CN108537590A - A kind of financial market data reference analysis method - Google Patents
A kind of financial market data reference analysis method Download PDFInfo
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- CN108537590A CN108537590A CN201810306911.5A CN201810306911A CN108537590A CN 108537590 A CN108537590 A CN 108537590A CN 201810306911 A CN201810306911 A CN 201810306911A CN 108537590 A CN108537590 A CN 108537590A
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Abstract
The invention discloses a kind of financial market data reference analysis methods, by the way that huge data are converted to Line Chart, after scattered data analysis object is converted to linear structure, it is identified first by image analysis, obtain original reference curve, then original reference curve is scaled etc. to the similarity for being conducive to further look at than reference curve etc. than reference curve and aim curve by linear scaling；The alternative curve chosen again by the number of intersections of cutting line and aim curve and alternative curve can be further ensured that linear similar, the range of diminution final choice and aim curve most like original reference curve of the alternative curve to aim curve；Aim curve and alternative curve are compared in the horizontal span of same level finally by assessment models, horizontal span and the immediate alternative curve of aim curve is obtained, further ensures the high similarity of object reference curve and aim curve.
Description
Technical field
The present invention relates to finance data analysis technical field more particularly to a kind of financial market data reference analysis sides
Method.
Background technology
In financial market, it is often necessary to doing data analysis, being provided current marketplace trend with will pass through historical data
Reference frame.Financial duration is fast changing, and the historical data of magnanimity leads to the difficult of data analysis.Currently, marketing data
There are many method of analysis, but each have their own disadvantage, cause final analysis result gap huge.
Invention content
Technical problems based on background technology, the present invention propose a kind of financial market data reference analysis side
Method.
A kind of financial market data reference analysis method proposed by the present invention, includes the following steps：
S1, the preset historical data traced in time span is obtained, and linear tendency chart is drawn according to historical data；
S2, curved section in nearest object time length is intercepted from linear tendency chart as aim curve, when retrospect
Between length be at least 10 times of object time length；
S3, to trace the period before being located at object time length in time span as reference time section, pass through image
Analysis obtains the linear variation tendency curved section consistent with the linear variation tendency of aim curve as former out of the reference time section
Beginning reference curve；
S4, each reference curve is zoomed in and out according to the time span of each reference curve and the ratio of object time length,
Obtain the one-to-one grade ratio reference curve of multiple and original reference curve, each equal time time span and mesh than reference curve
Mark song line is consistent；
S5, it establishes using the time as X-axis, as the reference axis of Y-axis, aim curve to be moved according to the variable of time change
Into reference axis；
S6, the cutting line for being parallel to X-axis by more is set in reference axis, the cutting line of bottom is by aim curve
Minimum point or starting point count the intersection point of each cutting line and aim curve；
S7, it is moved to each etc. in reference axis than reference curve, and the cutting line than reference curve and bottom such as each
Relative position relation it is consistent with the relative position relation of the cutting line of bottom with aim curve；
S8, the intersection point than reference curve and each cutting line such as each is counted respectively；
S9, choose alternative curve, number of intersections of any one cutting line on aim curve on alternative curve
Number of intersections is consistent；
S10, select and the number of intersections of aim curve more than 1 cutting line as assess line, according to preset assessment mould
Type calculates the deformation weights of aim curve and each alternative curve；
Assessment models are：Wherein, i is the sequence for assessing line
Number, n is the number of intersections for assessing line and aim curve or alternative curve,For i-th assessment line and aim curve or standby
The X-coordinate value of n-th of intersection point of selected songs line；
S11, the immediate alternative curve of deformation weights of deformation weights and aim curve is chosen as target alternative curve,
The corresponding original reference curve of target alternative curve is obtained as object reference curve.
Preferably, 20 to 100 times that time span is object time length are traced.
Preferably, retrospect time span is at least 1 year, and object time length is at least one week.
Preferably, cutting line is at least 5.
Preferably, the cutting line of the top is not higher than the peak of aim curve.
A kind of financial market data reference analysis method proposed by the present invention, first by being converted to huge data
Scattered data analysis object is converted to linear structure by Line Chart, is conducive to the general orientation for capturing data variation, is reduced data
The workload and difficulty of analysis.
In the present invention, by linear tendency chart, obtained and aim curve knot in the larger reference time section of time span
The most like object reference curve of fruit, then analyzes object reference curve according to object reference curve.In this way, can pass through
Line broadening analysis, searching and the most like historical data phenomenon of current data phenomenon, to be provided for the analysis of current data phenomenon
More accurate references object.
It in the present invention, is identified first by image analysis, obtains original reference curve, it then will be original by linear scaling
Reference curve such as is scaled at the similarity for being conducive to further look at than reference curve etc. than reference curve and aim curve；Again
The alternative curve chosen by the number of intersections of cutting line and aim curve and alternative curve, can be further ensured that alternative curve with
Linear similar, the range of diminution final choice and the most like original reference curve of aim curve of aim curve；Finally lead to
It crosses assessment models to compare aim curve and alternative curve in the horizontal span of same level, obtains horizontal span and mesh
The immediate alternative curve of mark song line, further ensures the high similarity of object reference curve and aim curve.
In this way, in the present invention, analyzed in conjunction with image analysis, Line broadening analysis and reference axis, selection target reference curve, favorably
In ensureing that the history reference data of final choice are similar to current target data, advantageously ensure that through historical data to recent
Data carry out the accurate of reference analysis.
Description of the drawings
Fig. 1 is a kind of financial market data reference analysis method flow chart proposed by the present invention.
Specific implementation mode
Referring to Fig.1, a kind of financial market data reference analysis method proposed by the present invention, includes the following steps.
S1, the preset historical data traced in time span is obtained, and linear tendency chart is drawn according to historical data.Such as
Scattered data analysis object is converted to linear structure, is conducive to capture by this by the way that huge data are converted to Line Chart
The general orientation of data variation reduces the workload and difficulty of data analysis.
S2, curved section in nearest object time length is intercepted from linear tendency chart as aim curve, when retrospect
Between length be at least 10 times of object time length.Specifically, in this step, in order to ensure the abundance of history reference data, chase after
Time span of tracing back is 20 to 100 times of object time length, specifically, retrospect time span is at least 1 year, the object time is long
Degree is at least one week, to ensure the accurate of data analysis.
S3, to trace the period before being located at object time length in time span as reference time section, pass through image
Analysis obtains the linear variation tendency curved section consistent with the linear variation tendency of aim curve as former out of the reference time section
Beginning reference curve.
In present embodiment, aim curve is current analysis object, and the curve in reference time section is history reference pair
As.In this step S3, original reference curve is obtained by image analysis, original reference curve is and the linear knot of aim curve here
The identical curve of fruit, it is this identical comprising amplification relationship, diminution relationship, also include the open ended difference of image analysis.Specifically,
It is also likely to be the diminution of aim curve that the original reference curve obtained by image analysis, which may be the amplification form of aim curve,
Form, and the fine difference of original reference curve and aim curve is within the permissible error of image recognition.
S4, each reference curve is zoomed in and out according to the time span of each reference curve and the ratio of object time length,
Obtain the one-to-one grade ratio reference curve of multiple and original reference curve, each equal time time span and mesh than reference curve
Mark song line is consistent.In this way, by being scaled original reference curve etc. than reference curve, be conducive to further look at etc. than reference
The similarity of curve and aim curve.
S5, it establishes using the time as X-axis, as the reference axis of Y-axis, aim curve to be moved according to the variable of time change
Into reference axis.
S6, the cutting line for being parallel to X-axis by more is set in reference axis, the cutting line of bottom is by aim curve
Minimum point or starting point count the intersection point of each cutting line and aim curve.
S7, it is moved to each etc. in reference axis than reference curve, and the cutting line than reference curve and bottom such as each
Relative position relation it is consistent with the relative position relation of the cutting line of bottom with aim curve.In this step, if upper one
The cutting line for walking bottom in S6 passes through the minimum point of aim curve, then waits the cutting line warp that bottom is moved to than reference curve
Cross the position of its minimum point；, whereas if the cutting line of bottom passes through the starting point of aim curve in previous step S6, then ratios are waited
Reference curve is moved to position of the cutting line of bottom Jing Guo its starting point.
S8, the intersection point than reference curve and each cutting line such as each is counted respectively.
S9, choose alternative curve, number of intersections of any one cutting line on aim curve on alternative curve
Number of intersections is consistent.It, can be into this way, the alternative curve chosen by the number of intersections of cutting line and aim curve and alternative curve
One step ensures linear similar, diminution final choice and aim curve most like original reference of the alternative curve to aim curve
The range of curve.
Specifically, in present embodiment, in order to ensure the accurate selection of alternative curve, cutting line is at least 5, and, most
The cutting line of top is not higher than the peak of aim curve, and in aim curve or cutting than reference curve is waited to avoid cutting line
Position excessively marginalisation is cut, the selection of alternative curve is influenced.
S10, select and the number of intersections of aim curve more than 1 cutting line as assess line, according to preset assessment mould
Type calculates the deformation weights of aim curve and each alternative curve.
In present embodiment, the object time length in step S2 is in selection, it is necessary to assure on aim curve at least
One reversed inflection point, to ensure smoothly obtain at least one assessment line in this step S10, assessment line number amount is more, can protect
It is more accurate to demonstrate,prove final Line broadening analysis.
Assessment models are：Wherein, i is assessment line
Serial number, n are the number of intersections for assessing line and aim curve or alternative curve,For i-th assessment line and aim curve or
The X-coordinate value of n-th of intersection point of alternative curve.
S11, the immediate alternative curve of deformation weights of deformation weights and aim curve is chosen as target alternative curve,
The corresponding original reference curve of target alternative curve is obtained as object reference curve.
In this step, aim curve and alternative curve are carried out pair in the horizontal span of same level by assessment models
Than obtaining horizontal span and the immediate alternative curve of aim curve, further ensuring object reference curve and aim curve
High similarity, to advantageously ensure that by historical data to Recent data carry out reference analysis it is accurate.
The foregoing is only a preferred embodiment of the present invention, but scope of protection of the present invention is not limited thereto,
Any one skilled in the art in the technical scope disclosed by the present invention, according to the technique and scheme of the present invention and its
Inventive concept is subject to equivalent substitution or change, should be covered by the protection scope of the present invention.
Claims (5)
1. a kind of financial market data reference analysis method, which is characterized in that include the following steps：
S1, the preset historical data traced in time span is obtained, and linear tendency chart is drawn according to historical data；
S2, curved section in nearest object time length is intercepted from linear tendency chart as aim curve, the retrospect time is long
Degree is at least 10 times of object time length；
S3, to trace the period before being located at object time length in time span as reference time section, by image analysis,
The linear variation tendency curved section consistent with the linear variation tendency of aim curve is obtained out of the reference time section as original ginseng
Examine curve；
S4, each reference curve is zoomed in and out according to the time span of each reference curve and the ratio of object time length, is obtained
It is multiple that grade ratio reference curve, each equal time time span than reference curve and target are bent correspondingly with original reference curve
Line is consistent；
S5, it establishes using the time as X-axis, as the reference axis of Y-axis, aim curve is moved to seat according to the variable of time change
In parameter；
S6, the cutting line for being parallel to X-axis by more is set in reference axis, the cutting line of bottom is by the minimum of aim curve
Point or starting point, count the intersection point of each cutting line and aim curve；
S7, it is moved to each etc. in reference axis than reference curve, and the phase than reference curve and the cutting line of bottom such as each
It is consistent with the relative position relation of the cutting line of bottom with aim curve to position relationship；
S8, the intersection point than reference curve and each cutting line such as each is counted respectively；
S9, alternative curve, number of intersections of any one cutting line on aim curve and the intersection point on alternative curve are chosen
Quantity is consistent；
S10, select and the number of intersections of aim curve more than 1 cutting line as assess line, according to preset assessment models meter
Calculate the deformation weights of aim curve and each alternative curve；
Assessment models are：Wherein, i is the serial number for assessing line, n
To assess the number of intersections of line and aim curve or alternative curve,For i-th assessment line and aim curve or alternative song
The X-coordinate value of n-th of intersection point of line；
S11, the immediate alternative curve of deformation weights for choosing deformation weights and aim curve are obtained as target alternative curve
The corresponding original reference curve of target alternative curve is as object reference curve.
2. financial market as described in claim 1 data reference analysis method, which is characterized in that retrospect time span is mesh
Mark time span 20 to 100 times.
3. financial market as claimed in claim 2 data reference analysis method, which is characterized in that retrospect time span is at least
It it is 1 year, object time length is at least one week.
4. financial market as described in claim 1 data reference analysis method, which is characterized in that cutting line is at least 5.
5. financial market as described in claim 1 or 4 data reference analysis method, which is characterized in that the cutting of the top
Line is not higher than the peak of aim curve.
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| Application Number | Priority Date | Filing Date | Title |
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| CN201810306911.5A CN108537590A (en) | 2018-04-08 | 2018-04-08 | A kind of financial market data reference analysis method |
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| CN201810306911.5A CN108537590A (en) | 2018-04-08 | 2018-04-08 | A kind of financial market data reference analysis method |
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Patent Citations (5)
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| US20100004976A1 (en) * | 2008-04-08 | 2010-01-07 | Plan4Demand Solutions, Inc. | Demand curve analysis method for analyzing demand patterns |
| CN103714486A (en) * | 2013-12-31 | 2014-04-09 | 刘建松 | Financial market bargaining transaction display system and method |
| CN103870653A (en) * | 2014-03-24 | 2014-06-18 | 李铁 | Method for generating coordinate system |
| CN105740399A (en) * | 2016-01-28 | 2016-07-06 | 北京航空航天大学 | Time series data processing method and apparatus |
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Effective date of abandoning: 20220909 |