CN110517142B - Method and device for outputting policy evaluation information - Google Patents
Method and device for outputting policy evaluation information Download PDFInfo
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Abstract
The invention discloses a method and a device for outputting policy evaluation information, wherein the method comprises the following steps: receiving a policy evaluation instruction, wherein the policy evaluation instruction is used for carrying out multi-dimensional quantitative evaluation on the transaction policy, and the policy evaluation instruction at least comprises the following components: an evaluation period; according to the strategy evaluation instruction, obtaining the index value of each evaluation index of the transaction strategy in an evaluation period; generating a strategy evaluation value corresponding to each moment of the transaction strategy in the evaluation period according to the weight value of each evaluation index and the index value of each evaluation index in the evaluation period; and outputting the corresponding strategy evaluation value of the transaction strategy at each moment in the evaluation period. The invention not only can enable the quantitative evaluation information of the trading strategy to be more accurate, but also enables a user to more intuitively check the change condition of the quantitative evaluation information of one trading strategy in the whole evaluation period.
Description
Technical Field
The invention relates to the technical field of quantitative transactions, in particular to a method and a device for outputting policy evaluation information.
Background
This section is intended to provide a background or context to the embodiments of the invention that are recited in the claims. The description herein is not admitted to be prior art by inclusion in this section.
It is well known in the field of financial market trading that more and more investors employ quantitative trading strategies to trade financial market products in order to avoid irrational investment decisions made due to human subjectivity. However, the quality of a quantitative trading strategy directly relates to the benefit loss of the investor, and therefore, the quantitative trading strategy needs to be evaluated before being put into real-disk trading.
At present, in the prior art, the quantitative trading strategy is evaluated mainly by using a return test result of the quantitative trading strategy or a profit curve of a simulated trading result, and the quality of one quantitative strategy is reflected only by the profit curve due to the continuous change of market conditions, which is obviously inaccurate and incomplete.
Therefore, how to provide a more accurate trading strategy evaluation method and more intuitively display the evaluation result has important significance for both subscribing the trading strategy to the strategy subscriber and publishing the trading strategy to the strategy producer.
Disclosure of Invention
The embodiment of the invention provides a method for outputting strategy evaluation information, which is used for solving the technical problem that in the prior art, the accuracy needs to be further improved by evaluating a trading strategy only through return testing of the trading strategy or simulating a revenue curve of trading, and comprises the following steps: receiving a policy evaluation instruction, wherein the policy evaluation instruction is used for performing multidimensional quantitative evaluation on a transaction policy, and the policy evaluation instruction at least comprises: an evaluation period; according to the strategy evaluation instruction, acquiring the index value of each evaluation index of the transaction strategy in an evaluation period, wherein the evaluation index comprises at least one of the following indexes: actual rate of return, rate of return increase, maximum rate of return, maximum rate of fluctuation, sharp rate, rate of capital usage, and volume of trades; acquiring the weight value of each evaluation index, and generating a strategy evaluation value corresponding to each moment of the transaction strategy in the evaluation period according to the weight value of each evaluation index and the index value of each evaluation index in the evaluation period; outputting a strategy evaluation value corresponding to each moment of the transaction strategy in an evaluation period; wherein, outputting the policy evaluation value corresponding to the transaction policy at each time in the evaluation period comprises: obtaining a variable value corresponding to a policy influence factor at each time in the evaluation period, where the policy influence factor is a variable factor having an association relationship with a policy evaluation value of the transaction policy, and the policy influence factor includes at least one of: strategy version information, strategy subscription information and market quotation information; outputting a strategy evaluation value corresponding to each moment of the transaction strategy in the evaluation period and a variable value corresponding to each moment of a strategy influence factor in the evaluation period; the transaction policy is any one policy in a policy base or a combined policy associated with any one account in an account base, wherein before receiving a policy evaluation instruction, the method further comprises: the method comprises the steps of constructing an account base or a strategy base, wherein the account base comprises one or more accounts, each account is associated with a strategy combination, and the strategy base comprises one or more strategies; receiving a policy evaluation instruction, comprising: displaying one or more accounts contained in the account base or one or more policies contained in the policy base; receiving a first selection instruction of any one account in the account base or receiving a second selection instruction of any one transaction strategy in the strategy base; the method further comprises the following steps: sequencing each transaction strategy in the strategy library or sequencing each account in the account library according to the quantitative evaluation information of each transaction strategy; pushing a strategy or an account to a strategy subscriber according to the sequencing result; according to the policy evaluation instruction, obtaining the index values of each evaluation index of the transaction policy in the evaluation period, including: obtaining market quotation data corresponding to the evaluation period according to the strategy evaluation instruction; inputting market quotation data corresponding to the evaluation period into the trading strategy, and outputting a trading result of the trading strategy; and determining the index value of each evaluation index of the transaction strategy in the evaluation period according to the transaction result of the transaction strategy.
The embodiment of the invention also provides an output device of the strategy evaluation information, which is used for solving the technical problem that the accuracy needs to be further improved when the transaction strategy is evaluated only by the return test of the transaction strategy or the simulation of the income curve of the transaction in the prior art, and the device comprises: an evaluation instruction receiving module, configured to receive a policy evaluation instruction, where the policy evaluation instruction is used to perform multidimensional quantitative evaluation on a transaction policy, and the policy evaluation instruction at least includes: an evaluation period; the evaluation index acquisition module is used for acquiring the index values of all evaluation indexes of the transaction strategy in an evaluation period according to the strategy evaluation instruction, wherein the evaluation indexes comprise at least one of the following indexes: actual rate of return, rate of return increase, maximum rate of return, maximum rate of fluctuation, sharp rate, rate of capital usage, and volume of trades; the evaluation index acquisition module is also used for acquiring market quotation data corresponding to the evaluation period according to the strategy evaluation instruction; inputting market quotation data corresponding to the evaluation period into the trading strategy, and outputting a trading result of the trading strategy; according to the transaction result of the transaction strategy, determining the index value of each evaluation index of the transaction strategy in the evaluation period; the evaluation information generation module is used for acquiring the weight value of each evaluation index and generating a strategy evaluation value corresponding to each moment of the transaction strategy in the evaluation period according to the weight value of each evaluation index and the index value of each evaluation index in the evaluation period; the evaluation information output module is used for outputting a strategy evaluation value corresponding to the transaction strategy at each moment in an evaluation period; wherein, the evaluation information output module is used for: obtaining variable values corresponding to policy influence factors at various moments in the evaluation period, wherein the policy influence factors are variable factors having an association relation with the policy evaluation values of the transaction policies, and the policy influence factors include at least one of the following: strategy version information, strategy subscription information and market quotation information; outputting a strategy evaluation value corresponding to each time of the transaction strategy in the evaluation period and a variable value corresponding to each time of a strategy influence factor in the evaluation period; the transaction policy is any one policy in a policy base or a combined policy associated with any one account in an account base, wherein the output device of the policy evaluation information further comprises: the system comprises a strategy information acquisition module, a strategy combination module and a strategy combination module, wherein the strategy information acquisition module is used for constructing an account base or a strategy base, the account base comprises one or more accounts, each account is associated with one strategy combination, and the strategy base comprises one or more strategies; the evaluation instruction receiving module is further used for displaying one or more accounts contained in the account base or one or more strategies contained in the strategy base; receiving a first selection instruction of any account in the account base or receiving a second selection instruction of any transaction strategy in the strategy base; the device further comprises: the strategy information pushing module is used for sequencing each transaction strategy in the strategy library or sequencing each account in the account library according to the quantitative evaluation information of each transaction strategy; and pushing the strategy or the account to the strategy subscriber according to the sequencing result.
The embodiment of the invention also provides computer equipment for solving the technical problem that the accuracy is to be further improved by only carrying out transaction strategy retesting or transaction simulation revenue curve evaluation in the prior art.
An embodiment of the present invention further provides a computer-readable storage medium, which is used to solve the technical problem that in the prior art, the accuracy needs to be further improved only by performing a transaction policy review or simulating a revenue curve of a transaction, where the computer-readable storage medium stores a computer program for executing the output method of the policy evaluation information.
In the embodiment of the invention, after a strategy evaluation instruction for carrying out multi-dimensional quantitative evaluation on a transaction strategy is received, index values of all evaluation indexes of the transaction strategy in an evaluation period are obtained according to the evaluation period contained in the strategy evaluation instruction, and strategy evaluation values corresponding to all moments of the transaction strategy in the evaluation period are generated and output based on the weight values of all the evaluation indexes. The evaluation indexes for evaluating the transaction policy include: the evaluation method has the advantages that the evaluation result of the trading strategy is more accurate due to multiple indexes such as actual rate of return, rate of return increase, maximum rate of return, fluctuation rate, sharp rate, fund utilization rate and trading volume.
Through the embodiment of the invention, the transaction strategy is subjected to multi-dimensional quantitative evaluation based on a plurality of evaluation indexes, and the corresponding strategy evaluation value at each moment in the evaluation period is generated and output, so that the quantitative evaluation information of the transaction strategy is more accurate, a user can more visually check the change condition of the quantitative evaluation information of one transaction strategy in the whole evaluation period, and the quality of one transaction strategy can be conveniently and visually recognized.
Drawings
In order to more clearly illustrate the embodiments of the present invention or the technical solutions in the prior art, the drawings used in the description of the embodiments or the prior art will be briefly described below, it is obvious that the drawings in the following description are only some embodiments of the present invention, and for those skilled in the art, other drawings can be obtained according to the drawings without creative efforts. In the drawings:
fig. 1 is a flowchart of a method for outputting policy evaluation information according to an embodiment of the present invention;
FIG. 2 is a schematic diagram of a policy evaluation value prediction model according to an embodiment of the present invention;
FIG. 3 is a schematic diagram illustrating a trend of a policy evaluation value according to market conditions in an embodiment of the present invention;
FIG. 4 is a schematic diagram illustrating a trend of a policy evaluation value with a subscription amount according to an embodiment of the present invention;
FIG. 5 is a schematic diagram illustrating a trend of a policy evaluation value with a policy version according to an embodiment of the present invention;
FIG. 6 is a schematic diagram of a quantitative transaction platform pushing a policy or an account to a policy subscriber in an embodiment of the present invention;
fig. 7 is a schematic diagram of an output device for policy evaluation information according to an embodiment of the present invention.
Detailed Description
In order to make the objects, technical solutions and advantages of the embodiments of the present invention more apparent, the embodiments of the present invention are further described in detail below with reference to the accompanying drawings. The exemplary embodiments and descriptions of the present invention are provided to explain the present invention, but not to limit the present invention.
In the description of the present specification, the terms "comprising," "including," "having," "containing," and the like are used in an open-ended fashion, i.e., to mean including, but not limited to. Reference to the description of the terms "one embodiment," "a particular embodiment," "some embodiments," "for example," etc., means that a particular feature, structure, or characteristic described in connection with the embodiment or example is included in at least one embodiment or example of the application. In this specification, the schematic representations of the terms used above do not necessarily refer to the same embodiment or example. Furthermore, the particular features, structures, or characteristics described may be combined in any suitable manner in any one or more embodiments or examples. The sequence of steps involved in the various embodiments is provided to illustrate the practice of the present application, and the sequence of steps is not limited thereto and can be adjusted as needed.
An embodiment of the present invention provides an output method of policy evaluation information, and fig. 1 is a flowchart of the output method of policy evaluation information provided in the embodiment of the present invention, and as shown in fig. 1, the method may include the following steps:
s101, receiving a policy evaluation instruction, wherein the policy evaluation instruction is used for carrying out multi-dimensional quantitative evaluation on a transaction policy, and the policy evaluation instruction at least comprises the following components: and evaluating the period.
It should be noted that, in the embodiment of the present invention, the trading policy may be, but is not limited to, a quantitative trading policy for trading a financial market product, a policy written by a policy producer through computer program code, a policy configured by a policy producer through a visualization configuration tool, or a policy subscribed by a policy subscriber. Alternatively, the evaluation period may be, but is not limited to, one day, one week, one month, three months, six months, one year, or the like.
S102, according to the strategy evaluation instruction, obtaining the index value of each evaluation index of the transaction strategy in an evaluation period, wherein the evaluation index comprises at least one of the following indexes: actual rate of return, rate of return increase, maximum rate of return, maximum rate of fluctuation, sharp rate, rate of funds usage, and volume of transactions.
Specifically, S102 may be implemented by the following steps: obtaining market quotation data corresponding to an evaluation period according to a strategy evaluation instruction; inputting market quotation data corresponding to the evaluation period into the trading strategy, and outputting a trading result of the trading strategy; and determining the index value of each evaluation index of the transaction strategy in the evaluation period according to the transaction result of the transaction strategy. Optionally, the transaction result may be a return transaction result, a simulated transaction result, or a real-disk transaction result, and the corresponding evaluation index may be a return transaction policy evaluation index, a simulated transaction policy evaluation index, or a real-disk transaction policy evaluation index. Therefore, the method and the device can not only realize the evaluation of the real disk transaction strategy, but also realize the evaluation of the strategy for entering the real disk transaction, such as backtesting or simulated transaction. Preferably, the evaluation results under different transaction scenarios can be weighted and averaged to obtain a more accurate and comprehensive policy evaluation result.
In order to more accurately determine the index value of the evaluation index at each time, as an alternative implementation, the above S102 may be implemented by the following steps: taking each moment in the evaluation period as a center, and constructing a time window corresponding to each moment; and acquiring index values corresponding to each evaluation index of the transaction strategy in each time window in an evaluation period.
Assuming that a time window corresponding to a certain time t is [ t-delta t/2, t + delta t/2]; the respective evaluation index can be expressed as follows:
maximum rate of return = max { actual rate of return } [t-Δt/2,t+Δt/2] ；
S103, acquiring the weight value of each evaluation index, and generating a strategy evaluation value corresponding to each moment of the transaction strategy in the evaluation period according to the weight value of each evaluation index and the index value of each evaluation index in the evaluation period.
It should be noted that the above-mentioned policy evaluation value may be a weighted average result of index values of the evaluation indexes, and the larger the policy evaluation value is, the better the trading policy is (including but not limited to, the larger the policy investment profit is or the smaller the policy investment risk is).
In addition, it should be noted that, due to different index weight values, the calculated policy evaluation values are also different, and in one embodiment, the weight value of each evaluation index in the above S103 may be configured by a user; in another embodiment, the weight value of each evaluation index in S103 may be automatically provided by the system. For the former embodiment, the user configures the weight value of each evaluation index in a customized manner, so that the user can configure the weight value of each evaluation index according to the user's own needs, for example, if the user pays more attention to the profit, the weight of the evaluation index related to the profit can be configured to be larger; if the user prefers the risk, the weight of the risk related assessment index may be configured to be larger. For the latter embodiment, the system may obtain a set of more objective index weights for each evaluation index through machine learning, so that the evaluation information of the trading strategy is more accurate. For example, fig. 2 is a schematic diagram of a policy evaluation value prediction model provided in an embodiment of the present invention, as shown in fig. 2, the embodiment of the present invention constructs a policy evaluation value prediction model based on a multi-input single-output neural network, obtains weights w1, w2, and w3 of respective inputs a1, a2, and a3 through machine learning, and outputs a corresponding policy evaluation value z by inputting an index value of each evaluation index into the policy evaluation value prediction model after obtaining an index value of each evaluation index in an evaluation period through S102.
Where z = g (Sum (x)) = g (a 1 × w1+ a2 × w2+ a3 × w 3).
And S104, outputting a strategy evaluation value corresponding to each moment of the transaction strategy in the evaluation period.
It should be noted that, by outputting the policy evaluation values corresponding to a certain transaction policy at various times in the evaluation period in S104, the user can see the time variation of the transaction policy evaluation value as a whole.
Further, in order to enable the user to see the quality of the policy evaluation value corresponding to each time of the transaction policy, as an optional implementation manner, the S104 may also output the policy evaluation value corresponding to each time of a certain transaction policy in the evaluation period, so as to show a comparison result between the policy evaluation value and the policy reference value at each time of the evaluation period, and enable the user to more clearly and intuitively determine the quality of the transaction policy at any time.
As can be seen from the above, in the method for outputting policy evaluation information according to the embodiment of the present invention, after a policy evaluation instruction for performing multidimensional quantitative evaluation on a transaction policy is received, according to an evaluation period included in the policy evaluation instruction, index values of each evaluation index of the transaction policy in the evaluation period are obtained, and based on weight values of each evaluation index, a policy evaluation value corresponding to each time of the transaction policy in the evaluation period is generated and output. The evaluation indexes for evaluating the transaction strategy include: the evaluation method has the advantages that the evaluation result of the trading strategy is more accurate due to multiple indexes such as actual rate of return, rate of return increase, maximum rate of return, fluctuation rate, sharp rate, fund utilization rate and trading volume.
According to the method for outputting the strategy evaluation information provided by the embodiment of the invention, the transaction strategy is subjected to multi-dimensional quantitative evaluation based on a plurality of evaluation indexes, and the strategy evaluation value corresponding to each moment in the evaluation period is generated and output, so that the quantitative evaluation information of the transaction strategy is more accurate, a user can more intuitively check the change condition of the quantitative evaluation information of one transaction strategy in the whole evaluation period, and the quality of one transaction strategy can be intuitively recognized.
In an optional embodiment, when outputting the policy evaluation values corresponding to the transaction policies at various times in the evaluation period, the method for outputting the policy evaluation information provided in the embodiment of the present invention may further include the following steps: obtaining variable values corresponding to the strategy influence factors at each moment in an evaluation period, wherein the strategy influence factors are variable factors having an association relation with the strategy evaluation values of the transaction strategies, and the strategy influence factors include at least one of the following: strategy version information, strategy subscription information and market quotation information; and outputting a strategy evaluation value corresponding to each time of the transaction strategy in the evaluation period and a variable value corresponding to each time of the strategy influence factor in the evaluation period.
Through the embodiment, the variable value of the strategy influence factor influencing the strategy evaluation value is output while the strategy evaluation value is output, so that a user can conveniently see how the current trading strategy changes along with the strategy influence factor, and the variable value is used as a basis for trading financial market products by adopting the trading strategy in the later period.
For example, fig. 3 is a schematic diagram illustrating a trend of a policy evaluation value along with a market situation provided in an embodiment of the present invention, as shown in fig. 3, when the market situation of the trading policy is in an ascending state, the policy evaluation value is slightly lower than a reference value, which indicates that the trading is not significantly improved by using the trading policy; when the market quotation is in a flat state, the strategy evaluation value is higher than the reference value, which shows that the income can be obviously improved by using the trading strategy; when the market is in a decline, the policy evaluation value is much lower than the benchmark value, indicating that using the trading policy may result in loss.
Fig. 4 is a schematic diagram illustrating a trend of a policy evaluation value along with a subscription amount according to an embodiment of the present invention, as shown in fig. 4, when an evaluation value of a transaction policy is higher than a reference value, more policy subscribers subscribe to the transaction policy, but when the subscription amount of the transaction policy exceeds a certain amount, the evaluation value of the transaction policy starts to be lower than the reference value, and the subscription amount is larger, the evaluation value is lower, and when the subscription amount is gradually reduced, the policy evaluation value starts to become larger again, indicating that the policy starts to become better.
Fig. 5 is a schematic diagram illustrating a trend of policy evaluation values along with policy versions, where as shown in fig. 5, when a policy producer issues a trading policy, the evaluation value of the trading policy (policy 1.0) is usually higher than a reference value, and as time goes by, market conditions change, and the trading policy may have an evaluation value lower than the reference value, at this time, the policy producer may update the trading policy so that the evaluation value of the updated policy (policy 2.0) continues to be higher than the reference value; when the evaluation value is lower than the reference value again when the updated policy 2.0 starts to appear, the transaction policy needs to be updated again to obtain a policy 3.0, and so on.
Based on any optional embodiment, the transaction policy in the embodiment of the present invention may be any one policy in a policy repository or a combined policy associated with any one account in an account repository, and thus, before receiving the policy evaluation instruction, the method for outputting policy evaluation information provided in the embodiment of the present invention may further include: and constructing an account base or a strategy base, wherein the account base comprises one or more accounts, each account is associated with one strategy combination, and the strategy base comprises one or more strategies.
Based on the foregoing embodiment, as an optional implementation manner, in the method for outputting policy evaluation information provided in the embodiment of the present invention, S101 may specifically include: displaying one or more accounts contained in the account base or one or more policies contained in the policy base; and receiving a first selection instruction of any one account in the account base or receiving a second selection instruction of any one transaction strategy in the strategy base.
Further, after performing multidimensional quantitative evaluation on each transaction policy to obtain a quantitative evaluation value of each transaction policy, as an optional implementation, the method for outputting policy evaluation information provided in the embodiment of the present invention may further include: sorting the transaction strategies in the strategy library or sorting the accounts in the account library according to the quantitative evaluation information of the transaction strategies; and pushing the strategy or the account to the strategy subscriber according to the sequencing result.
It should be noted that, in the case that the transaction policy in the embodiment of the present invention is a transaction policy of a banking financial market product, when a policy or an account is pushed to a policy subscriber, the policy or the account information may be pushed to a user through, but not limited to, a mobile banking, an internet banking, and a micro banking (micro messaging public number). The pushed content can also contain the graphic display content of the return test transaction result, the simulation transaction result or the real disk transaction result of the real-time or timing change of the transaction strategy. Preferably, the pushed content may further include link information for linking to a return test transaction system, a simulated transaction system or a real disk transaction system, and the link information may be linked to the corresponding return test transaction system, simulated transaction system or real disk transaction system to execute the return test transaction, simulated transaction or real disk transaction on the transaction policy exhibited by the dynamically shared content.
By the implementation method, the optimal strategy or account published by each strategy producer on the platform can be pushed to the strategy subscriber. For example, fig. 6 is a schematic diagram of a quantization transaction platform pushing a policy or an account to a policy subscriber, as shown in fig. 6, the platform constructs a policy base or an account base according to a transaction policy or an account issued by a policy producer, and performs multidimensional quantization evaluation on policy combinations associated with each policy or each account in the policy base, so as to push an optimal policy or account to the policy subscriber.
As a preferred implementation manner, in the embodiment of the present invention, in order to ensure data security, a BSS secure storage manner is adopted for a platform client. And the strategy producer writes or configures the local strategy at the client and stores the strategy locally to ensure that the strategy absolutely belongs to the user. The strategy or account information transmission is realized based on the HTTPS protocol so as to ensure that data cannot be intercepted and intercepted in the network transmission process.
The embodiment of the present invention further provides an output device of policy evaluation information, as described in the following embodiments. Because the principle of solving the problem of the embodiment of the device is similar to the output method of the policy evaluation information, the implementation of the embodiment of the device can refer to the implementation of the method, and repeated parts are not described again.
Fig. 7 is a schematic diagram of an output apparatus for policy evaluation information according to an embodiment of the present invention, as shown in fig. 7, the apparatus may include: an evaluation instruction receiving module 71, an evaluation index acquiring module 72, an evaluation information generating module 73, and an evaluation information outputting module 74.
The evaluation instruction receiving module 71 is configured to receive a policy evaluation instruction, where the policy evaluation instruction is configured to perform multidimensional quantitative evaluation on a transaction policy, and the policy evaluation instruction at least includes: an evaluation period; an evaluation index obtaining module 72, configured to obtain, according to the policy evaluation instruction, index values of each evaluation index of the transaction policy in an evaluation period, where the evaluation index includes at least one of the following: actual rate of return, rate of return increase, maximum rate of return, maximum rate of fluctuation, sharp rate, rate of capital usage and volume of transactions; the evaluation information generating module 73 is configured to obtain a weight value of each evaluation index, and generate a policy evaluation value corresponding to each time of the transaction policy in the evaluation period according to the weight value of each evaluation index and an index value of each evaluation index in the evaluation period; and the evaluation information output module 74 is used for outputting the corresponding strategy evaluation value of the transaction strategy at each moment in the evaluation period.
Optionally, in the output device of the policy evaluation information provided in the embodiment of the present invention, the evaluation index obtaining module 72 may be further configured to obtain market quotation data corresponding to the evaluation period according to the policy evaluation instruction; inputting market quotation data corresponding to the evaluation period into the trading strategy, and outputting a trading result of the trading strategy; and determining the index value of each evaluation index of the transaction strategy in the evaluation period according to the transaction result of the transaction strategy.
As can be seen from the above, the output device of policy evaluation information according to the embodiment of the present invention receives a policy evaluation instruction for performing multidimensional quantitative evaluation on a transaction policy through the evaluation instruction receiving module 71, obtains index values of each evaluation index of the transaction policy in an evaluation period through the evaluation index obtaining module 72 according to the evaluation period included in the policy evaluation instruction, generates a policy evaluation value corresponding to each time of the transaction policy in the evaluation period based on a weight value of each evaluation index through the evaluation information generating module 73, and outputs a policy evaluation value corresponding to each time of the transaction policy in the evaluation period through the evaluation information outputting module 74. The evaluation indexes for evaluating the transaction strategy include: the evaluation method has the advantages that the evaluation result of the trading strategy is more accurate due to multiple indexes such as actual rate of return, rate of return increase, maximum rate of return, fluctuation rate, sharp rate, fund utilization rate and trading volume.
According to the output device of the strategy evaluation information provided by the embodiment of the invention, the transaction strategy is subjected to multi-dimensional quantitative evaluation based on a plurality of evaluation indexes, and the strategy evaluation value corresponding to each moment in the evaluation period is generated and output, so that the quantitative evaluation information of the transaction strategy is more accurate, a user can more intuitively check the change condition of the quantitative evaluation information of one transaction strategy in the whole evaluation period, and the quality of one transaction strategy can be intuitively recognized.
In an optional embodiment, in the output apparatus of policy evaluation information provided by the embodiment of the present invention, the evaluation information output module 74 may be further configured to obtain variable values of policy influence factors at various times in an evaluation period, where the policy influence factors are variable factors having an association relationship with policy evaluation values of transaction policies, and the policy influence factors include at least one of: policy version information, policy subscription information, and market quotation information; and outputting the strategy evaluation value corresponding to the transaction strategy at each moment in the evaluation period and the variable value corresponding to the strategy influence factor at each moment in the evaluation period.
In an optional embodiment, in the output device of the policy evaluation information provided in the embodiment of the present invention, the evaluation index obtaining module 72 may be further configured to construct a time window corresponding to each time by taking each time in the evaluation period as a center; and acquiring index values corresponding to each evaluation index of the transaction strategy in each time window in an evaluation period.
Optionally, based on any one of the optional apparatus embodiments, in the output apparatus for policy evaluation information provided in the embodiment of the present invention, the transaction policy may be any one policy in a policy repository or a combined policy associated with any one account in an account repository, and thus, the output apparatus for policy evaluation information provided in the embodiment of the present invention may further include: the policy information collection module 75 is configured to construct an account library or a policy library, where the account library includes one or more accounts, each account is associated with a policy combination, and the policy library includes one or more policies.
In the output device of policy evaluation information provided in the embodiment of the present invention, the evaluation instruction receiving module 71 may also be configured to display one or more accounts included in the account library, or one or more policies included in the policy library; and receiving a first selection instruction of any one account in the account base or receiving a second selection instruction of any one transaction strategy in the strategy base.
The output device for policy evaluation information provided in the embodiment of the present invention may further include: a policy information pushing module 76, configured to rank, according to the quantitative evaluation information of each transaction policy, each transaction policy in the policy repository, or rank each account in the account repository; and pushing the strategy or the account to the strategy subscriber according to the sequencing result.
The embodiment of the present invention further provides a computer device, which is used to solve the technical problem that in the prior art, the accuracy of evaluating the transaction policy is to be further improved only by performing a transaction policy review or simulating a revenue curve of the transaction, and the computer device includes a memory, a processor, and a computer program stored in the memory and operable on the processor, and when the processor executes the computer program, the processor implements any one of the optional or preferred policy evaluation information output methods.
An embodiment of the present invention further provides a computer-readable storage medium, which is used to solve the technical problem that in the prior art, the accuracy of evaluating a trading strategy is to be further improved only by measuring back the trading strategy or simulating a revenue curve of the trading, and the computer-readable storage medium stores a computer program for executing any one of the above optional or preferred strategy evaluation information output methods.
In summary, embodiments of the present invention provide a method, an apparatus, a computer device, and a computer-readable storage medium for outputting policy evaluation information, where a transaction policy is subjected to multidimensional quantitative evaluation based on multiple evaluation indexes, so that accuracy of policy evaluation can be improved, and a policy evaluation value at each time in an evaluation period is output, which is helpful for a user to view an evaluation result of the transaction policy more intuitively.
As will be appreciated by one skilled in the art, embodiments of the present invention may be provided as a method, system, or computer program product. Accordingly, the present invention may take the form of an entirely hardware embodiment, an entirely software embodiment or an embodiment combining software and hardware aspects. Furthermore, the present invention may take the form of a computer program product embodied on one or more computer-usable storage media (including, but not limited to, disk storage, CD-ROM, optical storage, and the like) having computer-usable program code embodied therein.
The present invention is described with reference to flowchart illustrations and/or block diagrams of methods, apparatus (systems), and computer program products according to embodiments of the invention. It will be understood that each flow and/or block of the flow diagrams and/or block diagrams, and combinations of flows and/or blocks in the flow diagrams and/or block diagrams, can be implemented by computer program instructions. These computer program instructions may be provided to a processor of a general purpose computer, special purpose computer, embedded processor, or other programmable data processing apparatus to produce a machine, such that the instructions, which execute via the processor of the computer or other programmable data processing apparatus, create means for implementing the functions specified in the flowchart flow or flows and/or block diagram block or blocks.
These computer program instructions may also be stored in a computer-readable memory that can direct a computer or other programmable data processing apparatus to function in a particular manner, such that the instructions stored in the computer-readable memory produce an article of manufacture including instruction means which implement the function specified in the flowchart flow or flows and/or block diagram block or blocks.
These computer program instructions may also be loaded onto a computer or other programmable data processing apparatus to cause a series of operational steps to be performed on the computer or other programmable apparatus to produce a computer implemented process such that the instructions which execute on the computer or other programmable apparatus provide steps for implementing the functions specified in the flowchart flow or flows and/or block diagram block or blocks.
The above-mentioned embodiments are provided to further explain the objects, technical solutions and advantages of the present invention in detail, and it should be understood that the above-mentioned embodiments are only examples of the present invention and should not be used to limit the scope of the present invention, and any modifications, equivalents, improvements and the like made within the spirit and principle of the present invention should be included in the scope of the present invention.
Claims (5)
1. A method for outputting policy evaluation information, comprising:
receiving a policy evaluation instruction, wherein the policy evaluation instruction is used for performing multidimensional quantitative evaluation on a transaction policy, and the policy evaluation instruction at least comprises: an evaluation period;
according to the strategy evaluation instruction, acquiring the index value of each evaluation index of the transaction strategy in the evaluation period, wherein the evaluation index comprises at least one of the following indexes: actual rate of return, rate of return increase, maximum rate of return, maximum rate of fluctuation, sharp rate, rate of capital usage and volume of transactions;
acquiring the weight value of each evaluation index, and generating a strategy evaluation value corresponding to the transaction strategy at each moment in the evaluation period according to the weight value of each evaluation index and the index value of each evaluation index in the evaluation period;
outputting a strategy evaluation value corresponding to each moment of the transaction strategy in the evaluation period;
wherein, outputting the policy evaluation value corresponding to the transaction policy at each time in the evaluation period comprises: obtaining variable values corresponding to policy influence factors at various moments in the evaluation period, wherein the policy influence factors are variable factors having an association relation with the policy evaluation values of the transaction policies, and the policy influence factors include at least one of the following: policy version information, policy subscription information, and market quotation information; outputting a strategy evaluation value corresponding to each moment of the transaction strategy in the evaluation period and a variable value corresponding to each moment of a strategy influence factor in the evaluation period;
the transaction policy is any one policy in a policy base or a combined policy associated with any one account in an account base, wherein before receiving a policy evaluation instruction, the method further comprises: the method comprises the steps of constructing an account base or a strategy base, wherein the account base comprises one or more accounts, each account is associated with a strategy combination, and the strategy base comprises one or more strategies;
receiving a policy evaluation instruction, comprising: displaying one or more accounts contained in the account base or one or more policies contained in the policy base; receiving a first selection instruction of any one account in the account base or receiving a second selection instruction of any one transaction strategy in the strategy base;
the method further comprises the following steps: sequencing each transaction strategy in the strategy library or sequencing each account in the account library according to the quantitative evaluation information of each transaction strategy; pushing a strategy or an account to a strategy subscriber according to the sequencing result;
according to the policy evaluation instruction, obtaining the index values of each evaluation index of the transaction policy in the evaluation period, including:
obtaining market quotation data corresponding to the evaluation period according to the strategy evaluation instruction;
inputting market quotation data corresponding to the evaluation period into the trading strategy, and outputting a trading result of the trading strategy;
and determining the index value of each evaluation index of the transaction strategy in the evaluation period according to the transaction result of the transaction strategy.
2. The method of claim 1, wherein obtaining, according to the policy evaluation instruction, an indicator value for each evaluation indicator of the transaction policy over the evaluation period comprises:
taking each moment in the evaluation period as a center, and constructing a time window corresponding to each moment;
and acquiring index values corresponding to each evaluation index of the transaction strategy in each time window in the evaluation period.
3. An apparatus for outputting policy evaluation information, comprising:
an evaluation instruction receiving module, configured to receive a policy evaluation instruction, where the policy evaluation instruction is used to perform multidimensional quantitative evaluation on a transaction policy, and the policy evaluation instruction at least includes: an evaluation period;
an evaluation index obtaining module, configured to obtain, according to the policy evaluation instruction, index values of each evaluation index of the transaction policy in the evaluation period, where the evaluation index includes at least one of the following: actual rate of return, rate of return increase, maximum rate of return, maximum rate of fluctuation, sharp rate, rate of capital usage and volume of transactions;
the evaluation index acquisition module is also used for acquiring market quotation data corresponding to the evaluation period according to the strategy evaluation instruction; inputting market quotation data corresponding to the evaluation period into the trading strategy, and outputting a trading result of the trading strategy; determining the index value of each evaluation index of the transaction strategy in the evaluation period according to the transaction result of the transaction strategy;
the evaluation information generation module is used for acquiring the weight value of each evaluation index and generating a strategy evaluation value corresponding to each moment of the transaction strategy in the evaluation period according to the weight value of each evaluation index and the index value of each evaluation index in the evaluation period;
the evaluation information output module is used for outputting a strategy evaluation value corresponding to the transaction strategy at each moment in the evaluation period;
wherein, the evaluation information output module is used for: obtaining variable values corresponding to policy influence factors at various moments in the evaluation period, wherein the policy influence factors are variable factors having an association relation with the policy evaluation values of the transaction policies, and the policy influence factors include at least one of the following: policy version information, policy subscription information, and market quotation information; outputting a strategy evaluation value corresponding to each moment of the transaction strategy in the evaluation period and a variable value corresponding to each moment of a strategy influence factor in the evaluation period;
the transaction policy is any one policy in a policy base or a combined policy associated with any one account in an account base, wherein the output device of the policy evaluation information further comprises: the system comprises a strategy information acquisition module, a strategy combination module and a strategy combination module, wherein the strategy information acquisition module is used for constructing an account base or a strategy base, the account base comprises one or more accounts, each account is associated with one strategy combination, and the strategy base comprises one or more strategies;
the evaluation instruction receiving module is further used for displaying one or more accounts contained in the account base or one or more strategies contained in the strategy base; receiving a first selection instruction of any account in the account base or receiving a second selection instruction of any transaction strategy in the strategy base;
the device further comprises: the strategy information pushing module is used for sequencing each transaction strategy in the strategy library or sequencing each account in the account library according to the quantitative evaluation information of each transaction strategy; and pushing the strategy or the account to the strategy subscriber according to the sequencing result.
4. A computer device comprising a memory, a processor and a computer program stored on the memory and executable on the processor, wherein the processor implements the method for outputting policy evaluation information according to any one of claims 1 to 2 when executing the computer program.
5. A computer-readable storage medium characterized by storing a computer program for executing the policy evaluation information output method according to any one of claims 1 to 2.
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