CN108230147A - A kind of exchange settlement method, system and device for quantifying investment tactics - Google Patents

Abstract

The present invention is applicable to the technical field of data processing, and provides a transaction clearing method, system and device for quantitative investment strategies, including: obtaining pre-market table information from a background server; obtaining transaction parameter information from the background server or counter server, or Obtain transaction parameter information input by the user; perform account initialization, wherein the account initialization includes obtaining account information from the counter server; obtaining and saving the order from the counter server and/or according to the acquired order instruction input by the user information, order information comes from the account information, the order instruction input by the user, commission return, transaction return or order status query results; according to the pre-market table information, the transaction parameter information, the account number information and the order information for liquidation processing. The invention can carry out transaction clearing locally with comprehensive fields and substantially no delay.

Description

A transaction clearing method, system and device for a quantitative investment strategy

technical field

The invention belongs to the field of data processing, and in particular relates to a transaction settlement method, system and device for quantitative investment strategies.

Background technique

Recently, there are more and more transactions and types in the financial market. Therefore, transaction clearing has become the most important link in the transaction chain. At present, there are two ways to obtain the transaction clearing result locally: clearing locally and obtaining the clearing result at the counter.

However, the data fields obtained by local liquidation are not comprehensive enough, and there is a delay in obtaining the counter liquidation results locally and the query frequency may be limited, so it is difficult to quickly obtain real liquidation results locally.

Contents of the invention

In view of this, the embodiment of the present invention provides a transaction clearing method, system and device for quantitative investment strategies to solve the problem that in the prior art, the data fields obtained by local clearing are not comprehensive enough, and there is a delay in obtaining the counter clearing results locally And the query frequency may be limited, so it is difficult to quickly obtain real liquidation results locally.

The first aspect of the embodiments of the present invention provides a transaction settlement method for quantitative investment strategies, including:

Obtain pre-market table information from the background server;

Obtain transaction parameter information from the background server or counter server, or obtain transaction parameter information input by the user;

performing account initialization, wherein the account initialization includes acquiring account information from the counter server;

Obtain and save order information from the counter server and/or according to the obtained order instruction input by the user, the order information is derived from the account information, the order instruction input by the user, commission return, and transaction return or order status query results; wherein, the order information is specifically derived from the unsettled order information obtained in the account information obtained during account initialization, the order instruction input by the user, and the order return pushed by the counter server , the transaction report or order status inquiry result pushed by the counter server;

Perform liquidation processing according to the pre-market table information, the transaction parameter information, the account information and the order information.

The second aspect of the embodiment of the present invention provides a quantitative investment strategy transaction clearing system, including:

A pre-market table information acquisition module is used to obtain the pre-market table information from the background server;

A transaction parameter information obtaining module, configured to obtain transaction parameter information from the background server or the counter server, or obtain transaction parameter information input by the user;

An account information acquisition module, configured to perform account initialization, wherein the account initialization includes acquiring account information from the counter server;

The order information management module is used to obtain and save order information from the counter server and/or according to the obtained order instruction input by the user, the order information comes from the account information, and the order information entered by the user order order, entrustment return, transaction return or entrustment order status query result; wherein, the entrustment order information is specifically derived from the unsettled order information obtained in the account initialization acquisition account information, the order order input by the user, The entrustment return pushed by the counter server, the transaction return or order status inquiry result pushed by the counter server;

A liquidation processing module, configured to perform liquidation processing according to the pre-market table information, the transaction parameter information, the account information and the order information.

The third aspect of the embodiments of the present invention provides a transaction clearing device for quantitative investment strategies, including a memory, a processor, and a computer program stored in the memory and operable on the processor. The processor executes The computer program implements the steps of the above method.

A fourth aspect of the embodiments of the present invention provides a computer-readable storage medium, where the computer-readable storage medium stores a computer program, and when the computer program is executed by a processor, the steps of the above method are implemented.

In this embodiment of the present invention, the pre-market table information is obtained from the background server; the transaction parameter information is obtained from the background server or the counter server, or the transaction parameter information input by the user is obtained; and account initialization is performed, wherein the account initialization includes The server obtains account information; obtains and saves order information from the counter server and/or according to the obtained order instruction input by the user, the order information is derived from the account information, and the order instruction input by the user, entrustment return, transaction return or entrustment order status query result; wherein, the entrustment order information is specifically derived from the unsettled order information obtained in the account initialization to obtain account information, the order instruction input by the user, and the counter The entrustment return pushed by the server, the transaction return or order status inquiry result pushed by the counter server; liquidation processing is performed according to the pre-market table information, the transaction parameter information, the account information and the order information. The invention can carry out transaction clearing locally with comprehensive fields and almost no delay.

Description of drawings

In order to more clearly illustrate the technical solutions in the embodiments of the present invention, the following will briefly introduce the accompanying drawings that need to be used in the descriptions of the embodiments or the prior art. Obviously, the accompanying drawings in the following description are only of the present invention. For some embodiments, those of ordinary skill in the art can also obtain other drawings based on these drawings without paying creative efforts.

Fig. 1 is a schematic flowchart of the transaction settlement method of the quantitative investment strategy provided by Embodiment 1 of the present invention;

Fig. 2 is a schematic flowchart of the transaction settlement method of the quantitative investment strategy provided by the second embodiment of the present invention;

Fig. 3 is a schematic flowchart of the transaction settlement method of the quantitative investment strategy provided by the third embodiment of the present invention;

Fig. 4 is a schematic structural diagram of a transaction clearing system for a quantitative investment strategy provided in Embodiment 4 of the present invention;

Fig. 5 is a schematic structural diagram of the transaction clearing system of the quantitative investment strategy provided by Embodiment 5 of the present invention;

FIG. 6 is a schematic structural diagram of a transaction clearing system for a quantitative investment strategy provided in Embodiment 6 of the present invention;

Fig. 7 is a schematic diagram of a transaction settlement device for a quantitative investment strategy provided by Embodiment 7 of the present invention.

Detailed ways

In order to enable those skilled in the art to better understand the solutions of the present invention, the technical solutions in the embodiments of the present invention will be clearly described below in conjunction with the accompanying drawings in the embodiments of the present invention. Obviously, the described embodiments are the embodiment of the present invention. Some examples, but not all examples. Based on the embodiments of the present invention, all other embodiments obtained by persons of ordinary skill in the art without making creative efforts shall fall within the protection scope of the present invention.

The terms "comprising" and any variations thereof in the description and claims of the present invention and the above drawings are intended to cover non-exclusive inclusion. For example, a process, method or system, product or device comprising a series of steps or units is not limited to the listed steps or units, but optionally also includes steps or units not listed, or optionally further includes Other steps or units inherent in these processes, methods, products or apparatus. In addition, the terms "first", "second", and "third", etc. are used to distinguish different objects, not to describe a specific order.

In order to illustrate the technical solutions of the present invention, specific examples are used below to illustrate.

Embodiment one:

As shown in FIG. 1 , this embodiment provides a transaction settlement method for quantitative investment strategies, which can be run by smart terminals such as mobile phones, tablet computers, and PC clients.

The transaction clearing method of the quantitative investment strategy provided in this embodiment includes:

S101. Obtain pre-market table information from a background server.

In this embodiment, the method can be used to clear stock transactions, futures transactions or options transactions.

In this embodiment, the local storage space refers to the storage space in the built-in or external storage device of the terminal device currently running the liquidation processing program.

In this embodiment, the background server refers to a server run by a software service provider or a developer who performs background maintenance on the liquidation processing program. The counter server refers to the trading server of the brokerage.

In a specific application, the pre-market table information can specifically include: transaction code, exchange, product type, limit price, yesterday's settlement price, remaining days, contract multiplier, transaction date, exercise price, and previous closing price of the underlying securities , the minimum guarantee coefficient of the product ID, the initial margin of the exchange and other information related to the quantitative investment strategy transaction, and other transaction information can also be included. In this embodiment, the content of the pre-market table information is not specifically limited.

Among them, the futures mainly refer not to goods, but to standardized tradable contracts based on certain mass products such as cotton, soybeans, oil, etc. and financial assets such as stocks and bonds.

The option, also known as option, is a derivative financial instrument. It means that after the buyer pays the option premium (referring to the premium) to the seller, it will be paid to the seller at a predetermined price (referring to the strike price) within a certain period of time in the future (referring to the American option) or on a certain date in the future (referring to the European option). The right to buy or sell a certain amount of specific commodities, but there is no obligation to buy or sell (that is, the option buyer has the right to choose whether to exercise buying or selling, and the option seller must unconditionally obey the buyer's choice and Fulfillment of promises at the time of transaction).

The settlement price yesterday refers to the price settled at the close of trading yesterday.

The contract multiplier refers to that in stock index futures trading, the value of the contract is represented by the product of a certain monetary amount and the underlying index. This certain currency amount is fixed by the contract and is called the contract multiplier.

The exercise price mentioned above refers to the price agreed upon by the issuer when issuing the warrant, and the price at which the warrant holder purchases or sells the underlying securities from the issuer.

The target securities are securities that investors can buy with borrowed funds and securities that securities companies can lend to investors. The closing price refers to the last transaction price of a certain security in each trading day on the stock exchange.

In one embodiment, step S101 specifically includes:

If the liquidation processing program is started, the pre-market table information is obtained from the background server and saved to the local storage space;

After starting the liquidation processing program, if the current time reaches the predetermined time, the pre-market table information is obtained from the background server again and saved to the local storage space.

Specifically, the predetermined time may be a preset time or a preset time interval.

In a specific application, after obtaining the pre-disk table information and saving it in the local storage space, account initialization is started.

In a specific application, after obtaining the pre-disk table information and saving it in the local storage space, a time stamp is added.

When restarting the program, you can read the local storage space to obtain the time stamp information of the pre-disk table, and judge whether to obtain the pre-disk table information from the background server.

In a specific application, the transaction information is automatically saved to a local storage space for subsequent local settlement processing. For example, transaction symbol, transaction symbol and exchange combination information or other relevant information.

In this example:

S102. Obtain transaction parameter information from the background server or counter server, or obtain transaction parameter information input by a user.

In one embodiment, step S102 specifically includes:

Save, set, and obtain transaction parameter information according to the account;

Detect whether the automatic acquisition function is enabled;

If the automatic acquisition function is enabled and the account is in a login state, acquire transaction parameter information from the counter server;

If the automatic acquisition function is turned off, when a transaction parameter acquisition instruction input by the user is received, the transaction parameter information is acquired from the counter server according to the transaction parameter acquisition instruction.

Specifically, save the acquired transaction parameter information input by the user or the transaction parameter information of the counter server in the local storage space; determine whether the local storage space stores the transaction parameter information corresponding to the account, if the local If the storage space does not save the transaction parameter information corresponding to the account, the transaction parameter information is obtained from the background server.

Specifically, an account executes automatic acquisition of transaction parameters once a day.

Specifically, acquisition of transaction parameters is performed in the background, and users can conduct transactions at the same time.

Specifically, the account information includes: fund information, account position information, open order information, and the like.

Specifically, the transaction parameter information includes: spot transaction parameters, futures transaction parameters and option transaction parameters.

Specifically, the spot transaction parameters include: transaction types, unilateral transaction commissions, transfer fee ratios, and stamp duty rates.

Wherein, the unilateral transaction refers to a transaction of buying or selling in one direction.

The stamp duty is a tax levied on the act of establishing and receiving legally effective certificates in economic activities and economic exchanges.

The transfer fee refers to the fee paid by the buyer and the seller for the change of equity registration after the entrusted trading of stocks and funds is completed.

Specifically, the futures trading parameters include: transaction code, short margin ratio, long margin ratio, opening commission (yuan/lot), liquidation commission (yuan/lot), closing today commission (yuan/lot) And open position handling fee (yuan/10,000 yuan), closing position handling fee (yuan/10,000 yuan), closing today handling fee (yuan/10,000 yuan).

Wherein, the long position refers to a position held by an investor after buying a futures contract in futures trading, which is called a long position, referred to as a long position.

The short position refers to the position held after selling the futures contract, which is called a short position, referred to as a short position. Investors who hold long positions think that the price of the futures contract will rise, so they buy it; on the contrary, investors who hold short positions think that the price of the futures contract will fall in the future, so they sell it.

The margin ratio is the ratio of the margin to be paid by the client to the total market value of the securities traded.

In futures trading, "flat today" means to close out today's position, and "close out" means to close out historical positions.

The opening of a position is also called opening a position, which means that a futures trader newly buys or sells a certain number of futures contracts.

The liquidation refers to the behavior of a futures trader to buy or sell a futures contract with the same type, quantity and delivery month as the futures contract he holds, but with the opposite trading direction, and close the futures transaction. If you sell, you buy what was originally sold.”

Specifically, the option transaction parameters include: transaction fee for buying and opening positions (yuan), selling and opening fees (yuan), buying and closing fees (yuan), and selling and closing fees (yuan), Margin increase ratio, margin adjustment factor, etc.

Wherein, the selling to open a position refers to a trading method adopted by an investor to be bearish on a future price trend, and sell a put contract. Sell to open a position, and the account funds are frozen. After the price falls, choose to buy to close the position and earn the difference.

The buying and liquidation means that the investor will no longer be bearish on the future market of the sold contract and make up for the previous sold contract, which will be offset with the original sold contract and withdraw from the market, and the funds in the account will be unfrozen.

In this example:

S103. Execute account initialization, wherein the account initialization includes acquiring account information from the counter server.

Specifically, the account is the user's account on the counter server.

Specifically, the account information includes: fund information, account position information, outstanding order information, and the like.

Wherein, the account initialization also includes:

Obtain open order information again;

Compare the open order information obtained for the second time with the open order information obtained for the first time;

If the open order information acquired for the second time is consistent with the open order information acquired for the first time, it means that there is no transaction return during the acquisition period;

If the open order information obtained for the second time is inconsistent with the open order information obtained for the first time, perform the above steps again until the open order information obtained for the second time is consistent with the open order information obtained for the first time The single information is consistent;

Use the last acquired open order information, account position information, and fund information as the data basis for clearing, and process the transaction return after the second acquired open order information is consistent with the first acquired open order information .

Further, if part of the account information obtained from the counter server is inaccurate or incomplete, according to the obtained transaction parameters, outstanding order information, account position information and pre-market table information, re-check the inaccurate or incomplete Insufficient information for calculations.

Further, when the account is initialized successfully, the fund information, account position information, and outstanding order information are saved according to the account.

For example, if part of the account information obtained from the counter server is not accurate or complete, it may be that the obtained average position price of the counter server or the frozen funds or the margin information is not accurate enough or Not complete.

Furthermore, if the counter server only returns the OrderID but not the ClientOrderID when obtaining the outstanding order, a number is automatically generated as the ClientOrderID of the order. In this embodiment, a GUID is used to combine ClientOrderID and OrderID to mark the order. At the same time, the corresponding relationship between OrderID and ClientOrderID or other fields or field combinations of the order is saved.

Specifically, OrderID refers to the exchange order contract number, and ClientOrderID refers to the order number of the order marked by the client.

Through the account initialization operation, the data of the terminal used by the user can be aligned with the data of the counter server.

Specifically, the user can set a timing to perform account initialization. For example, account initialization is performed before the white market opens.

S104. Obtain and save order information from the counter server and/or according to the obtained order instruction input by the user, the order information is derived from the account information, the order instruction input by the user, and order return, Transaction returns or entrustment order status query results; wherein, the entrustment order information is specifically derived from the unsettled order information obtained in the account initialization and acquisition of account information, the order order input by the user, and the order information pushed by the counter server. Entrustment return, the transaction return or order status inquiry result pushed by the counter server.

In one embodiment, step S104 specifically includes:

If the order order input by the user is received, and the corresponding order information generated according to the order order input by the user satisfies the risk control conditions preset by the user, then the order will be placed, and the The order information is converted into the order information and saved to the local storage space;

Obtain the entrustment return and transaction return pushed by the counter server, convert the entrustment return or transaction return into the order information, and save it in the local storage space;

If the order information meets the transaction conditions, and the transaction return pushed by the counter server is not obtained, the order status query is initiated, the received order status query result is converted into the order information, and saved in the The local storage space.

Wherein, the entrustment return refers to the return pushed by the counter server after the entrustment order is placed successfully.

The transaction return refers to the return sent by the counter server when a transaction is completed after the order is placed.

Specifically, the query result of the order status means that when the order information meets the transaction conditions and the transaction return pushed by the counter server is not obtained, after the order status query is initiated to the counter server, the received The query result fed back by the counter server.

Specifically, the order information includes: fund account number, securities code, exchange, ClientOrderID (customer order number), OrderID (order contract number), opening and closing direction, long and short direction, commission price market price/limit price type, commission Quantity, price, order status, latest transaction price, latest transaction volume, cumulative transaction quantity, average transaction price, etc., which are related to the transaction of quantitative investment strategies, and may also include other transaction information. Wherein, the entrustment price market price/limit price type refers to whether the entrustment order is a market order type or a limit price order type.

The opening and closing direction refers to the closing direction or the opening direction.

Specifically, ClientOrderID or OrderID is used to uniquely mark an order.

In this example:

S105. Perform liquidation processing according to the pre-market table information, the transaction parameter information, the account information, and the order information.

In a specific application, the order information includes: transaction code, entrusted volume, cumulative transaction volume, current transaction volume, remaining volume, and average transaction price, etc., which are related to quantitative investment strategy transactions, and may also include other transactions information, the content of the order information is not specifically limited in this embodiment.

In specific applications, if the counter transaction return can return the average transaction price, the counter’s average transaction price is used; otherwise, the average transaction price is calculated by saving the transaction information of the order, and the calculation formula is as follows:

Average transaction price = (accumulated trading volume stored locally × average price stored locally + current transaction volume of transaction return × current transaction price of transaction return) / (accumulated local storage transaction volume + current transaction volume).

Specifically, the user can perform specific operations on one or more accounts he owns.

In one embodiment, step S105 includes:

S1051. If the order is executed on the counter server, and the transaction report pushed by the counter server is not received, periodically traverse the outstanding order, and initiate an order to the counter server for the order that meets the conditions Single state query.

Specifically, the timing traversal may be traversing according to a predetermined time interval, or may be traversing at a predetermined time.

The conditions include: market price orders, orders executed at the current market price;

Limit order, an order in which the user sets the order price for buying or selling.

Obtain snapshot prices within a set time interval, the snapshot prices include:

Market High and Market Low for a preset time interval.

In one embodiment, after step S1051 includes:

If the order conforms to the market order, it is determined that the order transaction is completed, and an order status query is initiated to the counter server, and if the counter server returns the order status query result, local liquidation processing is performed;

If the order is a limit order, and the entrustment price of the limit order purchase is greater than or equal to the lowest price in the market within the preset time interval, it is determined that the limit order transaction is completed, and the counter server Initiate an order status query, and if the counter server returns the order status query result, perform local liquidation processing;

If the order is a limit order, and the entrustment price of the limit order is less than or equal to the highest market price within the preset time interval, it is determined that the limit order transaction is completed, and the counter server Initiate an order status query, and if the counter server returns the order status query result, perform local liquidation processing;

If the order is a pending order, it is necessary to initiate an order status inquiry to the counter server, and if the counter server returns the order status inquiry result, perform local liquidation processing;

If the order does not meet the order transaction conditions, no order status inquiry is initiated to the counter server.

Specifically, the order to be canceled refers to an order for which the user cancels the order according to actual needs, and the counter server performs the order cancellation operation according to the user's processing, and the order to be canceled is converted into a canceled order.

In this embodiment, when an order is placed, a number is automatically generated as the ClientOrderID of the order, such as by generating a GUID, and the corresponding relationship between the ClientOrderID and other fields or field combinations of the order is saved at the same time. If the counter server needs it, send the ClientOrderID to the counter server. If the counter server does not need it, the ClientOrderID is only saved locally. After receiving the counter server’s return information, according to the saved corresponding relationship, find the corresponding one through other fields or field combinations of the order form. ClientOrderID.

Specifically, a Globally Unique Identifier (GUID, Globally Unique Identifier) is a digital identifier generated by an algorithm with a binary length of 128 bits.

In a specific application, if an entrustment return is received and a transaction is returned, the order information is updated and saved, and the transaction is performed according to the pre-market table information, the transaction parameter information, the account information, and the order information. liquidation.

Specifically, the data obtained from the counter server is directly used for settlement. The data that cannot be obtained from the counter server is calculated locally.

In a specific application, when the program clears the order, it will query the pre-market table information saved earlier according to the account type, or according to the transaction code and exchange, and determine which clearing rule to use after confirming the type of transaction.

Specifically, the clearing rules include: stock clearing rules, futures clearing rules, option clearing rules, and the like.

Specifically, the clearing rules of different products are different, and the clearing rules can be slightly modified according to the method stipulated by the exchange.

In a specific application, the calculation content during liquidation includes: calculation of the available quantity of corresponding code positions, frozen quantity, current position quantity, frozen funds, available amount, occupied margin and other information related to quantitative investment strategy transactions, and other transactions can also be included information, the content of the transaction settlement information is not specifically limited in this embodiment.

In specific applications, when calculating the market order to freeze funds, the price limit price needs to be used; when calculating futures, the contract multiplier of the trading rules is used; and the margin ratio of trading parameters, trading operation fees, etc. are needed.

Wherein, the frozen quantity refers to the quantity that cannot be operated because the position of an order is frozen due to order closing. For example, if there are 2 long positions in futures, and the user places an order to sell to close 1 lot, then the frozen quantity is 1 lot, and the available position quantity is 1 lot.

The quantity of current positions mentioned above refers to the quantity of open positions traded today.

The contract multiplier refers to that in stock index futures trading, the value of the contract is represented by the product of a certain monetary amount and the underlying index. This certain currency amount is fixed by the contract and is called the contract multiplier.

Specifically, some data, such as the average opening price of a futures position, cannot be liquidated locally when the position is closed. You can use the method of regularly querying the counter when there is a liquidation transaction, which will not affect the local liquidation of other fields.

Specifically, all the data stored in the local storage space can be stored in memory, or in a local file, or in a local database.

In this embodiment, the pre-market table information is obtained from the background server; the transaction parameter information is obtained from the background server or the counter server, or the transaction parameter information input by the user is obtained; and the account initialization is performed, wherein the account initialization includes obtaining the The server obtains account information; obtains and saves order information from the counter server and/or according to the obtained order instruction input by the user, the order information is derived from the account information, and the order instruction input by the user, entrustment return, transaction return or entrustment order status query result; wherein, the entrustment order information is specifically derived from the unsettled order information obtained in the account initialization to obtain account information, the order instruction input by the user, and the counter The entrustment return pushed by the server, the transaction return or order status inquiry result pushed by the counter server; liquidation processing is performed according to the pre-market table information, the transaction parameter information, the account information and the order information. This embodiment can perform transaction clearing locally with comprehensive fields and almost no delay.

Embodiment two:

As shown in FIG. 2 , this embodiment is a further refinement of obtaining transaction parameter information from the background server or counter server, or obtaining transaction parameter information input by a user, based on the first embodiment.

In this embodiment, obtaining the transaction parameter information from the background server or the counter server, or obtaining the transaction parameter information input by the user, includes:

S1021. Save, set, and acquire transaction parameter information according to the account;

S1022. Detect whether the automatic acquisition function is enabled;

S1023. If the automatic acquisition function is enabled and the account is in a login state, acquire transaction parameter information from the counter server;

S1024. If the automatic acquisition function is disabled, when receiving a transaction parameter acquisition instruction input by the user, acquire transaction parameter information from the counter server according to the transaction parameter acquisition instruction.

In this embodiment, at a predetermined time, the automatic acquisition function is executed a specific number of times. Specific settings can be made according to the actual situation. Specifically, the predetermined time may be a preset time or a preset time interval. For example, at 9:00, if the automatic acquisition function is enabled and the account is in a login state, the automatic acquisition function is executed once. For example, the automatic acquisition function is performed once a day.

In this embodiment, S1023 includes:

If the automatic acquisition function is turned on, log in the counter server through the account of the current user, and after the account is successfully logged in, that is, when the account is in the login state, perform account initialization on the login account, and obtain transaction parameter information from the counter server, After the acquisition is complete, perform account initialization again.

Specifically, the transaction parameter information includes: spot transaction parameters, futures transaction parameters and option transaction parameters.

Specifically, the spot transaction parameters include: transaction types, unilateral transaction commissions, transfer fee ratios, and stamp duty rates.

Specifically, the futures trading parameters include: transaction code, short margin ratio, long margin ratio, opening fee (yuan/lot), closing fee (yuan/lot), flat-to-day handling fee (yuan/lot) and opening Warehouse handling fee (yuan/10,000 yuan), liquidation handling fee (yuan/10,000 yuan), closing today handling fee (yuan/10,000 yuan).

Specifically, the option transaction parameters include: buying and opening handling fee (yuan), selling opening handling fee (yuan), buying and closing handling fee (yuan), and selling and closing handling fee (yuan) , margin increase ratio, margin adjustment coefficient, etc.

In a specific application, the acquisition of transaction parameter information from the background server or counter server, or acquisition of transaction parameter information input by the user, further includes:

Detecting whether the counter server provides a transaction parameter interface;

If the counter server provides a transaction parameter interface, enter S1022 to detect whether the automatic acquisition function is enabled;

If the counter server does not provide a transaction parameter interface, then obtain the transaction parameter information input by the user through the transaction parameter setting interface;

If the transaction parameter information input by the user through the transaction parameter setting interface is not obtained, the transaction parameter information is obtained from the background server;

The transaction parameter information obtained from the background server or the counter server, or the transaction parameter information input by the user is obtained and stored in the local storage space.

Specifically, if it is detected that the counter server provides a transaction parameter interface or the automatic acquisition function is enabled or the user inputs a transaction parameter acquisition instruction after acquiring the transaction parameter information from the background server, S102 is re-executed.

This embodiment detects whether the automatic acquisition function is enabled by saving, setting, and obtaining transaction parameter information according to the account number. If the automatic acquisition function is enabled and the account is in the login state, the transaction parameter information is obtained from the counter server. If the function is turned off, when the transaction parameter acquisition instruction input by the user is received, the transaction parameter information is obtained from the counter server according to the transaction parameter acquisition instruction, or the transaction parameter information input by the user through the transaction parameter setting interface or from the The background server obtains transaction parameter information, and saves the transaction parameter information obtained from the background server or the counter server, or the transaction parameter information input by the user, into the local storage space. Realize different ways to obtain transaction parameters, which facilitates local transaction clearing with comprehensive fields and basically no delay.

Embodiment three:

As shown in FIG. 3 , this embodiment is a further refinement of the acquisition and storage of order information from the counter server and/or according to the acquired order instruction input by the user on the basis of the first embodiment.

In this embodiment, the acquiring and saving the order information from the counter server and/or according to the obtained order instruction input by the user includes:

S1041. If the order order input by the user is received, and the corresponding order information generated according to the order order input by the user satisfies the risk control conditions preset by the user, place an order for the order, and The order information is converted into the order information and stored in the local storage space;

S1042. Obtain the entrustment return and transaction return pushed by the counter server, convert the entrustment return or transaction return into the order information, and save it in the local storage space;

S1043. If the order information meets the transaction conditions, and the transaction return pushed by the counter server is not obtained, initiate an order status query, and convert the received order status query result into the order information, Save to said local storage.

Specifically, after receiving the order information, the entrustment return, the transaction return or the order status inquiry result, the order information, the entrustment return, the transaction return or the entrustment The information contained in the order status query result is converted into the order information and saved in the local storage space. The conversion method assigns values to the corresponding fields. Wherein, after receiving the order information in different states, the order information updates and saves the order information in the last received state. For example, after receiving the entrustment return, the content of the order information stored in the local storage space is updated to the entrustment return.

Specifically, an account executes automatic acquisition of transaction parameters once a day.

Specifically, acquisition of transaction parameter information is performed in the background, and users can conduct transactions at the same time.

In a specific application, after obtaining the entrustment return and transaction return pushed by the counter server, converting the entrustment return or transaction return into the order information, and saving it in the local storage space, further includes:

If the order information and the transaction return belong to the same order, compare the order status or the accumulated transaction volume with the current transaction volume between the order information and the transaction return, and judge that the transaction return is delayed The transaction return that arrives at the time or the transaction return that is lost between the order information and the transaction return, including:

Judging the state of the order in the order information and the order state of the transaction return; wherein, the state of the order has a chronological order, and the order of the state of the order after the order is placed is: to be reported, Submitted, Partially Completed, Completed; the status order of the order after the said order is withdrawn is: to be withdrawn, withdrawn;

If the order status of the transaction return is before the order status in the order information, it is judged that the transaction return is a delayed arrival, and the transaction return is discarded;

If both the order information and the transaction return are partial transaction returns, then compare the cumulative transaction volume of the transaction return with the cumulative transaction volume of the order information;

If the cumulative transaction volume of the order information is greater than the cumulative transaction volume of the transaction return, it is judged that the transaction return is a delayed arrival transaction return, and the transaction return is discarded;

If the cumulative trading volume of the order information is less than the cumulative trading volume of the transaction report, calculate the difference between the cumulative transaction volume of the transaction report and the cumulative transaction volume of the order information;

If the difference is greater than the current transaction volume of the transaction return, it is determined that there is a missing transaction return between the order information and the transaction return, and recalculate based on the transaction return and the order information The current transaction volume and the current transaction price obtain a new transaction return including the lost transaction return, convert the new transaction return including the lost transaction return into the order information, and save it in the local storage space;

If the difference is equal to the current transaction volume of the transaction return, the transaction return is converted into the order information and stored in the local storage space.

Specifically, the status of the order includes: waiting to be reported, submitted, pending cancellation, withdrawn, partially completed (partial transaction), completed (full transaction).

Among them, the pending status refers to the status in which the order instruction of the order has not been processed and reported to the exchange. The reported status refers to the status in which the order order has been processed and reported to the exchange, and the counter server has received the order feedback from the exchange. Partially executed refers to the state where the cumulative transaction volume of the order is smaller than the order volume and has not been canceled at the same time. Completed refers to the state in which the cumulative transaction volume of the order is equal to the order volume, that is, all the orders are executed.

Specifically, if the order state of the transaction return is before the order state in the order information, it means: judging the sequence of the order state of the transaction return and the order state in the order information before and after. For example, if the order status of the transaction return is to be canceled and the order status in the order information is withdrawn, then the order status of the transaction return is before the order status in the order information , then it is judged that the transaction return is a delayed arrival, and the transaction return is discarded.

Specifically, the recalculation includes calculating the current transaction volume and the current transaction price to obtain a new transaction return including the lost return; wherein, the current transaction price=(cumulative transaction volume of the transaction return×average transaction price of the transaction return- Cumulative trading volume of order information × average transaction price of order information - current transaction volume of transaction returns × average transaction price of transaction returns)/current transaction volume;

The current transaction volume = (accumulated transaction volume of the transaction report - the cumulative transaction volume of the order information - the current transaction volume of the transaction report).

Specifically, when the counter pushes the transaction report, the transaction report includes the current transaction volume of the transaction report and the cumulative transaction volume of the counter transaction. That is, the cumulative trading volume of the transaction return is the sum of the cumulative transaction volume of the order information, the current transaction volume of the transaction return and the transaction volume of the lost transaction return.

Specifically, the generation of corresponding order information according to the order order input by the user satisfies the risk control conditions preset by the user, including:

The corresponding order information generated according to the order order instruction input by the user satisfies the system risk control conditions and account risk control conditions preset by the user.

Specifically, the system risk control conditions include:

The system's instant order volume does not exceed the order instant volume threshold, and if it exceeds, the order will be rejected;

Allow the number of unreturned orders not to exceed the threshold of the number of unreturned orders, and reject the order if it exceeds;

The transaction code in the order is not in the transaction blacklist, if the transaction code in the order is in the transaction blacklist, the order will be rejected;

Specifically, the account risk control conditions include:

The number of orders placed by the current account on the day does not exceed the threshold of the number of orders placed on the day, and if it exceeds, the order will be rejected;

The maximum open interest corresponding to each transaction code in the order does not exceed the maximum open interest threshold, and if it exceeds the threshold, the order will be rejected;

The current user's account fund usage ratio does not exceed the account fund usage ratio threshold, and if it exceeds, the order will be rejected;

The current user's account fund usage limit does not exceed the account fund usage limit threshold, and if it exceeds, the order will be rejected;

The number of transaction codes in the order does not exceed the threshold of the number of transaction codes, and if it exceeds, the order is rejected.

Specifically, the instant order quantity of the system refers to the calculated order quantity per second when an order is received.

Specifically, when the order is placed successfully, the system will add one to the instant order amount, and reset it to zero every second.

The allowable number of unreturned orders refers to the number of orders that have not been received when the order is placed successfully.

Specifically, when the order is placed successfully, but the system does not receive the reward, the reward not received is increased by one. If an entrustment report, transaction report or order rejection report is received, the number of unreceived returns will be reduced by one.

Specifically, the proportion of funds used in the account refers to the calculation of the sum of the amount of funds that need to be frozen for placing an order and the amount of funds that have already been used, and then calculate the sum of the amount of funds that need to be frozen for placing an order and the amount of funds that have already been used percentage of total equity.

The upper limit of account fund use refers to the sum of the amount of funds that need to be frozen for placing an order and the amount of funds that have already been used.

The number of transaction codes refers to the number of order codes for this transaction.

In specific applications, when calculating the total equity, the latest equity can be calculated based on the latest price of the position code.

In a specific application, if the order does not meet the risk control conditions, no order will be placed on the order.

In this embodiment, the judgment of the risk control condition of the order is only performed in the case of opening a position, and the judgment of the risk control condition of the order is not performed in the case of closing a position.

Specifically, information such as the number of orders placed by the account on the day can be stored in a local storage space, specifically, can be stored in memory, can also be stored in a local file, or can be stored in a local database.

Specifically, the user can set a mechanism for regularly clearing saved information, for example, regularly clearing the saved information of white disks and night disks before opening.

In this implementation, if the order order input by the user is received, and the corresponding order information generated according to the order order input by the user satisfies the risk control conditions preset by the user, then the order is placed for the order, and convert the order information into the order information and save it in the local storage space; obtain the commission return and transaction return pushed by the counter server, and convert the commission return and transaction return into the order The information is saved to the local storage space, and the delayed arrival and loss of transaction returns are processed, so that order transactions, real-time acquisition and update of order information for qualified orders are realized, and it is convenient for local processing Comprehensive trade clearing with virtually no delays.

Embodiment four:

As shown in FIG. 4 , this embodiment provides a quantitative investment strategy transaction clearing system 100 for executing the method steps in the embodiment corresponding to FIG. 1 .

The transaction clearing system 100 for quantitative investment strategies includes:

The pre-disk table information acquisition module 101 is used to obtain the pre-disk table information from the background server;

A transaction parameter information obtaining module 102, configured to obtain transaction parameter information from the background server or counter server, or obtain transaction parameter information input by the user;

The account information acquisition module 103 is configured to perform account initialization, wherein the account initialization includes acquiring account information from the counter server;

Order information management module 104, configured to obtain and save order information from the counter server and/or according to the obtained order instruction input by the user, the order information is derived from the account information, and the order information entered by the user An order instruction, an entrustment return, a transaction return, or an order status inquiry result; wherein, the order information is specifically derived from the unsettled order information obtained in the account initialization to obtain account information, and the order order input by the user , the entrustment return pushed by the counter server, the transaction return or order status inquiry result pushed by the counter server;

The liquidation processing module 105 is configured to perform liquidation processing according to the pre-market table information, the transaction parameter information, the account information and the order information.

In one embodiment, the information acquisition module 101 of the pre-market table includes:

Obtaining the pre-market table information unit, used to obtain the pre-market table information from the background server and save it to the local storage space if the liquidation processing program is started;

The pre-market table information unit is updated, which is used to obtain the pre-market table information from the background server again and save it to the local storage space if the current time reaches the predetermined time after the liquidation processing program is started.

In a specific application, the account initialization unit is started after the unit for acquiring pre-disk table information is started.

In a specific application, after the pre-disk table information unit is acquired, the time stamp subunit is activated to add the time stamp of the pre-disk table information.

Specifically, the account information includes: fund information, account position information, open order information, and the like.

In a specific application, the account information acquiring module 103 is specifically configured to: perform account initialization, wherein the account initialization includes acquiring account information from the counter server.

In one embodiment, the account information obtaining module 103 includes an account initialization unit.

In a specific application, the account initialization unit includes:

Acquisition sub-unit, used to obtain outstanding order information, fund information, and account position information from the counter server;

Unclosed recheck subunit, used to obtain open order information again;

The first open comparison subunit is used to compare the open order information obtained for the second time with the open order information obtained for the first time;

The second open comparison subunit is used to indicate that there is no transaction return during the acquisition period if the open order information obtained for the second time is consistent with the open order information obtained for the first time;

The third open comparison subunit is used to perform the above steps again until the open order information obtained for the second time is inconsistent with the open order information obtained for the first time if the open order information obtained for the second time is inconsistent with the open order information obtained for the first time The information is consistent with the open order information acquired for the first time;

The transaction return processing subunit is used to use the last acquired open order information, account position information, and fund information as the data basis for clearing, and process the second acquired open order information and the first acquired open order information. The transaction return after the order information is consistent.

In a specific application, the account initialization unit also includes:

The recalculation subunit is used to recalculate the account information according to the obtained transaction parameters, outstanding order information, account position information and pre-market table information if some information in the account information obtained from the counter server is not accurate or complete. Perform calculations based on inaccurate or incomplete information;

The information storage sub-unit is used to save fund information, account position information, and outstanding order information by account when the account is initialized successfully.

For example, if part of the account information obtained from the counter server is not accurate or complete, it may be that the obtained average position price of the counter server or the frozen funds or the margin information is not accurate enough or Not complete.

In one embodiment, the liquidation processing module 105 includes:

The order condition judging unit is used to periodically traverse the open order if the order is executed at the counter server and the transaction report pushed by the counter server is not received, and send the order to the order form that satisfies the conditions The counter server initiates an order status query.

In one embodiment, the order condition judging unit includes:

The market order judging subunit is used to determine that the order transaction is completed if the order conforms to the market order, and initiate an order status query to the counter server, and if the counter server returns the order status query result, then Carry out local liquidation processing;

The first limit order judging subunit is used to determine if the order is a limit order, and the order price of the limit order purchase is greater than or equal to the lowest market price within the preset time interval, then judge the The limit order transaction is completed, and the order status query is initiated to the counter server, and if the counter server returns the order status query result, local liquidation processing is performed;

The second limit order judging subunit is used to judge that if the order is a limit order, and the entrustment price for selling the limit order is less than or equal to the highest price in the market within the preset time interval, The limit order transaction is completed, and the order status query is initiated to the counter server, and if the counter server returns the order status query result, local liquidation processing is performed;

The pending order subunit is used to initiate an order status query to the counter server if the order is a pending order, and perform local liquidation processing if the counter server returns an order status query result.

The unfinished unit is configured to not initiate an order status inquiry to the counter server if the order does not meet the order closing conditions.

In this embodiment, the pre-market table information is obtained from the background server; the transaction parameter information is obtained from the background server or the counter server, or the transaction parameter information input by the user is obtained; and the account initialization is performed, wherein the account initialization includes obtaining the The server obtains account information; obtains and saves order information from the counter server and/or according to the obtained order instruction input by the user, the order information is derived from the account information, and the order instruction input by the user, entrustment return, transaction return or entrustment order status query result; wherein, the entrustment order information is specifically derived from the unsettled order information obtained in the account initialization to obtain account information, the order instruction input by the user, and the counter The entrustment return pushed by the server, the transaction return or order status inquiry result pushed by the counter server; liquidation processing is performed according to the pre-market table information, the transaction parameter information, the account information and the order information. This embodiment can perform transaction clearing locally with comprehensive fields and almost no delay.

Embodiment five:

As shown in Figure 5, in this embodiment, the transaction parameter information acquisition module 102 in Embodiment 4 includes a structure for executing the method steps in the embodiment corresponding to Figure 2, which includes:

A transaction parameter information management unit 1021, configured to save, set, and obtain transaction parameter information according to the account;

The first automatic acquisition detection unit 1022 is configured to detect whether the automatic acquisition function is enabled;

The first transaction parameter information acquisition unit 1023 is configured to acquire transaction parameter information from the counter server if the automatic acquisition function is enabled and the account is in a login state;

The second transaction parameter information acquisition unit 1024 is configured to acquire transaction parameter information from the counter server according to the transaction parameter acquisition instruction when receiving a transaction parameter acquisition instruction input by the user if the automatic acquisition function is disabled.

In this embodiment, the first transaction parameter information acquisition unit 1023 is specifically configured to log in to the counter server through the account of the current user if the automatic acquisition function is turned on, and after the account is successfully logged in, that is, when the account is in the login state, Perform account initialization for the login account, obtain transaction parameter information from the counter server, and perform account initialization again after the acquisition is completed.

In one embodiment, the transaction parameter information acquisition module 102 also includes:

A transaction parameter interface detection unit, configured to detect whether the counter server provides a transaction parameter interface;

The detection start unit is used to enter the first automatic acquisition detection unit 1022 if the counter server provides a transaction parameter interface, and detect whether the automatic acquisition function is turned on;

Obtaining a user setting transaction parameter unit, which is used to obtain transaction parameter information input by the user through the transaction parameter setting interface if the counter server does not provide a transaction parameter interface;

A background transaction parameter acquisition unit is used to obtain transaction parameter information from the background server if the transaction parameter information input by the user through the transaction parameter setting interface is not obtained;

The transaction parameter information storage unit is configured to save the transaction parameter information acquired from the background server or the counter server, or the transaction parameter information input by the user, into the local storage space.

This embodiment detects whether the automatic acquisition function is enabled by saving, setting, and obtaining transaction parameter information according to the account number. If the automatic acquisition function is enabled and the account is in the login state, the transaction parameter information is obtained from the counter server. If the function is turned off, when the transaction parameter acquisition instruction input by the user is received, the transaction parameter information is obtained from the counter server according to the transaction parameter acquisition instruction, or the transaction parameter information input by the user through the transaction parameter setting interface or from the The background server obtains transaction parameter information, and saves the transaction parameter information obtained from the background server or the counter server, or the transaction parameter information input by the user, into the local storage space. Realize different ways to obtain transaction parameters, which facilitates local transaction clearing with comprehensive fields and basically no delay.

Embodiment six:

As shown in FIG. 6, in this embodiment, the order information management module 104 in Embodiment 4 includes a structure for executing the method steps in the embodiment corresponding to FIG. 3, which includes:

Obtaining order placing unit 1041, configured to, if receiving an order order input by the user and generating corresponding order information according to the order order input by the user satisfies the risk control conditions preset by the user, then Place an order with the entrustment order, convert the order information into the order information and save it in the local storage space;

Obtaining an entrustment return unit 1042, configured to acquire the entrustment return and transaction return pushed by the counter server, convert the entrustment return or transaction return into the order information, and save it in the local storage space;

The unobtained transaction return processing unit 1043 is configured to initiate an order status query if the order information meets the transaction conditions and the transaction return pushed by the counter server is not obtained, and the received order status query result converted into the order information and saved to the local storage space.

In a specific application, the order information management module 104 further includes:

A transaction return judging unit, configured to compare the order information and the order status or the cumulative transaction volume with the current transaction volume between the order information and the transaction return if the order information and the transaction return belong to the same order, Judging that the transaction return is a delayed transaction return or a transaction return that is lost between the order information and the transaction return, including:

The order status comparison subunit is used to judge the order status in the order information and the order status of the transaction return; wherein, the order status has a chronological order, and the order status after the order is placed The status order of the order is: waiting to be reported, reported, partially completed, and completed; the order of order status after the order is canceled is: pending, withdrawn;

The first delay processing subunit is used to judge that the transaction return is delayed arrival if the order status of the transaction return is before the order status in the order information, and discard the transaction return;

Partial judgment sub-unit, used to compare the cumulative transaction volume of the transaction return with the cumulative transaction volume of the order information if both the order information and the transaction return are partial transaction returns;

The second delay processing subunit is used for judging that the transaction return is a delayed arrival transaction return if the cumulative transaction volume of the order information is greater than the cumulative transaction volume of the transaction return, and discarding the transaction return;

The difference calculation subunit is used to calculate the difference between the cumulative trading volume of the transaction return and the cumulative trading volume of the order information if the cumulative trading volume of the order information is less than the cumulative trading volume of the transaction return value;

The first difference comparison subunit is used to determine that there is a missing transaction return between the order information and the transaction return if the difference is greater than the current transaction volume of the transaction return, and then according to the The transaction return and the order information recalculate the current transaction volume and current transaction price to obtain a new transaction return including the lost transaction return, convert the new transaction return including the lost transaction return into the order information, and save in local storage;

The second difference comparison subunit is used to convert the transaction return into the order information and save it in the local storage space if the difference is equal to the current transaction volume of the transaction return.

Specifically, the recalculation includes calculating the current transaction volume and the current transaction price to obtain a new transaction return including the lost return; wherein, the current transaction price=(cumulative transaction volume of the transaction return×average transaction price of the transaction return- Cumulative trading volume of order information × average transaction price of order information - current transaction volume of transaction returns × average transaction price of transaction returns)/current transaction volume;

The current transaction volume = (accumulated transaction volume of the transaction report - the cumulative transaction volume of the order information - the current transaction volume of the transaction report).

Specifically, the risk control condition judgment unit includes a system risk control condition judgment unit and an account risk control condition judgment unit.

Specifically, the system risk control condition judging unit includes:

The system order prompt quantity judgment subunit is used to judge whether the system order prompt quantity exceeds the order prompt quantity threshold, and rejects the order if it exceeds;

The allowable unreturned order number judgment subunit is used to judge whether the allowed unreturned order number exceeds the threshold value of the unreturned order number, and if it exceeds, the order will be rejected;

The transaction blacklist judging subunit is used to judge whether the transaction code in the order is in the transaction blacklist, and reject the order if the transaction code in the order is in the transaction blacklist;

Specifically, the account risk control condition judging unit includes:

The judgment subunit of the number of orders placed on the current day is used to judge whether the number of orders placed on the current account exceeds the threshold value of the number of orders placed on the current day, and reject the order if it exceeds;

The maximum position determination subunit is used to determine whether the maximum position corresponding to each transaction code in the order exceeds the maximum position threshold, and rejects the order if it exceeds;

The sub-unit for judging the ratio of account funds usage is used to judge whether the ratio of account funds usage of the current user exceeds the threshold value of the ratio of account funds usage, and reject the order if it exceeds;

The upper limit judgment subunit of account funds is used to judge whether the current user's account fund use upper limit exceeds the account fund use upper limit threshold, and reject the order if it exceeds;

The subunit for judging the number of transaction codes is used to judge whether the number of transaction codes in the order exceeds the threshold value of the number of transaction codes, and reject the order if it exceeds.

In this implementation, if the order order input by the user is received, and the corresponding order information generated according to the order order input by the user satisfies the risk control conditions preset by the user, then the order is placed for the order, converting the order information into the order information and storing it in the local storage space; obtaining the order return and transaction return pushed by the counter server, and converting the order return or transaction return into the order information , save to the local storage space; and deal with the delayed arrival and loss of transaction returns, etc., so as to realize the order transaction, real-time acquisition and update of order information for qualified orders, which is convenient for local processing Comprehensive trade clearing with virtually no delays.

It should be understood that the sequence numbers of the steps in the embodiments do not mean the order of execution, the execution order of each process should be determined by its function and internal logic, and should not constitute any limitation to the implementation process of the embodiment of the present invention .

Embodiment seven:

This embodiment provides a transaction clearing device for quantitative investment strategies.

Fig. 7 is a schematic diagram of a transaction settlement device for a quantitative investment strategy provided by an embodiment of the present invention. As shown in FIG. 7 , the transaction clearing device 7 of the quantitative investment strategy of this embodiment includes: a processor 70, a memory 71, and a computer program 72 stored in the memory 71 and operable on the processor 70, for example Transaction liquidation procedures for quantitative investment strategies. When the processor 70 executes the computer program 72, it realizes the steps in the embodiment of the transaction clearing method of each quantitative investment strategy, such as steps S101 to S105 shown in FIG. 1 . Alternatively, when the processor 70 executes the computer program 72, the functions of the units in the various device embodiments are realized.

Exemplarily, the computer program 72 can be divided into one or more units, and the one or more units are stored in the memory 71 and executed by the processor 70 to implement the present invention. The one or more units may be a series of computer program instruction segments capable of accomplishing specific functions, and the instruction segments are used to describe the execution process of the computer program 72 in the transaction clearing device 7 of the quantitative investment strategy. For example, the computer program 72 can be divided into a module for obtaining pre-market table information, a module for obtaining transaction parameter information, a module for obtaining account information, a module for managing order information, and a module for liquidation processing. The specific functions of each module are as follows:

A pre-market table information acquisition module is used to obtain the pre-market table information from the background server;

A transaction parameter information obtaining module, configured to obtain transaction parameter information from the background server or the counter server, or obtain transaction parameter information input by the user;

An account information acquisition module, configured to perform account initialization, wherein the account initialization includes acquiring account information from the counter server;

The order information management module is used to obtain and save order information from the counter server and/or according to the obtained order instruction input by the user, the order information comes from the account information, and the order information entered by the user order order, entrustment return, transaction return or entrustment order status query result; wherein, the entrustment order information is specifically derived from the unsettled order information obtained in the account initialization acquisition account information, the order order input by the user, The entrustment return pushed by the counter server, the transaction return or order status inquiry result pushed by the counter server;

A liquidation processing module, configured to perform liquidation processing according to the pre-market table information, the transaction parameter information, the account information and the order information.

The transaction clearing device 7 of the quantitative investment strategy may be a computing device such as a desktop computer, a notebook, a palmtop computer, or a cloud server. The transaction clearing device of the quantitative investment strategy may include, but not limited to, a processor 70 and a memory 71 . Those skilled in the art can understand that Fig. 7 is only an example of the transaction clearing device 7 of the quantitative investment strategy, and does not constitute a limitation on the transaction clearing device 7 of the quantitative investment strategy, and may include more or less components than those shown in the figure, Or combine certain components, or different components, for example, the transaction clearing device of the quantitative investment strategy may also include input and output devices, network access devices, buses and so on.

The so-called processor 70 may be a central processing unit (Central Processing Unit, CPU), and may also be other general-purpose processors, a digital signal processor (Digital Signal Processor, DSP), an application specific integrated circuit (Application Specific Integrated Circuit, ASIC), Off-the-shelf programmable gate array (Field-Programmable Gate Array, FPGA) or other programmable logic devices, discrete gate or transistor logic devices, discrete hardware components, etc. A general-purpose processor may be a microprocessor, or the processor may be any conventional processor, or the like.

The memory 71 may be an internal storage unit of the quantitative investment strategy transaction clearing device 7, such as a hard disk or memory of the quantitative investment strategy transaction clearing device 7. The memory 71 can also be an external storage device of the transaction clearing device 7 of the quantitative investment strategy, such as a plug-in hard disk equipped on the transaction clearing device 7 of the quantitative investment strategy, a smart memory card (Smart Media Card, SMC ), Secure Digital (Secure Digital, SD) card, flash memory card (Flash Card), etc. Further, the memory 71 may also include both an internal storage unit of the transaction clearing device 7 of the quantitative investment strategy and an external storage device. The memory 71 is used to store the computer program and other programs and data required by the transaction clearing device of the quantitative investment strategy. The memory 71 can also be used to temporarily store data that has been output or will be output.

Those skilled in the art can clearly understand that for the convenience and brevity of description, only the division of the functional units and modules is used for illustration. In practical applications, the functions can be assigned to different functional units according to needs Completion of units and modules means that the internal structure of the device is divided into different functional units or modules to complete all or part of the functions described above. Each functional unit and module in the embodiment can be integrated into one processing unit, or each unit can exist separately physically, or two or more units can be integrated into one unit, and the integrated unit can adopt hardware It can also be implemented in the form of software functional units. In addition, the specific names of the functional units and modules are only for the convenience of distinguishing each other, and are not used to limit the protection scope of the present application. For the specific working process of the units and modules in the system, reference may be made to the corresponding process in the foregoing method embodiments, and details are not repeated here.

In the above-mentioned embodiments, the description of each embodiment has its own emphasis. For the parts that are not detailed or recorded in a certain embodiment, please refer to the relevant descriptions of other embodiments.

Those skilled in the art can appreciate that the units and algorithm steps of the examples described in conjunction with the embodiments disclosed herein can be implemented by electronic hardware, or a combination of computer software and electronic hardware. Whether these functions are executed by hardware or software depends on the specific application and design constraints of the technical solution. Those skilled in the art may use different methods to implement the described functions for each specific application, but such implementation should not be regarded as exceeding the scope of the present invention.

In the embodiments provided in the present invention, it should be understood that the disclosed devices and methods can be implemented in other ways. For example, the device embodiments described above are only illustrative. For example, the division of the modules or units is only a logical function division. In actual implementation, there may be other division methods. For example, multiple units or components can be Incorporation may either be integrated into another system, or some features may be omitted, or not implemented. In another point, the mutual coupling or direct coupling or communication connection shown or discussed may be through some interfaces, and the indirect coupling or communication connection of devices or units may be in electrical, mechanical or other forms.

The units described as separate components may or may not be physically separated, and the components shown as units may or may not be physical units, that is, they may be located in one place, or may be distributed to multiple network units. Part or all of the units can be selected according to actual needs to achieve the purpose of the solution of this embodiment.

In addition, each functional unit in each embodiment of the present invention may be integrated into one processing unit, each unit may exist separately physically, or two or more units may be integrated into one unit. The integrated units can be implemented in the form of hardware or in the form of software functional units.

If the integrated unit is realized in the form of a software function unit and sold or used as an independent product, it can be stored in a computer-readable storage medium. Based on this understanding, the present invention realizes all or part of the processes in the methods of the embodiments, and can also be completed by instructing related hardware through computer programs, and the computer programs can be stored in a computer-readable storage medium. When the computer program is executed by the processor, the steps of the various method embodiments described above can be realized. Wherein, the computer program includes computer program code, and the computer program code may be in the form of source code, object code, executable file or some intermediate form. The computer-readable medium may include: any entity or device capable of carrying the computer program code, a recording medium, a U disk, a removable hard disk, a magnetic disk, an optical disk, a computer memory, and a read-only memory (ROM, Read-Only Memory) , random access memory (RAM, Random Access Memory), electric carrier signal, telecommunication signal and software distribution medium, etc. It should be noted that the content contained in the computer-readable medium may be appropriately increased or decreased according to the requirements of legislation and patent practice in the jurisdiction. For example, in some jurisdictions, computer-readable media Excludes electrical carrier signals and telecommunication signals.

The above-described embodiments are only used to illustrate the technical solutions of the present invention, rather than to limit them; although the present invention has been described in detail with reference to the foregoing embodiments, those of ordinary skill in the art should understand that: it can still carry out the foregoing embodiments Modifications to the technical solutions recorded in the examples, or equivalent replacement of some of the technical features; and these modifications or replacements do not make the essence of the corresponding technical solutions deviate from the spirit and scope of the technical solutions of the various embodiments of the present invention, and should be included in within the protection scope of the present invention.

Claims (10)

1. A kind of 1. exchange settlement method for quantifying investment tactics, which is characterized in that including：

   From table information before background server acquisition disk；

   Parameter transaction information is obtained from the background server or counter service device or obtains parameter transaction letter input by user Breath；

   Account initialization is performed, wherein, the account initialization includes obtaining account information from the counter service device；

   Order ticket information, institute are obtained and preserve from the counter service device and/or according to the lower single instrction input by user of acquisition Order ticket information source is stated in the account information, the lower single instrction input by user, commission return, transation report-back or commission Single status inquiry result；Wherein, the order ticket information is derive specifically from the account initialization acquisition account information and obtains Do not tie order ticket information, the lower single instrction input by user, the commission return of the counter service device push, the sales counter The transation report-back of server push or order ticket status inquiry result；

   It is cleared according to table information, the parameter transaction information, the account information and the order ticket information before the disk Processing.
2. 2. the exchange settlement method of quantization investment tactics as described in claim 1, which is characterized in that described from background server Table information before acquisition disk, including：

   If starting clearance processing routine, from table information before background server acquisition disk and preserve to local storage space；

   After starting clearance processing routine, if current time reaches the predetermined time, again before the background server obtains disk Table information is simultaneously preserved to local storage space.
3. 3. the exchange settlement method of quantization investment tactics as described in claim 1, which is characterized in that described to be taken from the backstage Device or the counter service device acquisition parameter transaction information of being engaged in obtain parameter transaction information input by user, including：

   It is preserved, set according to account, obtaining parameter transaction information；

   Detection is automatic to obtain whether function opens；

   If automatically obtain function open, and the account be login status when, from the counter service device obtain parameter transaction letter Breath；

   If obtaining function automatically to close, when receiving parameter transaction acquisition instruction input by user, joined according to the transaction Number acquisition instruction obtains parameter transaction information from the counter service device.
4. 4. the exchange settlement method of quantization investment tactics as described in claim 1, which is characterized in that described to be taken from the sales counter It is engaged in device and/or obtaining and preserve order ticket information according to the lower single instrction input by user of acquisition, including：

   If single instrction under order ticket input by user is received, and corresponding according to single instrction generation under order ticket input by user Order placement information meets the pre-set air control condition of user, then places an order to the order ticket, the order placement information is converted For the order ticket information, it is saved in the local storage space；

   Commission return and the transation report-back of the counter service device push are obtained, and the commission return or transation report-back are converted For the order ticket information, it is saved in the local storage space；

   If the order placement information meets bargain, and when the transation report-back of counter service device push has not been obtained, then send out Order ticket status inquiry is played, the order ticket status inquiry result received is converted into the order ticket information, is saved in described Local storage space.
5. 5. the exchange settlement method of quantization investment tactics as claimed in claim 4, which is characterized in that described to be inputted according to user Order ticket under single instrction generate corresponding order placement information and meet the pre-set air control condition of user, including：

   It is described that the pre-set system of user is met according to the corresponding order placement information of single instrction generation under order ticket input by user Air control condition and account air control condition.
6. 6. a kind of trade clearing system for quantifying investment tactics, which is characterized in that including：

   Table data obtaining module before disk, for from background server obtain disk before table information；

   Parameter transaction data obtaining module, for from the background server or counter service device obtain parameter transaction information or Obtain parameter transaction information input by user；

   Account information acquisition module, for performing account initialization, wherein, the account initialization is included from the counter service Device obtains account information；

   Order ticket information management module, for from the counter service device and/or the lower single instrction input by user according to acquisition It obtaining and preserves order ticket information, the order ticket information source is in the account information, the lower single instrction input by user, Commission return, transation report-back or order ticket status inquiry result；Wherein, at the beginning of the order ticket information is derive specifically from the account What is obtained in beginningization acquisition account information does not tie order ticket information, the lower single instrction input by user, the counter service device The commission return of push, the transation report-back or order ticket status inquiry result of the counter service device push；

   Processing module is cleared, for according to table information, the parameter transaction information, the account information and the committee before the disk The single information of support carries out clearance processing.
7. 7. the trade clearing system of quantization investment tactics as claimed in claim 6, which is characterized in that table information obtains before the disk Modulus block, including：

   Table acquiring unit before disk, if clearing processing routine for starting, from table information before background server acquisition disk simultaneously It preserves to local storage space；

   Table updating unit before disk, after starting clearance processing routine, if current time reaches the predetermined time, again from described Background server obtains table information before disk and preserves to local storage space.
8. 8. the trade clearing system of quantization investment tactics as claimed in claim 6, which is characterized in that the parameter transaction information Acquisition module, including：

   Parameter transaction information management unit, for being preserved according to account, setting, obtaining parameter transaction information；

   It is automatic to obtain detection unit, for detecting whether automatic acquisition function opens；

   First parameter transaction information acquisition unit, if for automatically obtain function open, and the account be login status when, from The counter service device obtains parameter transaction information；

   Second parameter transaction information acquisition unit if being closed for obtaining function automatically, is receiving transaction input by user When parameter acquiring instructs, parameter transaction information is obtained from the counter service device according to the parameter transaction acquisition instruction.
9. 9. a kind of exchange settlement device for quantifying investment tactics, including memory, processor and is stored in the memory And the computer program that can be run on the processor, which is characterized in that when the processor performs the computer program It realizes such as the step of any one of claim 1 to 5 the method.
10. 10. a kind of computer readable storage medium, the computer-readable recording medium storage has computer program, and feature exists In when the computer program is executed by processor the step of realization such as any one of claim 1 to 5 the method.