CN112116468A - Structured wind control implementation method and system based on stream type calculation engine - Google Patents
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Abstract
The invention discloses a structured wind control realization method and a structured wind control realization system based on a stream type calculation engine, wherein the wind control business realization model is open and structured, thereby reducing the business realization difficulty and being beneficial to leading business personnel unfamiliar with programming to participate in the realization of the wind control business more deeply. The technical scheme is as follows: the invention is based on a flow type calculation engine CEP, and is handed to a CEP rule engine to execute by compiling SQL-like script language to complete the calculation control of each wind control index.
Description
Technical Field
The invention relates to a structured wind control implementation technology, in particular to a structured wind control method and a structured wind control system implemented based on a stream type computing engine.
Background
With the development of the financial industry, the real-time requirement of the stock exchange is higher and higher, and the frequency of the transaction statement is also continuously increased, so that how to make a wind control service with relatively complex service and relatively more shear in the high-frequency and high-speed transaction becomes an important subject.
Traditional wind control is realized in a closed system, and is not beneficial to contact and understanding of service personnel. Meanwhile, the realization of each developer has great dependence on the own frame, is difficult to operate independently, and does not conform to the ecological development trend of 'opening and sharing'.
Disclosure of Invention
The following presents a simplified summary of one or more aspects in order to provide a basic understanding of such aspects. This summary is not an extensive overview of all contemplated aspects, and is intended to neither identify key or critical elements of all aspects nor delineate the scope of any or all aspects. Its sole purpose is to present some concepts of one or more aspects in a simplified form as a prelude to the more detailed description that is presented later.
The invention aims to solve the problems and provides a method and a system for realizing the structured wind control based on a stream type computing engine, wherein the wind control business realization model is open and structured, thereby reducing the business realization difficulty and being beneficial to leading business personnel unfamiliar with programming to participate in the realization of the wind control business more deeply.
The technical scheme of the invention is as follows: the invention discloses a structured wind control realization system based on a streaming computing engine, which comprises an event access module, a preprocessing module, a CEP rule engine module, a data access module, an event distribution routing module, an EPL analysis module, a rule management module and an execution module, wherein the output end of the event access module is connected with the preprocessing module, the output ends of the data access module and the preprocessing module are connected with the CEP rule engine module, the output end of the CEP rule engine module is respectively connected with the rule management module and the event distribution routing module, the output end of the EPL analysis module is connected with the rule management module, and the output end of the event distribution routing module and the output end of the rule management module are connected with the execution module, wherein:
the event access module is used for accessing the event message to the preprocessing module;
the preprocessing module is used for processing the event according to the field content and transmitting the processing result to the CEP rule engine module;
the data access module is used for receiving and collecting data from the outside and accessing to the CEP rule engine module;
the CEP rule engine module is used for finding out the association between the events and transmitting the inquired event sequence to the event distribution routing module and the rule management module;
the EPL analysis module is used for analyzing the EPL language in the CEP rule into a language which can be understood by the CEP rule engine module and transmitting the analyzed result to the rule management module;
the CEP rule engine module completes the operations including the registration, the search and the call of the business rules through the rule management module;
the event distribution routing module is used for dispatching the discovered composite event to the execution module responsible for processing;
and the execution module is used for executing the composite event according to the rule plan.
According to an embodiment of the structured wind control implementation system based on the streaming computing engine, the event access module accesses the event message through a service-oriented architecture, an enterprise service bus, message middleware and a read log.
According to an embodiment of the structured wind control implementation system based on the stream type computing engine, the CEP rule engine module is based on analysis of event streams in a dynamic environment, and by analyzing relationships among events, and by using technologies of filtering, association and aggregation, a detection rule is formulated according to a time sequence relationship and an aggregation relationship among the events, and an event sequence meeting requirements is continuously inquired from the event streams.
The invention also discloses a structured wind control implementation method based on the streaming computing engine, which is implemented on the system and comprises the following steps:
step 1: firstly, defining a data model;
step 2: carrying out serialization processing on data involved in the data model;
and step 3: dynamically loading the business rules;
and 4, step 4: carrying out data adaptation processing on the serialized data;
and 5: calculating data by adopting a CEP model;
step 6: and performing conversion processing on the output of the calculation result.
According to an embodiment of the method for implementing the structured wind control based on the streaming computing engine, in step 1, the content defined in the structured wind control by the data model comprises commission and deal data for computing client position data and market value class index.
According to an embodiment of the method for implementing structured wind control based on the streaming computing engine of the present invention, in step 4, the data adaptation process refers to interfacing an external data protocol and converting the external data protocol into a usage structure inside the CEP rule engine.
According to an embodiment of the method for implementing structured wind control based on the stream type calculation engine, in step 6, the conversion processing means that an output adaptation interface is implemented by a calling party, and the CEP rule engine calls the output adaptation interface for result data after completing the calculation, so as to complete the output of the calculation result.
According to an embodiment of the method for implementing structured wind control Based on the stream type computing engine, in step 3, the business rules can be predefined, the CEP rule engine dynamically loads the business rules during operation, the business rules are described by SQL-Based syntax, and the change of the business rules does not need to recompile the program.
Compared with the prior art, the invention has the following beneficial effects: the method and the system are based on a flow type calculation engine CEP, and are handed to the CEP engine to execute by compiling SQL-like script language to complete the calculation control of each wind control index.
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The above features and advantages of the present disclosure will be better understood upon reading the detailed description of embodiments of the disclosure in conjunction with the following drawings. In the drawings, components are not necessarily drawn to scale, and components having similar relative characteristics or features may have the same or similar reference numerals.
FIG. 1 is a schematic diagram of an embodiment of a streaming computing engine based structured wind control implementation system of the present invention.
FIG. 2 shows a schematic diagram of a structured wind control implementation method based on a streaming computing engine of the present invention.
Detailed Description
The invention is described in detail below with reference to the figures and specific embodiments. It is noted that the aspects described below in connection with the figures and the specific embodiments are only exemplary and should not be construed as imposing any limitation on the scope of the present invention.
Fig. 1 shows the principle of an embodiment of the structured wind control implementation system based on a streaming computing engine of the present invention, please refer to fig. 1, and the system of the present embodiment includes: the system comprises an event access module, a preprocessing module, a CEP rule engine module, a data access module, an event distribution routing module, an EPL analysis module, a rule management module and an execution module.
The output end of the event access module is connected with the preprocessing module, and the output ends of the data access module and the preprocessing module are both connected with the CEP rule engine module. The output end of the CEP rule engine module is respectively connected with the rule management module and the event distribution routing module. The output end of the EPL analysis module is connected with the rule management module. The output end of the event distribution routing module and the output end of the rule management module are both connected to the execution module.
The event access module is used for accessing the event message to the preprocessing module in a mode including an SOA (service oriented architecture, generally referred to as an enterprise internal micro service architecture system), an ESB (enterprise service bus, generally referred to as an enterprise internal bus architecture system), an MOM (message middleware), and a read log.
The data access module is used for receiving or collecting data from the outside and accessing to the CEP rule engine module.
The preprocessing module is used for processing the event according to the field content, enabling external data possibly from different systems and having different formats and protocols to be subjected to data adaptation, converting the external data into formats and protocols which can be processed by the CEP engine, and transmitting a processing result to the CEP rule engine module.
The CEP rule engine module is used for finding out the association between the events and transmitting the inquired event sequence to the event distribution routing module and the rule management module. CEP, known as Complex Event Processing, is an analysis technique based on the flow of events in a dynamic environment, where events are usually meaningful state changes. The CEP rule engine module makes a detection rule according to the time sequence relation and the aggregation relation among the events by analyzing the relation among the events and utilizing the technologies of filtering, association, aggregation and the like, and continuously queries an event sequence meeting the requirements from the event stream.
The EPL parsing module is configured to parse an EPL Language (Event Processing Language, which is a Language similar to SQL) in the CEP rule into a Language understandable by the CEP rule engine module, and transmit a parsed result to the rule management module. Like an SQL-like parser.
The rule management module is used for registering and managing the business rules, and the CEP rule engine completes operations including registration, search and call of the business rules through the rule management module.
The event distribution routing module is used for dispatching the discovered composite event to the execution module responsible for processing. The event access module inputs single events from outside, and after the single events are defined by the business rules, the single events generate relationships such as aggregation and association, and derive new events, which are called "composite events". The composite event is generated in the process of event circulation and calculation and is defined by business rules formulated by a user through SQL-like scripts.
The execution module is used for executing and processing the composite event according to the rule plan (namely the flow defined in the business rule).
Fig. 2 shows a flow of an embodiment of the structured wind control implementation method based on a streaming computing engine of the present invention. Referring to fig. 2, the structural wind control implementation method of the present embodiment is implemented as follows.
Step 1: the data model is defined first.
In the field of structured wind control, entrustment and bargain related information of transactions is mainly used for calculating client position data, and market value indexes are also required to be calculated by introducing market data.
Step 2: and carrying out serialization processing on the data involved in the data model.
And carrying out serialization operation on externally introduced entrusts, deals, quotations and other related basic data, and shielding platform and network differences.
And step 3: and dynamically loading the business rules.
The business rules can be predefined and dynamically loaded by the CEP rule engine during operation, the business rules are described by SQL-Based syntax, and the business rules are changed without recompiling programs.
And 4, step 4: and carrying out data adaptation processing on the data after the serialization processing.
And interfacing an external data protocol, and converting into a use structure inside the CEP rule engine.
And 5: the data were calculated using the CEP model.
The CEP rules engine is a streaming computation engine that performs computation of relevant data models according to predefined rules and logic, with data streams as event inputs.
Step 6: and performing conversion processing on the output of the calculation result.
And after the CEP rule engine completes calculation, the output adaptation interface is called for the result data to complete the output of the calculation result.
An example of a taken position calculation is described below.
1. Initial position holding: as initialization data, the last taken position is converted into the initial taken position on the same day.
2. Holding the position in transit: the declared volume of an undeployed order, which is not yet committed, is taken as the in-transit position taken into account.
3. Carrying out hybridization to generate position holding: after the deal is returned, the in-transit order releases the committed portion and officially meters the committed portion into the taken position.
4. Returning a withdrawal order: the method comprises the steps of independent user order withdrawing and exchange order withdrawing, and after the return of the order withdrawing, the withdrawn part of the in-transit position holding amount is withdrawn.
5. Reporting by mistake: the wrong order is made for the exchange, generally caused by the fact that the declaration information is incorrect or certain declaration conditions are not met, and after the wrong order is received, the in-transit taken position generated by the order is cancelled.
While, for purposes of simplicity of explanation, the methodologies are shown and described as a series of acts, it is to be understood and appreciated that the methodologies are not limited by the order of acts, as some acts may, in accordance with one or more embodiments, occur in different orders and/or concurrently with other acts from that shown and described herein or not shown and described herein, as would be understood by one skilled in the art.
Those of skill would further appreciate that the various illustrative logical blocks, modules, circuits, and algorithm steps described in connection with the embodiments disclosed herein may be implemented as electronic hardware, computer software, or combinations of both. To clearly illustrate this interchangeability of hardware and software, various illustrative components, blocks, modules, circuits, and steps have been described above generally in terms of their functionality. Whether such functionality is implemented as hardware or software depends upon the particular application and design constraints imposed on the overall system. Skilled artisans may implement the described functionality in varying ways for each particular application, but such implementation decisions should not be interpreted as causing a departure from the scope of the present invention.
The various illustrative logical blocks, modules, and circuits described in connection with the embodiments disclosed herein may be implemented or performed with a general purpose processor, a Digital Signal Processor (DSP), an Application Specific Integrated Circuit (ASIC), a Field Programmable Gate Array (FPGA) or other programmable logic device, discrete gate or transistor logic, discrete hardware components, or any combination thereof designed to perform the functions described herein. A general purpose processor may be a microprocessor, but in the alternative, the processor may be any conventional processor, controller, microcontroller, or state machine. A processor may also be implemented as a combination of computing devices, e.g., a combination of a DSP and a microprocessor, a plurality of microprocessors, one or more microprocessors in conjunction with a DSP core, or any other such configuration.
The steps of a method or algorithm described in connection with the embodiments disclosed herein may be embodied directly in hardware, in a software module executed by a processor, or in a combination of the two. A software module may reside in RAM memory, flash memory, ROM memory, EPROM memory, EEPROM memory, registers, hard disk, a removable disk, a CD-ROM, or any other form of storage medium known in the art. An exemplary storage medium is coupled to the processor such the processor can read information from, and write information to, the storage medium. In the alternative, the storage medium may be integral to the processor. The processor and the storage medium may reside in an ASIC. The ASIC may reside in a user terminal. In the alternative, the processor and the storage medium may reside as discrete components in a user terminal.
In one or more exemplary embodiments, the functions described may be implemented in hardware, software, firmware, or any combination thereof. If implemented in software as a computer program product, the functions may be stored on or transmitted over as one or more instructions or code on a computer-readable medium. Computer-readable media includes both computer storage media and communication media including any medium that facilitates transfer of a computer program from one place to another. A storage media may be any available media that can be accessed by a computer. By way of example, and not limitation, such computer-readable media can comprise RAM, ROM, EEPROM, CD-ROM or other optical disk storage, magnetic disk storage or other magnetic storage devices, or any other medium that can be used to carry or store desired program code in the form of instructions or data structures and that can be accessed by a computer. Any connection is properly termed a computer-readable medium. For example, if the software is transmitted from a web site, server, or other remote source using a coaxial cable, fiber optic cable, twisted pair, Digital Subscriber Line (DSL), or wireless technologies such as infrared, radio, and microwave, then the coaxial cable, fiber optic cable, twisted pair, DSL, or wireless technologies such as infrared, radio, and microwave are included in the definition of medium. Disk (disk) and disc (disc), as used herein, includes Compact Disc (CD), laser disc, optical disc, Digital Versatile Disc (DVD), floppy disk and blu-ray disc where disks (disks) usually reproduce data magnetically, while discs (discs) reproduce data optically with lasers. Combinations of the above should also be included within the scope of computer-readable media.
The previous description of the disclosure is provided to enable any person skilled in the art to make or use the disclosure. Various modifications to the disclosure will be readily apparent to those skilled in the art, and the generic principles defined herein may be applied to other variations without departing from the spirit or scope of the disclosure. Thus, the disclosure is not intended to be limited to the examples and designs described herein but is to be accorded the widest scope consistent with the principles and novel features disclosed herein.
Claims (8)
1. The utility model provides a structured wind accuse implementation system based on STREAMING computational engine, a serial communication port, the system includes the event access module, the preprocessing module, CEP rule engine module, the data access module, event distribution route module, EPL analysis module, rule management module and execution module, the preprocessing module is connected to the output of event access module, the output of data access module and preprocessing module all is connected to CEP rule engine module, rule management module and event distribution route module are connected respectively to the output of CEP rule engine module, rule management module is connected to the output of EPL analysis module, the output of event distribution route module and the output of rule management module all are connected to the execution module, wherein:
the event access module is used for accessing the event message to the preprocessing module;
the preprocessing module is used for processing the event according to the field content and transmitting the processing result to the CEP rule engine module;
the data access module is used for receiving and collecting data from the outside and accessing to the CEP rule engine module;
the CEP rule engine module is used for finding out the association between the events and transmitting the inquired event sequence to the event distribution routing module and the rule management module;
the EPL analysis module is used for analyzing the EPL language in the CEP rule into a language which can be understood by the CEP rule engine module and transmitting the analyzed result to the rule management module;
the CEP rule engine module completes the operations including the registration, the search and the call of the business rules through the rule management module;
the event distribution routing module is used for dispatching the discovered composite event to the execution module responsible for processing;
and the execution module is used for executing the composite event according to the rule plan.
2. The structured wind control realization system based on stream computing engine of claim 1, characterized in that the event access module accesses the event message by means of service oriented architecture, enterprise service bus, message middleware, and read log.
3. The structured wind control implementation system based on stream computing engine of claim 1, wherein the CEP rules engine module is configured to continuously query the event stream for the event sequence meeting the requirement by analyzing the relationship between the events, and using the techniques of filtering, associating and aggregating to formulate the detection rule according to the time sequence relationship and the aggregation relationship between the events based on the analysis of the event stream in the dynamic environment.
4. A structured wind control implementation method based on a streaming computing engine, wherein the method is implemented on the system of claim 1, and the method comprises:
step 1: firstly, defining a data model;
step 2: carrying out serialization processing on data involved in the data model;
and step 3: dynamically loading the business rules;
and 4, step 4: carrying out data adaptation processing on the serialized data;
and 5: calculating data by adopting a CEP model;
step 6: and performing conversion processing on the output of the calculation result.
5. The structured wind control realization method based on stream computing engine as claimed in claim 4, wherein in step 1, the content defined in the structured wind control by the data model comprises commission and deal data for calculating client position data and market data for calculating market value class index.
6. The method for implementing structured wind control based on streaming computing engine as claimed in claim 4, wherein in step 4, the data adaptation process refers to interfacing external data protocol and converting into usage structure inside CEP rule engine.
7. The method as claimed in claim 4, wherein in step 6, the conversion process refers to implementing an output adaptation interface by a caller, and the CEP rules engine invokes the output adaptation interface on the result data after completing the computation, thereby completing the output of the computation result.
8. The method as claimed in claim 4, wherein in step 3, the business rules are predefined and dynamically loaded by the CEP rules engine at runtime, and the business rules are described by SQL-Based syntax, and the business rules change without recompiling the program.
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CN113282625A (en) * | 2021-05-31 | 2021-08-20 | 重庆富民银行股份有限公司 | SQL-based API data query and processing system and method |
CN113282625B (en) * | 2021-05-31 | 2022-10-04 | 重庆富民银行股份有限公司 | SQL-based API data query and processing system and method |
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