CN110517142A - The output method and device of Policy evaluation information - Google Patents
The output method and device of Policy evaluation information Download PDFInfo
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- CN110517142A CN110517142A CN201910800695.4A CN201910800695A CN110517142A CN 110517142 A CN110517142 A CN 110517142A CN 201910800695 A CN201910800695 A CN 201910800695A CN 110517142 A CN110517142 A CN 110517142A
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Abstract
The invention discloses the output methods and device of a kind of Policy evaluation information, this method comprises: receiving Policy evaluation instruction, Policy evaluation instruction includes at least: assessment cycle for carrying out various dimensions quantitative evaluation to trading strategies in Policy evaluation instruction；It is instructed according to Policy evaluation, obtains index value of each evaluation index of trading strategies within assessment cycle；According to the index value of the weighted value of each evaluation index and each evaluation index within assessment cycle, trading strategies each moment within assessment cycle corresponding Policy evaluation value is generated；Export trading strategies each moment within assessment cycle corresponding Policy evaluation value.The present invention can not only make the quantitative evaluation information of trading strategies more accurate, and user is made more intuitively to check situation of change of the quantitative evaluation information an of trading strategies within entire assessment cycle.
Description
Technical field
The present invention relates to quantization transaction technology field more particularly to a kind of output methods and device of Policy evaluation information.
Background technique
This part intends to provides background or context for the embodiment of the present invention stated in claims.Description herein
Recognize it is the prior art not because not being included in this section.
It is well known that in financial market transactions field, the irrational investment made in order to avoid the subjectivity due to people
Decision, more and more investment users carry out the transaction of money market product using quantization trading strategies.However, a quantization
The quality of trading strategies is directly related to the interests loss of investment user, thus, trading strategies investment firm bargain will quantified
Before, it needs to assess quantization trading strategies.
Currently, the prior art mainly utilizes the backtest results of quantization trading strategies or the yield curve of mock trading result,
Come to quantization trading strategies assess, since market conditions constantly change, a quantization plan is only reflected by yield curve
Quality slightly, it is clear that it is inaccuracy, it is also incomplete.
Thus, a kind of more accurately trading strategies appraisal procedure how is provided, and assessment result is more intuitively shown, nothing
By being to issue trading strategies for tactful Subscriber subscriptions' trading strategies, or for the tactful producer, all have particularly significant
Meaning.
Summary of the invention
The embodiment of the present invention provides a kind of output method of Policy evaluation information, only passes through transaction to solve the prior art
Strategy returns the yield curve of survey or mock trading to assess trading strategies, and the technology that accuracy needs to be further increased is asked
Topic, this method comprises: receiving Policy evaluation instruction, wherein Policy evaluation instruction is for carrying out multidimensional metrization to trading strategies
It assesses, is included at least in Policy evaluation instruction: assessment cycle；It is instructed according to Policy evaluation, obtains each assessment of trading strategies
Index value of the index within assessment cycle, wherein evaluation index includes at least one following: effective yield, growth rate of earnings,
Maximum return rate, maximum withdraw rate, stability bandwidth, Sharpe Ratio, rate of utilization of funds and trading volume；Obtain the power of each evaluation index
Weight values, and the index value according to the weighted value of each evaluation index and each evaluation index within assessment cycle generate transaction plan
Each moment corresponding Policy evaluation value slightly within assessment cycle；It is corresponding to export trading strategies each moment within assessment cycle
Policy evaluation value.
The embodiment of the present invention also provides a kind of output device of Policy evaluation information, only passes through friendship to solve the prior art
Easily strategy returns the yield curve of survey or mock trading to assess trading strategies, and accuracy needs the technology further increased
Problem, the device include: assessment command reception module, for receive Policy evaluation instruction, wherein Policy evaluation instruction for pair
Trading strategies carry out various dimensions quantitative evaluation, include at least in Policy evaluation instruction: assessment cycle；Evaluation index obtains module,
For instructing according to Policy evaluation, index value of each evaluation index of trading strategies within assessment cycle is obtained, wherein assessment
Index includes at least one following: effective yield, growth rate of earnings, maximum return rate, maximum withdraw rate, stability bandwidth, Sharp
Ratio, rate of utilization of funds and trading volume；Information generating module is assessed, for obtaining the weighted value of each evaluation index, and according to
The index value of the weighted value of each evaluation index and each evaluation index within assessment cycle generates trading strategies in assessment cycle
Interior each moment corresponding Policy evaluation value；Message output module is assessed, it is each within assessment cycle for exporting trading strategies
Moment corresponding Policy evaluation value.
The embodiment of the present invention also provides a kind of computer equipment, to solve the prior art only pass through trading strategies return survey or
The yield curve of mock trading assesses trading strategies, and accuracy needs the technical issues of being further increased, the calculating
Machine equipment include memory, processor and storage on a memory and the computer program that can run on a processor, processor
The output method of above-mentioned Policy evaluation information is realized when executing computer program.
The embodiment of the present invention also provides a kind of computer readable storage medium, only passes through transaction plan to solve the prior art
Return the yield curve of survey or mock trading slightly to assess trading strategies, the technology that accuracy needs to be further increased is asked
Topic, the computer-readable recording medium storage have the computer program for the output method for executing above-mentioned Policy evaluation information.
In the embodiment of the present invention, after receiving the Policy evaluation instruction that trading strategies are carried out with various dimensions quantitative evaluation,
According to Policy evaluation instruct in include assessment cycle, obtain index of each evaluation index of trading strategies within assessment cycle
Value generates trading strategies each moment within assessment cycle corresponding Policy evaluation value based on the weighted value of each evaluation index
And it exports.Due to the evaluation index that trading strategies are assessed include: effective yield, growth rate of earnings, maximum return rate,
Maximum withdraws multiple indexs such as rate, stability bandwidth, Sharpe Ratio, rate of utilization of funds and trading volume, so that the assessment to trading strategies
As a result more accurate.
Through the embodiment of the present invention, various dimensions quantitative evaluation is carried out to trading strategies based on multiple evaluation indexes, generation is commented
Estimate the corresponding Policy evaluation value of each moment in the period and export, the quantitative evaluation information of trading strategies can not only be made more
Accurately, and user is made more intuitively to check variation of the quantitative evaluation information an of trading strategies within entire assessment cycle
Situation, convenient for visual understanding to the quality of a trading strategies.
Detailed description of the invention
In order to more clearly explain the embodiment of the invention or the technical proposal in the existing technology, to embodiment or will show below
There is attached drawing needed in technical description to be briefly described, it should be apparent that, the accompanying drawings in the following description is only this
Some embodiments of invention for those of ordinary skill in the art without creative efforts, can be with
It obtains other drawings based on these drawings.In the accompanying drawings:
Fig. 1 is a kind of output method flow chart of the Policy evaluation information provided in the embodiment of the present invention；
Fig. 2 is a kind of Policy evaluation value prediction model schematic diagram provided in the embodiment of the present invention；
Fig. 3 be in the embodiment of the present invention a kind of Policy evaluation value for providing with the variation tendency schematic diagram of market conditions；
Fig. 4 be in the embodiment of the present invention a kind of Policy evaluation value for providing with the variation tendency schematic diagram of subscription amount；
Fig. 5 be in the embodiment of the present invention a kind of Policy evaluation value for providing with the variation tendency schematic diagram of tactful version；
Fig. 6 is that a kind of quantization transaction platform provided in the embodiment of the present invention pushes strategy or account to tactful subscriber
Schematic diagram；
Fig. 7 is a kind of output device schematic diagram of the Policy evaluation information provided in the embodiment of the present invention.
Specific embodiment
Understand in order to make the object, technical scheme and advantages of the embodiment of the invention clearer, with reference to the accompanying drawing to this hair
Bright embodiment is described in further details.Here, the illustrative embodiments of the present invention and their descriptions are used to explain the present invention, but simultaneously
It is not as a limitation of the invention.
In the description of this specification, used "comprising", " comprising ", " having ", " containing " etc. are open
Term, that is, mean including but not limited to.Reference term " one embodiment ", " specific embodiment ", " some embodiments ",
" such as " etc. description mean that specific features, structure or feature described in conjunction with this embodiment or example are contained in the application's
In at least one embodiment or example.In the present specification, schematic expression of the above terms are not necessarily referring to identical
Embodiment or example.Moreover, specific features, structure or the feature of description in any one or more embodiments or can be shown
It can be combined in any suitable manner in example.The step of involved in each embodiment, sequentially is used to schematically illustrate the implementation of the application, wherein
The step of sequence be not construed as limiting, can appropriately adjust as needed.
A kind of output method of Policy evaluation information is provided in the embodiment of the present invention, Fig. 1 is to mention in the embodiment of the present invention
A kind of output method flow chart of the Policy evaluation information supplied, as shown in Figure 1, this method may include steps of:
S101 receives Policy evaluation instruction, wherein Policy evaluation instruction is commented for carrying out multidimensional metrization to trading strategies
Estimate, is included at least in Policy evaluation instruction: assessment cycle.
It should be noted that trading strategies can be but not limited to the amount of money market product transaction in the embodiment of the present invention
Change trading strategies, can be the strategy that the tactful producer is write by computer program code, it is logical to be also possible to the tactful producer
The strategy for crossing the configuration of visual configuration tool, can also be the strategy of tactful Subscriber subscriptions.Optionally, above-mentioned assessment cycle can
To be but not limited to one day, one week, January, three months, six months or 1 year etc..
S102 is instructed according to Policy evaluation, obtains index value of each evaluation index of trading strategies within assessment cycle,
Wherein, evaluation index includes at least one following: effective yield, growth rate of earnings, maximum return rate, maximum withdraw rate, wave
Dynamic rate, Sharpe Ratio, rate of utilization of funds and trading volume.
Specifically, above-mentioned S102 can be implemented by the following steps: being instructed according to Policy evaluation, obtain assessment cycle pair
The market conditions data answered；By assessment cycle corresponding market conditions data, trading strategies are input to, the friendship of trading strategies is exported
Easy result；According to the transaction results of trading strategies, index value of each evaluation index of trading strategies within assessment cycle is determined.
Optionally, transaction results, which can return, surveys transaction results, mock trading result or firm bargain as a result, then corresponding evaluation index can
To be back the easy Policy evaluation index of test cross, mock trading Policy evaluation index or firm bargain Policy evaluation index.Thus, pass through
The assessment to firm bargain strategy not only may be implemented in the present invention, can also realize real to enter to survey or mock trading etc. is returned
The strategy of firm bargain is assessed.Preferably, the assessment result under different transaction scenes can also be weighted and averaged, with
Obtain more accurate, comprehensive Policy evaluation result.
In order to more accurately determine the index value of evaluation index at various moments, as an alternative embodiment, on
Stating S102 can be implemented by the following steps: centered on each moment in assessment cycle, it is corresponding to construct each moment
Time window；Obtain each evaluation indexes of trading strategies corresponding index value of each time window within assessment cycle.
Assuming that the corresponding time window of a certain moment t is [t- Δ t/2, t+ Δ t/2]；Then each evaluation index can indicate
It is as follows:
Maximum return rate=max { effective yield }[t-Δt/2,t+Δt/2]；
S103 obtains the weighted value of each evaluation index, and is referred to according to the weighted value of each evaluation index and each assessment
The index value being marked in assessment cycle generates trading strategies each moment within assessment cycle corresponding Policy evaluation value.
It should be noted that above-mentioned Policy evaluation value can be the result of weighted average of each evaluation index index value, plan
Slightly assessed value is bigger, the effect of trading strategies it is better (including but not limited to strategic investment income is bigger or strategic investment risk more
It is small).
In addition, it should be noted that the Policy evaluation value being calculated is also different, In due to different index weights
In a kind of embodiment, the weighted value of each evaluation index in above-mentioned S103 can be what user custom-configured；Another
In kind embodiment, the weighted value of each evaluation index in above-mentioned S103 can be what system automatically provided.For former
Embodiment is customized by the user the weighted value for configuring each evaluation index, allows users in their own needs, configuration
The weighted value of each evaluation index, for example, if user more values income, it can be by the weight of the relevant evaluation index of income
It configures larger；If user more values risk, the weight of the relevant evaluation index of risk can be configured larger.
For latter implementation mode, for each evaluation index, system can obtain one group of more objective index by machine learning
Weight, so that the assessment information of trading strategies is more accurate.For example, Fig. 2 is a kind of strategy provided in the embodiment of the present invention
Value prediction model schematic diagram is assessed, as shown in Fig. 2, the embodiment of the present invention constructs one based on multi input, single output nerve network
Policy evaluation value prediction model obtain weight w1, w2 and w3 of each input a1, a2 and a3, passing through by machine learning
After S102 obtains index value of each evaluation index within assessment cycle, the index value of each evaluation index is input to the strategy
Value prediction model is assessed, then exportable corresponding Policy evaluation value z.
Wherein, z=g (Sum (x))=g (a1 × w1+a2 × w2+a3 × w3).
S104 exports trading strategies each moment within assessment cycle corresponding Policy evaluation value.
It should be noted that by S104 by some trading strategies the corresponding Policy evaluation of each moment within assessment cycle
Value output, can allow user to see the case where trading strategies assessed value changes over time on the whole.
Further, in order to allow user to see the quality of trading strategies each moment corresponding Policy evaluation value, make
For a kind of optional embodiment, above-mentioned S104 is exporting some trading strategies each moment within assessment cycle corresponding strategy
While assessed value, the corresponding tactful a reference value of each moment in assessment cycle can also be exported, to show in assessment cycle
The comparing result of the Policy evaluation value at each moment and tactful a reference value allows user apparent can intuitively differentiate any one
The fine or not situation of moment trading strategies.
From the foregoing, it will be observed that the output method of Policy evaluation information provided in an embodiment of the present invention, is receiving to trading strategies
Carry out various dimensions quantitative evaluation Policy evaluation instruction after, according to Policy evaluation instruct in include assessment cycle, obtain transaction
Index value of each evaluation index of strategy within assessment cycle generates trading strategies based on the weighted value of each evaluation index
It each moment corresponding Policy evaluation value and is exported within assessment cycle.Due to the evaluation index packet assessed trading strategies
Include: effective yield, growth rate of earnings, maximum return rate, maximum withdraw rate, stability bandwidth, Sharpe Ratio, rate of utilization of funds and friendship
Easily multiple indexs such as amount, so that the assessment result to trading strategies is more accurate.
The output method of the Policy evaluation information provided through the embodiment of the present invention, based on multiple evaluation indexes to transaction plan
Various dimensions quantitative evaluation is slightly carried out, each moment corresponding Policy evaluation value in assessment cycle is generated and is exported, can not only be made
The quantitative evaluation information for obtaining trading strategies is more accurate, and user is made more intuitively to check that the quantization of a trading strategies is commented
Situation of change of the information within entire assessment cycle is estimated, convenient for visual understanding to the quality of a trading strategies.
In an alternative embodiment, in output trading strategies each moment within assessment cycle corresponding Policy evaluation
When value, the output method of Policy evaluation information provided in an embodiment of the present invention can also include the following steps: acquisition strategy
Impact factor each moment within assessment cycle corresponding variate-value, wherein tactful impact factor is the strategy with trading strategies
Assessed value has the Variable Factors of incidence relation, and tactful impact factor includes at least one following: tactful version information, strategy are ordered
Read information and market forming；Export trading strategies each moment within assessment cycle corresponding Policy evaluation value, Yi Jice
Slightly impact factor each moment within assessment cycle corresponding variate-value.
Through the foregoing embodiment, while output policy assessed value, exporting influences the strategy that tactful assessed value influences
The variate-value of the factor can facilitate user to find out how current trading strategies change with tactful impact factor, as rear
Phase carries out the foundation of money market product transaction using trading strategies.
For example, Fig. 3 is that a kind of Policy evaluation value provided in the embodiment of the present invention is illustrated with the variation tendency of market conditions
Figure, as shown in figure 3, the trading strategies are when market conditions are in propradation, Policy evaluation value is slightly below a reference value, shows to make
It is not obviously improved with trading strategies transaction；It is in square position state in market conditions, Policy evaluation value is higher than a reference value, shows
It can be significantly improved using the trading strategies income；When market conditions are in decline state, Policy evaluation value is far below benchmark
Value, shows to will lead to loss using the trading strategies.
Fig. 4 is a kind of variation tendency schematic diagram of Policy evaluation value for providing with subscription amount, such as Fig. 4 in the embodiment of the present invention
It is shown, when the assessed value of a trading strategies is higher than a reference value, more tactful Subscriber subscriptions trading strategies are had,
But in the case that the subscription amount of the trading strategies is more than certain amount, the assessed value of trading strategies begins lower than a reference value, and
Subscription amount is more, and assessed value is lower, and in the case that subscription amount gradually decreases, Policy evaluation value starts to become larger again, shows strategy
Start to improve.
Fig. 5 be in the embodiment of the present invention a kind of Policy evaluation value for providing with tactful version variation tendency schematic diagram, such as
Shown in Fig. 5, when the tactful producer issues a trading strategies, the assessed value of the trading strategies (strategy 1.0) is usually height
In a reference value, over time, the variation of market conditions, the trading strategies are likely to occur assessed value lower than a reference value
Situation, the tactful producer may be updated the trading strategies at this time, so that the assessed value of updated strategy (strategy 2.0)
Continue to be higher than a reference value；When updated tactful 2.0 start assessed value occur lower than a reference value again, then need again to friendship
Easy strategy is updated, and obtains strategy 3.0, and so on.
Based on any one of the above optional embodiment, the trading strategies in the embodiment of the present invention, which can be in policy library, appoints
It anticipates the associated combined strategy of any one account in a strategy or account library, as a result, before receiving Policy evaluation instruction, this
The output method for the Policy evaluation information that inventive embodiments provide can also include: building account library or policy library, wherein account
Comprising one or more accounts in library, each account is associated with a strategy combination, includes one or more strategies in policy library.
Based on the above embodiment, as an alternative embodiment, Policy evaluation information provided in an embodiment of the present invention
Output method in, S101 can be specifically included: display account library in include one or more accounts or policy library in include
One or more strategy；It receives and the first choice of any one account in account library is instructed, or receive and appoint in policy library
It anticipates second selection instruction an of trading strategies.
Further, various dimensions quantitative evaluation is being carried out to each trading strategies, the quantization for obtaining each trading strategies is commented
After valuation, as an alternative embodiment, the output method of Policy evaluation information provided in an embodiment of the present invention can be with
Include: the quantitative evaluation information according to each trading strategies, each trading strategies in policy library is ranked up, or to account
Each account is ranked up in library；According to ranking results, strategy or account are pushed to tactful subscriber.
It should be noted that working as the feelings that trading strategies in the embodiment of the present invention are the trading strategies of bank finance market product
Under condition, strategy is being pushed to tactful subscriber or when account, it can be through but not limited to Mobile banking, Web bank, micro-
Bank's (wechat public platform) pushes strategy or account information to user.In the content of push can also comprising trading strategies in real time or
The text exhibition content for surveying transaction results, mock trading result or firm bargain result is returned in timing variation.Preferably, push
Content can also lead to comprising for being linked to back the link information for surveying transaction system, mock trading system or firm bargain system
Corresponding time survey transaction system, mock trading system or firm bargain system can be linked to by crossing the link information, to dynamic
The trading strategies that sharing contents are shown execute back easy test cross, mock trading or firm bargain.
By the embodiment, the optimal policy of strategy producer's publication each on platform or account can be pushed to plan
Slightly subscriber.For example, Fig. 6 be in the embodiment of the present invention a kind of quantization transaction platform for providing to tactful subscriber push strategy or
The schematic diagram of account, as shown in fig. 6, trading strategies or account construction strategy library or account that platform is issued according to the tactful producer
Library carries out various dimensions quantitative evaluation to each associated strategy combination of account in each tactful or account library in policy library, with
Just optimal policy or account are pushed to tactful subscriber.
As a preferred embodiment, in order to ensure data safety, platform client uses in the embodiment of the present invention
BSS secure storage mode.The tactful producer writing or configuring client local policy, and is stored in local, guarantees strategy
Absolutely belong to user.Transmission based on HTTPS protocol realization strategy or account information, to ensure data in network transmission process
It will not be intercepted and eavesdrop.
A kind of output device of Policy evaluation information is additionally provided in the embodiment of the present invention, as described in the following examples.
Since the principle that the Installation practice solves the problems, such as is similar to the output method of Policy evaluation information, the Installation practice
Implementation may refer to the implementation of method, and overlaps will not be repeated.
Fig. 7 is a kind of output device schematic diagram of the Policy evaluation information provided in the embodiment of the present invention, as shown in fig. 7,
The apparatus may include: assessment command reception module 71, evaluation index obtain module 72, assessment information generating module 73 and assessment
Message output module 74.
Wherein, assess command reception module 71, for receive Policy evaluation instruction, wherein Policy evaluation instruction for pair
Trading strategies carry out various dimensions quantitative evaluation, include at least in Policy evaluation instruction: assessment cycle；Evaluation index obtains module
72, for instructing according to Policy evaluation, obtain index value of each evaluation index of trading strategies within assessment cycle, wherein
Evaluation index includes at least one following: effective yield, growth rate of earnings, maximum return rate, maximum withdraw rate, stability bandwidth,
Sharpe Ratio, rate of utilization of funds and trading volume；Information generating module 73 is assessed, for obtaining the weighted value of each evaluation index,
And the index value according to the weighted value of each evaluation index and each evaluation index within assessment cycle, it generates trading strategies and is commenting
Estimate the corresponding Policy evaluation value of each moment in the period；Message output module 74 is assessed, for exporting trading strategies in assessment week
Each moment corresponding Policy evaluation value in phase.
Optionally, in the output device of Policy evaluation information provided in an embodiment of the present invention, evaluation index obtains module 72
It can be also used for being instructed according to Policy evaluation, obtain assessment cycle corresponding market conditions data；By assessment cycle corresponding city
Field market data, are input to trading strategies, export the transaction results of trading strategies；According to the transaction results of trading strategies, determine
Index value of each evaluation index of trading strategies within assessment cycle.
From the foregoing, it will be observed that the output device of Policy evaluation information provided in an embodiment of the present invention, by assessing command reception mould
Block 71 receives the Policy evaluation for carrying out various dimensions quantitative evaluation to trading strategies and instructs, and obtains 72 basis of module by evaluation index
The assessment cycle for including in Policy evaluation instruction, index value of each evaluation index of trading strategies within assessment cycle is obtained,
By assessing weighted value of the information generating module 73 based on each evaluation index, when generation trading strategies are each within assessment cycle
Corresponding Policy evaluation value is carved, it is corresponding to export trading strategies each moment within assessment cycle by assessment message output module 74
Policy evaluation value.Since the evaluation index assessed trading strategies includes: effective yield, growth rate of earnings, maximum
Earning rate, maximum withdraw multiple indexs such as rate, stability bandwidth, Sharpe Ratio, rate of utilization of funds and trading volume, so as to trading strategies
Assessment result it is more accurate.
The output device of the Policy evaluation information provided through the embodiment of the present invention, based on multiple evaluation indexes to transaction plan
Various dimensions quantitative evaluation is slightly carried out, each moment corresponding Policy evaluation value in assessment cycle is generated and is exported, can not only be made
The quantitative evaluation information for obtaining trading strategies is more accurate, and user is made more intuitively to check that the quantization of a trading strategies is commented
Situation of change of the information within entire assessment cycle is estimated, convenient for visual understanding to the quality of a trading strategies.
In an alternative embodiment, in the output device of Policy evaluation information provided in an embodiment of the present invention, assessment
Message output module 74 can be also used for acquisition strategy impact factor each moment within assessment cycle corresponding variate-value,
In, tactful impact factor is the Variable Factors for having incidence relation with the Policy evaluation value of trading strategies, tactful impact factor packet
It includes at least one following: tactful version information, tactful subscription information and market forming；Trading strategies are exported in assessment cycle
Interior each moment corresponding Policy evaluation value, and tactful impact factor each moment within assessment cycle corresponding variate-value.
In an alternative embodiment, in the output device of Policy evaluation information provided in an embodiment of the present invention, assessment
Index selection module 72 can be also used for centered on each moment in assessment cycle, construct corresponding time window of each moment
Mouthful；Obtain each evaluation indexes of trading strategies corresponding index value of each time window within assessment cycle.
Optionally, the optional Installation practice of any one of the above, Policy evaluation letter provided in an embodiment of the present invention are based on
In the output device of breath, trading strategies can be associated for any one account in any one strategy in policy library or account library
Combined strategy, the output device of Policy evaluation information provided in an embodiment of the present invention can also include: policy information acquisition as a result,
Module 75, for constructing account library or policy library, wherein include one or more accounts, each account association one in account library
A strategy combination includes one or more strategies in policy library.
In the output device of Policy evaluation information provided in an embodiment of the present invention, assessment command reception module 71 can also be used
The one or more strategy for including in the one or more accounts or policy library for including in display account library；And reception pair
The first choice instruction of any one account in account library, or receive the second selection to any one trading strategies in policy library
Instruction.
The output device of Policy evaluation information provided in an embodiment of the present invention can also include: policy information pushing module
76, for the quantitative evaluation information according to each trading strategies, each trading strategies in policy library are ranked up or reconciliation
Each account is ranked up in the library of family；According to ranking results, strategy or account are pushed to tactful subscriber.
The embodiment of the present invention also provides a kind of computer equipment, to solve the prior art only pass through trading strategies return survey or
The yield curve of mock trading assesses trading strategies, and accuracy needs the technical issues of being further increased, the calculating
Machine equipment include memory, processor and storage on a memory and the computer program that can run on a processor, processor
Realize that any one of the above is optional or the output method of preferred Policy evaluation information when executing computer program.
The embodiment of the present invention also provides a kind of computer readable storage medium, only passes through transaction plan to solve the prior art
Return the yield curve of survey or mock trading slightly to assess trading strategies, the technology that accuracy needs to be further increased is asked
Topic, which, which has, executes that any one of the above is optional or the output of preferred Policy evaluation information
The computer program of method.
In conclusion the embodiment of the invention provides a kind of output methods of Policy evaluation information, device, computer equipment
And computer readable storage medium, various dimensions quantitative evaluation is carried out to trading strategies based on multiple evaluation indexes, can be improved plan
The accuracy slightly assessed exports each moment Policy evaluation value in assessment cycle, facilitates user and more intuitively check transaction plan
Assessment result slightly, in addition, while output policy assessed value, the variate-value of output policy impact factor can facilitate use
The factor influenced on trading strategies is recognized at family, and then provides quantitative basis for later period investment.
It should be understood by those skilled in the art that, the embodiment of the present invention can provide as method, system or computer program
Product.Therefore, complete hardware embodiment, complete software embodiment or reality combining software and hardware aspects can be used in the present invention
Apply the form of example.Moreover, it wherein includes the computer of computer usable program code that the present invention, which can be used in one or more,
The computer program implemented in usable storage medium (including but not limited to magnetic disk storage, CD-ROM, optical memory etc.) produces
The form of product.
The present invention be referring to according to the method for the embodiment of the present invention, the process of equipment (system) and computer program product
Figure and/or block diagram describe.It should be understood that every one stream in flowchart and/or the block diagram can be realized by computer program instructions
The combination of process and/or box in journey and/or box and flowchart and/or the block diagram.It can provide these computer programs
Instruct the processor of general purpose computer, special purpose computer, Embedded Processor or other programmable data processing devices to produce
A raw machine, so that being generated by the instruction that computer or the processor of other programmable data processing devices execute for real
The device for the function of being specified in present one or more flows of the flowchart and/or one or more blocks of the block diagram.
These computer program instructions, which may also be stored in, is able to guide computer or other programmable data processing devices with spy
Determine in the computer-readable memory that mode works, so that it includes referring to that instruction stored in the computer readable memory, which generates,
Enable the manufacture of device, the command device realize in one box of one or more flows of the flowchart and/or block diagram or
The function of being specified in multiple boxes.
These computer program instructions also can be loaded onto a computer or other programmable data processing device, so that counting
Series of operation steps are executed on calculation machine or other programmable devices to generate computer implemented processing, thus in computer or
The instruction executed on other programmable devices is provided for realizing in one or more flows of the flowchart and/or block diagram one
The step of function of being specified in a box or multiple boxes.
Particular embodiments described above has carried out further in detail the purpose of the present invention, technical scheme and beneficial effects
Describe in detail it is bright, it should be understood that the above is only a specific embodiment of the present invention, the guarantor being not intended to limit the present invention
Range is protected, all within the spirits and principles of the present invention, any modification, equivalent substitution, improvement and etc. done should be included in this
Within the protection scope of invention.
Claims (10)
1. a kind of output method of Policy evaluation information characterized by comprising
Receive Policy evaluation instruction, wherein the Policy evaluation instruction is for carrying out various dimensions quantitative evaluation, institute to trading strategies
It states and is included at least in Policy evaluation instruction: assessment cycle；
It is instructed according to the Policy evaluation, obtains index of each evaluation index of the trading strategies within the assessment cycle
Value, wherein the evaluation index includes at least one following: effective yield, growth rate of earnings, maximum return rate, maximum time
Remove rate, stability bandwidth, Sharpe Ratio, rate of utilization of funds and trading volume；
The weighted value of each evaluation index is obtained, and according to the weighted value of each evaluation index and each evaluation index in institute's commentary
Estimate the index value in the period, generates the trading strategies each moment within the assessment cycle corresponding Policy evaluation value；
Export the trading strategies each moment within the assessment cycle corresponding Policy evaluation value.
2. the method as described in claim 1, which is characterized in that export the trading strategies it is each within the assessment cycle when
Carve corresponding Policy evaluation value, comprising:
Acquisition strategy impact factor each moment within the assessment cycle corresponding variate-value, wherein the strategy influence because
For son to have the Variable Factors of incidence relation with the Policy evaluation value of the trading strategies, the strategy impact factor includes as follows
At least one: tactful version information, tactful subscription information and market forming；
Export the trading strategies each moment within the assessment cycle corresponding Policy evaluation value, and tactful impact factor
Each moment corresponding variate-value within the assessment cycle.
3. the method as described in claim 1, which is characterized in that instructed according to the Policy evaluation, obtain the trading strategies
Index value of each evaluation index within the assessment cycle, comprising:
Centered on each moment in the assessment cycle, corresponding time window of each moment is constructed；
Obtain the corresponding index value of each evaluation indexes of the trading strategies each time window within the assessment cycle.
4. method as described in any one of claims 1 to 3, which is characterized in that the trading strategies are any one in policy library
The associated combined strategy of any one account in a strategy or account library, wherein before receiving Policy evaluation instruction, the side
Method further include:
Construct account library or policy library, wherein comprising one or more accounts in the account library, each account is associated with a plan
It slightly combines, one or more strategies is included in the policy library.
5. method as claimed in claim 4, which is characterized in that receive Policy evaluation instruction, comprising:
The one or more strategy for including in the one or more accounts or policy library for including in display account library；
It receives and the first choice of any one account in the account library is instructed, or receive to any one in the policy library
Second selection instruction of trading strategies.
6. method as claimed in claim 5, which is characterized in that the method also includes:
According to the quantitative evaluation information of each trading strategies, each trading strategies in the policy library are ranked up or right
Each account is ranked up in the account library；
According to ranking results, strategy or account are pushed to tactful subscriber.
7. the method as described in claim 1, which is characterized in that instructed according to the Policy evaluation, obtain the trading strategies
Index value of each evaluation index within the assessment cycle, comprising:
It is instructed according to the Policy evaluation, obtains the assessment cycle corresponding market conditions data；
By the assessment cycle corresponding market conditions data, the trading strategies are input to, the friendship of the trading strategies is exported
Easy result；
According to the transaction results of the trading strategies, determine each evaluation index of the trading strategies within the assessment cycle
Index value.
8. a kind of output device of Policy evaluation information characterized by comprising
Command reception module is assessed, for receiving Policy evaluation instruction, wherein the Policy evaluation instruction is for trading strategies
Various dimensions quantitative evaluation is carried out, is included at least in the Policy evaluation instruction: assessment cycle；
Evaluation index obtains module, for instructing according to the Policy evaluation, obtains each evaluation index of the trading strategies
Index value within the assessment cycle, wherein the evaluation index includes at least one following: effective yield, income increase
Long rate, maximum return rate, maximum withdraw rate, stability bandwidth, Sharpe Ratio, rate of utilization of funds and trading volume；
Information generating module is assessed, for obtaining the weighted value of each evaluation index, and according to the weighted value of each evaluation index
With index value of each evaluation index within the assessment cycle, generate the trading strategies it is each within the assessment cycle when
Carve corresponding Policy evaluation value；
Message output module is assessed, is commented for exporting the trading strategies each moment within the assessment cycle corresponding strategy
Valuation.
9. a kind of computer equipment including memory, processor and stores the meter that can be run on a memory and on a processor
Calculation machine program, which is characterized in that the processor is realized described in any one of claim 1 to 7 when executing the computer program
The output method of Policy evaluation information.
10. a kind of computer readable storage medium, which is characterized in that the computer-readable recording medium storage has perform claim
It is required that the computer program of the output method of any one of 1 to the 7 Policy evaluation information.
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