CN109389499A - Generation method, system, device and the storage medium of commodity order ticket - Google Patents
Generation method, system, device and the storage medium of commodity order ticket Download PDFInfo
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Abstract
The invention discloses a kind of generation method of commodity order ticket, the generation method of the commodity order ticket obtains the updated market data the following steps are included: when the market data for detecting commodity update；The separate equations application in trading strategies is successively executed by pre-set priority according to the market data；When executing each formula application process, when the terms of trade formula that the market data meet the terms of trade of each formula application component and strategy is totally arranged is in application, generate the formula using corresponding commodity order ticket.The invention also discloses generation system, device and the storage mediums of a kind of commodity order ticket.By it is multiple can the application of independently operated formula form a trading strategies, greatly reduce the size of code that formula is write in conventional transaction strategy, convenient for the later maintenance of trading strategies, tactful internal logic test is more transparent, and can carry out overall control to independent holding position for formula application each in strategy.
Description
Technical field
The present invention relates to the generation method of financial technology field more particularly to commodity order ticket, system, device and storages to be situated between
Matter.
Background technique
With the expansion of financial market scale, capitalized method is increasingly diversified with means, wherein sequencing transaction because its compared with
The advantages such as strong implementation capacity, stringent sense of discipline, gradually play a great role.So-called sequencing transaction, is handed over by exploitation
Easily strategy realizes that is, user is write the trading strategies of oneself as formula that one can be performed automatically using computer language and answers
With, pass through the formula application realize transaction.
Existing sequencing transaction platform, usually by entire trading strategies write as one can independently operated formula application,
Exchange quotation data are inputted in formula application, form buying signals using the formula application.For the ease of Positions Control, hand over
Easily strategy usually requires to meet more complicated terms of trade.More complicated terms of trade are write in a formula application,
Size of code is often huger, is not easy to the change and maintenance of subsequent transaction strategy, is also not easy to monitor each terms of trade
Implementation procedure.
Summary of the invention
The main purpose of the present invention is to provide generation method, system, device and the storage medium of a kind of commodity order ticket,
It aims to solve the problem that and writes on more complicated terms of trade in one formula, size of code is often huger, is not easy to subsequent transaction
The technical issues of change of strategy is with maintenance and the monitoring of terms of trade implementation procedure.
To achieve the above object, the present invention provides a kind of generation method of commodity order ticket, described program method of commerce
The following steps are included:
When the market data for detecting commodity update, the updated market data are obtained；
The separate equations application in trading strategies is successively executed by pre-set priority according to the market data；
When executing each formula application process, when the market data meet the terms of trade of the formula application
When, the formula is generated using corresponding commodity order ticket.
Preferably, before the step of transmission formula applies corresponding commodity order ticket, further includes:
When the market data meet the terms of trade of the formula application, the formula is generated using corresponding transaction
Signal；
Count the corresponding quantity of always holding position of the current generated buying signals；
When the quantity of always holding position is less than the position limit of the trading strategies, the generation formula application is executed
The step of corresponding commodity order ticket；
When the quantity of always holding position is greater than or equal to the position limit of the trading strategies, stops the next formula of execution and answer
With.
Preferably, before described the step of generating the formula corresponding buying signals, further includes:
When the market data meet the terms of trade of the formula application, judge whether the existing formula application
Corresponding buying signals；
When applying corresponding buying signals there is no the formula, the transaction letter for generating the formula application is executed
Number the step of.
Preferably, before the step of generation formula applies corresponding commodity order ticket, further includes:
When the market data are unsatisfactory for the terms of trade of the formula application, terminate the formula application executes behaviour
Make, and executes the formula application of next priority.
Preferably, the commodity order ticket is included at least to buy in and be sold in direction, merchandise news, commodity amount and price
One.
Preferably, the generation method of the commodity order ticket further include:
It detects that the minimum formula application execution of priority finishes, or stops executing the formula in application, raw
The prompt information being finished at the trading strategies.
In addition, to achieve the above object, the present invention also provides a kind of generation systems of commodity order ticket, which is characterized in that
The generation system of the commodity order ticket includes:
Trading strategies creation module, it is public for the separate equations application to be combined into the trading strategies according to pre-set priority
The pre-set priority of formula application and each formula application；
Trading strategies setup module, for the parameter transaction of the trading strategies to be arranged, the parameter transaction is suitable for group
At each formula application of the trading strategies；
Trading strategies execution module, for obtaining the updated row when the market data for detecting commodity update
Feelings data successively execute each formula application in the trading strategies according to the market data.
Preferably, the generation system of the commodity order ticket further include:
Commodity order ticket generation module, it is raw when for meeting the terms of trade of the formula application when the market data
Corresponding commodity order ticket is applied at the formula.
In addition, to achieve the above object, the present invention also provides a kind of generating means of commodity order ticket, which is characterized in that
The generating means of the commodity order ticket include: memory, processor and are stored on the memory and can be in the processing
The generation program of the generation program of the commodity order ticket run on device, the commodity order ticket is realized when being executed by the processor
The step of generation method of commodity order ticket as described above.
In addition, to achieve the above object, the present invention also provides a kind of storage mediums, which is characterized in that the storage medium
On be stored with the generation program of commodity order ticket, the generation program of the commodity order ticket realizes institute as above when being executed by processor
The step of generation method for the commodity order ticket stated.
Generation method, system, device and the storage medium for a kind of commodity order ticket that the embodiment of the present invention proposes, are trading
Be arranged in strategy it is multiple can independently operated formula application, detect market data update when, obtain updated market number
According to, execute corresponding trading strategies according to updated market data, when executing the trading strategies, according to pre-set priority according to
Secondary execution the separate equations application generates the formula application pair when market data meet the terms of trade of formula application
The commodity order ticket answered completes commodity transaction.By it is multiple can the application of independently operated formula form trading strategies, can be greatly reduced
The size of code that formula application is write in conventional transaction strategy, convenient for the later maintenance of trading strategies.
Detailed description of the invention
Fig. 1 is the terminal structure schematic diagram for the hardware running environment that the embodiment of the present invention is related to；
Fig. 2 is the flow diagram of the generation method first embodiment of commodity order ticket of the present invention；
Fig. 3 is the flow diagram of the generation method second embodiment of commodity order ticket of the present invention；
Fig. 4 is the flow diagram of the generation method 3rd embodiment of commodity order ticket of the present invention；
Fig. 5 is the flow diagram of the generation method fourth embodiment of commodity order ticket of the present invention；
Fig. 6 is the structural schematic diagram of the generation system of commodity order ticket of the present invention.
The embodiments will be further described with reference to the accompanying drawings for the realization, the function and the advantages of the object of the present invention.
Specific embodiment
It should be appreciated that the specific embodiments described herein are merely illustrative of the present invention, it is not intended to limit the present invention.
The primary solutions of the embodiment of the present invention are:
When the market data for detecting commodity update, the updated market data are obtained；
The separate equations application in trading strategies is successively executed by pre-set priority according to the market data；
When executing each formula application process, when the market data meet the terms of trade of the formula application
When, the formula is generated using corresponding commodity order ticket.
Since the prior art writes on more complicated terms of trade in one formula application, size of code is often huger
Greatly, the technical issues of being not easy to the change and maintenance of subsequent transaction strategy.
The present invention provides a solution, be arranged in trading strategies it is multiple can independently operated formula application, examining
When measuring the update of market data, updated market data are obtained, execute corresponding transaction plan according to updated market data
Slightly, when executing the trading strategies, the separate equations application is successively executed according to pre-set priority, meet a public affairs in market data
When the terms of trade of formula application, the formula is generated using corresponding commodity order ticket, completes commodity transaction.By it is multiple can be independent
The formula application composition trading strategies of operation, greatly reduce the size of code that formula is write in conventional transaction strategy, convenient for handing over
The easily later maintenance of strategy.
As shown in Figure 1, Fig. 1 is the terminal structure schematic diagram for the hardware running environment that the embodiment of the present invention is related to.
The terminal of that embodiment of the invention can be PC, be also possible to smart phone, tablet computer, portable computer etc. with journey
The packaged type terminal device of sort run function.
As shown in Figure 1, the terminal may include: processor 1001, such as CPU, and network interface 1004, memory 1003,
Communication bus 1002.Wherein, communication bus 1002 is for realizing the connection communication between these components.Network interface 1004 is optional
May include standard wireline interface and wireless interface (such as WI-FI interface).Memory 1003 can be high speed RAM memory,
It is also possible to stable memory (non-volatile memory), such as magnetic disk storage.Memory 1003 optionally may be used also
To be independently of the storage device of aforementioned processor 1001.
It will be understood by those skilled in the art that the restriction of the not structure paired terminal of terminal structure shown in Fig. 1, can wrap
It includes than illustrating more or fewer components, perhaps combines certain components or different component layouts.
As shown in Figure 1, as may include that operating system, network are logical in a kind of memory 1003 of computer storage medium
Believe the generation program of module and commodity order ticket.
In terminal shown in Fig. 1, network interface 1004 is mainly used for connecting background server, carries out with background server
Data communication；And processor 1001 can be used for calling the generation program of the commodity order ticket stored in memory 1003, and hold
The following operation of row:
When the market data for detecting commodity update, the updated market data are obtained；
The separate equations application in trading strategies is successively executed by pre-set priority according to the market data；
When executing each formula application process, when the market data meet the terms of trade of the formula application
When, the formula is generated using corresponding commodity order ticket.
Further, processor 1001 can call the generation program of the commodity order ticket stored in memory 1003, also
Execute following operation:
When the market data meet the terms of trade of the formula application, the formula is generated using corresponding transaction
Signal；
Count the corresponding quantity of always holding position of the current generated buying signals；
When the quantity of always holding position is less than the position limit of the trading strategies, the generation formula application is executed
The step of corresponding commodity order ticket；
When the quantity of always holding position is greater than or equal to the position limit of the trading strategies, stops the next formula of execution and answer
With.
Further, processor 1001 can call the generation program of the commodity order ticket stored in memory 1003, also
Execute following operation:
When the market data meet the terms of trade of the formula application, judge whether the existing formula application
Corresponding buying signals；
When applying corresponding buying signals there is no the formula, the transaction letter for generating the formula application is executed
Number the step of.
Further, processor 1001 can call the generation program of the commodity order ticket stored in memory 1003, also
Execute following operation:
When the market data are unsatisfactory for the terms of trade of the formula application, terminate the formula application executes behaviour
Make, and executes the formula application of next priority.
Further, processor 1001 can call the generation program of the commodity order ticket stored in memory 1003, also
Execute following operation:
The commodity order ticket includes at least and buys in one sold in direction, merchandise news, commodity amount and price.
Further, processor 1001 can call the generation program of the commodity order ticket stored in memory 1003, also
Execute following operation:
It detects that the minimum formula application execution of priority finishes, or stops executing the formula in application, raw
The prompt information being finished at the trading strategies.
Referring to Fig. 2, the generation method first embodiment of commodity order ticket of the present invention, the generation method of the commodity order ticket
Include:
Step S10 obtains the updated market data when the market data for detecting commodity update.
Step S20 is successively executed by pre-set priority the separate equations application in trading strategies according to the market data.
In the generation method staple process of exchange of commodity order ticket provided by the invention the purchase of commodity with sell, especially
It is suitable for the commodity transactions of the commodity such as stock, futures and fund.Correlation is pre-loaded in terminal according to the present invention
Application program, including but not limited to APP or web page program etc. include the transaction pre-established in the application program
Strategy.
Application program is associated with commodity transaction platform, forms complete transaction system.The transaction system obtains institute in real time
The market data for stating commodity obtain the updated market data of the commodity when the market data for detecting commodity update, and judge
Whether the market data meet trading strategies, and after determining that the market data of commodity update, whether user needs to carry out commodity
Transaction.In general, the market data of commodity include: commodity code, yesterday knot, yesterday receipts, the yesterday amount of holding position, newest valence, opening price, highest
Valence, lowest price, existing hand, exchange hand, the amount of holding position, transaction value, buying price, the amount of buying, selling price, the amount of selling, limit-up valence, limit down valence, average price with
And market renewal time etc..
It include multiple formula applications in the trading strategies, wherein each formula application being capable of independent operating.Each public affairs
Formula is applied and is ranked up according to preset priority, and when the market data for detecting commodity update, by updated market
Data successively substitute into one by one according to priority in the separate equations application, to execute the separate equations application.It is answered executing the separate equations
Used time carries out the execution of the formula application of next priority after the formula application execution of a upper priority finishes.
Step S30 judges whether the market data meet the formula when executing each formula application process
The terms of trade of application.
Step S40 generates the formula application pair when the market data meet the terms of trade of the formula application
The commodity order ticket answered.
There is specific one or multiple conditions that open a position in the application of each formula, condition of closing a position, aggregate auction are filtered, removed
List, closing a position postpones the terms of trade such as backhand.Formula is being executed in application, market data are substituted into formula application, is judging the row
Whether feelings data meet the terms of trade of currently performed formula application.When the market data of substitution meet the friendship in formula application
When easy condition, the formula is generated using corresponding commodity order ticket.When market data are unsatisfactory for the terms of trade in formula application
When, any operation is not done, and terminate formula application executes operation, and carries out the execution of the formula application of next priority.
Commodity order ticket includes: to buy in sell the information such as direction, merchandise news, commodity amount and price.It entrusts in commodity
After the single generation of support, which can be sent to exchange by transaction system, to exchange's requests transaction, complete the friendship of commodity
Easily.When sending commodity order ticket, it can also be and entrusting commands are generated according to the commodity order ticket, and sent to transaction software
The entrusting commands, by transaction software to exchange's requests transaction.
By it is multiple can the application of independently operated formula form trading strategies, avoid by it is a variety of enter field condition and out field condition is complete
It is written in the same formula application, greatly reduces the size of code that formula is write.Since the separate equations application can be transported directly
Therefore row can be run by the trading strategies after the application combination of multiple formula without compiling.Therefore in user's adjustable strategies,
When with trading strategies comprising the application of multiple formula in the present invention, one of them independently operated public affairs only need to be deleted or changed
Formula application, recompilates without the code to entire trading strategies, facilitates the later maintenance of trading strategies.
In the present embodiment, be arranged in trading strategies it is multiple can independently operated formula application, detecting market number
When according to updating, updated market data are obtained, executing corresponding trading strategies according to updated market data, it should executing
When trading strategies, the separate equations application is successively executed according to pre-set priority, meets the friendship of formula application in market data
When easy condition, the formula is generated using corresponding commodity order ticket, completes commodity transaction.By it is multiple can independently operated formula
Using composition trading strategies, the size of code that formula is write in conventional transaction strategy is greatly reduced, after trading strategies
Phase maintenance.
Further, referring to Fig. 3, the generation method second embodiment of commodity order ticket of the present invention is real based on above-mentioned first
Example is applied, before the step S40, further includes:
It is corresponding to generate the formula when the market data meet the terms of trade of the formula application by step S50
Buying signals.
When market data meet the terms of trade of formula application, firstly generates the formula and applies corresponding buying signals,
And then corresponding commodity order ticket is generated according to buying signals, commodity order ticket is finally sent to exchange and completes commodity friendship
Easily.Each terms of trade are segmented into the application of each formula, market data meet terms of trade and then generate formula application
Transaction Information, since each formula application can produce independent buying signals, trading strategies internal logic is tested more
It is transparent.In trading strategies each formula application between hold position it is shared, therefore can meet total storehouse it is certain in the case where first meet item
The formula application of part first carries out.
Step S60 counts the corresponding quantity of always holding position of the current generated buying signals.
Step S70, judges whether the quantity of always holding position is less than the position limit of the trading strategies.
Step S80 stops under executing when the quantity of always holding position is greater than or equal to the position limit of the trading strategies
One formula application.
When the quantity of always holding position is less than the position limit of the trading strategies, step S40 is executed, that is, generates the public affairs
Formula applies the step of corresponding commodity order ticket.
When the separate equations application is established, each formula application is corresponding with quantity of holding position, and when commodity market data meet public affairs
Formula application in terms of trade when, the quantity for needing to open a position, for stock be purchase stock number of share of stock；It is then for futures exchange
It is worth the hand number of futures commodity.The position limit of trading strategies is set, avoids meeting multiple formula applications in commodity market data, and
Comprehensive quantity of holding position in formula application is more huge, causes user to buy storehouse number beyond expected open interest, causes user's
Economic pressures and sell burden.Therefore, the separate equations successively are being executed according to market data in application, meeting formula application
Terms of trade when, count when executing the trading strategies, hold position the total of quantity in the All Activity signal that has currently generated
With quantity of always holding position.When quantity of always holding position is less than the position limit that trading strategies are arranged, commodity order ticket is regenerated；Instead
It, when the quantity of always holding position counted is more than or equal to position limit, if showing to buy the formula application being carrying out again
Corresponding storehouse number, then after will lead to the execution of this trading strategies, the amount of holding position of commodity purchasing is excessive, then will not generate commodity commission
It is single, it is simultaneously stopped the execution of next formula application, the execution for strategy of closing the trade.
For example, including formula 1, formula 2, formula 3, formula 4, totally 4 formula applications, priority height in trading strategies
For 3 > formula of formula 1 > formula, 2 > formula 4, the terms of trade of formula 3 first meet 1 hand that opens a position, then the terms of trade of formula 1
Meet 3 hands that open a position, the terms of trade of subsequent formula 4 meet expectation and open a position 2 hands.When the position limit of trading strategies setting is
When 4 hand, then when executing formula 4, the open interest in generated buying signals is that 1+3+2=7 hand is greater than 4 hands, then will not
The corresponding commodity order ticket of formula 4 is regenerated, while no longer executing formula 4, stops the execution of the trading strategies, epicycle transaction plan
Slightly it is finished.
In the present embodiment, when market data meet the terms of trade of formula application, formula application pair is firstly generated
The buying signals answered, and then corresponding commodity order ticket is generated according to buying signals, commodity order ticket is finally sent to transaction
Completed commodity transaction.Each formula application can produce independent buying signals, therefore the test of trading strategies internal logic is more
Add it is transparent successively executing the separate equations according to market data in application, meet formula application terms of trade when, statistics exist
When executing the trading strategies, the summation for quantity of holding position in the All Activity signal that has currently generated, i.e., quantity of always holding position.Total
When quantity of holding position is less than the position limit of trading strategies setting, commodity order ticket is regenerated；Conversely, when the number of always holding position counted
When amount is greater than or equal to position limit, if showing to buy the formula being carrying out again using corresponding storehouse number, this will lead to
After secondary trading strategies execute, the amount of holding position of commodity purchasing is excessive, then will not generate commodity order ticket, is simultaneously stopped next formula
The execution of application, the execution for strategy of closing the trade.It avoids user from buying storehouse number beyond expected open interest, causes the warp of user
Ji pressure and sell burden.
Further, referring to Fig. 4, the generation method 3rd embodiment of commodity order ticket of the present invention, based on above-mentioned first or
Second embodiment, before the step S50, further includes:
Step S90 judges whether existing described when the market data meet the terms of trade of the formula application
Formula applies corresponding buying signals.
When applying corresponding buying signals there is no the formula, step S50 is executed, that is, generates the formula application
Buying signals.
Real-time monitoring market data execute the corresponding trading strategies of commodity when market data update again, therefore, when
Meet the terms of trade of formula application in market data before, after generating buying signals, this updated market data
When meeting terms of trade again, buying signals will not be regenerated, i.e., do not regenerate commodity order ticket, avoid repeating to hold position.Therefore,
Before generating buying signals, judge whether to have existed the formula in transaction system using corresponding buying signals, when not depositing
When the formula applies corresponding buying signals, then step S50 is executed, buying signals is generated, and generate commodity order ticket, by quotient
Product order ticket is sent to exchange, completes the transaction of commodity.When applying corresponding buying signals there are the formula, then do not do exercises
Make, terminate the execution of formula application, starts to execute next formula application according to pre-set priority.
In addition, commodity market data meet formula application close a position condition when, generation is closed a position signal, at this time the formula
It disappears using corresponding buying signals, therefore, after this, if market data meet the terms of trade of formula application after updating
When, buying signals are generated again, and generate commodity order ticket.
In the present embodiment, when market data meet the terms of trade of formula application, before generating buying signals, sentence
Whether the formula is had existed in disconnected transaction system using corresponding buying signals, when there is no the formula to apply corresponding transaction
When signal, then step S50 is executed, generates buying signals, and generate commodity order ticket, commodity order ticket is sent to exchange,
Complete the transaction of commodity.It when applying corresponding buying signals there are the formula, does not then operate, terminates holding for formula application
Row starts to execute next formula application according to pre-set priority.When the transaction for having met formula application in market data before
Condition after generating buying signals, when this updated market data meets terms of trade again, will not regenerate transaction letter
Number, i.e., commodity order ticket is not regenerated, avoids repeating to hold position.
Further, referring to Fig. 5, the generation method fourth embodiment of commodity order ticket of the present invention, based on above-mentioned first to
Three any embodiments, after the step S40, further includes:
Step S100 detects that the minimum formula application execution of priority finishes, or stops executing the formula
In application, generating the prompt information that the trading strategies are finished.
During executing trading strategies, due to successively being executed according to the pre-set priority of formula application, examining
The minimum formula of priority is measured using when being finished, which has also been finished.In addition, in open interest
When more than or equal to position limit, stop executing subsequent formula application, therefore, stopping executing formula in application, this is traded
Strategy execution finishes.After trading strategies are finished, the prompt information that trading strategies are finished is sent, is known for user
After this market data updates, this transaction terminates.
In the present embodiment, during executing trading strategies, due to be according to formula application pre-set priority successively
It executes, therefore, when detecting that the minimum formula application of priority has been finished, which has also been finished.
In addition, stop executing subsequent formula application when open interest is greater than or equal to position limit, therefore, stopping executing formula
In application, this trading strategies is finished.After trading strategies are finished, the prompt letter that trading strategies are finished is sent
Breath, after knowing that this market data updates for user, this transaction terminates.
In addition, the embodiment of the present invention also proposes a kind of generation system of commodity order ticket, the commodity commission referring to Fig. 6
Single generation system includes: trading strategies creation module 201, trading strategies setup module 202 and trading strategies execution module
203。
The trading strategies creation module 201, for creating the separate equations application in the trading strategies, and by each public affairs
Formula, which is applied, is combined into a complete trading strategies according to certain pre-set priority sequence group, wherein formula application may be use
Family oneself creates and is stored in formula application library, it is also possible to client platform provide and be stored in formula application library
Formula component.In general, user create formula in application, user will trade thinking, for example one or more opens a position condition, item of closing a position
Part, aggregate auction filtering, remove list, closing a position postpones backhand etc. and is write as formula code, then formula code is compiled into one can transport
Capable formula application, and formula code is saved to formula application library as in formula application.
The trading strategies setup module 202, for the parameter transaction of the trading strategies to be arranged, the parameter transaction is suitable
For forming each formula application of the trading strategies.The parameter transaction of trading strategies refer to formula application it is each enter
Ginseng.After being set into parameter value, it will use these when executing formula application and enter ginseng value.The parameter transaction of trading strategies includes maximum
It holds position limitation, in addition other information can also be set again, for example whether allow continuously to open a position, and the maximum number continuously opened a position
Deng.
Trading strategies execution module 203, it is updated described for obtaining when the market data for detecting commodity update
Market data successively execute the separate equations application in the trading strategies according to the market data.
In addition, it further includes commodity order ticket generation module 204 that the commodity order ticket, which generates system, for working as the market
When data meet the terms of trade of the formula application, the formula is generated using corresponding commodity order ticket.
Be arranged in trading strategies it is multiple can independently operated formula application, detect market data update when, obtain
Updated market data execute corresponding trading strategies according to updated market data and press when executing the trading strategies
The separate equations application is successively executed according to pre-set priority, when market data meet the terms of trade of formula application, is generated
The formula applies corresponding commodity order ticket, completes commodity transaction.By it is multiple can the application of independently operated formula form transaction
Strategy greatly reduces the size of code that formula is write in conventional transaction strategy, convenient for the later maintenance of trading strategies.
In addition, the embodiment of the present invention also proposes a kind of generating means of commodity order ticket, which is characterized in that the commodity committee
The single generating means of support include: memory, processor and are stored on the memory and can run on the processor
As above each reality is realized when the generation program of the generation program of commodity order ticket, the commodity order ticket is executed by the processor
The step of applying the generation method of commodity order ticket described in example.
In addition, the embodiment of the present invention also proposes a kind of storage medium, commodity order ticket is stored on the storage medium
Program is generated, commodity committee described in as above each embodiment is realized when the generation program of the commodity order ticket is executed by processor
The step of holding in the palm single generation method.
It should be noted that, in this document, the terms "include", "comprise" or its any other variant are intended to non-row
His property includes, so that the process, method, article or the system that include a series of elements not only include those elements, and
And further include other elements that are not explicitly listed, or further include for this process, method, article or system institute it is intrinsic
Element.In the absence of more restrictions, the element limited by sentence "including a ...", it is not excluded that including being somebody's turn to do
There is also other identical elements in the process, method of element, article or system.
The serial number of the above embodiments of the invention is only for description, does not represent the advantages or disadvantages of the embodiments.
Through the above description of the embodiments, those skilled in the art can be understood that above-described embodiment side
Method can be realized by means of software and necessary general hardware platform, naturally it is also possible to by hardware, but in many cases
The former is more preferably embodiment.Based on this understanding, technical solution of the present invention substantially in other words does the prior art
The part contributed out can be embodied in the form of software products, which is stored in one as described above
In storage medium (such as ROM/RAM, magnetic disk, CD), including some instructions are used so that terminal device (it can be mobile phone,
Computer, server, air conditioner or network equipment etc.) execute method described in each embodiment of the present invention.
The above is only a preferred embodiment of the present invention, is not intended to limit the scope of the invention, all to utilize this hair
Equivalent structure or equivalent flow shift made by bright specification and accompanying drawing content is applied directly or indirectly in other relevant skills
Art field, is included within the scope of the present invention.
Claims (10)
1. a kind of generation method of commodity order ticket, which is characterized in that the generation method of the commodity order ticket includes following step
It is rapid:
When the market data for detecting commodity update, the updated market data are obtained；
The separate equations application in trading strategies is successively executed by pre-set priority according to the market data；
When executing each formula application process, when the market data meet the terms of trade of the formula application,
The formula is generated using corresponding commodity order ticket.
2. the generation method of commodity order ticket as described in claim 1, which is characterized in that described to send the formula application pair
Before the step of commodity order ticket answered, further includes:
When the market data meet the terms of trade of the formula application, generates the formula and believe using corresponding transaction
Number；
Count the corresponding quantity of always holding position of the current generated buying signals；
When the quantity of always holding position is less than the position limit of the trading strategies, executes the generation formula application and correspond to
Commodity order ticket the step of；
When the quantity of always holding position is greater than or equal to the position limit of the trading strategies, stop executing next formula application.
3. the generation method of commodity order ticket as claimed in claim 2, which is characterized in that described to generate the formula application pair
Before the step of buying signals answered, further includes:
When the market data meet the terms of trade of the formula application, judge whether that the existing formula application corresponds to
Buying signals；
When applying corresponding buying signals there is no the formula, the buying signals for generating the formula application are executed
Step.
4. the generation method of commodity order ticket as described in claim 1, which is characterized in that described to generate the formula application pair
Before the step of commodity order ticket answered, further includes:
When the market data are unsatisfactory for the terms of trade of the formula application, terminate the formula application executes operation,
And execute the formula application of next priority.
5. the generation method of commodity order ticket as described in claim 1, which is characterized in that the commodity order ticket includes at least
Buy in one sold in direction, merchandise news, commodity amount and price.
6. the generation method of commodity order ticket a method as claimed in any one of claims 1 to 5, which is characterized in that the commodity order ticket
Generation method further include:
It detects that the minimum tactful formula of priority is finished, or stops executing the formula in application, generating institute
State the prompt information that trading strategies are finished.
7. a kind of generation system of commodity order ticket, which is characterized in that the generation system of the commodity order ticket includes:
Trading strategies creation module is answered for the separate equations application to be combined into the trading strategies formula according to pre-set priority
With and the application of each formula pre-set priority；
Trading strategies setup module, for the parameter transaction of the trading strategies to be arranged, the parameter transaction is suitable for composition institute
State each formula application of trading strategies；
Trading strategies execution module, for obtaining the updated market number when the market data for detecting commodity update
According to successively executing each formula application in the trading strategies according to the market data.
8. the generation system of commodity order ticket as claimed in claim 7, which is characterized in that the generation system of the commodity order ticket
System further include:
Commodity order ticket generation module generates institute when for meeting the terms of trade of the formula application when the market data
Formula is stated using corresponding commodity order ticket.
9. a kind of generating means of commodity order ticket, which is characterized in that the generating means of the commodity order ticket include: storage
Device, processor and the generation program for being stored in the commodity order ticket that can be run on the memory and on the processor, institute
It states and realizes such as commodity described in any one of claims 1 to 6 when the generation program of commodity order ticket is executed by the processor
The step of generation method of order ticket.
10. a kind of storage medium, which is characterized in that the generation program of commodity order ticket is stored on the storage medium, it is described
Such as commodity order ticket described in any one of claims 1 to 6 is realized when the generation program of commodity order ticket is executed by processor
Generation method the step of.
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