CN111612630A - Multi-item fund financing account profit and loss calculation method and device - Google Patents
Multi-item fund financing account profit and loss calculation method and device Download PDFInfo
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Abstract
The invention provides a method and a device for calculating profit and loss of a multi-item fund financing account, wherein the method comprises the following steps: acquiring and storing information market data of an external transaction system and an information platform; calculating according to the information market data and the financial asset position share of the user to obtain the position market value of the user, and meanwhile, cleaning the running water of the user to obtain the running water data of the user; wherein the pipelining comprises account pipelining and single-class financial asset pipelining; dividing the market value of the user into an initial market value and a final market value according to the incidence relation of the same user in the market taking between two adjacent trading days, and simultaneously aggregating the flow data according to the preset asset dimension to obtain second flow data; and calculating according to a preset profit-loss rate algorithm by combining the initial term market value, the final term market value and the second running water data to obtain the account profit-loss rate. By implementing the method, accurate and timely profit and loss rate data can be provided for multi-category financial asset position taking users.
Description
Technical Field
The invention relates to the technical field of computers, in particular to a method and a device for calculating profits and losses of a multi-item fund financing account.
Background
The profit and loss rate calculation of the financial assets in the customer account is a service function point which is very important for each financial service platform, the accurate and timely profit and loss rate can directly improve the customer experience, and the users can make decisions and inspect the investment behaviors of the users conveniently, so that good investment habits are formed. It has rich application scenes in wealth management, risk control and investor education. Therefore, the method is also a leading-edge technology for actively attacking relations of all large dealer, the fund company and the third-party platform. However, due to the complexity of financial transactions and the uniqueness of business logic, the accurate profit and loss rate calculation is very difficult, and the general customer groups of financial groups are huge, which poses great challenges to the calculation power, the algorithm and the data granularity.
At present, documents about the profit and loss rate calculation of the financial products in position of the user are few, and according to the knowledge, the current methods for calculating profit and loss in the same industry exist only aiming at one type of financial assets, for example, only aiming at fund products; in the calculation implementation process, the calculation is only carried out through a single version, and the profit and loss data provided for the user is monthly-grained. The prior art has the following defects: firstly, the profit and loss are calculated only aiming at a certain type of assets, the universality is not available, and meanwhile, the actual business requirements cannot be well met, particularly, such as security dealer, a customer can purchase on-site securities through a platform, off-site fund products and collective financing of the securities and the off-site fund products; secondly, aiming at large-scale data, a single machine is used for processing and calculating, so that great risk exists, the time consumption is long in the processing process, and even the result cannot be calculated; moreover, accounting rules are not considered in the calculation of profit and loss of the current financial accounts, so that when the problems of due charge, in-transit funds, asynchronous volume price, delayed income and the like are processed, the assets are increased or reduced in a virtual mode, and when financial derivatives are processed, reasonable bookkeeping of debt ends and blank positions is lacked. Finally, from a user perspective, the customer may want the purchased product to provide profit and loss results in a timely manner to assist in their business decisions, which are not satisfied on a monthly basis.
Disclosure of Invention
The technical problem to be solved by the embodiment of the invention is to provide a method and a device for calculating profit and loss of a multi-class financing account, which can provide accurate and timely profit and loss rate data for multi-class financial asset position-taking users.
In order to solve the technical problem, an embodiment of the present invention provides a method for calculating profits and losses of a multi-item fund financing account, including:
acquiring and storing information market data of an external transaction system and an information platform;
calculating according to the information market data and the financial asset position share of the user to obtain a position market value of the user, and meanwhile, cleaning the running water of the user to obtain running water data of the user; wherein the pipelining comprises account pipelining and single-type financial asset pipelining;
dividing the position taken value of the user into an initial position taken value and an end position taken value according to the incidence relation of position taken securities of the same user between two adjacent trading days, and simultaneously aggregating the flow data according to preset asset dimensions to obtain second flow data;
and calculating according to a preset profit-loss rate algorithm by combining the initial term market value, the final term market value and the second running water data to obtain the account profit-loss rate.
Further, the step of calculating according to the information market data and the financial asset position share of the user to obtain the position market value of the user specifically comprises the following steps:
and performing service attribute analysis on the multi-class position-taken financial assets of the user according to the information market data, taking the price of the corresponding position-taken financial assets according to the analysis result, and calculating according to the taken price and the position-taken share of the financial assets of the user to obtain the position-taken market value of the user.
Further, when calculating the position market value of the fund type assets, the method comprises the following steps:
judging whether the fund equity registration date and the bonus issuance date are the same day or not according to the acquired market data of fund dividend, and if not, performing market value compensation on the fund product according to the position share of the client on the fund equity registration date; wherein the market value is the cash value corresponding to the dividend of the fund.
Further, the performing data cleaning on the user's running water to obtain the user's running water data includes:
and inspecting the initial position holding share and the final position holding share according to the law that the share rolling difference is always equal to the total running water, and completing the missing running water of the single-class asset level according to the inspection result.
Further, the method further comprises:
and calculating a difference value between the final position-taking share and the initial position-taking share of the financial asset according to the position-taking shares of the financial asset, marking the profit and loss data of the corresponding type of the asset when the difference value is inconsistent with the during-period gathered water flow share, and gathering the marked single-type financial financing to obtain abnormal asset data of all shares.
Further, the method further comprises:
and according to the preset profit and loss fluctuation interval threshold values of various types of assets, determining the accounts with the account profit and loss rates exceeding the profit and loss fluctuation interval threshold values as abnormal income rate accounts, and screening out all the abnormal income rate accounts.
Further, before the calculating according to the information market data and the financial asset position share of the user to obtain the position market value of the user, the method further comprises the following steps:
and classifying the financial asset taken positions of the user according to preset financial asset taken position classification rules.
Further, the account profit-loss rate is obtained by calculating according to a preset profit-loss rate algorithm, which specifically comprises the following steps:
judging whether the initial market value, the final market value and the second running water data are pre-polymerized or not;
if yes, calculating according to a preset fund weighting algorithm to obtain the account profit and loss rate;
if not, calculating according to a preset time weighting algorithm to obtain the account profit-loss rate.
In order to solve the same technical problem, the invention also provides a device for calculating profit and loss of the multi-item fund financing account, which comprises:
the data acquisition module is used for acquiring and storing information market data of an external transaction system and an information platform;
the data processing module is used for calculating according to the information market data and the financial asset position share of the user to obtain the position market value of the user, and meanwhile, data cleaning is carried out on the running water of the user to obtain the running water data of the user; wherein the pipelining comprises account pipelining and single-type financial asset pipelining;
the data dividing and aggregating module is used for dividing the market value of the user into an initial market value and a final market value according to the incidence relation of the same user between two adjacent trading days, and aggregating the flow data according to preset asset dimensions to obtain second flow data;
and the profit and loss calculation module is used for calculating according to a preset profit and loss algorithm by combining the initial term market value, the final term market value and the second running water data to obtain the account profit and loss.
Compared with the prior art, the invention has the following beneficial effects:
the invention provides a method and a device for calculating profit and loss of a multi-item fund financing account, wherein the method comprises the following steps: acquiring and storing information market data of an external transaction system and an information platform; calculating according to the information market data and the financial asset position share of the user to obtain a position market value of the user, and meanwhile, cleaning the running water of the user to obtain running water data of the user; wherein the pipelining comprises account pipelining and single-type financial asset pipelining; dividing the position taken value of the user into an initial position taken value and an end position taken value according to the incidence relation of position taken securities of the same user between two adjacent trading days, and simultaneously aggregating the flow data according to preset asset dimensions to obtain second flow data; and calculating according to a preset profit-loss rate algorithm by combining the initial term market value, the final term market value and the second running water data to obtain the account profit-loss rate. By implementing the method, accurate and timely profit and loss rate data can be provided for multi-category financial asset position taking users.
Drawings
FIG. 1 is a flowchart illustrating a method for calculating profit and loss of a financing account for multiple commodities according to an embodiment of the present invention;
FIG. 2 is a flow chart of a software architecture design provided by an embodiment of the present invention;
FIG. 3 is a schematic diagram of the relationship between the asset taken position classification and the asset classification provided by an embodiment of the present invention;
fig. 4 is a schematic structural diagram of a device for calculating profit and loss of a multi-item fund financing account according to an embodiment of the present invention.
Detailed Description
The technical solutions in the embodiments of the present invention will be described clearly and completely with reference to the accompanying drawings in the embodiments of the present invention, and it is obvious that the described embodiments are only a part of the embodiments of the present invention, and not all of the embodiments. All other embodiments, which can be derived by a person skilled in the art from the embodiments given herein without making any creative effort, shall fall within the protection scope of the present invention.
Referring to fig. 1-2, an embodiment of the present invention provides a method for calculating profit and loss of a multi-item fund financing account, including the steps of:
s1, acquiring and storing the information market data of the external transaction system and the information platform;
in the embodiment of the present invention, step S1 is to obtain and store the information market data of the external transaction system and the information platform. According to the invention, through a scheduling system, data of a constant counter (UF2.0), a multi-financial counter and other transaction systems are synchronized to a Hadoop-based big data platform every day, and are stored in a Hive table form in a source layer. In the basic model layer, data are pre-aggregated in different categories through an adaptation layer, the pre-aggregated data mainly comprise information market data provided by on-site and off-site financial asset share of customers, counter and Wandberg and the like, and relate to transaction flow between accounts and products, namely the loading process of the data is completed in the link, and then the data are uniformly extracted according to a specific data format.
In the embodiment of the present invention, further before step S2, the method further includes:
and classifying the financial asset taken positions of the user according to preset financial asset taken position classification rules.
It should be noted that dividing and sorting different financial assets is a very critical step, good asset classification can simplify subsequent calculation logic, for example, prices taken by clients for taking stocks in positions and fund for calculating market value are inconsistent, corresponding closing prices and net values are respectively provided, time determined by the closing prices and the net values is also inconsistent, usually, the stock price closing can be determined, and the net value of the fund is processed separately until opening the fund on the next day, so that the unique characteristics of the classified products can be processed separately.
Referring to fig. 3, the positions are classified into on-site securities positions, financing liability positions, financing positions, non-on-site securities positions, and derivatives positions. The stock in the site mainly comprises stocks (main board, middle board, starting board and new board) on the market of exchange in Shanghai-Shen-Shuang, and relatively, the processing rules for the financial assets are uniform and simple. The financing and liability holding position mainly refers to the business of financing cash and the like for clients, such as national debt normal buyback, agreed purchase, share right pledge and financing operation. The position information of the stock is operated according to the position information of the stock in the financial instrument in the client credit transaction, and the advantage is that when the stock is subjected to the weight removal and the interest removal, the position share change of the financial instrument contract is different from the common stock and can be processed independently. The non-onsite securities taking place mainly aims at products of multiple financial counters, including offsite mixed type public private fund raising, collective financing, OTC income vouchers and the like, such as size collective products of securities dealer and resource management companies and the like.
The profit and loss of the account is distinguished from simple aggregate accounting of the taken assets because of the lack of accounting of the account cash. The invention calculates the account cash as a special product, and the processing has the advantages that the flow between each product relates to the reverse operation flow between two products, for example, when a user buys 100 shares of stock with market value of 1000 yuan, the holding of the stock increases 100 shares of 1000 yuan of transfluent flow, and the corresponding cash dimension must have 1000 yuan of transfluent flow. The situation is that the accounts have the borrowing and lending necessarily and the borrowing necessarily is equal "
Corresponding to the classification of the taken position, similar division is carried out on the product flow in the transaction, according to practical experience, through the operation, the whole profit and loss calculation target is disassembled into different classified independent units for calculation and summary, the logic is clearer, the problem is more quickly positioned when the abnormity occurs, and the scheme is simpler to repair.
S2, calculating according to the information market data and the financial asset position share of the user to obtain the position market value of the user, and meanwhile, cleaning the running water of the user to obtain the running water data of the user; wherein the pipelining comprises account pipelining and single-type financial asset pipelining;
in the embodiment of the invention, the second step, namely the calculation of the position market value and the cleaning of running water, can obtain the position market value of the client through position share and asset price (closing price or net value, etc.); the flow comprises flow between accounts and flow between products; the running water among the accounts mainly comprises the running water of account asset change influenced by bank-certificate transfer, product transfer and trusteeship and the like; the flow among the single-type financial assets mainly refers to the flow of buying and selling operations, and the flow of removing rights and information does not influence the change of the total assets of the account.
In an embodiment of the present invention, further, the calculating according to the information market data and the financial asset position share of the user to obtain the user position market value specifically includes:
and performing service attribute analysis on the multi-class position-taken financial assets of the user according to the information market data, taking the price of the corresponding position-taken financial assets according to the analysis result, and calculating according to the taken price and the position-taken share of the financial assets of the user to obtain the position-taken market value of the user.
It should be noted that the invention systematically summarizes the problem of the loss and benefit calculation abnormality in a complex scene, and the problem is mainly classified into two types: the problems of asynchronous volume and price and delayed income are described in a specific example, and finally a method for complementing the systematically missing flowing water is provided, so that the user income rate is close to the real income rate as much as possible.
First, the asynchronous problem of volume price, specifically the change of the client's position share due to the change of business but no corresponding change of price, or the reverse operation, is most typically the division and elimination problem of Shanghai-Tubificio stock.
For example, the data change of the Shanghai and Shenshu stock weight removing and interest removing business in the Heliotte counter is combed, and the sampled stocks are sourced from a main board, a middle small board and a startup board, so that the method has certain universality. It can be found that the market share of Shanghai is paid out on the day of stock right registration, and the market share of the Shanghai is paid out on the day of removing right and the market share of the Shanghai; the deep market is the stock right registration daily red stock posting, and the dividend posting. Therefore, when taking the prices, the Shanghai stock right registration day should be calculated by the dividend price, and the deep stock right registration day should be calculated by the dividend price, otherwise, the final calculated profit and loss will be abnormal due to the asynchronous volume price, which is obviously not desirable for the business. Such problems also occur when the fund is converted in a grading way, and no matter the fund is folded upwards or downwards, the basic principle is to take the net value corresponding to the current share, which is only more complicated in the processing flow, and the details are not repeated here.
In the embodiment of the present invention, further, when calculating the value of the fund type asset taken position, the method includes:
judging whether the fund equity registration date and the bonus issuance date are the same day or not according to the acquired market data of fund dividend, and if not, performing market value compensation on the fund product according to the position share of the client on the fund equity registration date; wherein the market value is the cash value corresponding to the dividend of the fund.
For the red-scoring deferred-account-arriving problem, when the TWRR algorithm is used, calculation is mainly carried out according to day granularity, so that when red-scoring deferred account-arriving occurs, the red-scoring effective-day assets of a user are reduced, and meanwhile, the dividend account-arriving-day assets are increased. Such problems are very common in offsite fund reddening, and the invention provides a unified solution to the problems: the method comprises the steps of firstly obtaining quotation data about fund dividend, judging whether a fund equity registration date and a bonus issuance date are the same day, if not, supplementing a position taken by a product with a market value which is a cash value corresponding to the client bonus according to position taken by the client on the fund equity registration date, and finally removing the position taken by the supplementary position taken by the client on the bonus issuance date.
In this embodiment of the present invention, further, the performing data cleaning on the user's running water to obtain the user's running water data includes:
and inspecting the initial position holding share and the final position holding share according to the law that the share rolling difference is always equal to the total running water, and completing the missing running water of the single-class asset level according to the inspection result.
Aiming at the problem of systematic missing and running water completion, in the analysis of the actual loss and benefit calculation abnormal problem, the problem that running water is missing or account funds are not changed in time in the process of buying and selling products is found, and meanwhile, the problem can cause that the profit and loss rate is seriously deviated from the actual situation based on the dimension of single-class assets, and further the profit and loss calculation of the total account level can be influenced.
For example, a company is released in the market in 2019, 10 and 28 days, a client who makes a new stock on the internet on the trading day before the stock is released will hold the stock, but the account fund is not reduced correspondingly, and the corresponding stream only has shares without market value, which causes the abnormal calculation of profit and loss rate, and the market value of holding the stock is marked as income, which causes the great fluctuation of profit and loss rate, and the fluctuation is wrong.
According to the method, the missing running water of the single-class asset level is tried to be supplemented after the share of the initial taken position at the end of the period is inspected according to the law that the share rolling difference is always equal to the running water sum, and the profit and loss rate after the supplementation is analyzed, so that the result obtained by the method is closer to the historical profitability of a client and is smoother from the continuity of the profitability. The following concrete scheme is used for complementing the missing flowing water:
if the initial share is marked as P, the market value is PA;
the end share is recorded as E, and the market value is EA;
during the period, the share of the transferred running water is recorded as C, and the market value is CA;
wherein the final share difference is Q,
c 'is the corrected running water share, and CA' is the corrected running water market value;
normally, the following formula is satisfied: Q-E-P-C, Q-0;
when Q ≠ 0, namely C ≠ E-P, the pipelining completion is carried out at the moment:
if E ═ P, then C ═ 0, CA ═ 0;
if E ≠ P, the following cases are respectively:
if E ═ 0, P ≠ 0, then C ═ P, CA ═ PA;
if E ≠ 0 and P ═ 0, then C ═ E and CA ═ EA;
if E is not equal to 0 and P is not equal to 0, then C ═ C + Q;
if EA ≠ 0, CA ═ CA + Q (EA/E);
if PA ≠ 0, CA ═ CA + Q (PA/P);
if CA ≠ 0, CA ═ CA + Q (CA/C);
if the currency type is the currency type, when EA is not equal to PA-CA, CA' is PA-EA.
S3, dividing the market value of the user into an initial market value and a final market value according to the incidence relation of the same user between two adjacent trading days, and simultaneously aggregating the pipelining data according to the preset asset dimension to obtain second pipelining data;
in the embodiment of the present invention, step S3 is an integration stage of data, and through the association between the same user and the asset between the T-day and the T-1 day, where the asset refers to the securities taken by the user, the market value taken by the user at the beginning and end of the term can be obtained, and the running water is aggregated according to the dimension of the asset, such as the running water of buying and selling stocks of the user. In order to simplify the calculation, the transferring-out running water calculation is transferred out at the end of the period, and the transferring-in running water calculation is transferred in at the beginning of the period. Generally, the profit-loss rate can be basically calculated through three elements, namely end-term, initial-term and running water, and a specific derivation formula is given below.
And S4, calculating according to a preset profit-loss rate algorithm by combining the initial term taken position value, the final term taken position value and the second running water data to obtain the account profit-loss rate.
In the embodiment of the present invention, further, the calculating according to a preset profit-loss ratio algorithm to obtain the account profit-loss ratio specifically includes:
judging whether the initial market value, the final market value and the second running water data are pre-polymerized or not;
if yes, calculating according to a preset fund weighting algorithm to obtain the account profit and loss rate;
if not, calculating according to a preset time weighting algorithm to obtain the account profit-loss rate.
In the embodiment of the invention, different profit and loss rate algorithms are supported according to whether pre-polymerization is carried out, a Time Weighting (TWRR) algorithm is adopted, the complexity of a capital weighting (MWRR) algorithm is lower, a specific interval is generally specified by calculation of day granularity by using the MWRR algorithm, and the post-processing of the pipelining and the position holding aggregation is relatively simple. Because a Time Weighting (TWRR) algorithm is mainly used at present, the derivation introduction of the daily dimension single-class asset and account dimension asset profit-loss rate calculation formula is carried out:
suppose the reference day is T day, and the End of day is NAT (End)amt) Nid-Ning asset NAT(Preamt) Cash as the end of the dayTCash as the beginning of the dayT-1. Suppose the user has N assets in common, and the T day is transferred to CashinCash cashh is rolled outout。
The property A has M at the end of T dayAPart, purchase X on day TAPortion and sale of YAShare, buy price PL,ASelling price PS,A. In addition, the Cash position increased by the asset A in T days is Cashin,A–Cashout,A＝PS,A*YA-PL,A*XAThe income of the user T day is recorded as Profit, and the Profit and loss rate is recorded as ProfitrateThe derivation can be made to obtain:
the operation is combined by the above three formulas, and can be derived:
the third item is the summary income of various financial assets, which can be obtained by further simplification:
Endamt-Preamt＝Profit+Cashin-Cashout
Profitrate＝(Endamt+Cashout)/(Cashin+Preamt)-1
time weighted profit-loss rate (Time weighted return rate) for a period of Time:
finally, the calculation results are monitored and fed back, the monitoring system is established on the basis of deep knowledge of financial asset business knowledge, and by analyzing and deducing a large amount of data, the profit and loss calculation results are verified, daily data can be overall summarized, single assets with possible problems are counted and summarized, and troubleshooting and problem optimization are facilitated.
By daily property-level taken market value and running water, profit-loss data of the user on the same day can be calculated (D1), property running water is complemented for systematic missing running water to obtain overall modified result data (D2), and finally profit-loss results at the total account level are calculated by summarizing the modified results (D3). The monitoring system of the invention designs a logic verification flow for the results in the account profit and loss system besides the monitoring and inspection of the running state of the own big data platform, so as to prevent the problem of abnormity caused by special business or program defects and realize early event warning and early abnormity discovery.
In the embodiment of the present invention, further, the method further includes the steps of:
and S5, calculating a difference value between the final position holding share and the initial position holding share according to the financial asset position holding shares, marking the asset profit and loss data of the corresponding category when the difference value is inconsistent with the during-period gathered water flow share, and gathering the marked single-category financing products to obtain abnormal asset data of all shares.
In the embodiment of the invention, assuming that the end term position holding share is E, the initial term position holding share is P and the aggregate flow share in the period is C, then C is E-P for the product, and when the formula does not hold, the profit and loss data (D1) of the financial asset class is marked. Based on the method, summary statistics can be carried out, so that the distribution of abnormal products is obtained, the distribution can display the concentration and occurrence time of financial assets with current profit and loss problems, related categories such as debt, shares and the like, and the problems are preliminarily positioned by combining market data; according to the product number, individual users with abnormal problems can be further checked, and the problems are specifically checked, so that the efficiency is improved.
In the embodiment of the present invention, further, the method further includes the steps of:
and S6, according to the preset profit and loss fluctuation interval threshold values of various assets, determining the accounts with the profit and loss rates exceeding the profit and loss fluctuation interval threshold values as abnormal yield accounts, and screening all the abnormal yield accounts.
For the account level profit and loss distribution statistical monitoring, the design point mainly considers that the product profit and loss fluctuation interval of the user position is limited, for example, the daily profit and loss interval of the ordinary A stock is +/-10% of the opening price, so the maximum value of the absolute value of the profitability should not be more than 22%. But the statistics require rejection of the following products: two-blend products, new stocks, scientific plates, options, and other users in position. Generally, the single asset dimension (stock, financing and off-site fund) does not generate more than 20% of profit, so the statistical monitoring can effectively screen out accounts with abnormal profit rate, and according to practical experience, the causes of abnormal conditions include several: the method comprises the steps of delayed account arrival of single-class asset subscription or dividend, right certificate account acquisition, strong redemption of convertible debt, handling charge generated during sales, right removal and interest removal when the warehouse is held for a very small amount, untimely change of corrected amount and the like.
In the above, the single-class assets are subjected to completion operation aiming at the systematic missing running water and finally aggregated into the loss and the benefit of the account level, and aiming at the effect generated by the correction, monitoring and evaluation are needed.
Analysis of the graphs revealed that the reason why the absolute values of the two curves increased by more than 25% according to the changes before and after correction was due to summary statistics. The loss and benefit class interval of the user is similar to a 'bell-shaped' curve, the modified distribution curve is thinner than the original distribution curve, the actual data analysis shows that the loss and benefit class interval can cause huge fluctuation of the user yield, and the loss and benefit class interval is reflected by the transferring-in or transferring-out of the flow among accounts after completion, so that the loss and benefit class interval of the modified user approaches to 0, and the loss and benefit class interval of the user is smoother in historical continuity.
Although the monitoring can effectively judge the actual effect brought by the repair scheme, the overall user base number is very large, the occupation ratio of the systematic missing running water is very small and is less than 1%, so in order to focus more on the user profit and loss rate with change before and after repair, users without change need to be removed, the monitoring method is further optimized and improved, namely, only the profit and loss rate before and after the change of the users is compared, and the change brought by the repair missing running water is judged more intuitively.
It should be noted that by implementing the scheme of the present invention, accurate and timely profit-loss rate data can be provided for multi-class financial asset position-taking users, including two dimensions of a single asset level and a general account level; the system can integrate the business water flows and the position taking of different financial assets, is convenient for classification and module development, and basically covers main large assets such as cash, fixed income, structured assets, rights and interests, alternative investment, derivatives and the like at present; the relatively standard accountability generation accounting method and the debit double-account can be realized; the data can be effectively checked before being provided for the client, the data quality is guaranteed, and monitoring and feedback to abnormal problems are increased.
Compared with the prior art, the embodiment of the invention has the following beneficial effects:
different from single-machine calculation and profit and loss calculation aiming at single-class assets, the invention independently designs and realizes a calculation method aiming at the personal accounts of multi-class financial asset position taking based on a big data platform, and rapidly and accurately provides account profit and loss data. Through the logic division of the multi-product fund financing product and the embodiment of the architecture design, the independent development of different products can be completed flexibly, and various profit and loss rate algorithms are supported;
through the analysis and induction of the actual cases, the invention induces a unified solution of certain services under a complex scene, and guides the development of the optimization work of profit and loss calculation. The method completes the systematic missing running water which does not conform to the business logic, and obtains good effect in practical application. Effectively solves the problems of receivable and payable, in-transit capital, asynchronous price and delayed income and the like.
A whole set of monitoring feedback mechanism is designed and realized, the quality of profit and loss data is effectively verified through business logic, and the abnormal conditions can be fed back in time, so that a data closed loop is formed.
It can be understood that the key points of the scheme of the invention are as follows:
firstly, the invention designs and realizes a software architecture and a processing flow for calculating profit and loss of multiple financial assets aiming at a constant counter (UF2.0) based on an own big data platform. The structural design has low coupling among modules and strong expansibility, and is not only suitable for the existing constant counter; meanwhile, the whole calculation process is skillfully constructed, various profit-loss rate calculation methods can be supported, and great flexibility is achieved.
And secondly, aiming at complex business logic and data forms of multiple financial assets, the assets are logically divided and classified.
Thirdly, a set of monitoring feedback mechanism is carried out according to the profit and loss rate results of the client, possible abnormity or change is effectively pre-warned, the problem is conveniently located in time, and repair and optimization are carried out as early as possible in advance.
It should be noted that the above method or flow embodiment is described as a series of acts or combinations for simplicity, but those skilled in the art should understand that the present invention is not limited by the described acts or sequences, as some steps may be performed in other sequences or simultaneously according to the present invention. Further, those skilled in the art will appreciate that the embodiments described in the specification are exemplary embodiments and that no single embodiment is necessarily required by the inventive embodiments.
Referring to fig. 4, in order to solve the same technical problem, the present invention further provides a device for calculating profit and loss of a multi-kind financing account, including:
the data acquisition module 1 is used for acquiring and storing information market data of an external transaction system and an information platform;
the data processing module 2 is used for calculating according to the information market data and the financial asset position share of the user to obtain the position market value of the user, and meanwhile, cleaning the running water of the user to obtain the running water data of the user; wherein the pipelining comprises account pipelining and single-type financial asset pipelining;
the data dividing and aggregating module 3 is used for dividing the market value of the user into an initial market value and a final market value according to the incidence relation of the same user between two adjacent trading day market taking securities, and aggregating the flow data according to preset asset dimensions to obtain second flow data;
and the profit-loss calculating module 4 is configured to calculate, according to a preset profit-loss algorithm, the account profit-loss rate by combining the initial term market value, the final term market value and the second running water data.
It can be understood that the above-mentioned embodiment of the apparatus item corresponds to the embodiment of the method item of the present invention, and the apparatus for calculating profit and loss of the multi-item fund financing account provided by the embodiment of the present invention can implement the method for calculating profit and loss of the multi-item fund financing account provided by any one embodiment of the method item of the present invention.
While the foregoing is directed to the preferred embodiment of the present invention, it will be understood by those skilled in the art that various changes and modifications may be made without departing from the spirit and scope of the invention.
Claims (9)
1. A method for calculating profit and loss of a multi-item fund financing account is characterized by comprising the following steps:
acquiring and storing information market data of an external transaction system and an information platform;
calculating according to the information market data and the financial asset position share of the user to obtain a position market value of the user, and meanwhile, cleaning the running water of the user to obtain running water data of the user; wherein the pipelining comprises account pipelining and single-type financial asset pipelining;
dividing the position taken value of the user into an initial position taken value and an end position taken value according to the incidence relation of position taken securities of the same user between two adjacent trading days, and simultaneously aggregating the flow data according to preset asset dimensions to obtain second flow data;
and calculating according to a preset profit-loss rate algorithm by combining the initial term market value, the final term market value and the second running water data to obtain the account profit-loss rate.
2. The method for calculating the profit-loss of the multi-commodity financing account according to claim 1, wherein the calculation is performed according to the information market data and the position share of the financial assets of the user to obtain the position market value of the user, specifically:
and performing service attribute analysis on the multi-class position-taken financial assets of the user according to the information market data, taking the price of the corresponding position-taken financial assets according to the analysis result, and calculating according to the taken price and the position-taken share of the financial assets of the user to obtain the position-taken market value of the user.
3. The method for calculating the profit-loss of the multi-commodity fund financing account according to claim 1, characterized by comprising the following steps when calculating the position market value of the fund-like asset:
judging whether the fund equity registration date and the bonus issuance date are the same day or not according to the acquired market data of fund dividend, and if not, performing market value compensation on the fund product according to the position share of the client on the fund equity registration date; wherein the market value is the cash value corresponding to the dividend of the fund.
4. The method for calculating profit and loss of the multi-commodity fund financing account according to claim 1, wherein the step of performing data cleaning on the running water of the user to obtain the running water data of the user comprises the following steps:
and inspecting the initial position holding share and the final position holding share according to the law that the share rolling difference is always equal to the total running water, and completing the missing running water of the single-class asset level according to the inspection result.
5. The method for calculating profit and loss of the multi-commodity fund financing account according to claim 1, further comprising:
and calculating a difference value between the final position-taking share and the initial position-taking share of the financial asset according to the position-taking shares of the financial asset, marking the profit and loss data of the corresponding type of the asset when the difference value is inconsistent with the during-period gathered water flow share, and gathering the marked single-type financial financing to obtain abnormal asset data of all shares.
6. The method for calculating profit and loss of the multi-commodity fund financing account according to claim 1, further comprising:
and according to the preset profit and loss fluctuation interval threshold values of various types of assets, determining the accounts with the account profit and loss rates exceeding the profit and loss fluctuation interval threshold values as abnormal income rate accounts, and screening out all the abnormal income rate accounts.
7. The method for calculating the profit-loss of the multi-commodity financing account according to claim 1, further comprising, before calculating the user's market value according to the information market data and the user's financial asset share, the steps of:
and classifying the financial asset taken positions of the user according to preset financial asset taken position classification rules.
8. The method for calculating the profit-loss of the multi-commodity fund financing account according to claim 1, characterized in that the profit-loss of the account is calculated according to a preset profit-loss algorithm, and specifically comprises the following steps:
judging whether the initial market value, the final market value and the second running water data are pre-polymerized or not;
if yes, calculating according to a preset fund weighting algorithm to obtain the account profit and loss rate;
if not, calculating according to a preset time weighting algorithm to obtain the account profit-loss rate.
9. A multi-item fund financing account profit-loss calculation device is characterized by comprising:
the data acquisition module is used for acquiring and storing information market data of an external transaction system and an information platform;
the data processing module is used for calculating according to the information market data and the financial asset position share of the user to obtain the position market value of the user, and meanwhile, data cleaning is carried out on the running water of the user to obtain the running water data of the user; wherein the pipelining comprises account pipelining and single-type financial asset pipelining;
the data dividing and aggregating module is used for dividing the market value of the user into an initial market value and a final market value according to the incidence relation of the same user between two adjacent trading days, and aggregating the flow data according to preset asset dimensions to obtain second flow data;
and the profit and loss calculation module is used for calculating according to a preset profit and loss algorithm by combining the initial term market value, the final term market value and the second running water data to obtain the account profit and loss.
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| CN113362171A (en) * | 2021-05-28 | 2021-09-07 | 富途网络科技(深圳)有限公司 | Data processing method, device and storage medium |
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| CN113362171A (en) * | 2021-05-28 | 2021-09-07 | 富途网络科技(深圳)有限公司 | Data processing method, device and storage medium |
| CN113362171B (en) * | 2021-05-28 | 2023-07-25 | 富途网络科技(深圳)有限公司 | Data processing method, device and storage medium |
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