of value dl, dv, M is the investment gold of normal (not fluctuating) Volume.
Work as dlOriginal A that holds position can be also sold during large percentages=H*RsWherein AsTo sell the amount of money, H is the current R that holds positions=f (dl) it is to sell ratio, RsValue be generally dlFunction.
Table 1 lists the sample that a kind of investment amount sliding scales carries out adjustment according to different dl, dv.
Table 1
Computing module above can use Apache Hadoop MapReduce or Apache Spark equal distributions Formula Computational frame is realized.Fixed throw of intelligence that the data such as the personalized investment amount for different clients can push applies rear number of units According to storehouse.
On the basis of above-described embodiment, the method for generation regular investment implementation strategy provided by the present invention is in the meter Calculate investment target number of executions and perform direction, further included afterwards with generating regular investment implementation strategy：To over-the-counter trading System sends transaction execute instruction, to generate regular investment order.Can also further it be wrapped after regular investment order is generated Include：Transaction implementing result is pushed to pre-set user terminal to be shown.
On the basis of above-described embodiment, the method for generation regular investment implementation strategy provided by the present invention is in the meter Calculate investment target number of executions and perform direction, further included afterwards with generating regular investment implementation strategy：Will be described regular Investment implementation strategy, which is sent to pre-set user terminal, to be shown.
After the present embodiment calculates personalized investment target and the investment amount of each user, over-the-counter trading can be called The transaction API of system carries out automation and places an order and obtain transaction results.Automation cannot be carried out and place an order by such as closing rule requirement, then can be with Suggestion for operation is sent to client by message push system, transaction is manually performed by client.
In addition, the embodiment of the present invention further includes：User is invested into target conclusion of the business number each issue, in presetting throwing day of trade profit Pre-set user terminal is pushed to message push system to be shown.
User is invested into target conclusion of the business number each issue, the day of trade is thrown surely each, using message push system, by micro- Letter, short message, using channels such as App be pushed to client.Such as：App push can be by protocol realizations such as MQTT, XMPP, can also The third-party platforms such as Huawei's push, Ali's cloud movement push, Tencent's homing pigeon push are called to realize.
The device of generation regular investment implementation strategy provided in an embodiment of the present invention is introduced below, it is described below Ginseng can be corresponded with the method for above-described generation regular investment implementation strategy by generating the device of regular investment implementation strategy According to.
Fig. 3 is the structure diagram of the device of generation regular investment implementation strategy provided in an embodiment of the present invention, is given birth to reference to Fig. 3 Device into regular investment implementation strategy can include：
Data acquisition module 100, for obtaining investment related data to distributed memory system from multiple data sources；
Value data generation module 200, for utilize Distributed Calculation engine, according to the capital fund amount of user preset with And the type of the investment target of pre-selection, call the value data determined throwing algorithm and generate each issue of investment pre-established；
Implementation strategy generation module 300 is invested, for the value data according to described each issue investment and invests target Current price, calculates investment target number of executions and performs direction, to generate regular investment implementation strategy.
The device of the generation regular investment implementation strategy of the present embodiment is used for realization foregoing generation regular investment and performs plan Method slightly, therefore the visible generation hereinbefore of embodiment generated in the device of regular investment implementation strategy is periodically thrown The embodiment part of the method for implementation strategy is provided, for example, data acquisition module 100, value data generation module 200, investment is held Row policy generation module 300, is respectively used to realize step S101, S102 in the method for above-mentioned generation regular investment implementation strategy, S103 and S104, so, its embodiment is referred to the description of corresponding various pieces embodiment, no longer superfluous herein State.
Fig. 4 is a kind of embodiment framework of the device of generation regular investment implementation strategy provided by the present invention Figure, wherein, user is inputted by the application front ends such as APP, Web 1 to be needed to select the target type thrown surely, and is stored to after application Platform database 2, the database 2 can be realized using Database Systems such as Oracle, MongoDB, MySQL, Postgresql.From The various closing prices submitted a tender surely and historical quotes information are gathered in information database 3.Distributed memory system can use more normal HDFS 4.Using Distributed Calculation engine 5 (such as：Apache Spark) according to collect user data, market data, Current investment amount is determined using intelligent algorithm., can for data such as the personalized investment amounts of different clients after the completion of calculating Background data base 2 is applied with fixed throw of the intelligence of push.The personalized investment target and investment amount of each user calculated, is adjusted Automation is carried out with the transaction API of over-the-counter trading system 7 to place an order and obtain transaction results.Such as closing rule requirement cannot be automated Place an order, suggestion for operation can be sent to client by message push system 6.Transaction is manually performed by client.User is thrown for each issue Target conclusion of the business number is provided, the day of trade is thrown surely each, using message push system 6, by wechat, short message, using channels such as App It is pushed to client.
The device of generation regular investment implementation strategy provided by the present invention is related by obtaining investment from multiple data sources Data are to distributed memory system；Using Distributed Calculation engine, according to the capital fund amount of user preset and the throwing of pre-selection The type of target is provided, calls the value data determined throwing algorithm and generate each issue of investment pre-established；According to the amount of money of each issue of investment Data and the current price for investing target, calculate investment target number of executions and perform direction, to generate regular investment Implementation strategy.The application can flexibly adjust current investment amount, while risk is effectively avoided, take full advantage of market Fluctuation tendency.Return to survey to test and show that the method for throwing can be obtained than commonly throwing significantly high investment repayment surely surely for this kind of intelligence Rate.This method is realized additionally by based on distributed computing system, can enable the system to support a large amount of clients to different throwings Provide target type, the individual demand of different investment amounts so that system disclosure satisfy that a large amount of medium and small investors are personalized periodically Investor's demand.
Each embodiment is described by the way of progressive in this specification, what each embodiment stressed be with it is other The difference of embodiment, between each embodiment same or similar part mutually referring to.For dress disclosed in embodiment For putting, since it is corresponded to the methods disclosed in the examples, so description is fairly simple, related part is referring to method part Explanation.
Professional further appreciates that, with reference to each exemplary unit of the embodiments described herein description And algorithm steps, can be realized with electronic hardware, computer software or the combination of the two, in order to clearly demonstrate hardware and The interchangeability of software, generally describes each exemplary composition and step according to function in the above description.These Function is performed with hardware or software mode actually, application-specific and design constraint depending on technical solution.Specialty Technical staff can realize described function to each specific application using distinct methods, but this realization should not Think beyond the scope of this invention.
Can directly it be held with reference to the step of method or algorithm that the embodiments described herein describes with hardware, processor Capable software module, or the two combination are implemented.Software module can be placed in random access memory (RAM), memory, read-only deposit Reservoir (ROM), electrically programmable ROM, electrically erasable ROM, register, hard disk, moveable magnetic disc, CD-ROM or technology In any other form of storage medium well known in field.
The method and device of generation regular investment implementation strategy provided by the present invention are described in detail above. Specific case used herein is set forth the principle of the present invention and embodiment, and the explanation of above example is simply used Understand the method and its core concept of the present invention in help.It should be pointed out that for those skilled in the art, Without departing from the principle of the present invention, some improvement and modification can also be carried out to the present invention, these are improved and modification Fall into the protection domain of the claims in the present invention.

Claims (10)

  1. A kind of 1. method for generating regular investment implementation strategy, it is characterised in that including：
    Investment related data is obtained to distributed memory system from multiple data sources；
    Using Distributed Calculation engine, according to the capital fund amount of user preset and the type of the investment target of pre-selection, call The value data determined throwing algorithm and generate each issue of investment pre-established；
    According to described each issue investment value data and invest target current price, calculate investment target number of executions with And direction is performed, to generate regular investment implementation strategy.
  2. 2. the method for generation regular investment implementation strategy as claimed in claim 1, it is characterised in that the investment related data Including：Can the investment target data, each issue of investment amount data, every that are pre-selected of the historical quotes data of investment index number, user Phase investment time point data.
  3. 3. the method for generation regular investment implementation strategy as claimed in claim 2, it is characterised in that described from multiple data sources Obtain investment related data includes to distributed memory system：
    Obtain the categorical data of the investment target of user's pre-selection；
    Gather the various closing prices submitted a tender surely and historical quotes data.
  4. 4. the method for generation regular investment implementation strategy as claimed in claim 3, it is characterised in that the various fixed throwings of collection The closing price and historical quotes data of target include：
    The data of Oracle, MySQL relevant database are gathered by Apache Sqoop；Or gathered by Apache Flume The data of Log Types；Or different data sources is acquired by way of calling corresponding API.
  5. 5. such as the method for Claims 1-4 any one of them generation regular investment implementation strategy, it is characterised in that the profit With Distributed Calculation engine, according to the capital fund amount of user preset and the type of the investment target of pre-selection, calling is built in advance The vertical value data for determining each issue of the investment of generation of throwing algorithm includes：
    According to default long-term line computation length of window Wl, and the daily closing price of target history is invested in historical quotes data, meter W before calculation current trading daylThe investment target closing price average P of a day of tradeavg；
    Using Pl=Pclose/Pavg, calculate previous day of trade investment target closing price PcloseIt is equal with the investment target closing price Value PavgRatio Pl；
    Judge interval parameter D according to set in advance firstpl=[Dpl1,Dpl2,Dpl3,…,DplN], determine investment target closing price With investing target equal line ratio P for a long time1Affiliated section d1；
    Time window W is calculated according to default short-term fluctuation ratesv, Long-term Fluctuation rate calculate time window WlvAnd historical quotes number According to the daily closing price of target history is invested selected by middle user, W before current trading day is calculatedsvThe standard of a day of trade negative sense earning rate Poor SsAnd W before current trading daylvThe standard deviation S of a day of trade investment target earning ratel；
    Using Vsl=Ss/Sl, calculate the investment short-term negative sense stability bandwidth of target and investment target Long-term Fluctuation rate ratio Vsl；
    Judge interval parameter D according to set in advance secondv=[Dv1,Dv2,Dv3,…,DvN], determine short-term negative sense stability bandwidth with Long-term Fluctuation rate ratio VslAffiliated section dv；
    Section d according to belonging to investment target closing price with investment target equal line ratio for a long time1And short-term negative sense stability bandwidth with it is long-term Section dv belonging to stability bandwidth ratio, determines the investment amount Mc=M*R of the current investment target of user, wherein, R=f (d1,dv) For the sliding scales of investment amount, value d1, the function of dv, M is normal investment amount.
  6. 6. the method for generation regular investment implementation strategy as claimed in claim 5, it is characterised in that calculate investment described Target number of executions and execution direction, are further included afterwards with generating regular investment implementation strategy：
    Transaction execute instruction is sent to over-the-counter trading system, to generate regular investment order.
  7. 7. the method for generation regular investment implementation strategy as claimed in claim 6, it is characterised in that described to over-the-counter trading System sends transaction execute instruction, is further included afterwards with generating regular investment order：
    Transaction implementing result is pushed to pre-set user terminal to be shown.
  8. 8. the method for generation regular investment implementation strategy as claimed in claim 6, it is characterised in that described to over-the-counter trading System sends transaction execute instruction, is further included afterwards with generating regular investment order：
    The regular investment implementation strategy is sent to pre-set user terminal and is shown.
  9. 9. the method for generation regular investment implementation strategy as claimed in claim 8, it is characterised in that further include：User is every Phase invests target conclusion of the business number, and the day of trade pushing to pre-set user terminal using message push system in presetting throwing is shown Show.
  10. A kind of 10. device for generating regular investment implementation strategy, it is characterised in that including：
    Data acquisition module, for obtaining investment related data to distributed memory system from multiple data sources；
    Value data generation module, for utilizing Distributed Calculation engine, according to the capital fund amount of user preset and pre-selection Investment target type, call pre-establish determine throwing algorithm generate each issue investment value data；
    Implementation strategy generation module is invested, works as forward price for the value data according to described each issue investment and investment target Lattice, calculate investment target number of executions and perform direction, to generate regular investment implementation strategy.
CN201711436421.9A 2017-12-26 2017-12-26 A kind of method and device for generating regular investment implementation strategy Pending CN107909480A (en)

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Cited By (4)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
CN109102080A (en) * 2018-08-21 2018-12-28 广发证券股份有限公司 A kind of numeric type finance data Quality Monitoring Control System and method
CN109344394A (en) * 2018-08-30 2019-02-15 广发证券股份有限公司 A kind of text class data quality monitoring method and system
CN109615530A (en) * 2018-12-11 2019-04-12 平安科技（深圳）有限公司 Surely calculation method, device, computer equipment and storage medium are thrown
CN117372160A (en) * 2023-12-06 2024-01-09 国元证券股份有限公司 Method and system for generating daily real-time target bin of trade object as national debt future

Cited By (5)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
CN109102080A (en) * 2018-08-21 2018-12-28 广发证券股份有限公司 A kind of numeric type finance data Quality Monitoring Control System and method
CN109102080B (en) * 2018-08-21 2021-12-10 广发证券股份有限公司 Numerical financial data quality monitoring system and method
CN109344394A (en) * 2018-08-30 2019-02-15 广发证券股份有限公司 A kind of text class data quality monitoring method and system
CN109615530A (en) * 2018-12-11 2019-04-12 平安科技（深圳）有限公司 Surely calculation method, device, computer equipment and storage medium are thrown
CN117372160A (en) * 2023-12-06 2024-01-09 国元证券股份有限公司 Method and system for generating daily real-time target bin of trade object as national debt future

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