CN109766348A - The synchronization graphic display system and method for multi items Object of Transaction - Google Patents
The synchronization graphic display system and method for multi items Object of Transaction Download PDFInfo
- Publication number
- CN109766348A CN109766348A CN201811419172.7A CN201811419172A CN109766348A CN 109766348 A CN109766348 A CN 109766348A CN 201811419172 A CN201811419172 A CN 201811419172A CN 109766348 A CN109766348 A CN 109766348A
- Authority
- CN
- China
- Prior art keywords
- transaction
- synchronization
- combination
- multi items
- expression
- Prior art date
- Legal status (The legal status is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the status listed.)
- Pending
Links
Landscapes
- Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)
Abstract
It can show that multi items Object of Transaction combines the system and method for aobvious figure in client the invention discloses a kind of, it is after choosing multiple Object of Transactions in the trade variety of securities exchange system;The transaction data of multiple Object of Transactions is combined calculating, transaction data after being combined;And the transaction data after combination is shown by coordinate graphic;The composition of the coordinate graphic: abscissa is time dimension, and ordinate is transaction value dimension;Especially " K " line chart.It solves the problems, such as that existing customer end is only able to display simple transaction target figure, is especially able to achieve after client any combination Object of Transaction, realizes that the combination of stateful transaction is shown.
Description
Technical field
The invention belongs to electrical patterns display technologies, and in particular to electronic transaction target electrical patterns are shown.
Background technique
Electrical patterns, which are shown, is widely used to each field, in security electronic trading system, including stock, futures, base
The electronic transactions figure such as gold can be shown in a period of time, the stateful transaction of Object of Transaction, such as by figure (such as K line graph)
By the real time price of K line display transaction, or opening price of trading in a period of time, closing price, highest price, the transaction such as lowest price letter
Breath quickly understands the transaction situation of Object of Transaction convenient for users to simplicity.Electronic transaction figure (such as K that existing customer end uses
Line graph) display system and method be all only able to display the stateful transaction figure of simple transaction target.User is it should be understood that multi items
Object of Transaction stateful transaction figure, can only be using the split screen display available on same display screen, or is shown with multiple display screens.It shows in this way
Figure can only reflect the respective state of each Object of Transaction respectively, the transaction shape after cannot intuitively showing the combination of multiple Object of Transactions
State;Such as target combinations different in same class security, such as more stock portfolio stateful transactions.The prior art can not show inhomogeneity
Security target combines stateful transaction, such as the combination of stock target and futures target.Existing electronic transaction figure (display system and side
Method, user cannot arbitrarily select multiple Object of Transactions in client, the electronic transaction figure after showing combination in systems.
Summary of the invention
Can be what client showed the aobvious figure of multi items Object of Transaction combination the purpose of the present invention is to provide a kind of
System and method are especially able to achieve to solve the problems, such as that existing customer end is only able to display simple transaction target figure in client
After holding any combination Object of Transaction, realize that the combination of stateful transaction is shown.
The synchronization graphic display method of one of technical solution of the present invention multi items Object of Transaction, the steps include:
1, multiple Object of Transactions are chosen from the trade variety of securities exchange system;
2, the transaction data of multiple Object of Transactions is combined calculating, transaction data after being combined;
3, the transaction data after combination is shown by coordinate graphic;
The multiple Object of Transactions of selection include Object of Transaction mark, transaction value, number of transaction, direction of trading;
The composition of the coordinate graphic: abscissa is time dimension, and ordinate is transaction value dimension.
The securities exchange system is to be automatically carried out by the way of electronization or ancillary investment person dealing is bidded operation
Computer system.Its trade variety includes warrant, stock, futures, fund etc., may be implemented to do and trades and do empty transaction more.
Preferably, the Object of Transaction of the selection is with list display.
The list display includes during multiple Object of Transactions are chosen, based on the intensive good in security electronic trading system
The determining Object of Transaction of kind search;It further include the number of transaction of the Object of Transaction of the determination of input, direction of trading;
It is described to choose multiple Object of Transactions generation lists: to contain the trading standard generated after selection Object of Transaction combination in list
Combined expression, combined expression can be, but not limited to be ± N1*B1 ± N2*B2 ± ... ± Nm*Bm;N is single trading standard
Number of transaction, B be single Object of Transaction code;± it is transaction direction, wherein+it is to do more transaction ,-it is sky counterparty
To, ± it is alternative;To indicate a kind of Object of Transaction of different Object of Transaction combinations, target number of transaction, direction of trading;It hands over
Easy target code is the common coding for indicating Object of Transaction in existing security electronic trading system.Combined expression is to intuitive
Reflection user's reality wishes the result to make a choice.Combined expression can be one group can also the more group.
Preferably, the transaction data of the multiple Object of Transaction, which is combined calculation method expression formula, is: G=± N1*A1
±N2*A2±…±Nm*Am;Wherein G is the summation of the transaction value of All Activity target, and N is the transaction of single Object of Transaction
Quantity, A are the transaction value individually traded, ± it is transaction direction, wherein+it is to do more transaction ,-empty direction of trading is done, ± it is two
Select one.
The transaction data of the multiple Object of Transaction is combined the gradually abbreviation algorithm using non-stacking, and the algorithm is
Abbreviation is carried out to complicated expression formula using regular expression technology, the steps include:
1. the regular expression RegexA that two operands or number are multiplied with variable is defined,
2. the regular expression RegexB that definition matches a real number
3. pair expression formula is denoted as ExpressionA matching, matches the character that a rule meets regular expression RegexA
String obtains the result of a value type to the character string progress operation come is matched;The value type result is replaced
The character string that RegexA is matched in ExpressionA often does primary such abbreviation in this way, and the multiplication sign (*) in expression formula is just
One can be lacked;The string representation two is several or counts the expression formula being multiplied with variable;
4. upper step is repeated, until, without multiplication sign (*), at this time remaining expression formula is denoted as in expression formula
ExpressionB, ExpressionB contain only+or-operator;
5. couple ExpressionB is matched according to RegexB, real number all in expression formula is matched, phase is carried out to real number
Add to obtain result.
The combination calculation method is to obtain combined expression, after parsing, obtains the corresponding transaction of Object of Transaction
Price and number of transaction are being calculated.
After obtaining multiple Object of Transaction combination calculated results, list display combined expression is generated, and calculates transaction knot
Fruit.
Preferably, the multiple Object of Transactions of selection are will to combine the combination of Object of Transaction based on client device operation
Calculation expression is sent to server in a manner of character string.
Preferably, the server sends client for calculated result after analytical Calculation combines calculation expression, with
Coordinate graphic is shown.
Preferably, the coordinate graphic is K line graph.
The synchronization graphic display system of two multi items Object of Transactions of technical solution of the present invention, it is characterised in that it is wrapped
It includes:
Data acquisition module, for obtaining Object of Transaction transaction data;
Object of Transaction selecting module, for choosing multiple Object of Transactions from data acquisition module;
Transaction data combines computing module, for being combined calculating to the transaction data for choosing multiple Object of Transactions;
Image display module, for being shown transaction data after the combination being calculated by coordinate graphic;
The multiple Object of Transactions of selection include Object of Transaction mark, transaction value, number of transaction, direction of trading;
The composition of the coordinate graphic: abscissa is time dimension, and ordinate is transaction value dimension.
Preferably, the Object of Transaction selecting module shows combined Object of Transaction with tabular form.
Further, it further includes communication module, and communication module is used for the group for selecting the Object of Transaction selecting module
The Object of Transaction information of conjunction transmits output;Communication module is also used to receive the calculating of the combination transaction data of combination Object of Transaction
As a result.
Further, the Object of Transaction selecting module, image display module, communication module are set to client device,
Transaction data combination computing module is set to server.
Multi items Object of Transaction of the present invention includes the various security kinds in existing security electronic transaction system, such as
Stock, bond, fund, futures, bank money etc..Transaction direction refers to that empty transaction more is traded and done to doing for security.Hardware is set
Standby to can be single terminal device completion, the unit equipment for being also possible to client device and server is completed.
The data that Object of Transaction transaction data is various security kind wholes in security electronic transaction system are obtained, it can be with
It completes, can also be completed in client device in the server.
The present invention is based on the optional combination of Object of Transaction calculating, the combination of the multi-exchange target after being combined is traded
As a result, and by the result in the form of coordinate graphic, especially shown in the form of K line graph, compensate for existing K line chart
Shape is only able to display the stateful transaction figure defect of simple transaction target, and user can be with more transaction of understanding a combination thereof of simple, intuitive
The overall transaction results of target, convenient for users to analysis choice.User can be based on the intensive good of security electronic trading system
Kind, the Object of Transaction arbitrarily in selection security electronic trading system is combined on a client device.Client device can be with
It is client rs PC equipment, mobile terminal etc..The history calculating of combination market, the real-time calculating of combination market, real-time group can be achieved
Market are closed to show to the conversion of K line market, short cycle K line to long period K line conversion, combination K line.
Detailed description of the invention
Fig. 1 client and server interacts timing diagram.
The list of Fig. 2 Object of Transaction combination defines figure.
Fig. 3 is searched for and is chosen Object of Transaction figure.
The combination calculation expression list of Fig. 4 multi items Object of Transaction.
Fig. 5 multi items Object of Transaction combines present quotation list.
Fig. 6 multi items Object of Transaction combines K line display figure.
Specific embodiment
In order to clearly illustrate the technical solution of claims of the present invention, embodiment in detail below is used for this hair
Bright technical solution makes an explanation and illustrates, the protection scope of claims of the present invention includes but is not limited to following specific implementation
Mode.Other implementations different from following specific embodiment that those skilled in the art is completed based on following technical inspiration
Mode is also the protection of claims of the present invention.
The present embodiment completes the present invention using client device and server jointly, can reduce user's selection in this way and set
Standby requirement uses convenient for user.
Server obtains the transaction data of trade variety in security electronic trading system, and transaction data includes trade variety
Various real time datas and historical trading data.
Select trading standard that can realize by search selection Object of Transaction in the trade variety of acquisition, in the form of a list
It is shown, inputs number of transaction and the counterparty direction of Object of Transaction in lists.Trade direction can using "+" and
"-" is indicated that wherein more transaction are done in "+" expression, and "-" expression is done empty transaction, can be done more transaction using default in system, this
When do not need input "+".Such as Fig. 2, shown in Fig. 3.It can be completed in client device.
List display further includes the Object of Transaction combined expression generated after choosing Object of Transaction combination, the combination table
Up to formula, to indicate a kind of Object of Transaction of different Object of Transaction combinations, target number of transaction, the summation in direction of trading, expression
Formula be ± N1*B1 ± N2*B2 ± ... ± Nm*Bm;N is the number of transaction of single Object of Transaction, and B is the generation of single Object of Transaction
Code;± it is transaction direction, wherein+it is to do more transaction ,-do empty direction of trading.The starting target of expression formula is if it is doing more transaction
Direction can not have to display "+".
Multiple Object of Transaction combinations are diversified forms, such as Object of Transaction B1, the combination of B2, Object of Transaction B1, B5
Combination etc.;Diversified forms generate display in the form of a list, as shown in Figure 4.It can choose that therein any one is a variety of
Form.
Combined expression is being obtained, after parsing, is obtaining the corresponding transaction value of Object of Transaction and number of transaction, then into
Row calculates.The transaction data of the multiple Object of Transaction is combined calculation method: G=± N1*A1 ± N2*A2 ± ... ±
Nm*Am;Wherein G is the summation of the transaction value of All Activity target, and N is the number of transaction of single Object of Transaction, and A is single hands over
Easy transaction value, ± it is transaction direction, wherein+it is to do more transaction ,-empty direction of trading is done, ± it is alternative.Transaction value
The calculating of summation can be server and receive the combination computational chart that client device communication module is transmitted in a manner of character string
Up to formula after parsing, the result based on each Object of Transaction real-time transaction data (transaction value, number of transaction) calculating;Certainly
It can be the result of each Object of Transaction historical trading data (transaction value, number of transaction) calculating.Server is by the result of calculating
Send client device communication module to.
After obtaining above-mentioned calculated result, list is generated, shows the transaction results of multiple Object of Transaction combinations.It generates
List can show that the different combinations of multiple Object of Transaction combinations, the data of the different combinations transaction results can be
Real time data is also possible to historical data.As shown in Figure 5.It specifically can be client device and receive the meter transmitted from server
After calculating result, list is generated.
Based on total transaction value of combined Object of Transaction obtained above, " K " of the Object of Transaction after generating combination
Line chart is shown.Opening price after the display combination transaction of " K " line chart, highest price, lowest price, real-time valence, closing price." K " line
Figure is shown with time bracket, can be day " K " line chart row graph, all " K " line chart row graphs etc..As shown in Figure 6.
Specifically, Object of Transaction combination definition explanation: the present invention defines combination calculation expression using client, definition
Mode is as shown in Figure 2.
The information of the ingredient target in every a line expression in list clicks corresponding unit under " contract code "
Lattice can be appreciated that the button of one " choosing contract ", click the button, will pop up dialog box as shown in Figure 3.
In dialog box shown in Fig. 3, the title or code for inputting stock or futures are scanned for, and then choose needs
Target determines.It just will increase a column in Fig. 2 in this way.
Data instance as shown in Figure 2, having chosen Haitong Securities and the Changjiang river security is ingredient target, in combination coefficient
Middle filling positive integer or negative integer insert 2 and -3 here.
It in dialog box shown in Fig. 2, clicks and determines, then combinatorial formula 2* [600837.SS] -3* [000783.SZ] is shown
In dialog box shown in Fig. 4.
In dialog box shown in Fig. 4, select combined code for the row of " 2* [600837.SS] -3* [000783.SZ] ", point
Determination is hit, then shows the present quotation (Tick market) of 2* [600837.SS] -3* [000783.SZ] in Fig. 5.
Explanation about coefficient: the corresponding practical significance of positive number is that (doing more) is bought in, and the corresponding practical significance of negative is
(doing sky) is sold.
In actual usage scenario, if coefficient is all "+", it is generally used to do basket transaction, if coefficient has "+"
There is "-", is usually used to do arbitrage or hedging transaction.
In the arbitrage operation of futures, usually one positive one negative combination is also possible to more just more negative combinations, such as butterfly
Formula arbitrage.
For the stock for the short sales that can carry out raising stocks, and arbitrage friendship can be carried out with the stronger stock of other correlations
Easy.By taking the target in Fig. 2 as an example, Haitong Securities and the Changjiang river security are all to belong to stock trader's stock, and correlation is 90% or so, price
Than substantially 3 to 2, arbitrage deal of the Haitong Securities to the Changjiang river security is done for convenience, is 2 by coefficient proportion using this tool
With -3, physical significance is the price for the Changjiang river equities that the price of 2 times of Haitong Securities stock subtracts 3 times, as a result can be straight
That sees is presented in Fig. 6, and the figure shown from Fig. 6, which can be seen that this combination, the whole characteristic of certain association.
The calculation process of combined in real time:
Using instrument definition combinatorial formula shown in Fig. 2, this tool can define linear group of any multi items trading object
It closes, such as 2* [600837.SS] -3* [000783.SZ], in " increasing portfolio investment target " dialog box, selection sea is logical line by line
Security and the Changjiang river security, coefficient are 2 and -3 respectively.
Calculative contract, such as 2* [600837.SS] -3* are selected in the combination contract list defined
[000783.SZ], server is sent in a manner of character string by client for customized information.
Server parses character string " 2* [600837.SS] -3* [000783.SZ] ", parses coefficient 2,3 and transaction respectively
Target information 600837.SS and 000783.SZ.
The time series of previous step is traversed, the market of all the components target on sometime point are obtained.With
For 2* [600837.SS] -3* [000783.SZ]: obtaining the minute line K line row of stock 600837.SS and stock 000783.SZ
Feelings
Server computation times set (unions of all the components data), and by being ranked up into time series from small to large
It is calculated according to linear combination, calculates opening price and closing price, and record corresponding time point.With 2*
For [600837.SS] -3* [000783.SZ], coefficient carries out calculation of price according to the proportion, if 600837.SS price is
4.00,000783.SZ prices are 2.00, calculation expression 2*4.00-3*2.00, result 2.00
Expression formula computational algorithm (is limited to there was only arithmetic in expression formula, not had using the gradually abbreviation algorithm of non-stacking
The case where bracket), (being presently expressed by the calculating of formula algorithm common are postfix expression, double stack methods), with expression formula 2*
[600837.SS] -3* [000783.SZ] is that (value of false [600837.SS] is 8.0 to example, 4.9) value of [000783.SZ] is;
Algorithm general description:
Regular expression a: concept of computer science.Regular expression, which is usually used to retrieval, replaces those meets
The text of some mode (rule).
This algorithm carries out abbreviation to complicated expression formula using regular expression technology
1. defining the regular expression RegexA that two operands (or counting and variable) are multiplied
2. the regular expression RegexB that definition matches a real number
3. pair expression formula (being denoted as ExpressionA) matches, the word that a rule meets regular expression RegexA is matched
String is accorded with, obtains a value type to character string (expression formula that two numbers or number are multiplied with variable) the progress operation come is matched
As a result.The value type result is replaced into the character string that RegexA is matched in ExpressionA, is often done so primary such
Abbreviation, the multiplication sign (*) in expression formula will lack one
4. repeat upper step, until, without multiplication sign (*), at this time remaining expression formula is denoted as ExpressionB in expression formula,
ExpressionB contains only+or-operator
5. couple ExpressionB is matched according to RegexB, real number all in expression formula (such as expression formula is matched
For " -40-6-4+2.1-91 ", -40, -6, -4 ,+2.1, -91 five real numbers can be matched using RegexB), real number is carried out
Being added and obtaining the regular expression of multiplying in result matching expression is that (Java language description) uses constant
RegexA is indicated
String
RegexA=" (d) (*) ([) (d+) () ((?: [a-z] [a-z]+)) (]) ";
This step purpose is that all multiplication operation expressions are matched using RegexA, carries out abbreviation, is finally obtained only
The expression formula of remaining "+" and "-" operator, is described in detail by taking 2* [600837.SS] -3* [000783.SZ] as an example:
The value for expression formula 2* [the 600837.SS] -3* [000783.SZ] for needing to ask stores the word using temporary variable S3
Symbol string, i.e.,
String S3=2* [600837.SS] -3* [000783.SZ]
Traversal expressions S3 matches 2* [600837.SS] using regular expression RegexA, is put into temporary variable S1
S1=2* [600837.SS]
S3=S1-3* [000783.SZ]
[600837.SS] replaced in S1 is real price 8 (member), calculates the value of S1
S1=2*8=16
S3=16-3* [000783.SZ]
Continue traversal expressions S3, matches 3* [000783.SZ] using regular expression RegexA, be put into temporary variable
S2
S2=3* [000783.SZ]
S3=16-S2
[000783.SZ] replaced in S2 is real price 4.9 (member), calculates the value of S2
S2=3*4.9=14.7
S3=16-14.7
Only it is left+- operator in S3 now
Define regular expression String RegexB=" ((?≤ (|-| +)-? d+) | (^- [0-9]+) ";
S3 is traversed, can matching all operands using RegexB, (for "-" as negative processing, "+" is at positive number
Reason)
16 and -14.7 two real numbers are matched from S3, then matched result is directly added, obtains 1.3
The method can be generalized to the case where multiple operands:
Such as expression formula is " -40-6-4+2.1-91 ", can match -40, -6, -4 ,+2.1, -91 five using RegexB
A real number, is put into 5 numbers matched the array of type real, and traversal calculates the result that can be obtained by expression formula
The calculation process of basal latency granularity K line
Basal latency granularity is shorter time granularity, can be used to the big K line of its time granularity of synthesis ratio, such as choose
1 minute is basic time granularity,
1 minute K line can be used and generate 5 minutes K lines, 1 minute K line synthesis day K line also can be used.
In the present invention, basic time granularity is can to configure in the configuration file of server end.According to reality
Needs and the calculation power of computer configured, such as to carry out the high frequency arbitrage deal of futures, be configurable to 1 second;Such as
Fruit carries out the arbitrage deal of stock, and a basket stock exchange is configured to be sufficient for 1 minute.
The calculation process of base granularity K line, with 1 minute for example
Obtain one minute K line number evidence of 600837.SS and 000783.SZ
It is traversed by the time of one minute K line of 600837.SS and 000783.SZ, according to the workflow management group in 4.2
Close opening price, closing price, highest price, the lowest price (being denoted as P.OPEN, P.CLOSE, P.HIGH, P.LOW here) of market.
P.OPEN=2* [600837.SS] .OPEN-3* [000783.SZ] .OPEN
P.CLOSE=2* [600837.SS] .CLOSE-3* [000783.SZ] .CLOSE
P.HIGH=MAX (P.OPEN, P.CLOSE)
P.LOW=MIN (P.OPEN, P.CLOSE)
Long-time frame as required merges calculating, calculates the opening price of some period, highest price, minimum
Valence, closing price.As needed, 1 minute line can merge into 5 minutes, 1 hour, the macrocyclic K line such as 1 day
It is following (merged by 1 minute and illustrate within 5 minutes to merge algorithm for K line, other situations are analogized) to merge algorithm
Code name explanation: for convenience of describing, carry out identified time sequence using the object array in computer language
T1M [0]: T1M indicates 1 minutes sequence, and 0 inside square brackets indicates first point of the sequence
T1M [1]: T1M indicates 1 minutes sequence, and 1 inside square brackets indicates second point of the sequence
T1M [2]: T1M indicates 1 minutes sequence, and 2 inside square brackets indicate the third point of the sequence
T1M [3]: T1M indicates 1 minutes sequence, and 3 inside square brackets indicate the 4th point of the sequence
T1M [4]: T1M indicates 1 minutes sequence, and 4 inside square brackets indicate the 5th point of the sequence
T1M [n-1]: T1M indicates 1 minutes sequence, and 1 inside square brackets indicates n-th point of the sequence
T5M [0]: T5M indicates 5 minutes sequences, and 0 inside square brackets indicates first point of the sequence
One minute line time series is T1M [0], T1M [1], T1M [2] ... T1M [n-1];
Five minutes line time serieses are T5M [0], T5M [1], T5M [2] ... T5M [n-1];
The attribute having time (Time) of each point in time series, opening price (Open), highest price (High), lowest price
(Low), closing price (Close), exchange hand (Volume) are denoted as T1M [0] .Time, T1M [0] .Open by taking T1M [0] as an example,
T1M[0].High,T1M[0].Low,T1M[0].Close,T1M[0].Volume)
It parses T1M [0], T1M [1], time point T1M [0] .Time=09:31:00 in T1M [2] ... T1M [n-1],
T1M [1] .Time2=09:32:00, T1M [2] .Time=09:33:00 ... T1M [n-1]=...
5 minutes K wire frames (time frame has defined in advance, can be directly obtained) are obtained, first point 09:
Second point 09:35:01-09:40:00 of 30:01-09:35:00
Inquire first point of 5 minutes K wire frames, acquisition time range 09:30:01-09:35:00
1 minute K line sequence column is inquired, 5 point T1M [0] .Times, T1M of the time in 09:30:01-09:35:00 are found out
[1].Time…T1M[4].Time
Joint account is carried out to 5 points, merges rule
Opening price T5M [0] .Open=T1M [0] .Open
Highest price T5M [0] .High=Max (T1M [0] .High, T1M [1] .High, T1M [2] .High, T1M [3]
.High,T1M[4].High)
Seek the maximum of T1M [0] .High, T1M [1] .High, T1M [2] .High, T1M [3] .High, T1M [4] .High
Value
Lowest price T5M [0] .Low=Max (T1M [0] .Low, T1M [1] .Low, T1M [2] .Low, T1M [3] .Low, T1M
[4].Low)
Seek the minimum value of T1M [0] .Low, T1M [1] .Low, T1M [2] .Low, T1M [3] .Low, T1M [4] .Low
Closing price T5M [0] .Low=T1M [4] .Close
Exchange hand T5M [0] .Volume=Sum (T1M [0] .Volume, T1M [1] .Volume, T1M [2] .Volume,
T1M[3].Volume,T1M[4].Volume)
I.e. to T1M [0] .Volume, T1M [1] .Volume, T1M [2] .Volume, T1M [3] .Volume, T1M [4]
.Volume it sums
Method more than use calculates T5M [1], T5M [2] ... T5M [n]
Figure is shown
Calculated result (K line, index) is shown on figure.(as shown in Figure 6)
Real-time update is carried out according to the present quotation of ingredient target.
The present invention is for two time serieses, if the two time serieses association is whole, the two time serieses exist
Some linear combination, so that this linear combination is steady.Because this time series is steady, we assume that this is smoothly
Time series has the property of " mean regression ".Then we can replicate the two time serieses, do statistical arbitrage.
Examine whether the two time serieses xt, yt have some linear combination, it, can be with so that this linear combination is steady
It does so: yt being done linear regression to xt, examines residual error whether steady.If residual error is steady, the two time serieses xt,
Otherwise yt is not present there are some stable linear combination.
The present invention provides a kind of methods, can carry out detection and visualization display to problem above.Also, the present invention can
To be generalized to the linear combination scene of three or more time serieses.
Present quotation can be used to synthesize K line, and short cycle can synthesize long period K line.
Claims (10)
1. a kind of synchronization graphic display method of multi items Object of Transaction, the steps include:
1) multiple Object of Transactions, are chosen from the trade variety of securities exchange system;
2) transaction data of multiple Object of Transactions, is combined calculating, transaction data after being combined;
3), the transaction data after combination is shown by coordinate graphic;
The multiple Object of Transactions of selection include Object of Transaction mark, transaction value, number of transaction, direction of trading;
The composition of the coordinate graphic: abscissa is time dimension, and ordinate is transaction value dimension.
2. the synchronization graphic display method of multi items Object of Transaction as described in claim 1, it is characterised in that the friendship of the selection
Easy target is with list display.
3. the synchronization graphic display method of multi items Object of Transaction as described in claim 1, it is characterised in that the selection is multiple
Object of Transaction generates list: containing the Object of Transaction combined expression generated after selection Object of Transaction combination in list.
4. the synchronization graphic display method of multi items Object of Transaction as claimed in claim 1 or 3, it is characterised in that the multiple friendship
The transaction data of easy target adopts the gradually abbreviation algorithm being combined with non-stacking, and the algorithm is using regular expression technology
Abbreviation is carried out to complicated expression formula, the steps include:
1) defines the regular expression RegexA that two operands or number are multiplied with variable,
2) defines the regular expression RegexB for matching a real number
3) is denoted as ExpressionA matching, matches the character string that a rule meets regular expression RegexA to expression formula,
The result of a value type is obtained to the character string progress operation come is matched;The value type result is replaced
The character string that RegexA is matched in ExpressionA often does primary such abbreviation in this way, and the multiplication sign (*) in expression formula is just
One can be lacked;The string representation two is several or counts the expression formula being multiplied with variable;
4) step in repetition, until, without multiplication sign (*), at this time remaining expression formula is denoted as in expression formula
ExpressionB, ExpressionB contain only+or-operator;
5) matches ExpressionB according to RegexB, matches real number all in expression formula, is added to real number
Obtain result.
5. the synchronization graphic display method of multi items Object of Transaction as described in claims 1 or 2 or 3, it is characterised in that the choosing
Taking multiple Object of Transactions is that will combine the combination calculation expression of Object of Transaction based on client device operation with the side of character string
Formula is sent to server.
6. the synchronization graphic display method of multi items Object of Transaction as described in claim 1 or 4 or 5, it is characterised in that the clothes
Device be engaged in after analytical Calculation combines calculation expression, sends client for calculated result, is shown with coordinate graphic;It is described
Coordinate graphic is K line graph.
7. a kind of synchronization graphic display system of multi items Object of Transaction, it is characterised in that it includes:
Data acquisition module, for obtaining Object of Transaction transaction data;
Object of Transaction selecting module, for choosing multiple Object of Transactions from data acquisition module;
Transaction data combines computing module, for being combined calculating to the transaction data for choosing multiple Object of Transactions;
Image display module, for being shown transaction data after the combination being calculated by coordinate graphic;
The multiple Object of Transactions of selection include Object of Transaction mark, transaction value, number of transaction, direction of trading;
The composition of the coordinate graphic: abscissa is time dimension, and ordinate is transaction value dimension.
8. the synchronization graphic display system of multi items Object of Transaction as claimed in claim 7, it is characterised in that the Object of Transaction
Selecting module shows combined Object of Transaction with tabular form.
9. the synchronization graphic display system of multi items Object of Transaction as claimed in claim 8, it is characterised in that it further includes communication
Module, the combined Object of Transaction information transmission output that communication module is used to select the Object of Transaction selecting module;Communication
Module is also used to receive the calculated result of the combination transaction data of combination Object of Transaction.
10. claim 7-9 arbitrarily as described in multi items Object of Transaction synchronization graphic display system, it is characterised in that the friendship
Easy target selecting module, image display module, communication module are set to client device, and transaction data combines computing module setting
In server.
Priority Applications (1)
Application Number | Priority Date | Filing Date | Title |
---|---|---|---|
CN201811419172.7A CN109766348A (en) | 2018-11-26 | 2018-11-26 | The synchronization graphic display system and method for multi items Object of Transaction |
Applications Claiming Priority (1)
Application Number | Priority Date | Filing Date | Title |
---|---|---|---|
CN201811419172.7A CN109766348A (en) | 2018-11-26 | 2018-11-26 | The synchronization graphic display system and method for multi items Object of Transaction |
Publications (1)
Publication Number | Publication Date |
---|---|
CN109766348A true CN109766348A (en) | 2019-05-17 |
Family
ID=66450178
Family Applications (1)
Application Number | Title | Priority Date | Filing Date |
---|---|---|---|
CN201811419172.7A Pending CN109766348A (en) | 2018-11-26 | 2018-11-26 | The synchronization graphic display system and method for multi items Object of Transaction |
Country Status (1)
Country | Link |
---|---|
CN (1) | CN109766348A (en) |
Cited By (3)
Publication number | Priority date | Publication date | Assignee | Title |
---|---|---|---|---|
CN110795003A (en) * | 2019-10-30 | 2020-02-14 | 邵忠 | Interface display method and device |
CN112579246A (en) * | 2019-09-27 | 2021-03-30 | 阿里巴巴集团控股有限公司 | Virtual machine migration processing method and device |
CN113487429A (en) * | 2021-06-22 | 2021-10-08 | 华泰证券股份有限公司 | Stock pre-occupation registration method and device for security ticket pool and visual calculation method |
Citations (5)
Publication number | Priority date | Publication date | Assignee | Title |
---|---|---|---|---|
CA2430402A1 (en) * | 2003-05-30 | 2004-11-30 | Mpl Communications Inc. | Portfolio tune-up tool |
TW201222455A (en) * | 2010-11-25 | 2012-06-01 | Hui-Xi Li | Method, computer program product and computer-readable recordable medium for selecting investment target |
US20150095258A1 (en) * | 2013-09-27 | 2015-04-02 | Gevork Levon ODABASHYAN | Composite portfolio trading method, creation and analysis system |
CN107316240A (en) * | 2017-05-23 | 2017-11-03 | 武汉楚鼎信息技术有限公司 | A kind of system and implementation method invested in stock according to any indicator combination |
CN108416673A (en) * | 2018-02-09 | 2018-08-17 | 上海宽全智能科技有限公司 | Quantify hedging portfolio method of commerce, equipment and storage medium |
-
2018
- 2018-11-26 CN CN201811419172.7A patent/CN109766348A/en active Pending
Patent Citations (5)
Publication number | Priority date | Publication date | Assignee | Title |
---|---|---|---|---|
CA2430402A1 (en) * | 2003-05-30 | 2004-11-30 | Mpl Communications Inc. | Portfolio tune-up tool |
TW201222455A (en) * | 2010-11-25 | 2012-06-01 | Hui-Xi Li | Method, computer program product and computer-readable recordable medium for selecting investment target |
US20150095258A1 (en) * | 2013-09-27 | 2015-04-02 | Gevork Levon ODABASHYAN | Composite portfolio trading method, creation and analysis system |
CN107316240A (en) * | 2017-05-23 | 2017-11-03 | 武汉楚鼎信息技术有限公司 | A kind of system and implementation method invested in stock according to any indicator combination |
CN108416673A (en) * | 2018-02-09 | 2018-08-17 | 上海宽全智能科技有限公司 | Quantify hedging portfolio method of commerce, equipment and storage medium |
Cited By (5)
Publication number | Priority date | Publication date | Assignee | Title |
---|---|---|---|---|
CN112579246A (en) * | 2019-09-27 | 2021-03-30 | 阿里巴巴集团控股有限公司 | Virtual machine migration processing method and device |
CN110795003A (en) * | 2019-10-30 | 2020-02-14 | 邵忠 | Interface display method and device |
CN110795003B (en) * | 2019-10-30 | 2021-07-13 | 邵忠 | Interface display method and device |
CN113487429A (en) * | 2021-06-22 | 2021-10-08 | 华泰证券股份有限公司 | Stock pre-occupation registration method and device for security ticket pool and visual calculation method |
CN113487429B (en) * | 2021-06-22 | 2023-10-10 | 华泰证券股份有限公司 | Stock preemption registration method and device for stock pool of securities and visual calculation method |
Similar Documents
Publication | Publication Date | Title |
---|---|---|
US9105064B2 (en) | Transaction effects | |
Li et al. | Multi-asset spread option pricing and hedging | |
CN111708934B (en) | Knowledge content evaluation method, device, electronic equipment and storage medium | |
US20070038549A1 (en) | Method and apparatus for electronic trading of financial instruments | |
US20070112659A1 (en) | Method and system for generating and trading derivative investment instruments based on a covered stock portfolio benchmark index | |
US20090094166A1 (en) | Object-oriented time series generator | |
KR100663233B1 (en) | System and method using trading value for weighting instruments in an index | |
CN109766348A (en) | The synchronization graphic display system and method for multi items Object of Transaction | |
CN108205699A (en) | Generation is used for the output of neural network output layer | |
EP1779315A2 (en) | System and method for displaying market data including last trade data | |
US10474692B2 (en) | Data conversion and distribution systems | |
US8355972B2 (en) | Systems and methods for displaying information about financial markets | |
Georgakopoulos | Quantitative trading with R: understanding mathematical and computational tools from a quant’s perspective | |
Makoye et al. | Impact of macroeconomic factors on performance of construction industry in Tanzania | |
WO2001090997A2 (en) | Method and apparatus for analyzing individual and comparative returns on assets | |
AU2010295947B2 (en) | Implied volume analyzer | |
CN107423362A (en) | Industry determines method, Method of Get Remote Object and device, client, server | |
US20200020031A1 (en) | Systems and methods for evaluating and pricing municipal bond offerings | |
JP2015523639A (en) | Method and system for order matching | |
US20080235150A1 (en) | Market analytics | |
Robu et al. | Learning the Structure of Utility Graphs Used in Multi-issue Negotiation through Collaborative Filtering: Preliminary Version | |
US20030065599A1 (en) | System and method for measuring performance of trading instruments within a market | |
Shanahan et al. | Pricing participating policies under the Meixner process and stochastic volatility | |
US20150046309A1 (en) | Commodity curves based on derivative contract specifications | |
Bouziane | Pricing interest-rate derivatives: a Fourier-transform based approach |
Legal Events
Date | Code | Title | Description |
---|---|---|---|
PB01 | Publication | ||
PB01 | Publication | ||
SE01 | Entry into force of request for substantive examination | ||
SE01 | Entry into force of request for substantive examination |