CN110264355A - A kind of device of quick-fried amount absolute value trading strategies model - Google Patents
A kind of device of quick-fried amount absolute value trading strategies model Download PDFInfo
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Abstract
The invention discloses a kind of devices of quick-fried amount absolute value trading strategies model, belong to securities data statistical analysis technique field, including the first memory module, locking module, the second memory module, amount heap analysis module, comprehensive judgment module, buys module, sells judgment module and sell module.The analysis of connecting plate target algorithm is carried out to the data that the first memory module provides by the locking module, to obtain corresponding ultimate data；Amount heap analysis module carries out exchange hand analysis to the data that the second memory module provides, to obtain analysis result data；Corresponding ultimate data and analysis result data are sent to comprehensive judgment module, judge information to obtain transaction；It sells judgment module and receives the operation result information that module offer is provided, if it is to set up that condition is sold in judgement, carry out corresponding transactional operation by selling module.Invention achieves the technical effects for being capable of providing accuracy height, highly reliable trading strategies model.
Description
Technical field
The invention belongs to securities data statistical analysis technique field, in particular to a kind of quick-fried amount absolute value trading strategies model
Device.
Background technique
The market of securities market are referred to as the barometer of national economy in the world, can largely flow into policy guide fund
The listed company secondary market of relevant industries, being most reflected directly in the market of corresponding stock that is exactly limit-up, even continuously
Limit-up, this is a kind of chance for the investor for participating in secondary market.
Currently, stock exchange strategy in the market is mainly technique of estimation.Technique of estimation is intended to find stock as the true of commodity
Net price value buys in and underestimated, and sells and is overestimated.But due in stock market stock it is large number of, the limit-up of every stock becomes
It is complicated to change situation.Traditional estimation method is more single, poor to the control ability of risk, it is difficult to quantify trade market, plan of trading
The accuracy of slightly model is low, poor reliability.
In conclusion there is work as to need for investment in the existing technology applied to security class data statistic analysis
When person provides trading strategies reference, the technical issues of accuracy of trading strategies model is low, poor reliability.
Summary of the invention
The technical problem to be solved by the present invention is to when need to provide for investor trading strategies reference when, trading strategies mould
The technical issues of accuracy of type is low, poor reliability.
In order to solve the above technical problems, the present invention provides a kind of device of quick-fried amount absolute value trading strategies model, it is described
Device includes: the first memory module, and first memory module stores received quotations on the stock market data information, the stock
City's market data information includes reopen after a cessation of business a day market data, stock closing price today data, stock closing price yesterday data and stock
Day before yesterday closing price data；Locking module carries out connecting plate to the data that first memory module provides by the locking module
Target algorithm analysis, to obtain corresponding ultimate data；Second memory module, second memory module to received for going through
The storage of history day market data line；Measure heap analysis module, the data that the amount heap analysis module provides second memory module
Exchange hand analysis is carried out, to obtain analysis result data；Comprehensive judgment module, by the corresponding ultimate data and the analysis
Result data is sent to the comprehensive judgment module, to determine whether carrying out buying in operation, judges information to obtain transaction；Buy mould
Block, it is described buy module receive it is described transaction judge information, to carry out corresponding transactional operation；Judgment module is sold, it is described to sell
Out judgment module receive described in the operation result information of module offer is provided, and judge whether sell condition true；Module is sold,
If selling condition described in judgement is to set up, corresponding transactional operation is carried out by the sale module.
Further, the locking module includes: to obtain data cell today, and data today are stored from described first
Closing price data stock today are obtained in module.
Further, the locking module includes: to obtain data cell yesterday, and acquisition data cell yesterday is from described
Closing price data stock yesterday are obtained in first memory module.
Further, the locking module includes: to obtain day before yesterday data cell, and the acquisition day before yesterday data cell is from described
The stock day before yesterday closing price data are obtained in first memory module.
Further, the locking module includes: the first algorithm unit, by closing price data stock today, described
Stock closing price yesterday data and the stock day before yesterday closing price data are sent to first algorithm unit, are calculated by described first
Method unit carries out the analysis of connecting plate target algorithm, to obtain corresponding ultimate data.
Further, the amount heap analysis module include: obtain activity data unit, the activity data for pair
The data that second memory module provides extract, to obtain daily exchange hand information.
Further, the amount heap analysis module includes: the second algorithm unit, and second algorithm unit is to described daily
Exchange hand information carries out comparison one by one and handles, and obtains analysis result data using data sorting algorithm.
Further, the comprehensive judgment module includes: screening unit, and the screening unit receives described corresponding ultimate
Whether data and the analysis result data are deposited with the target stock for judging that the locking module provides by the screening unit
The case where sealing quick-fried amount limit-up is returned again after plate is opened in new stock listing.
Further, the comprehensive judgment module includes: confirmation unit, if there are new stocks by screening unit judgement
Listing returns the case where sealing quick-fried amount limit-up after opening plate again, then corresponding target is sent into the confirmation unit and is finally locked, with hair
Triggering buys in trading instruction and buys module to described out.
Further, if the confirmation unit includes: after opening plate there is no new stock listing by screening unit judgement
The case where sealing quick-fried amount limit-up is returned again, then issues the instruction that Cancels Transaction.
The utility model has the advantages that
The present invention provides a kind of device of quick-fried amount absolute value trading strategies model, by the first memory module to received stock
City's market data information is stored.Locking module carries out the analysis of connecting plate target algorithm to the data that the first memory module provides,
To obtain corresponding ultimate data.Second memory module stores received history day market data line.Measure heap analysis module pair
The data that second memory module provides carry out exchange hand analysis, to obtain analysis result data.It then will be described corresponding ultimate
Data and the analysis result data are sent to comprehensive judgment module, to determine whether carrying out buying in operation, to obtain transaction judgement
Information.It buys the module reception transaction and judges information, to carry out corresponding transactional operation.It sells and is bought described in judgment module reception
The operation result information that progressive die block provides, and judge to sell condition it is whether true, if selling condition described in judgement is to set up,
Corresponding transactional operation is carried out by the sale module.Then it is provided in terms of trading strategies for investor and to buy in or sell
Operation operation reference, improves the accuracy and reliability of trade strategy model.To reach and can be mentioned for investor
The technical effect of high, highly reliable trading strategies model for accuracy.
The above description is only an overview of the technical scheme of the present invention, in order to better understand the technical means of the present invention,
And it can be implemented in accordance with the contents of the specification, and in order to allow above and other objects of the present invention, feature and advantage can
It is clearer and more comprehensible, the followings are specific embodiments of the present invention.
Detailed description of the invention
It in order to more clearly explain the embodiment of the invention or the technical proposal in the existing technology, below will be to institute in embodiment
Attached drawing to be used is needed to be briefly described, it should be apparent that, the accompanying drawings in the following description is only some implementations of the invention
Example, for those of ordinary skill in the art, without creative efforts, can also obtain according to these attached drawings
Obtain other attached drawings.
Fig. 1 is a kind of model framework chart of the device of quick-fried amount absolute value trading strategies model provided in an embodiment of the present invention；
Fig. 2 is that locking module is shown in a kind of device of quick-fried amount absolute value trading strategies model provided in an embodiment of the present invention
It is intended to；
Fig. 3 is to measure heap analysis module in a kind of device of quick-fried amount absolute value trading strategies model provided in an embodiment of the present invention
Schematic diagram；
Fig. 4 is comprehensive judgment module in a kind of device of quick-fried amount absolute value trading strategies model provided in an embodiment of the present invention
Schematic diagram；
Fig. 5 is to sell showing for module in a kind of device of quick-fried amount absolute value trading strategies model provided in an embodiment of the present invention
It is intended to；
Fig. 6 is a kind of operating process signal of device of quick-fried amount absolute value trading strategies model provided in an embodiment of the present invention
Figure.
Specific embodiment
The invention discloses a kind of devices of quick-fried amount absolute value trading strategies model, are received by 10 Duis of the first memory module
Quotations on the stock market data information stored.Locking module 20 carries out the calculation of connecting plate target to the data that the first memory module 10 provides
Method analysis, to obtain corresponding ultimate data.Second memory module 30 stores received history day market data line.Measure heap point
Analysis module 40 carries out exchange hand analysis to the data that the second memory module 30 provides, to obtain analysis result data.Then by institute
It states corresponding ultimate data and the analysis result data is sent to comprehensive judgment module 50, to determine whether carry out buying in operation,
Information is judged to obtain transaction.Buy module 60 receive it is described transaction judge information, to carry out corresponding transactional operation.It sells and sentences
Disconnected module 70 receives the operation result information for buying the offer of module 60, and judge to sell condition it is whether true, if judgement
The condition of selling is to set up, then carries out corresponding transactional operation by the sale module 80.Then in terms of trading strategies
The operation operation reference bought in or sold is provided for investor, improves the accuracy of trade strategy model and reliable
Property.The technical effect of accuracy height, highly reliable trading strategies model can be provided for investor to reach.
Following will be combined with the drawings in the embodiments of the present invention, and technical solution in the embodiment of the present invention carries out clear, complete
Site preparation description, it is clear that described embodiments are only a part of the embodiments of the present invention, instead of all the embodiments.It is based on
Embodiment in the present invention, those of ordinary skill in the art's every other embodiment obtained belong to what the present invention protected
Range；Wherein "and/or" keyword involved in this implementation, indicate and or two kinds of situations, in other words, the present invention implement
A and/or B mentioned by example, illustrate two kinds of A and B, A or B situations, describe three kinds of states present in A and B, such as A and/or
B, indicate: only including A does not include B；Only including B does not include A；Including A and B.
Meanwhile in the embodiment of the present invention, when component is referred to as " being fixed on " another component, it can be directly at another
On component or there may also be components placed in the middle.When a component is considered as " connection " another component, it be can be directly
It is connected to another component or may be simultaneously present component placed in the middle.When a component is considered as " being set to " another group
Part, it, which can be, is set up directly on another component or may be simultaneously present component placed in the middle.Made in the embodiment of the present invention
Term "vertical", "horizontal", "left" and "right" and similar statement are merely for purposes of illustration, and are not intended to
The limitation present invention.
Referring to Figure 1, Fig. 1 is a kind of mould of the device of quick-fried amount absolute value trading strategies model provided in an embodiment of the present invention
Type block diagram.The embodiment of the present invention provides a kind of device of quick-fried amount absolute value trading strategies model, a kind of quick-fried amount absolute value friendship
The device of easy Policy model include the first memory module 10, locking module 20, the second memory module 30, amount heap analysis module 40,
Comprehensive judgment module 50 buys module 60, sells judgment module 70, sells module 80.Now respectively to the first memory module 10, lock
Cover half block 20, amount heap analysis module 40, comprehensive judgment module 50, buys module 60, sells judgment module at second memory module 30
70, it sells module 80 and carries out following detailed description:
For the first memory module 10:
First memory module 10 stores received quotations on the stock market data information, the quotations on the stock market data packets
Include a day market data of reopening after a cessation of business, stock closing price today data, stock closing price yesterday data and stock day before yesterday closing price data.
Continuing with referring to Fig. 1, the first memory module 10 can receive to reopen after a cessation of business in Shanghai and Shenzhen Stock Exchange and be mentioned day
The market data of confession, such as: in morning 9:15 to 11:30, afternoon 13:00 to 15:00 period, receive Shanghai and Shenzhen card
Certificate exchange reopens after a cessation of business market data provided by day.Stock exchange is to provide place and facility for security centralized transaction, tissue
With supervision securities trading, the legal person of self-discipline management is carried out.In China, there are four stock exchanges: Shanghai Stock Exchange, Shenzhen
Stock exchange, Hong Kong Stock Exchange and Taiwan Stock Exchange Corporation.First memory module 10 and the second memory module 30 are all
Data for providing Shanghai and Shenzhen exchange 90 receive.But the second memory module 30 is from 20 mould of locking module
It just can be carried out data receiver under the effect of block enable signal.It may include with linking Internet in the inside of the first memory module 10
PC machine, for receiving a day market data of reopening after a cessation of business for the offer of Shanghai and Shenzhen exchange 90.Such as: it can be connect using " sensible letter " market data
Receive software.Closing price refers to that the exchange hand that stock markets of Shanghai closing price is the previous minute All Activity of the same day security last transaction weights
Flat fare (contains last transaction).The same day without conclusion of the business, using previous close as same day closing price.The closing price of Shenzhen stock market passes through collection
The mode bidded is closed to generate.Closing quotation aggregate auction cannot generate closing price, with previous point of same day security last transaction
The exchange hand weighted average price (containing last transaction) of clock All Activity is closing price.The same day without conclusion of the business, is received with proxima luce (prox. luc)
Disk valence is same day closing price.
For locking module 20:
The analysis of connecting plate target algorithm is carried out to the data that first memory module 10 provides by the locking module 20,
To obtain corresponding ultimate data.Locking module 20 includes obtaining data cell today 201, obtaining data cell yesterday 202, obtain
Take day before yesterday data cell 203 and the first algorithm unit 204.Today, data obtained the stock from first memory module 10
Today closing price data.Acquisition data cell yesterday 202 obtains the stock yesterday from first memory module 10
Closing price data.The acquisition day before yesterday data cell 203 obtains the stock day before yesterday closing quotation from first memory module 10
Valence mumber evidence.By closing price data stock today, closing price data stock yesterday and the stock day before yesterday closing quotation valence mumber
According to sending to first algorithm unit 204, the analysis of connecting plate target algorithm is carried out by first algorithm unit 204, to obtain
Corresponding ultimate data.
Refer to Fig. 2, Fig. 2 be a kind of quick-fried amount absolute value trading strategies model provided in an embodiment of the present invention device in lock
The schematic diagram of cover half block.20 module of locking module carries out " connecting plate target " algorithm point to the data from the first memory module 10
Analysis, is stored to obtain corresponding ultimate data；Simultaneously by ultimate data transmission into comprehensive judgment module 50, and enable
The work of second memory module 30.By taking existing number of transaction 5000 as an example, obtains data cell today 201, obtains data cell yesterday
202, it obtains day before yesterday data cell 203 and obtains Shanghai and Shenzhen exchange 90 from the first memory module 10 respectively in stock the present of transaction
The closing price data of day, yesterday and the day before yesterday, and it is denoted as T1, T2, T3 respectively ... T4999, T5000 and Y1, Y2, Y3 ...
Y4999, Y5000 and W1, W2, W3 ... W4999, W5000.First algorithm unit 204 is calculated by connecting plate target algorithm
The value of the TN/YN of each kind, and be denoted as XN (wherein, N is 1 to 5000), the value of YN/WN be denoted as UN (wherein N be 1 to
5000).Meanwhile the target of XN > 1.099 and UN > 1.099 being sent into comprehensive judgment module 50.The sensible letter of this part is soft
Part algorithm kernel program is:
A:=COUNT (C > OPEN, 2) >=1；B:=COUNT (C/REF (C, 1) > 1.099), 2)=2；A AND B.
For the second memory module 30:
Second memory module 30 is used to store received history day market data line.
Specifically, the second memory module 30 under enable signal effect, is able to carry out the reception of data, and can incite somebody to action
The data received are stored.Such as: the second memory module 30 may include the PC machine with linking Internet, can be used in connecing
Receive the history day market data that Shanghai and Shenzhen exchange 90 provides.Second memory module 30 can use " sensible letter " market data receiver
Software.Due to above-mentioned locking module 20 by " connecting plate target " algorithm analysis locked a collection of stock Z1, Z2 ... ZN (N's
Size depends on market quality, and General N is bigger, and expression market are better), the second memory module 30 is being acted on by enable signal
While work, with regard to ZN information is transmitted.It is enabled to be responsible for outputting and inputting for control signal, it is enabled to be exactly
One " permission " signal.
For measuring heap analysis module 40:
Amount heap analysis module 40 carries out exchange hand analysis to the data that second memory module 30 provides, to be analyzed
Result data.Measuring heap analysis module 40 includes obtaining activity data unit 401 and the second algorithm unit 402.Activity data
Data for providing second memory module 30 extract, to obtain daily exchange hand information.Second algorithm unit
402 pairs of daily exchange hand information carry out comparison one by one and handle, and obtain analysis result data using data sorting algorithm.
Specifically, amount energy analysis module carries out exchange hand analysis to the data from the second memory module 30, and
Analysis result is transferred to comprehensive judgment module 50.Fig. 3 is referred to, Fig. 3 is that a kind of quick-fried amount provided in an embodiment of the present invention is absolute
It is worth the schematic diagram that heap analysis module is measured in the device of trading strategies model.It obtains activity data unit 401 and passes through the second storage
The Z Value Data that module 30 is transmitted, and extracted daily exchange hand information ZN1, ZN2 ... the ZNM since ZN listing.Second algorithm
402 throughput heap target algorithm of unit is quasi- to carry out the processing of comparison one by one to above-mentioned exchange hand information ZN1, ZN2 ... ZNM, calculates
Whether the value of ZN there is history maximum in nearly 2 day of trade out.Meanwhile exporting result to comprehensive judgment module 50, specifically
Judge that algorithm is can to use data sorting algorithm.Sequence in data sorting algorithm is exactly to make a string of records, according to therein
The size of some or certain keywords, the operation of increasing or decreasing lined up.Sort algorithm be how so that record by
The method of as requested arrangement.
In addition, the second algorithm unit 402 can use sensible letter software, sensible letter software algorithm kernel program is: COUNT
(V=HHV (V, 999), 2) >=1.Exchange hand is most important technical information, and exchange hand directly reflects market entirety or personal share
Situation of trading, by analysis exchange hand be exactly the information excavated out from the behind traded about market or share tendency, in turn
Forecast price changes direction, improves short-term warfighting capabilities.Exchange hand just refers to the quantity of conclusion of the business, in bid market software, at
Friendship amount can be indicated with VOL, be suitable for doing personal share exchange hand longitudinal comparison, i.e. the observation personal share high-volume phase of contracting amount in history
To situation.When actually calculating the exchange hand in certain time period, be calculated with unilateral transaction, such as: certain stock
Certain daily turnover is 100 hands (1 hand=100 strand, i.e., 10000 strands), then it represents that same day buyer has bought 100 hands, while the seller sells
100 hands are gone out, it may be said that exchange hand is equal to the actually amount of buying in of buyer, and is also equal to the practical sell quantity of the seller.In actual skill
In art analysis, exchange hand type is often divided with " time cycle ", is generally divided into: exchange hand per minute (i.e. time-sharing quantum,
Indicated with the column diagram appeared in below same day timesharing line), daily turnover (usually said exchange hand be exactly default refer to " day
Exchange hand " is indicated with the column diagram appeared in below day K line chart), all exchange hands and moon exchange hand.Since daily turnover is being sentenced
Practicability is most strong in terms of the disconnected trend of stock prices, thus situations such as by the form of analysis daily turnover, variation tendency, unusual fluctuation, can be with
To analyze main force's intention, understanding market situation, and then supposition share price traffic direction.K line chart form can be divided into reversed phase, arrange
Form and notch and trend line etc..The technique of painting of K line chart in stock market and forward market includes four data, i.e. opening price, highest
Valence, lowest price, closing price, all k lines are all to reflect the situation and pricing information of the general trend of events around this four data expansion.Such as
Fruit puts daily K line chart on a sheet of paper, can obtain a day K line chart, can also equally draw all K line charts, moon K line chart.
For comprehensive judgment module 50:
The corresponding ultimate data and the analysis result data are sent to the comprehensive judgment module 50, to judge to be
It is no to carry out buying in operation, information is judged to obtain transaction.Comprehensive judgment module 50 includes screening unit 501 and confirmation unit 502.
Screening unit 501 receives the corresponding ultimate data and the analysis result data, to be judged by the screening unit 501
The target stock that the locking module 20 provides returns the case where sealing quick-fried amount limit-up after opening plate with the presence or absence of new stock listing again.If passing through
The judgement of screening unit 501 returns the case where sealing quick-fried amount limit-up after opening plate there are new stock listing again, then corresponding target is sent into institute
It states confirmation unit 502 finally to be locked, trading instruction is bought in sending triggering and buys module 60 to described.If passing through the sieve
501 judgement of menu member returns the case where sealing quick-fried amount limit-up after opening plate there is no new stock listing again, then issues the instruction that Cancels Transaction.
Fig. 4 is referred to, Fig. 4 is comprehensive in a kind of device of quick-fried amount absolute value trading strategies model provided in an embodiment of the present invention
Close the schematic diagram of judgment module.Comprehensive judgment module 50 is to the data from 20 module of locking module and amount heap analysis module 40
Judged, judges whether to buy in operation.If condition establishment, it enabled will buy module 60 and work；Otherwise, will
It returns to the Shanghai and Shenzhen exchange 90 being located in Fig. 1 at the top of scheme and carries out functional sequence again.It particularly will be to 20 mould of locking module
The data of block and amount heap analysis module 40 carry out including the right of valence and amount, i.e., are locking mould by 501 ground of screening unit in Fig. 4
The target stock ZN that block 20 provides is to return the case where sealing quick-fried amount limit-up again after plate is opened in new stock listing.If invalid,
Corresponding target is then sent into confirmation unit 502 finally to be locked, triggering is simultaneously emitted by and buys in trading instruction to buying module 60
Work；Otherwise sending is Cancelled Transaction instruction.The sensible letter software algorithm kernel program of this part of data screening is: COUNT
(V=HHV (V, 999), 2) >=1AND
COUNT(C/REF(C,1)>1.099,10)<4。
It should be noted that price limits systems is that transaction value rises and drops suddenly and sharply in order to prevent in securities market, inhibited
It spends and speculates phenomenon, a kind of Trading System for suitably limit the amount of increase and amount of decrease of price on the day of every security is, it is specified that transaction
Price is previous day of trade closing price or more a few percent in the maximum fluctuation amplitude in a day of trade.Provide day trade transaction
Ceiling price and lowest price.It in Chinese A share market, is equipped with the limitation of amount of increase and drop range, is all 10% limitation, i.e., it is so-called
Limit-up and limit down, 10% amount of increase is for upper day of trade share price, i.e., today, this branch stock share price increased to 10%
Share price would not rise again, and be limited, but it does not affect one's business.Limit-up and limit down are applicable in all A-shares of China, and in addition first
It is limited on the day of secondary listing transaction's stock without limit-up, the second talent is restricted, and the warrant in stock market is also limited without limit-up and limit down
System.Quick-fried amount, which is limited up, just refers to the limit-up of the maximum exchange hand occurred in a time phase, when being mainly shown as one
Between in the stage maximum exchange hand column and turnover rate limit-up.Quick-fried amount limit-up is mainly reflected in the turnover rate of super large and the conclusion of the business of super large
It measures on column, as long as the limit-up of maximum exchange hand is exactly quick-fried amount limit-up in a time phase.Quick-fried amount limit-up corresponds generally to rise
The opening of trading halt or the limit-up opened and resealed of limiting up.Quick-fried amount limit-up occurs being primarily due to have investment within a certain period of time
Person largely buys in, while also having investor largely to sell.Specific to having the ability in certain stock, a large amount of actives are sold simultaneously
Must be manipulate this strand the main force, so quick-fried amount limit-up be typically all because the main force sell shares caused by shipment.
For buying module 60:
Buy module 60 receive it is described transaction judge information, to carry out corresponding transactional operation.
Specifically, buying module 60 is able to carry out corresponding transactional operation, and operating result is sent to selling judgement
In module 70, i.e., next day opening price just carries out buying in transaction.Due to being likely to occur extreme case, i.e. next day is limited up out with a word
Out, so in specific operation and implementing, need user on the day of after evening transaction system clearance, i.e., with next day limit-up valence into
The transaction of row buy orders.One word, which is limited up, refers to that i.e. limit-up of opening the set is continued until the K line morphology until closing quotation.Because of this K
Line morphology is similar to the one of Chinese character, because of a referred to herein as word limit-up.The stock of one word limit-up seals because opening quotation just has largely to check
Limit-up, and quantity of selling bill far smaller than is checked.It is strongly good to this stock to represent people, so during a word limit-up, it is several
This branch stock can not be bought.
For selling judgment module 70:
It sells judgment module 70 and receives the operation result information that the offer of module 60 is provided, and judge that selling condition is
No establishment.
Specifically, sell judgment module 70 can be judged to sell condition according to respective algorithms it is whether true, if at
It is vertical then carry out transactional operation, otherwise with regard to being judged again.For the stock traded according to module 60 is bought, as long as
It is subsequent to close without limit-up again, then it can trigger and sell condition establishment, to carry out selling 80 transactional operation of module；Otherwise just again
It is secondary to be judged.
For selling module 80:
If selling condition described in judgement is to set up, corresponding transactional operation is carried out by the sale module 80.
Fig. 6 is referred to, Fig. 6 is a kind of behaviour of the device of quick-fried amount absolute value trading strategies model provided in an embodiment of the present invention
Make flow diagram.Selling module 80 just can be carried out transactional operation under conditions of selling judgment module 70 and setting up, and return
Shanghai and Shenzhen exchange 90 at the top of scheme in Fig. 1 carries out functional sequence again.Fig. 5 is referred to, Fig. 5 is that the embodiment of the present invention mentions
The schematic diagram of module is sold in a kind of device of the quick-fried amount absolute value trading strategies model supplied.It is opened according to existing Shanghai and Shenzhen exchange 90
The reception of city morning time 9:15-11:30,13:00-15:00 in afternoon progress real-time deal price.It will sell in transaction modules and deposit
Closing price yesterday for containing target stock is denoted as CREF, in the real time price for reading target stock in real time according to exchange hour
CCUR.At exchange hour 9:31 to 10:00 sections, while real time price CCUR of every reading, closing price yesterday is compared
CREF analyses whether the case where CCUR > CREF occur.If condition is invalid, transaction modules are sold by punctual in 10:31
Divide to target stock according to when present value carries out selling transactional operation；If otherwise condition establishment, i.e. CCUR > CREF are set up by following
Two ways is operated (operating process is as shown in Figure 6):
First way is then sold according to when present value when (CCUR/CREF) > 1.089 occurs in 10:31 to 14:56
Transactional operation out.
The second way, when 10:31 to 14:56 does not occur (CCUR/CREF) > 1.089, then in 15:00 according to working as
Present value carries out selling transactional operation.
The present invention provides a kind of device of quick-fried amount absolute value trading strategies model, by the first memory module 10 to received
Quotations on the stock market data information is stored.Locking module 20 carries out connecting plate target algorithm to the data that the first memory module 10 provides
Analysis, to obtain corresponding ultimate data.Second memory module 30 stores received history day market data line.Measure heap analysis
Module 40 carries out exchange hand analysis to the data that the second memory module 30 provides, to obtain analysis result data.It then will be described
Corresponding ultimate data and the analysis result data are sent to comprehensive judgment module 50, to determine whether carry out buying in operation, with
It obtains transaction and judges information.Buy module 60 receive it is described transaction judge information, to carry out corresponding transactional operation.Sell judgement
Module 70 receives the operation result information for buying the offer of module 60, and judge to sell condition it is whether true, if judging institute
Stating the condition of selling is to set up, then carries out corresponding transactional operation by the sale module 80.Then it is in terms of trading strategies
Investor provides the operation operation reference bought in or sold, and improves the accuracy and reliability of trade strategy model.
The technical effect of accuracy height, highly reliable trading strategies model can be provided for investor to reach.
It should be noted last that the above specific embodiment is only used to illustrate the technical scheme of the present invention and not to limit it,
Although being described the invention in detail referring to example, those skilled in the art should understand that, it can be to the present invention
Technical solution be modified or replaced equivalently, without departing from the spirit and scope of the technical solution of the present invention, should all cover
In the scope of the claims of the present invention.
Claims (10)
1. a kind of device of quick-fried amount absolute value trading strategies model, which is characterized in that described device includes:
First memory module, first memory module store received quotations on the stock market data information, stock market's row
Feelings data information includes reopening after a cessation of business a day market data, stock closing price today data, stock closing price yesterday data and the stock day before yesterday
Closing price data；
Locking module carries out connecting plate target algorithm point to the data that first memory module provides by the locking module
Analysis, to obtain corresponding ultimate data；
Second memory module, second memory module are used to store received history day market data line；
Heap analysis module is measured, the amount heap analysis module carries out exchange hand analysis to the data that second memory module provides,
To obtain analysis result data；
Comprehensive judgment module send the corresponding ultimate data and the analysis result data to the comprehensive judgment module,
To determine whether carrying out buying in operation, information is judged to obtain transaction；
Buy module, it is described buy module and receive the transaction judge information, to carry out corresponding transactional operation；
Judgment module is sold, it is described to sell the operation result information that module offer is provided described in judgment module reception, and judge to sell
Whether condition is true out；
Module is sold, if selling condition described in judgement is to set up, corresponding transactional operation is carried out by the sale module.
2. a kind of device of quick-fried amount absolute value trading strategies model as described in claim 1, which is characterized in that the locking mould
Block includes:
Data cell today is obtained, data today obtain the closing quotation stock today valence mumber from first memory module
According to.
3. a kind of device of quick-fried amount absolute value trading strategies model as claimed in claim 2, which is characterized in that the locking mould
Block includes:
Data cell yesterday is obtained, acquisition data cell yesterday obtains the stock yesterday from first memory module
Closing price data.
4. a kind of device of quick-fried amount absolute value trading strategies model as claimed in claim 3, which is characterized in that the locking mould
Block includes:
Day before yesterday data cell is obtained, the acquisition day before yesterday data cell obtains the stock day before yesterday from first memory module
Closing price data.
5. a kind of device of quick-fried amount absolute value trading strategies model as claimed in claim 4, which is characterized in that the locking mould
Block includes:
First algorithm unit, before closing price data stock today, closing price data stock yesterday and the stock
Day closing price data are sent to first algorithm unit, are carried out the analysis of connecting plate target algorithm by first algorithm unit, are come
Obtain corresponding ultimate data.
6. a kind of device of quick-fried amount absolute value trading strategies model as claimed in claim 5, which is characterized in that the amount heap point
Analysing module includes:
Activity data unit is obtained, the data that the activity data is used to provide second memory module mention
It takes, to obtain daily exchange hand information.
7. a kind of device of quick-fried amount absolute value trading strategies model as claimed in claim 6, which is characterized in that the amount heap point
Analysing module includes:
Second algorithm unit, second algorithm unit carries out comparison one by one to the daily exchange hand information and handles, and uses
Data sorting algorithm obtains analysis result data.
8. a kind of device of quick-fried amount absolute value trading strategies model as claimed in claim 7, which is characterized in that the synthesis is sentenced
Disconnected module includes:
Screening unit, the screening unit receive the corresponding ultimate data and the analysis result data, by described
Screening unit judges to return the quick-fried amount limit-up of envelope again after the target stock that the locking module provides opens plate with the presence or absence of new stock listing
Situation.
9. a kind of device of quick-fried amount absolute value trading strategies model as claimed in claim 8, which is characterized in that the synthesis is sentenced
Disconnected module includes:
Confirmation unit, if returning the case where sealing quick-fried amount limit-up again after opening plate there are new stock listing by screening unit judgement,
Corresponding target is sent into the confirmation unit finally to be locked, trading instruction is bought in sending triggering and buys module to described.
10. a kind of device of quick-fried amount absolute value trading strategies model as claimed in claim 9, which is characterized in that the confirmation
Unit includes:
If returning the case where sealing quick-fried amount limit-up again after opening plate there is no new stock listing by screening unit judgement, cancellation is issued
Trading instruction.
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| CN201910477418.4A CN110264355A (en) | 2019-06-03 | 2019-06-03 | A kind of device of quick-fried amount absolute value trading strategies model |
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Cited By (2)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| CN110765175A (en) * | 2019-10-08 | 2020-02-07 | 江苏天鼎证券投资咨询有限公司 | Multi-dimensional index analysis and display method for financing and financing ticket |
| CN115994828A (en) * | 2023-03-24 | 2023-04-21 | 成都金蟾蜍量化科技有限公司 | Quantitative transaction auxiliary decision-making method and system |
-
2019
- 2019-06-03 CN CN201910477418.4A patent/CN110264355A/en active Pending
Cited By (2)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| CN110765175A (en) * | 2019-10-08 | 2020-02-07 | 江苏天鼎证券投资咨询有限公司 | Multi-dimensional index analysis and display method for financing and financing ticket |
| CN115994828A (en) * | 2023-03-24 | 2023-04-21 | 成都金蟾蜍量化科技有限公司 | Quantitative transaction auxiliary decision-making method and system |
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