CN108230147B

CN108230147B - Transaction clearing method, system and device for quantified investment strategy

Info

Publication number: CN108230147B
Application number: CN201711275385.2A
Authority: CN
Inventors: 施伟强; 张友松; 张来喜
Original assignee: Shenzhen Gta Education Tech Ltd
Current assignee: Shenzhen guotengan Vocational Education Technology Co.,Ltd.
Priority date: 2017-12-06
Filing date: 2017-12-06
Publication date: 2021-02-26
Anticipated expiration: 2037-12-06
Also published as: CN108230147A

Abstract

The invention is suitable for the technical field of data processing, and provides a transaction clearing method, a system and a device for a quantitative investment strategy, wherein the method comprises the following steps: acquiring disk front table information from a background server; acquiring transaction parameter information from the background server or the counter server, or acquiring the transaction parameter information input by a user; performing account initialization, wherein the account initialization comprises acquiring account information from the counter server; obtaining and saving order information from the counter server and/or according to an order placing instruction input by the user, wherein the order information is derived from the account information, and the order placing instruction input by the user is used for entrusting return, deal return or order state query result; and clearing according to the front-disk list information, the transaction parameter information, the account information and the entrusting bill information. The invention can locally carry out transaction clearing with comprehensive fields and basically no time delay.

Description

Transaction clearing method, system and device for quantified investment strategy

Technical Field

The invention belongs to the field of data processing, and particularly relates to a transaction clearing method, a transaction clearing system and a transaction clearing device for a quantitative investment strategy.

Background

Recently, there has been an increasing number of behaviors and types of transactions on financial markets, and thus, transaction clearing has also become one of the most important links in the chain of transactions. Currently, there are two ways to obtain transaction clearing results locally: the clearing is performed locally and the clearing results of the counter are obtained.

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

Disclosure of Invention

In view of this, embodiments of the present invention provide a transaction clearing method, system and device for a quantified investment strategy, so as to solve the problems in the prior art that data fields obtained by local clearing are not comprehensive enough, and the local counter clearing result is delayed and query frequency may be limited, so that it is difficult to obtain a real clearing result locally and quickly.

A first aspect of an embodiment of the present invention provides a transaction clearing method for a quantified investment strategy, including:

acquiring disk front table information from a background server;

acquiring transaction parameter information from the background server or the counter server, or acquiring the transaction parameter information input by a user;

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

obtaining and saving order information from the counter server and/or according to an order placing instruction input by the user, wherein the order information is derived from the account information, and the order placing instruction input by the user is a result of order placing, order returning, deal returning or order state query; the order information is specifically derived from uncommitted order information acquired from account initialization acquisition account information, an order placing instruction input by a user, an entrustment return pushed by the counter server, a transaction return pushed by the counter server or an order state query result;

and clearing according to the front-disk list information, the transaction parameter information, the account information and the entrusting bill information.

A second aspect of an embodiment of the present invention provides a transaction clearing system for a quantified investment strategy, including:

the system comprises a front disk table information acquisition module, a back-end server and a front disk table information acquisition module, wherein the front disk table information acquisition module is used for acquiring front disk table information from the back-end server;

the transaction parameter information acquisition module is used for acquiring transaction parameter information from the background server or the counter server or acquiring the transaction parameter information input by a user;

the account information acquisition module is used for executing account initialization, wherein the account initialization comprises the step of acquiring account information from the counter server;

the entrusting order information management module is used for acquiring and storing entrusting order information from the counter server and/or according to an order placing instruction input by a user, wherein the entrusting order information is derived from the account information, and the order placing instruction input by the user is subjected to entrusting return, deal return or entrusting order state query result; the order information is specifically derived from uncommitted order information acquired from account initialization acquisition account information, an order placing instruction input by a user, an entrustment return pushed by the counter server, a transaction return pushed by the counter server or an order state query result;

and the clearing processing module is used for clearing according to the front-disk list information, the transaction parameter information, the account information and the entrusting order information.

A third aspect of an embodiment of the present invention provides a transaction clearing apparatus for quantifying investment strategies, comprising a memory, a processor and a computer program stored in the memory and executable on the processor, the processor implementing the steps of the above method when executing the computer program.

A fourth aspect of embodiments of the present invention provides a computer-readable storage medium storing a computer program which, when executed by a processor, implements the steps of the above-described method.

The embodiment of the invention obtains the information of the disk front table from the background server; acquiring transaction parameter information from the background server or the counter server, or acquiring the transaction parameter information input by a user; performing account initialization, wherein the account initialization comprises acquiring account information from the counter server; obtaining and saving order information from the counter server and/or according to an order placing instruction input by the user, wherein the order information is derived from the account information, and the order placing instruction input by the user is a result of order placing, order returning, deal returning or order state query; the order information is specifically derived from uncommitted order information acquired from account initialization acquisition account information, an order placing instruction input by a user, an entrustment return pushed by the counter server, a transaction return pushed by the counter server or an order state query result; and clearing according to the front-disk list information, the transaction parameter information, the account information and the entrusting bill information. The invention can locally carry out transaction clearing with comprehensive fields and basically no time delay.

Drawings

In order to more clearly illustrate the technical solutions in the embodiments of the present invention, the drawings needed to be used in the embodiments or the prior art descriptions will be briefly described below, and it is obvious that the drawings in the following description are only some embodiments of the present invention, and it is obvious for those skilled in the art to obtain other drawings based on these drawings without inventive exercise.

FIG. 1 is a schematic flow chart diagram of a transaction clearing method for quantifying investment strategy provided by an embodiment of the present invention;

FIG. 2 is a schematic flow chart diagram of a transaction clearing method for quantifying investment strategy provided by a second embodiment of the present invention;

FIG. 3 is a schematic flow chart diagram of a transaction clearing method for quantifying investment strategy provided by a third embodiment of the present invention;

fig. 4 is a schematic structural diagram of a transaction clearing system for quantifying investment strategy provided by the fourth embodiment of the present invention;

fig. 5 is a schematic structural diagram of a transaction clearing system for quantifying investment strategy provided by the fifth embodiment of the present invention;

fig. 6 is a schematic structural diagram of a transaction clearing system for quantifying investment strategy according to a sixth embodiment of the present invention;

fig. 7 is a schematic diagram of a transaction clearing device for quantifying investment strategy provided by the seventh embodiment of the present invention.

Detailed Description

In order to make the technical solutions of the present invention better understood by those skilled in the art, the technical solutions in the embodiments of the present invention will be clearly described below with reference to the drawings in the embodiments of the present invention, and it is obvious that the described embodiments are some embodiments of the present invention, but not all embodiments. All other embodiments, which can be derived by a person skilled in the art from the embodiments given herein without making any creative effort, shall fall within the protection scope of the present invention.

The terms "comprises" and "comprising," and any variations thereof, in the description and claims of this invention and the above-described drawings are intended to cover non-exclusive inclusions. For example, a process, method, or system, article, or apparatus that comprises a list of steps or elements is not limited to only those steps or elements listed, but may alternatively include other steps or elements not listed, or inherent to such process, method, article, or apparatus. Furthermore, the terms "first," "second," and "third," etc. are used to distinguish between different objects and are not used to describe a particular order.

In order to explain the technical means of the present invention, the following description will be given by way of specific examples.

The first embodiment is as follows:

as shown in fig. 1, the present embodiment provides a transaction clearing method for a quantified investment policy, which may be executed by an intelligent terminal such as a mobile phone, a tablet computer, a PC client, and the like.

The transaction clearing method for the quantitative investment strategy provided by the embodiment comprises the following steps:

s101, obtaining the information of the disk front table from the background server.

In this embodiment, the method may be used to liquidate stock trades, futures trades, or option trades.

In this embodiment, the local storage space refers to a storage space in a storage device built in or externally connected to the terminal device currently running the clearing processing program.

In this embodiment, the background server refers to a server run by a software service provider or a developer that performs background maintenance on the clearing processing program. The over-the-counter server refers to a dealer's trading server.

In a specific application, the disc front table information may specifically include: the information related to the trading of the quantitative investment strategy, such as the trading code, the exchange, the type of the variety, the price of fluctuation and stoppage, the yesterday price, the number of days left, the contract multiplier, the trading date, the right price, the price of stock for.

Wherein the futures refer to standardized tradeable contracts that are targeted primarily but not exclusively for popular products such as cotton, soybeans, petroleum, etc., and financial assets such as stocks, bonds, etc.

The option, also called option, is a derivative financial instrument. Refers to the right that the buyer pays the option fee (referring to the right money) to buy or sell a certain amount of specific goods to the seller at a preset price (referring to the performance price) within a future period (referring to the American option) or on a certain future date (referring to the European option), but does not bear the obligation of having to buy or sell (i.e. the option buyer has the right to choose whether to exercise buying or selling, and the option seller has to unconditionally obey the buyer's choice and fulfill the promised agreement at the time of transaction).

The yesterday closing price refers to the price of closing when yesterday trading is collected.

The contract multiplier is the value of the contract expressed in terms of the product of a certain monetary amount and a target index in stock futures transactions. This certain monetary amount is fixed by the contract and is referred to as the contract multiplier.

The copyright price is a price which is agreed when the issuer issues the right and at which the right holder purchases or sells the target security from the issuer.

The underlying securities are securities available for purchase by investors and securities that can be financed by security companies for investors. The closing price refers to the final transaction price of a certain security in each transaction day of the stock exchange.

In one embodiment, step S101 specifically includes:

if the clearing processing program is started, acquiring the information of the disk front table from the background server and storing the information of the disk front table in a local storage space;

and after the clearing processing program is started, if the current time reaches the preset time, acquiring the information of the disk front table from the background server again and storing the information of the disk front table in the local storage space.

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

In specific application, after the information of the disk front table is acquired and stored in a local storage space, account initialization is started.

In a specific application, the time stamp is added after the acquired pre-disc table information is stored in the local storage space.

When the program is convenient to restart, the time mark information of the disk front table can be obtained by reading the local storage space, and whether the disk front table information is obtained from the background server or not is judged.

In a specific application, the information of the transaction is automatically saved to a local storage space for subsequent local clearing processing. Such as a transaction code, transaction code and exchange combination information, or other related information.

In this embodiment:

and S102, acquiring the transaction parameter information from the background server or the counter server, or acquiring the transaction parameter information input by the user.

In one embodiment, step S102 specifically includes:

saving, setting and acquiring transaction parameter information according to the account number;

detecting whether an automatic acquisition function is started;

if the automatic acquisition function is started and the account number is in a login state, acquiring transaction parameter information from the counter server;

and if the automatic acquisition function is closed, acquiring transaction parameter information from the counter server according to the transaction parameter acquisition instruction when receiving a transaction parameter acquisition instruction input by a user.

Specifically, the acquired transaction parameter information input by the user or the transaction parameter information of the counter server is stored in the local storage space; and judging whether the local storage space stores the transaction parameter information corresponding to the account, and if the local storage space does not store the transaction parameter information corresponding to the account, acquiring the transaction parameter information from the background server.

Specifically, one account performs automatic acquisition of transaction parameters once a day.

Specifically, the transaction parameters are acquired in the background, and the user can perform transactions simultaneously.

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

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

Specifically, the spot transaction parameters include: trade variety, unilateral trade commission, fee ratio of passing the house, tax stamp rate.

Wherein, the unilateral trade refers to the trade of buying or selling one direction.

The stamp tax is a tax imposed on the act of setting up and receiving documents with legal effectiveness in economic activities and economic communications.

The user fee refers to the fee paid by the buyer and the seller for the stock right change registration after the stock and the fund entrusted to the buying and selling are traded.

Specifically, the futures trading parameters include: transaction code, open margin rate, multi-end margin rate, opening commission (dollar/hand), open commission (dollar/hand), current commission (dollar/hand) and opening commission (dollar/ten thousand), open commission (dollar/ten thousand), and current commission (dollar/ten thousand).

The term "multi-position" refers to a position held by an investor after buying a futures contract in a futures transaction, and is called multi-position, which is referred to as multi-position for short.

The empty head refers to the position held after the futures contract is sold, called empty head position for short. Investors holding a lot think that the price of the futures contract will rise, so buy; instead, the prospective investor considers that the futures contract price will drop later and so will sell the futures contract price.

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

In futures trading, "tie up" is to tie down today's bin and "tie up" is to tie down historical bin.

The opening is called building a warehouse, and the opening refers to that a futures trader newly buys or newly sells a certain number of futures contracts.

The term "stock" refers to the action of a futures trader buying or selling a futures contract that has the same type, quantity and delivery month as the futures contract held by the trader but has the opposite trading direction, and the stock trading is simply "buying before selling, buying before selling".

Specifically, option trading parameters include: buying and selling the opening commission charge (element), buying the open-cabin commission charge (element), selling the open-cabin commission charge (element), guaranteeing the floating proportion of the gold, guaranteeing the gold adjustment coefficient and the like of the transaction variety.

The selling opening refers to a trading means which is adopted by an investor to see the future price trend, and the selling opening refers to a see-and-fall contract. Selling out and opening the warehouse, and freezing account funds. After the price is lowered, the user chooses to buy the balance bin and earns the price difference.

The buying-clearing refers to that an investor supplements the held selling contract back to the previous selling contract without seeing the future market, and the held selling contract is offset with the original selling contract to quit the market, so that account funds are unfrozen.

In this embodiment:

s103, account initialization is executed, wherein the account initialization comprises the step of obtaining account information from the counter server.

Specifically, the account is an account of the user at a counter server.

Specifically, the account information includes: fund information, account taken position information, uncommitted order information, etc.

Wherein the account initialization further comprises:

acquiring the information of the uncoagulated entrusting ticket again;

comparing the uncommitted order information acquired for the second time with the uncommitted order information acquired for the first time;

if the information of the uncommitted order acquired for the second time is consistent with the information of the uncommitted order acquired for the first time, it indicates that no transaction return is available during the acquisition period;

if the uncommitted order information acquired for the second time is inconsistent with the uncommitted order information acquired for the first time, executing the steps again until the uncommitted order information acquired for the second time is consistent with the uncommitted order information acquired for the first time;

and processing the return of transaction after the information of the uncommitted order acquired for the second time is consistent with the information of the uncommitted order acquired for the first time by taking the information of the uncommitted order acquired for the last time, the account position information and the fund information as the data basis for clearing.

Further, if part of the information in the account information acquired from the counter server is not accurate enough or complete enough, the information which is not accurate enough or complete enough is recalculated according to the acquired transaction parameters, the information of the uncommitted order, the account position information and the information of the front list.

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

For example, if part of the information in the account information acquired from the counter server is not accurate or complete enough, the acquired mean position price of the counter server or the frozen funds or the deposit information may not be accurate or complete enough.

Further, when the uncommitted order is obtained, if the counter server only returns the OrderID and does not return the ClientOrderID, a number is automatically generated as the ClientOrderID of the order. In this embodiment, ClientOrderID is combined with OrderID in GUID manner to mark the order. Meanwhile, the corresponding relation 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 customer mark.

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

Specifically, the user can set the timing to perform account initialization. For example, account initialization is performed before opening a blank disc.

S104, obtaining and saving order information from the counter server and/or according to an order placing instruction input by the user, wherein the order information is derived from the account information, the order placing instruction input by the user is entrusted with return, committed return or an order state query result; the order information is specifically derived from uncommitted order information acquired from account initialization acquisition account information, an order placing instruction input by a user, an order return pushed by the counter server, and a transaction return or order state query result pushed by the counter server.

In one embodiment, step S104 specifically includes:

if an order placing instruction of a consignment order input by a user is received and corresponding order placing information generated according to the order placing instruction input by the user meets the preset wind control condition of the user, placing the order of the consignment order, converting the order placing information into the consignment order information and storing the order placing information in the local storage space;

obtaining the entrusted return and the transaction return pushed by the counter server, converting the entrusted return or the transaction return into the entrusted order information, and storing the entrusted return or the transaction return into the local storage space;

and if the order placing information meets the transaction condition and the transaction return pushed by the counter server is not obtained, initiating the order state query, converting the received order state query result into the order information, and storing the order information in the local storage space.

The entrusted return refers to return pushed by the counter server after the entrusted order is successfully placed.

The deal return is the return pushed by the counter server when a deal is made after the order is placed by the entrusting order.

Specifically, the order status query result refers to a received query result fed back by the counter server after initiating the order status query to the counter server when the order placing information meets the deal condition and the order placing information does not obtain the deal return report pushed by the counter server.

Specifically, the order information includes: the fund account number, security code, exchange, ClientOrderID (customer order number), OrderID (consignment contract number), direction of opening, direction of emptiness, consignment market/limit type, consignment quantity, price, consignment status, latest deal price, latest volume, cumulative volume, average price of deals, etc., may also include other transaction information related to the transaction of the quantified investment strategy. Wherein the entrusted price market price/limit price type is the market price list type or the limit price list type.

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

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

In this embodiment:

and S105, clearing according to the disc front table information, the transaction parameter information, the account information and the order information.

In a specific application, the order information includes: the information related to the transaction of the quantitative investment strategy, such as the transaction code, the entrustment amount, the accumulated volume of transaction, the current volume of transaction, the remaining amount, the average price of transaction, and the like, may further include other transaction information, and the content of the entrustment order information is not specifically limited in this embodiment.

In the concrete application, if the counter deal return can return the deal average price, the deal average price of the counter is adopted, otherwise, the deal average price is calculated by saving deal information of the consignment order, and the calculation formula is as follows:

the average bargain price is (local storage accumulated bargain volume x local storage bargain average price + current bargain volume in return for bargain x current bargain volume in return for bargain)/(local storage accumulated bargain volume + current bargain volume).

Specifically, the user may perform specific operations on one or more accounts that the user owns.

In one embodiment, step S105 includes:

s1051, if the order is handed over in the counter server, and the order return report pushed by the counter server is not received, regularly traversing the unfinished order, and initiating order state query to the counter server for the order meeting the conditions.

Specifically, the timing traversal may be performed at a predetermined time interval, or may be performed at a predetermined time.

The conditions include: market order, consignment order for trading at current market price;

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

Acquiring a snapshot price in a set time interval, wherein the snapshot price comprises:

the market highest price and the market lowest price in a preset time interval.

In one embodiment, step S1051 is followed by:

if the consignment bill is in accordance with the market order, the consignment bill is judged to be traded, consignment bill state query is initiated to the counter server, and if the counter server returns a consignment bill state query result, local clearing processing is carried out;

if the order is a limit order and the order price bought by the limit order is greater than or equal to the lowest price in the market in the preset time interval, judging that the limit order is traded, initiating order state query to the counter server, and if the counter server returns an order state query result, performing local clearing processing;

if the consignment order is a limited price order and the consignment price sold by the limited price order is less than or equal to the highest price of the market in the preset time interval, judging that the limited price order is traded for transaction, initiating consignment order state query to the counter server, and if the counter server returns a consignment order state query result, performing local clearing processing;

if the order is a to-be-withdrawn order, initiating order state query to the counter server, and if the counter server returns an order state query result, performing local clearing processing;

and if the consignment bill does not meet the consignment bill transaction condition, not initiating the consignment bill state query to the counter server.

Specifically, the to-be-removed order is an order in which the user performs order removal processing according to actual needs, the counter server performs order removal operation according to the processing of the user, and the to-be-removed order is converted into a removed order.

In this embodiment, when placing an order, a number is automatically generated as the ClientOrderID of the order, for example, a GUID generation manner is adopted, and the corresponding relationship between the ClientOrderID and other fields or field combinations of the order is stored. If the counter server needs, the ClientOrderID is sent to the counter server, if the counter server does not need, the ClientOrderID is only stored locally, the counter server returns information to be received, and the corresponding ClientOrderID is found through other fields or field combinations of the entrust list according to the stored corresponding relation.

Specifically, a Globally Unique Identifier (GUID) is a numeric Identifier that is generated by an algorithm and that is 128 bits in binary length.

In specific application, if receiving the entrusting return and in the event of a deal return, updating and saving the entrusting order information, and clearing according to the front-of-disk list information, the transaction parameter information, the account information and the entrusting order information.

In particular, the data obtained from the counter server is used directly for clearing. And acquiring data which cannot be obtained from the counter server, and calculating the data locally.

In specific application, when the program clears the entrusting bill, the program inquires the information of the front-disk table stored in the front according to the account number type or the transaction code and the exchange, and determines which clearing rule is adopted after confirming the type of the transaction variety.

Specifically, the clearing rules include: stock clearing rules, futures clearing rules, options clearing rules, etc.

In particular, the clearing rules of different varieties are different, and the clearing rules can be slightly modified according to the mode specified by the exchange.

In a specific application, calculating the content at clearing time comprises: the available number, the frozen number, the current number of the bins, the frozen fund, the available amount, the occupation guarantee deposit and other information related to the transaction of the quantitative investment strategy are calculated, and other transaction information can be included.

In specific application, when the frozen fund of the market price list is calculated, the price of fluctuation and stopping is needed; calculating a contract multiplier for the transaction rules when futures are to be calculated; and the proportion of the deposit of the transaction parameters, the transaction operation fee and the like are required.

The freezing quantity refers to the quantity that one entrusted single holding bin can not be operated because the next single flat bin is frozen. For example, when the futures are taken in 2 hands and multiple heads, and the user takes an order to sell the open warehouse with 1 hand, the freezing quantity is 1 hand, and the available taking quantity is 1 hand.

The current warehouse quantity is the quantity of warehouse opening deals today.

Specifically, part of the data, for example, the average price of opening the warehouse of futures, cannot be cleared locally when the warehouse is in a flat-warehouse deal, and a mode of periodically inquiring a counter when the warehouse is in a flat-warehouse deal can be adopted, so that local clearing of other fields is not influenced.

Specifically, all data stored in the local storage space may be stored in the memory, may be stored in the local file, and may also be stored in the local database.

In the embodiment, the information of the disk front table is acquired from the background server; acquiring transaction parameter information from the background server or the counter server, or acquiring the transaction parameter information input by a user; performing account initialization, wherein the account initialization comprises acquiring account information from the counter server; obtaining and saving order information from the counter server and/or according to an order placing instruction input by the user, wherein the order information is derived from the account information, and the order placing instruction input by the user is a result of order placing, order returning, deal returning or order state query; the order information is specifically derived from uncommitted order information acquired from account initialization acquisition account information, an order placing instruction input by a user, an entrustment return pushed by the counter server, a transaction return pushed by the counter server or an order state query result; and clearing according to the front-disk list information, the transaction parameter information, the account information and the entrusting bill information. The embodiment can locally carry out transaction clearing with comprehensive fields and basically no delay.

Example two:

as shown in fig. 2, this embodiment is a further refinement of the acquisition of the transaction parameter information from the backend server or the counter server, or the acquisition of the transaction parameter information input by the user, based on the first embodiment.

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

s1021, saving, setting and acquiring transaction parameter information according to the account number;

s1022, detecting whether the automatic acquisition function is started;

s1023, if the automatic acquisition function is started and the account is in a login state, acquiring transaction parameter information from the counter server;

and S1024, if the automatic acquisition function is closed, acquiring transaction parameter information from the counter server according to the transaction parameter acquisition instruction when receiving the transaction parameter acquisition instruction input by the user.

In the present embodiment, the automatic acquisition function is executed a certain number of times at a predetermined time. The specific setting can be carried out according to the actual situation. Specifically, the predetermined time may be a preset time or a preset time interval. For example, at 9, if the automatic acquisition function is turned on and the account is in the login state, the automatic acquisition function is executed once. For example, the automatic acquisition function is performed once a day.

In the present embodiment, S1023 includes:

if the automatic acquisition function is started, logging in a counter server through an account of a current user, executing account initialization on the logged-in account after the account is logged in successfully, namely the account is in a logged-in state, acquiring transaction parameter information from the counter server, and executing account initialization again after the acquisition is completed.

Specifically, spot transaction parameters include: trade variety, unilateral trade commission, fee ratio of passing the house, tax stamp rate.

Specifically, option trading parameters include: buying opening commission charge (element), selling opening commission charge (element), buying leveling commission charge (element), selling leveling commission charge (element), guaranteeing gold floating proportion, guaranteeing gold adjusting coefficient and the like of the transaction variety.

In a specific application, the acquiring transaction parameter information from the background server or the counter server, or acquiring the 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, the step goes to step S1022, and whether an automatic acquisition function is started is detected;

if the counter server does not provide a transaction parameter interface, acquiring transaction parameter information input by a user through a 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;

and storing 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.

Specifically, if it is detected that the counter server provides a transaction parameter interface or an automatic acquisition function is started or a user inputs a transaction parameter acquisition instruction after the transaction parameter information is acquired from the background server, step S102 is executed again.

In the embodiment, whether an automatic acquisition function is started or not is detected by storing, setting and acquiring transaction parameter information according to an account number, if the automatic acquisition function is started and the account number is in a login state, transaction parameter information is acquired from the counter server, if the automatic acquisition function is closed, when a transaction parameter acquisition instruction input by a user is received, the transaction parameter information is acquired 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 is acquired or the transaction parameter information is acquired from the background server, and the transaction parameter information acquired from the background server or the counter server, or the transaction parameter information input by the user is acquired and stored in the local storage space. The transaction parameters are acquired in different modes, and the transaction clearing with comprehensive fields and basically no time delay is conveniently carried out locally.

Example three:

as shown in fig. 3, this embodiment is a further refinement of the obtaining and saving of order information from the counter server and/or according to the order placing command input by the obtained user based on the first embodiment.

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

s1041, if an order placing instruction of a consignment order input by a user is received and corresponding order placing information generated according to the order placing instruction input by the user meets a wind control condition preset by the user, placing the order of the consignment order, converting the order placing information into the consignment order information and storing the order placing information in the local storage space;

s1042, obtaining the entrusted return and the deal return pushed by the counter server, converting the entrusted return or the deal return into the entrusted order information, and saving the entrusted return or the deal return to the local storage space;

and S1043, if the order placing information meets a deal condition and the deal return pushed by the counter server is not obtained, initiating a consignment order state query, converting a received consignment order state query result into the consignment order information, and storing the consignment order information in the local storage space.

Specifically, after receiving the order placing information, the delegation return, the deal return or the delegation state query result, the order placing information, the delegation return, the deal return or the delegation state query result is converted into the delegation information, and the delegation information is stored in a local storage space. The conversion mode assigns values to the corresponding fields. And after receiving the order information in different states, the order information in the last received state is updated and stored. For example, after receiving the delegation return, the content of the delegation information stored in the local storage space is updated to the delegation return.

Specifically, the transaction parameter information is acquired in the background, and the user can perform transactions at the same time.

In a specific application, the obtaining the commission return and the deal return pushed by the counter server, converting the commission return or the deal return into the commission ticket information, and after the commission ticket information is stored in the local storage space, the method further includes:

if the order information and the deal return belong to the same order, comparing the order information with the order state or accumulated deal amount of the deal return and the current deal amount, and judging whether the deal return is the deal return arriving in a delayed way or the deal return lost between the order information and the deal return, comprising the following steps:

judging the order state in the order information and the order state of the deal return; the order state sequence after the order is placed is to be reported, reported and formed; the order state sequence after the order is removed is to be removed and removed;

if the order state of the deal return is before the order state in the order information, judging that the deal return is delayed arrival, and discarding the deal return;

if the consignment bill information and the transaction return are both partial transaction returns, comparing the accumulated transaction amount of the transaction returns with the accumulated transaction amount of the consignment bill information;

if the accumulated volume of the order information is larger than the accumulated volume of the deal return, judging that the deal return is the delay-arrived deal return, and discarding the deal return;

if the accumulated volume of the consignment bill information is smaller than the accumulated volume of the transaction return, calculating a difference value between the accumulated volume of the transaction return and the accumulated volume of the consignment bill information;

if the difference is larger than the current transaction amount of the transaction return, judging that the transaction return is lost between the entrusting order information and the transaction return, recalculating the current transaction amount and the current transaction price according to the transaction return and the entrusting order information to obtain a new transaction return containing the lost transaction return, converting the new transaction return containing the lost transaction return into the entrusting order information, and storing the entrusting order information in a local storage space;

and if the difference is equal to the current volume of the transaction return, converting the transaction return into the order information and storing the order information in a local storage space.

Specifically, the order state includes: waiting for reporting, reported, waiting for withdrawing, withdrawn, committed (partial transaction), completed (full transaction).

The waiting state refers to a state that the order placing instruction of the entrusting order is not reported to the exchange by data processing. The reported state refers to the state that the order placing command of the entrust order has been reported to the exchange by data processing, and the counter server receives order placing feedback sent by the exchange. The partial transaction refers to a state that the accumulated transaction amount of the order is smaller than the next order amount and is not cancelled. The successful state means that the accumulated transaction amount of the order is equal to the next order amount, namely, all transactions of the order are completed.

Specifically, if the order status of the deal return is before the order status in the order information, it means: and judging the order of the order state of the deal return and the order state in the order information. For example, if the order state of the transaction return is to be cancelled and the order state in the order information is cancelled, the order state of the transaction return is before the order state in the order information, the transaction return is determined to be delayed arrival, and the transaction return is discarded.

Specifically, the recalculation includes calculating the current volume and the current price of the transaction, and obtaining a new transaction return containing the loss return; wherein, the current transaction price is (the accumulated transaction amount of the transaction return x the transaction average price of the transaction return-the accumulated transaction amount of the order information x the transaction average price of the order information-the current transaction amount of the transaction return x the transaction average price of the transaction return)/the current transaction amount;

the current volume of the transaction is (the accumulated volume of the transaction return-the accumulated volume of the order information-the current volume of the transaction return).

Specifically, when the counter pushes a return report, the return report includes the current volume of the return report and the accumulated volume of the counter. The accumulated volume of the transaction return is the sum of the accumulated volume of the order information, the current volume of the transaction return and the volume of the lost transaction return.

Specifically, the generating of the corresponding order information according to the order placing command of the order form input by the user meets the wind control condition preset by the user includes:

and generating corresponding ordering information according to an order ordering command input by the user to meet the system wind control condition and the account wind control condition preset by the user.

Specifically, the system wind control conditions include:

the system order-off prompt quantity does not exceed an order-off prompt quantity threshold value, and if the system order-off prompt quantity exceeds the order-off prompt quantity threshold value, the order is rejected;

allowing the number of the non-reported entrusts not to exceed a threshold value of the number of the non-reported entrusts, and rejecting the order if the number of the non-reported entrusts exceeds the threshold value;

the transaction code in the entrusting order is not in the transaction blacklist, and the order is rejected if the transaction code in the entrusting order is in the transaction blacklist;

specifically, the account wind control conditions include:

the single number of the current account number in the current day does not exceed the single number threshold value in the current day, and if the single number of the current account number in the current day exceeds the single number threshold value in the current day, the single number is rejected;

the maximum position-taking amount corresponding to each transaction code in the order does not exceed the maximum position-taking amount threshold value, and the order is rejected if the maximum position-taking amount exceeds the maximum position-taking amount threshold value;

the account fund usage proportion of the current user does not exceed the account fund usage proportion threshold value, and if the account fund usage proportion exceeds the account fund usage proportion threshold value, the current user refuses the order;

the upper limit of the account fund use of the current user does not exceed the upper limit threshold of the account fund use, and if the upper limit of the account fund use exceeds the upper limit threshold, the current user refuses the order;

and the transaction code quantity in the order does not exceed the transaction code quantity threshold value, and if the transaction code quantity exceeds the transaction code quantity threshold value, the order is rejected.

Specifically, the system order placing prompt quantity means that the order placing quantity/second is calculated when the order placing is received.

Specifically, when the order placing is successful, the instantaneous amount of the order placing of the system is increased by one, and the zero resetting is carried out once per second.

The allowed number of non-reported entrusts means that the number of non-reported entrusts is not received when the order is successfully placed.

Specifically, when the order placing is successful, the system does not receive the number of the returns, and the number of the non-obtained returns is increased by one. If the entrusted report, the transaction report or the rejection report is received, the number of the non-obtained reports is reduced by one.

Specifically, the account fund usage ratio refers to a ratio of the sum of the amount of money to be frozen for the current order and the amount of money already used to calculate the total interest of the sum of the amount of money to be frozen for the current order and the amount of money already used.

The account fund use upper limit refers to the sum of the amount of the fund to be frozen for the current order and the amount of the fund already used.

The transaction code number refers to the code number of the order of the current transaction.

In a specific application, when the total equity is calculated, the latest equity can be calculated according to the latest price of the position-holding code.

In a specific application, if the order does not meet the wind control condition, the order is not issued to the order.

In this embodiment, the wind control condition determination of the order is performed only in the open-cabin condition, and the wind control condition determination of the order is not performed in the flat-cabin condition.

Specifically, the information of the current day singular number of the account number and the like may be stored in a local storage space, specifically, may be stored in a memory, may also be stored in a local file, and may also be stored in a local database.

Specifically, the user may set a mechanism for periodically clearing the saved information, such as periodically clearing the saved information before opening the blank disc, night disc, etc.

The method comprises the steps that if an order placing command input by a user is received and corresponding order placing information generated according to the order placing command input by the user meets a wind control condition preset by the user, the order is placed on the order, and the order placing information is converted into order placing information and stored in a local storage space; and acquiring the entrusted return and the transaction return pushed by the counter server, converting the entrusted return and the transaction return into the entrusted order information, storing the entrusted order information in the local storage space, and processing the phenomena of delayed arrival, loss and the like of the transaction return, so that the entrusted order information is obtained and updated in real time when the entrusted order meeting the conditions is issued, and the transaction clearing with comprehensive fields and basically no delay is performed locally.

Example four:

as shown in fig. 4, the present embodiment provides a trading clearance system 100 for quantifying investment strategies for performing the method steps in the embodiment corresponding to fig. 1.

The trading clearing system 100 for quantifying investment strategies comprises:

a disk front table information obtaining module 101, configured to obtain disk front table information from a background server;

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

an account information obtaining module 103, configured to perform account initialization, where the account initialization includes obtaining account information from the counter server;

the order information management module 104 is configured to obtain and store order information from the counter server and/or according to an order placing instruction input by the user, where the order information is derived from the account information, the order placing instruction input by the user is a result of order return delegation, deal return or order state query; the order information is specifically derived from uncommitted order information acquired from account initialization acquisition account information, an order placing instruction input by a user, an entrustment return pushed by the counter server, a transaction return pushed by the counter server or an order state query result;

and the clearing processing module 105 is used for clearing according to the disc front table information, the transaction parameter information, the account information and the order information.

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

the device comprises a disk front table information acquisition unit, a local storage space and a background server, wherein the disk front table information acquisition unit is used for acquiring disk front table information from the background server and storing the disk front table information into the local storage space if a clearing processing program is started;

and the disk front table information updating unit is used for acquiring the disk front table information from the background server again and storing the disk front table information in a local storage space if the current time reaches the preset time after the clearing processing program is started.

In specific application, after the unit for acquiring the information of the front disk is started, the account initialization unit is started.

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

In a specific application, the account information obtaining module 103 is specifically configured to: performing account initialization, wherein the account initialization comprises 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:

the acquiring subunit is used for acquiring uncommitted order information, fund information and account position taking information from the counter server;

the uncommitted rechecking subunit is used for acquiring the uncommitted entrusting order information again;

the first uncoagulated comparison subunit is used for comparing the uncommitted order information acquired for the second time with the uncommitted order information acquired for the first time;

the second uncommitted comparison subunit is used for indicating that no deal return is available in the acquisition period if the uncommitted order information acquired for the second time is consistent with the uncommitted order information acquired for the first time;

the third uncommitted comparison subunit is used for executing the steps again until the uncommitted order information acquired for the second time is consistent with the uncommitted order information acquired for the first time if the uncommitted order information acquired for the second time is inconsistent with the uncommitted order information acquired for the first time;

and the transaction return processing subunit is used for processing the transaction return after the information of the uncommitted order acquired for the second time is consistent with the information of the uncommitted order acquired for the first time by taking the information of the uncommitted order acquired for the last time, the account position information and the fund information as the clearing data basis.

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

the recalculating subunit is used for recalculating the information which is not accurate enough or not complete enough according to the acquired transaction parameters, the information of the uncommitted order, the account position information and the information of the front-of-disk list if part of the information in the account information acquired from the counter server is not accurate enough or not complete enough;

and the information storage subunit is used for storing the fund information, the account position taking information and the uncommitted order information according to the account number when the account number is initialized successfully.

In one embodiment, the clearing processing module 105 includes:

and the consignment bill condition judging unit is used for traversing the unconsolidated consignment bill at regular time and initiating consignment bill state inquiry to the counter server for the consignment bill meeting the conditions if the consignment bill is submitted at the counter server and the consignment return report pushed by the counter server is not received.

In one embodiment, the order condition determining unit includes:

the market order judging subunit is used for judging that the entrustment order is traded if the entrustment order conforms to the market order, initiating entrustment order state query to the counter server, and performing local clearing processing if the counter server returns an entrustment order state query result;

the first price limit order judging subunit is used for judging that the price limit order is traded if the order is a price limit order and the order price bought by the price limit order is greater than or equal to the lowest price in the market in the preset time interval, initiating order state query to the counter server, and performing local clearing processing if the counter server returns an order state query result;

the second price limit order judgment subunit is used for judging that the price limit order is traded if the consignment order is a price limit order and the consignment price sold by the price limit order is less than or equal to the highest price of the market in the preset time interval, initiating consignment order state query to the counter server and carrying out local clearing processing if the counter server returns a consignment order state query result;

and the consignment bill to be withdrawn subunit is used for initiating consignment bill state query to the counter server if the consignment bill is the consignment bill to be withdrawn, and performing local clearing processing if the counter server returns a consignment bill state query result.

And the non-transaction unit is used for not initiating the consignment bill state query to the counter server if the consignment bill does not meet the consignment bill transaction condition.

ExamplesFifthly:

as shown in fig. 5, in the present embodiment, the transaction parameter information obtaining module 102 in the fourth embodiment includes a structure for executing the method steps in the embodiment corresponding to fig. 2, and includes:

a transaction parameter information management unit 1021, configured to save, set, and acquire transaction parameter information according to the account number;

a first automatic acquisition detecting unit 1022 for detecting whether the automatic acquisition function is on;

a first transaction parameter information obtaining unit 1023, configured to obtain transaction parameter information from the counter server if the automatic obtaining function is turned on and the account is in a login state;

the second transaction parameter information obtaining unit 1024 is configured to, if the automatic obtaining function is turned off, obtain, according to a transaction parameter obtaining instruction input by a user, transaction parameter information from the counter server according to the transaction parameter obtaining instruction.

In this embodiment, the first transaction parameter information obtaining unit 1023 is specifically configured to log in to a counter server through an account of a current user if the automatic obtaining function is started, perform account initialization on the login account after the account login is successful, that is, when the account is in a login state, obtain the transaction parameter information from the counter server, and perform account initialization again after the obtaining is completed.

In one embodiment, the transaction parameter information obtaining module 102 further includes:

the transaction parameter interface detection unit is used for detecting whether the counter server provides a transaction parameter interface;

a detection starting unit, configured to enter the first automatic acquisition detecting unit 1022 to detect whether an automatic acquisition function is started if the counter server provides a transaction parameter interface;

the unit for acquiring the transaction parameter set by the user is used for acquiring the transaction parameter information input by the user through the transaction parameter setting interface if the counter server does not provide the transaction parameter interface;

the background transaction parameter acquiring unit is used for acquiring transaction parameter information from the background server if the transaction parameter information input by the user through the transaction parameter setting interface is not acquired;

and the transaction parameter information storage unit is used for storing 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.

Example six:

as shown in fig. 6, in the present embodiment, the order information management module 104 in the fourth embodiment includes a structure for executing the method steps in the embodiment corresponding to fig. 3, and includes:

the order obtaining unit 1041 is configured to, if an order placing instruction of the order form input by the user is received and corresponding order placing information generated according to the order placing instruction input by the user meets a wind control condition preset by the user, place an order for the order form, convert the order placing information into the order placing information, and store the order placing information in the local storage space;

an obtaining entrusted return unit 1042, configured to obtain entrusted return and deal return pushed by the counter server, convert the entrusted return or deal return into the entrusted form information, and store the entrusted return or deal return in the local storage space;

and an unacquired transaction return processing unit 1043, configured to initiate a consignment order state query if the order placing information meets a transaction condition and the transaction return pushed by the counter server is not obtained, convert a received consignment order state query result into the consignment order information, and store the consignment order information in the local storage space.

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

a transaction report judging unit, configured to compare the order information with the order state or the accumulated transaction amount of the transaction report and the current transaction amount if the order information and the transaction report belong to the same order, and judge that the transaction report is a transaction report arriving with a delay time or a transaction report lost between the order information and the transaction report, including:

the consignment bill state comparing subunit is used for judging the consignment bill state in the consignment bill information and the consignment bill state of the deal return; the order state sequence after the order is placed is to be reported, reported and formed; the order state sequence after the order is removed is to be removed and removed;

a first delay processing subunit, configured to determine that the deal report is a delayed arrival if a consignment order state of the deal report is before a consignment order state in the consignment order information, and discard the deal report;

a component judgment subunit, configured to compare, if the order information and the deal return are both part of deal returns, the accumulated volume of the deal returns with the accumulated volume of the order information;

a second delay processing subunit, configured to determine that the deal return is a delayed arrival deal return if the accumulated deal amount of the order information is greater than the accumulated deal amount of the deal return, and discard the deal return;

a difference calculating subunit, configured to calculate a difference between the accumulated volume of the deal return and the accumulated volume of the order information if the accumulated volume of the deal return is smaller than the accumulated volume of the deal return;

a first difference comparison subunit, configured to determine that there is a missed deal return between the order information and the deal return if the difference is greater than the current amount of the deal return, recalculate the current amount of the deal and the current price of the deal according to the deal return and the order information, obtain a new deal return including the missed deal return, convert the new deal return including the missed deal return into the order information, and store the order information in a local storage space;

and the second difference comparison subunit is configured to, if the difference is equal to the current volume of the deal return, convert the deal return into the order information, and store the order information in a local storage space.

Specifically, the wind control condition judgment unit comprises a system wind control condition judgment unit and an account wind control condition judgment unit.

Specifically, the system wind control condition determination unit includes:

the system order-off instantaneous quantity judging subunit is used for judging whether the system order-off instantaneous quantity exceeds an order-off instantaneous quantity threshold value or not, and rejecting an order if the system order-off instantaneous quantity exceeds the order-off instantaneous quantity threshold value;

the allowable non-reported commission number judging subunit is used for judging whether the allowable non-reported commission number exceeds a non-reported commission number threshold value or not, and if the allowable non-reported commission number exceeds the non-reported commission number threshold value, rejecting the order;

the transaction blacklist judging subunit is used for judging that the transaction code in the entrusting order is not in the transaction blacklist, and rejecting the order if the transaction code in the entrusting order is in the transaction blacklist;

specifically, the account wind control condition determining unit includes:

the unit for judging the number of orders in the day is used for judging whether the number of orders in the day of the current account exceeds the threshold value of the number of orders in the day, and if so, rejecting the orders;

the maximum position holding amount judging subunit is used for judging whether the maximum position holding amount corresponding to each transaction code in the order exceeds a maximum position holding amount threshold value or not, and if the maximum position holding amount exceeds the maximum position holding amount threshold value, the order is rejected;

the account fund usage proportion judging subunit is used for judging whether the account fund usage proportion of the current user exceeds an account fund usage proportion threshold value or not, and if so, rejecting the order;

the account fund usage upper limit judging subunit is used for judging whether the account fund usage upper limit of the current user exceeds an account fund usage upper limit threshold value or not, and if so, rejecting the order;

and the transaction code quantity judging subunit is used for judging whether the transaction code quantity in the order exceeds a transaction code quantity threshold value or not, and rejecting the order if the transaction code quantity exceeds the transaction code quantity threshold value.

The method comprises the steps that if an order placing instruction input by a user is received and corresponding order placing information generated according to the order placing instruction input by the user meets a wind control condition preset by the user, the order is placed on the order, and the order placing information is converted into order placing information and stored in a local storage space; obtaining the entrusted return and the transaction return pushed by the counter server, converting the entrusted return or the transaction return into the entrusted order information, and storing the entrusted return or the transaction return into the local storage space; and the phenomena of delayed arrival, loss and the like of return of the deal are processed, so that the order placing transaction, real-time acquisition and updating of the order information of the order meeting the conditions are realized, and the transaction clearing with comprehensive fields and basically no delay is conveniently carried out locally.

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

Example seven:

the present embodiment provides a transaction clearing device that quantifies investment strategies.

Fig. 7 is a schematic diagram of a transaction clearing arrangement for quantifying investment strategy provided by an embodiment of the present invention. As shown in fig. 7, the transaction clearing apparatus 7 of the quantified investment strategy of this embodiment includes: a processor 70, a memory 71 and a computer program 72 stored in said memory 71 and operable on said processor 70, such as a transaction clearing program quantifying investment strategies. The processor 70, when executing the computer program 72, implements the steps in the transaction clearing method embodiments of the various quantified investment strategies, such as steps S101-S105 shown in fig. 1. Alternatively, the processor 70 implements the functions of the units in the device embodiments when executing the computer program 72.

Illustratively, the computer program 72 may be divided into one or more units, which are stored in the memory 71 and executed by the processor 70 to accomplish the present invention. The one or more elements may be a series of computer program instruction segments capable of performing specific functions for describing the execution of the computer program 72 in the transaction clearing arrangement 7 of the quantitative investment strategy. For example, the computer program 72 may be divided into a front-of-disk information acquisition module, a transaction parameter information acquisition module, an account information acquisition module, a consignment information management module, and a clearing processing module, and the specific functions of each module are as follows:

The transaction clearing device 7 of the quantitative investment strategy may be a desktop computer, a notebook, a palm computer, a cloud server and other computing devices. The transaction clearing means for quantifying the investment strategy may include, but is not limited to, a processor 70, a memory 71. It will be appreciated by those skilled in the art that fig. 7 is merely an example of the transaction clearing arrangement 7 quantifying investment policies and does not constitute a limitation of the transaction clearing arrangement 7 quantifying investment policies and may comprise more or less components than those shown, or some components in combination, or different components, e.g. the transaction clearing arrangement quantifying investment policies may also comprise input output devices, network access devices, buses, etc.

The Processor 70 may be a Central Processing Unit (CPU), other general purpose Processor, a Digital Signal Processor (DSP), an Application Specific Integrated Circuit (ASIC), a Field-Programmable Gate Array (FPGA) or other Programmable logic device, discrete Gate or transistor logic, 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 transaction clearing arrangement 7 of the quantitative investment strategy, such as a hard disk or a memory of the transaction clearing arrangement 7 of the quantitative investment strategy. The memory 71 may also be an external storage device of the transaction clearing apparatus 7 of the quantitative investment strategy, such as a plug-in hard disk, a Smart Media Card (SMC), a Secure Digital (SD) Card, a Flash memory Card (Flash Card), and the like, provided on the transaction clearing apparatus 7 of the quantitative investment strategy. Further, the memory 71 may also include both an internal storage unit of the transaction clearing arrangement 7 of the quantitative investment strategy and an external storage device. The memory 71 is used for storing the computer program and other programs and data required by the transaction clearing means of the quantitative investment strategy. The memory 71 may also be used to temporarily store data that has been output or is to be output.

It will be apparent to those skilled in the art that, for convenience and brevity of description, only the functional units and modules are described as examples, and in practical applications, the functions may be distributed as required by different functional units and modules, that is, the internal structure of the apparatus may be divided into different functional units or modules to implement all or part of the functions described above. Each functional unit and module in the embodiments may be integrated in one processing unit, or each unit may exist alone physically, or two or more units are integrated in one unit, and the integrated unit may be implemented in a form of hardware, or in a form of software functional unit. In addition, specific names of the functional units and modules are only for convenience of distinguishing from each other, and are not used for limiting the protection scope of the present application. The specific working processes of the units and modules in the system may refer to the corresponding processes in the foregoing method embodiments, and are not described herein again.

In the embodiments, the descriptions of the respective embodiments have respective emphasis, and reference may be made to the related descriptions of other embodiments for parts that are not described or recited in a certain embodiment.

Those of ordinary skill in the art will appreciate that the various illustrative elements and algorithm steps described in connection with the embodiments disclosed herein may be implemented as electronic hardware or combinations of computer software and electronic hardware. Whether such functionality is implemented as hardware or software depends upon the particular application and design constraints imposed on the implementation. Skilled artisans may implement the described functionality in varying ways for each particular application, but such implementation decisions should not be interpreted as causing a departure from the scope of the present invention.

In the embodiments provided in the present invention, it should be understood that the disclosed apparatus and method may be implemented in other ways. For example, the above-described apparatus embodiments are merely illustrative, and for example, the division of the modules or units is only one logical division, and there may be other divisions when actually implemented, for example, a plurality of units or components may be combined or may be integrated into another system, or some features may be omitted, or not executed. In addition, the shown or discussed mutual coupling or direct coupling or communication connection may be an indirect coupling or communication connection through some interfaces, devices or units, and may be in an electrical, mechanical or other form.

The units described as separate parts may or may not be physically separate, and parts displayed as units may or may not be physical units, may be located in one place, or may be distributed on a plurality of network units. Some or all of the units can be selected according to actual needs to achieve the purpose of the solution of the embodiment.

In addition, functional units in the embodiments of the present invention may be integrated into one processing unit, or each unit may exist alone physically, or two or more units are integrated into one unit. The integrated unit can be realized in a form of hardware, and can also be realized in a form of a software functional unit.

The integrated unit, if implemented in the form of a software functional unit and sold or used as a stand-alone product, may be stored in a computer readable storage medium. Based on such understanding, all or part of the flow in the method according to the embodiments of the present invention may also be implemented by a computer program, which may be stored in a computer-readable storage medium and used for instructing related hardware to implement the steps of the embodiments of the method when the computer program is executed by a processor. Wherein the computer program comprises computer program code, which may be in the form of source code, object code, an executable file or some intermediate form, etc. The computer-readable medium may include: any entity or device capable of carrying the computer program code, recording medium, usb disk, removable hard disk, magnetic disk, optical disk, computer Memory, Read-Only Memory (ROM), Random Access Memory (RAM), electrical carrier wave signals, telecommunications signals, software distribution medium, and the like. It should be noted that the computer readable medium may contain content that is subject to appropriate increase or decrease as required by legislation and patent practice in jurisdictions, for example, in some jurisdictions, computer readable media does not include electrical carrier signals and telecommunications signals as is required by legislation and patent practice.

The above-mentioned embodiments are only used for illustrating the technical solutions of the present invention, and not for limiting the same; although the present invention has been described in detail with reference to the foregoing embodiments, it will be understood by those of ordinary skill in the art that: the technical solutions described in the foregoing embodiments may still be modified, or some technical features may be equivalently replaced; such modifications and substitutions do not substantially depart from the spirit and scope of the embodiments of the present invention, and are intended to be included within the scope of the present invention.

Claims

1. A transaction clearing method for quantifying investment strategies, comprising:

acquiring disk front table information from a background server;

performing account initialization, wherein the account initialization includes obtaining account information from the counter server, and the account information includes: the account initialization further comprises the steps of obtaining the information of the uncommitted order for the second time, comparing the information of the uncommitted order obtained for the second time with the information of the uncommitted order obtained for the first time, if the information of the uncommitted order obtained for the second time is consistent with the information of the uncommitted order obtained for the first time, then no settlement is paid back during the acquisition period, if the information of the uncommitted order acquired for the second time is inconsistent with the information of the uncommitted order acquired for the first time, obtaining the information of the uncommitted order again, comparing the information of the uncommitted order with the information of the uncommitted order obtained for the first time until the information of the uncommitted order obtained for the second time is consistent with the information of the uncommitted order obtained for the first time, taking the information of the uncommitted order obtained for the last time, account position information and fund information as a clearing data base, and processing the transaction return after the information of the uncommitted order obtained for the second time is consistent with the information of the uncommitted order obtained for the first time; when the account is initialized successfully, saving fund information, account position taking information and uncommitted order information according to the account, wherein the account is the account of the user in the counter server;

clearing according to the front-disk list information, the transaction parameter information, the account information and the entrusting bill information;

the obtaining and saving of the order information from the counter server and/or according to the order placing instruction input by the user comprises:

if an order placing instruction of a consignment order input by a user is received and corresponding order placing information generated according to the order placing instruction input by the user meets the preset wind control condition of the user, placing the order of the consignment order, converting the order placing information into the consignment order information and storing the order placing information in a local storage space;

if the order placing information meets the transaction condition and the transaction return pushed by the counter server is not obtained, initiating the state query of the order, converting the received state query result of the order into the order information and storing the order information in the local storage space;

the obtaining the commission return and the transaction return pushed by the counter server, converting the commission return or the transaction return into the commission order information, and after the commission order information is stored in the local storage space, the method further includes:

if the order state of the deal return is before the order state in the order information, the deal return is judged to be delayed arrival, and the deal return is discarded

2. The transactional liquidation method for quantifying investment strategies of claim 1 wherein said obtaining the pre-disc information from the backend server comprises:

3. The transactional clearing method for quantifying investment strategies according to claim 1, wherein said obtaining transactional parameter information from said back-office server or counter-server, or obtaining user-entered transactional parameter information, comprises:

detecting whether an automatic acquisition function is started;

4. The transaction clearing method for quantifying investment strategy according to claim 1, wherein said generating corresponding order information according to the order command inputted by the user satisfies the wind control condition preset by the user comprises:

5. A transaction clearing system for quantifying investment strategies, comprising:

an account information obtaining module, configured to perform account initialization, where the account initialization includes obtaining account information from the counter server, where the account information includes: fund information, account position taking information and uncommitted order information; the entrusting order information management module is used for acquiring and storing entrusting order information from the counter server and/or according to an order placing instruction input by a user, wherein the entrusting order information is derived from the account information, and the order placing instruction input by the user is subjected to entrusting return, deal return or entrusting order state query result; the order information is specifically derived from uncommitted order information acquired from account initialization acquisition account information, an order placing instruction input by a user, an entrustment return pushed by the counter server, a transaction return pushed by the counter server or an order state query result;

the clearing processing module is used for clearing according to the front-disk list information, the transaction parameter information, the account information and the entrusting order information;

the account information acquisition module comprises an account initialization unit, and the account initialization unit comprises:

the third uncoagulated comparison subunit is used for comparing the uncoagulated order information obtained again with the uncommitted order information obtained for the first time if the uncommitted order information obtained for the second time is inconsistent with the uncommitted order information obtained for the first time until the uncommitted order information obtained for the second time is consistent with the uncommitted order information obtained for the first time;

the transaction return processing subunit is used for processing the transaction return after the information of the uncommitted order acquired for the second time is consistent with the information of the uncommitted order acquired for the first time by taking the information of the uncommitted order acquired for the last time, the account position information and the fund information as the clearing data basis;

the information storage subunit is used for storing fund information, account position taking information and uncommitted order information according to an account when the account is initialized successfully, wherein the account is the account of the user in the counter server;

the entrusting order information management module comprises:

the order issuing unit is used for issuing an order to the order if an order issuing command input by a user is received and corresponding order information generated according to the order issuing command input by the user meets the preset wind control condition of the user, converting the order information into order information and storing the order information in a local storage space;

an acquisition entrusted return unit for acquiring entrusted return and deal return pushed by the counter server,

converting the entrusted return or the successful return into the entrusted order information and storing the entrusted order information in the local storage space;

the non-acquisition transaction return processing unit is used for initiating the state query of the order if the order placing information meets the transaction conditions and the transaction return pushed by the counter server is not acquired, converting the received state query result of the order into the order information and storing the order information in the local storage space;

6. The transaction clearing system for quantifying investment strategy according to claim 5 wherein said pre-disc list information acquisition module comprises:

the system comprises a disk front table acquisition unit, a background server and a local storage space, wherein the disk front table acquisition unit is used for acquiring disk front table information from the background server and storing the disk front table information into the local storage space if a clearing processing program is started;

and the disk front table updating unit is used for acquiring the disk front table information from the background server again and storing the disk front table information into a local storage space if the current time reaches the preset time after the clearing processing program is started.

7. The transaction clearing system for quantifying investment strategy according to claim 5 wherein said transaction parameter information acquisition module comprises:

the transaction parameter information management unit is used for saving, setting and acquiring transaction parameter information according to the account;

an automatic acquisition detection unit for detecting whether an automatic acquisition function is on;

the first transaction parameter information acquisition unit is used for acquiring transaction parameter information from the counter server if the automatic acquisition function is started and the account number is in a login state;

and the second transaction parameter information acquisition unit is used for acquiring transaction parameter information from the counter server according to the transaction parameter acquisition instruction when receiving the transaction parameter acquisition instruction input by the user if the automatic acquisition function is closed.

8. A transaction clearing apparatus for quantifying an investment strategy comprising a memory, a processor and a computer program stored in said memory and executable on said processor, wherein said processor when executing said computer program implements the steps of the method according to any one of claims 1 to 4.

9. A computer-readable storage medium, in which a computer program is stored which, when being executed by a processor, carries out the steps of the method according to any one of claims 1 to 4.