CN112184443A - Method, system, equipment and storage medium for retesting financial transaction information - Google Patents
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Abstract
The embodiment of the application provides a method, a system, equipment and a storage medium for measuring back financial transaction information, and relates to the technical field of measuring back transaction information. The method for measuring back the financial transaction information comprises the following steps: receiving a first operation instruction comprising initialization position taking information and fund information; receiving a second operation instruction comprising simulation real disk rule information and simulation time period information; acquiring historical market data according to the simulation time period information; and generating a return test report according to the first operation instruction, the simulated real disk rule information and the historical market data. The financial transaction information retest method can improve the consistency of retest and real disk, and achieves the technical effect of higher transaction fidelity.
Description
Technical Field
The application relates to the technical field of transaction information retest, in particular to a method, a system, equipment and a storage medium for retest of financial transaction information.
Background
Currently, a backtesting system refers to a simulated transaction of buying or selling by using market data, financial data and other data, and researches transaction data to find out a general rule for investment. The existing backtesting system is mainly researched by using day line data and minute line data, the buying and selling time point is firstly determined, and then the trading is simulated in a mode of adding a price slip point to a designated price. Compared with real trading, the simulation mode has larger distortion, such as larger trading price difference or incapability of trading, and the difference between the retest effect and the real disk effect is larger.
Disclosure of Invention
The embodiment of the application aims to provide a method for retesting financial transaction information, which can improve the consistency of retesting and real disk and achieve the technical effect of higher transaction fidelity.
In a first aspect, an embodiment of the present application provides a method for backtesting financial transaction information, where the method includes:
receiving a first operation instruction comprising initialization position taking information and fund information;
receiving a second operation instruction comprising simulation real disk rule information and simulation time period information;
acquiring historical market data according to the simulation time period information;
and generating a return test report according to the first operation instruction, the simulated real disk rule information and the historical market data.
In the implementation process, the method for retesting the financial transaction information can simulate the transaction function of a exchange, the first operation instruction initializes position holding information and fund information, the second operation instruction simulates real disk rules, historical market data is received according to a simulation time period, and then the first operation instruction and the second operation instruction are processed and a retest report is replied; therefore, the financial transaction information retest method can improve the consistency of retest and real disk, achieves the technical effect of higher transaction fidelity, and is more friendly and efficient than a common retest system to help a user to test and research strategies.
Further, the second operation instruction further comprises settlement rule information for settling the position taking information and the fund information; the step of generating a return test report according to the first operation instruction, the simulated real disk rule information and the historical market data is as follows: and generating a return test report according to the first operation instruction, the settlement rule information and the historical market data.
In the implementation process, the settlement rule information of the position holding information and the fund information can be used for settling positions and funds of the user, the transaction rules of various types of all exchanges can be simulated through the settlement rule information, the transaction behavior can be restored to the maximum extent in the retest process, and the retest is a real disk.
Further, the second operation instruction further comprises a ordering instruction; the step of generating a review report according to the first operation instruction, the simulated real disk rule information and the historical market data further includes:
processing the ordering instruction according to the historical market data;
and when the simulation time is in the disc collection time, generating a disc collection settlement report.
In the implementation process, the second operation instruction comprises an ordering instruction, and the ordering instruction carries out transaction according to the transaction rule and the historical market data; the transaction rules are preset ordering transaction rules, and transaction and processing are carried out according to historical market data and ordering instructions; the closing settlement report is the calculation, summarization and analysis of the transaction data after the order placing instruction is finished, and then the report is generated.
Further, when the order placing command is a purchase order placing command, the step of processing the order placing command according to the historical market data includes:
judging whether the order price in the purchase order command is higher than or equal to the opposite price;
if yes, processing the purchase order command by taking the opponent price as a bargaining price to finish bargaining;
if not, the transaction is stopped.
In the implementation process, when the ordering instruction is a purchase order instruction, simulation is carried out by using historical market data, the order price of the purchase order instruction is compared with the counter price of the latest historical market data moment, so that the bargaining time and the bargaining price of the ordering instruction are determined, the trading algorithm conforms to the historical data, and the real historical trading process can be restored to the greatest extent.
Further, when the order placing instruction is a sell order entrusting instruction, the step of processing the order placing instruction according to the historical market data includes:
judging whether the entrusting price in the selling entrusting order instruction is lower than or equal to the opponent price or not;
if yes, processing the order instruction of selling entrustment with the opponent price as a bargaining price to complete bargaining;
if not, the transaction is stopped.
In the implementation process, when the order placing instruction is a selling order entrusting instruction, simulation is carried out by using historical market data, the bargaining time and bargaining price of the order placing instruction are determined by comparing the entrusting price of the selling order entrusting instruction with the counter-price of the latest historical market data, and the real historical trading process can be restored to the maximum extent by the trading algorithm according with the historical data.
Further, when the order placing instruction is a market price order instruction, the step of processing the order placing instruction according to the historical market data includes:
judging whether the accumulated volume of the transaction at the ordering moment under the market price order instruction is larger than the accumulated volume of the historical market data or not;
if yes, processing the order placing instruction by taking the counter-price as a bargaining price to finish bargaining;
if not, the transaction is stopped.
In the implementation process, when the ordering instruction is a market price order instruction, the historical market data is used for simulation, and the closing time and closing price of the ordering instruction are determined by judging whether the accumulated closing amount at the ordering moment of the market price order instruction is larger than the accumulated closing amount of the historical market data or not.
In a second aspect, an embodiment of the present application further provides a system for backtesting financial transaction information, including:
the first receiving module is used for receiving a first operation instruction comprising initialization position holding information and fund information;
the second receiving module is used for receiving a second operation instruction comprising simulated real disk rule information and simulated time period information;
the acquisition module is used for acquiring historical market data according to the simulation time period information;
and the generating module is used for generating a return test report according to the first operation instruction, the simulated real disk rule information and the historical market data.
Further, the second operation instruction further comprises settlement rule information for settling the position taking information and the fund information; the generation module is further used for generating a return survey report according to the first operation instruction, the settlement rule information and the historical market data.
Further, the second operation instruction further comprises a ordering instruction; the generation module comprises:
the processing unit is used for processing the ordering instruction according to the historical market data;
and the generating unit is used for generating a closing settlement report when the simulation time is in the closing time.
Further, the processing unit is further configured to:
judging whether the order price in the purchase order command is higher than or equal to the opposite price;
if yes, processing the purchase order command by taking the opponent price as a bargaining price to finish bargaining;
if not, the transaction is stopped.
Further, the processing unit is further configured to:
judging whether the entrusting price in the selling entrusting order instruction is lower than or equal to the opponent price or not;
if yes, processing the order instruction of selling entrustment with the opponent price as a bargaining price to complete bargaining;
if not, the transaction is stopped.
Further, the processing unit is further configured to:
judging whether the accumulated volume of the transaction at the ordering moment under the market price order instruction is larger than the accumulated volume of the historical market data or not;
if yes, processing the order placing instruction by taking the counter-price as a bargaining price to finish bargaining;
if not, the transaction is stopped.
In a third aspect, an apparatus provided in an embodiment of the present application includes: memory, a processor and a computer program stored in the memory and executable on the processor, the processor implementing the steps of the method according to any of the first aspect when executing the computer program.
In a fourth aspect, a storage medium is provided in an embodiment of the present application, where the storage medium has instructions stored thereon, and when the instructions are executed on a computer, the instructions cause the computer to perform the method according to any one of the first aspect.
In a fifth aspect, embodiments of the present application provide a computer program product, which when run on a computer, causes the computer to perform the method according to any one of the first aspect.
Additional features and advantages of the disclosure will be set forth in the description which follows, or in part may be learned by the practice of the above-described techniques of the disclosure, or may be learned by practice of the disclosure.
In order to make the aforementioned objects, features and advantages of the present application more comprehensible, preferred embodiments accompanied with figures are described in detail below.
Drawings
In order to more clearly illustrate the technical solutions of the embodiments of the present application, the drawings that are required to be used in the embodiments of the present application will be briefly described below, it should be understood that the following drawings only illustrate some embodiments of the present application and therefore should not be considered as limiting the scope, and that those skilled in the art can also obtain other related drawings based on the drawings without inventive efforts.
Fig. 1 is a schematic flowchart illustrating a method for backtesting financial transaction information according to an embodiment of the present disclosure;
FIG. 2 is a flowchart illustrating processing of a single instruction according to an embodiment of the present disclosure;
FIG. 3 is a flowchart illustrating another example of processing a single instruction according to an embodiment of the present disclosure;
FIG. 4 is a flowchart illustrating another process for issuing a single instruction according to an embodiment of the present disclosure;
FIG. 5 is a block diagram illustrating a system for backtesting financial transaction information according to an embodiment of the present disclosure;
fig. 6 is a block diagram of a generating module according to an embodiment of the present disclosure;
fig. 7 is a block diagram of a device according to an embodiment of the present disclosure.
Detailed Description
The technical solutions in the embodiments of the present application will be described below with reference to the drawings in the embodiments of the present application.
It should be noted that: like reference numbers and letters refer to like items in the following figures, and thus, once an item is defined in one figure, it need not be further defined and explained in subsequent figures. Meanwhile, in the description of the present application, the terms "first", "second", and the like are used only for distinguishing the description, and are not to be construed as indicating or implying relative importance.
The embodiment of the application provides a method for retesting financial transaction information, which can realize retesting of the transaction fields in financial fields such as stocks, futures and options; the method for retesting the financial transaction information can simulate the transaction function of a exchange, a first operation instruction initializes position holding information and fund information, a second operation instruction simulates real disk rules, historical market data is received according to a simulation time period, and then the first operation instruction and the second operation instruction are processed and a retest report is replied; therefore, the financial transaction information retest method can improve the consistency of retest and real disk, achieves the technical effect of higher transaction fidelity, and is more friendly and efficient than a common retest system to help a user to test and research strategies.
Referring to fig. 1, fig. 1 is a schematic flow chart of a method for retesting financial transaction information provided in an embodiment of the present application, applied to a retesting system, the method including the following steps:
s100: a first operating instruction including initialization position taken information and fund information is received.
S200: and receiving a second operation instruction comprising simulation real disk rule information and simulation time period information.
Illustratively, the second operation instruction comprises operation instructions of the order, including one or more of an order placing instruction, a deal making instruction, a cancel instruction and a reject instruction.
Illustratively, the simulated real disk rule information can comprise transaction rules of various financial varieties of various exchanges, so that higher simulation effect is realized; optionally, the simulated real disk rule information includes settlement rules of funds and taken positions, transaction periods of the exchange, support of transaction instructions and the like.
S300: and acquiring historical market data according to the simulation time period information.
Illustratively, according to the simulation time period information, historical market data corresponding to the simulation time period can be acquired from a historical market central database.
S400: and generating a return test report according to the first operation instruction, the simulated real disk rule information and the historical market data.
In some implementation scenarios, the method for backtesting financial transaction information can simulate a transaction function of a exchange, a first operation instruction initializes position holding information and fund information, a second operation instruction simulates real disk rules, historical market data is received according to a simulation time period, and then the first operation instruction and the second operation instruction are processed and a backtesting report is replied; therefore, the method for retesting the financial transaction information can improve the consistency of retesting and real disk, and achieve the technical effect of higher transaction fidelity; optionally, if the order is placed, trading is performed according to a trading rule according to a core algorithm and historical market data; when the simulation time is in the closing state, the retest system starts to settle accounts; during the retest process, a user can inquire information such as taken positions and funds through the inquiry interface, so that the income condition and the retest effect can be known more visually, and the user test research strategy is helped more friendly and efficiently than a common retest system.
Illustratively, the second operation instruction further includes settlement rule information for settling the position information and the fund information; the step of generating the return test report according to the first operation instruction, the simulated real disk rule information and the historical market data comprises the following steps: and generating a return test report according to the first operation instruction, the settlement rule information and the historical market data.
In some embodiments, the settlement rule information of the settlement position holding information and the fund information can settle positions and funds of the user, and the like, and the transaction rules of various varieties of each exchange can be simulated through the settlement rule information, so that the transaction behavior can be restored to the maximum extent in the retest process, and the retest is realized.
Illustratively, the second operation instruction further comprises a ordering instruction; generating a retest report according to the first operation instruction, the simulated real disk rule information and the historical market data, and further comprising the following steps of:
processing a ordering instruction according to the historical market data;
and when the simulation time is in the disc collection time, generating a disc collection settlement report.
In some embodiments, the second operation instruction comprises an ordering instruction, and the ordering instruction performs a transaction according to the transaction rule and the historical market data; the transaction rules are preset ordering transaction rules, and transaction and processing are carried out according to historical market data and ordering instructions; the closing settlement report is the calculation, summarization and analysis of the transaction data after the order placing instruction is finished, and then the report is generated.
Referring to fig. 2, fig. 2 is a flowchart illustrating a process of processing a single instruction according to an embodiment of the present disclosure.
Illustratively, the step of processing the order placing command according to the historical market data when the order placing command is a purchase order placing command comprises:
judging whether the order price in the purchase order command is higher than or equal to the opposite price;
if yes, processing the purchase order instruction by taking the counter price as the bargaining price to finish bargaining;
if not, the transaction is stopped.
Illustratively, when the order placing command is a purchase order command, simulation is carried out by using historical market data, the order placing command bargaining time and bargaining price are determined by comparing the order placing price of the purchase order command with the counter price of the latest historical market data moment, and the trading algorithm conforms to the historical data and can restore the real historical trading process to the maximum extent.
In some embodiments, before the step of determining whether the order price in the buy order command is greater than or equal to the opponent price, the method further comprises the steps of: acquiring latest historical market data; whether the order placing time is earlier than the preset time or not. The preset time may be represented as a time when the latest historical market data is acquired.
Referring to fig. 3, fig. 3 is a schematic flowchart illustrating another processing of a single instruction according to an embodiment of the present disclosure.
Illustratively, when the order placing instruction is a sell order entrusting instruction, the step of processing the order placing instruction according to the historical market data comprises the following steps:
judging whether the entrusting price in the order of selling the entrusting is lower than or equal to the opponent price;
if yes, processing a purchase order instruction by taking the counter-price as a bargaining price to complete bargaining;
if not, the transaction is stopped.
Illustratively, when the order placing instruction is a selling order instruction, simulation is carried out by using historical market data, the bargaining time and bargaining price of the order placing instruction are determined by comparing the order price of the selling order instruction with the counter-price of the latest historical market data, and the real historical trading process can be restored to the maximum extent by the trading algorithm according with the historical data.
In some embodiments, before the step of determining whether the order price in the sell order directive is less than or equal to the adversary price, the method further comprises the steps of: acquiring latest historical market data; whether the order placing time is earlier than the preset time or not. The preset time may be represented as a time when the latest historical market data is acquired.
Referring to fig. 4, fig. 4 is a schematic flowchart illustrating another processing of a single instruction according to an embodiment of the present disclosure.
Illustratively, when the order placing instruction is a market price order instruction, the step of processing the order placing instruction according to the historical market data comprises the following steps:
judging whether the accumulated volume of the business at the ordering moment under the market price order instruction is larger than the accumulated volume of the historical market data;
if yes, processing a placing order instruction by taking the price of the opponent as the bargaining price to finish bargaining;
if not, the transaction is stopped.
Illustratively, when the order placing instruction is a market price order instruction, simulation is carried out by using historical market data, and the bargaining time and bargaining price of the order placing instruction are determined by judging whether the cumulative bargaining amount at the order placing moment of the market price order instruction is larger than that of the historical market data.
In some embodiments, before the step of determining whether the accumulated volume of the deals at the order placing time under the market price order instruction is larger than the accumulated volume of the historical market data, the method further comprises the steps of: acquiring latest historical market data; whether the order placing time is earlier than the preset time or not. The preset time may be represented as a time when the latest historical market data is acquired.
For example, the conventional backtesting system deals through the date line data and the minute line data, because the granularity of the market data is too coarse, only rough deal deals can be made, and the current deal price (the closing price of the date line or the closing price of the minute line) and the sliding point are used, but the deal cannot be guaranteed and the estimation of the deal price is inaccurate.
According to the method for retesting financial transaction information, real historical market data are used, simulated transaction is carried out according to real transaction market data, and transaction time and transaction price are determined according to order types by comparing information such as counter-price, transaction quantity and the like of the ordering moment and the latest market moment; the trading algorithm conforms to historical market data, thereby restoring the real historical trading process to the maximum extent.
In some implementation scenarios, the traditional retest system and transaction system are two sets of systems, and after the retest is passed, the user needs to re-develop the real disk transaction module according to the interface of the transaction system. According to the financial transaction information retest method provided by the embodiment of the application, retest is performed through the uniform market transaction interface, and the financial transaction information can be deployed to a real disk for transaction without modification after the user strategy retest is passed. In the unified market transaction interface, a retest interface is designed according to the market and transaction interfaces of the real disk, and the market and the transaction interfaces are completely consistent.
Referring to fig. 5, fig. 5 is a block diagram illustrating a structure of a system for testing financial transaction information according to an embodiment of the present disclosure, where the system for testing financial transaction information includes:
a first receiving module 100, configured to receive a first operation instruction including initialization position information and fund information;
a second receiving module 200, configured to receive a second operation instruction including simulated real disk rule information and simulated time period information;
the acquisition module 300 is configured to acquire historical market data according to the simulation time period information;
and a generating module 400, configured to generate a review report according to the first operation instruction, the simulated real disk rule information, and the historical market data.
Illustratively, the second operation instruction further includes settlement rule information for settling the position information and the fund information; the generating module 400 is further configured to generate a review report according to the first operation instruction, the settlement rule information, and the historical market data.
Referring to fig. 6, fig. 6 is a block diagram of a generating module according to an embodiment of the present disclosure.
Illustratively, the second operation instruction further comprises a ordering instruction; the generation module 400 includes:
the processing unit 410 is used for processing a ordering instruction according to the historical market data;
the generating unit 420 is configured to generate a closing settlement report when the simulation time is at the closing time.
Illustratively, the processing unit 410 is further configured to:
judging whether the order price in the purchase order command is higher than or equal to the opposite price;
if yes, processing the purchase order instruction by taking the counter price as the bargaining price to finish bargaining;
if not, the transaction is stopped.
Illustratively, the processing unit 410 is further configured to:
judging whether the entrusting price in the order of selling the entrusting is lower than or equal to the opponent price;
if yes, processing a purchase order instruction by taking the counter-price as a bargaining price to complete bargaining;
if not, the transaction is stopped.
Illustratively, the processing unit 410 is further configured to:
judging whether the accumulated volume of the business at the ordering moment under the market price order instruction is larger than the accumulated volume of the historical market data;
if yes, processing a placing order instruction by taking the price of the opponent as the bargaining price to finish bargaining;
if not, the transaction is stopped.
It should be understood that the method for retesting the financial transaction information shown in fig. 5 and 6 corresponds to the method for retesting the financial transaction information shown in fig. 1 to 4, and the description thereof is omitted here for avoiding redundancy.
Fig. 7 shows a structural block diagram of an apparatus according to an embodiment of the present application. The device may include a processor 510, a communication interface 520, a memory 530, and at least one communication bus 540. Wherein the communication bus 540 is used for realizing direct connection communication of these components. The communication interface 520 of the device in the embodiment of the present application is used for performing signaling or data communication with other node devices. Processor 510 may be an integrated circuit chip having signal processing capabilities.
The Processor 510 may be a general-purpose Processor including a Central Processing Unit (CPU), a Network Processor (NP), and the like; but may also be a Digital Signal Processor (DSP), an Application Specific Integrated Circuit (ASIC), an off-the-shelf programmable gate array (FPGA) or other programmable logic device, discrete gate or transistor logic, discrete hardware components. The various methods, steps, and logic blocks disclosed in the embodiments of the present application may be implemented or performed. A general purpose processor may be a microprocessor or the processor 510 may be any conventional processor or the like.
The Memory 530 may be, but is not limited to, a Random Access Memory (RAM), a Read Only Memory (ROM), a Programmable Read Only Memory (PROM), an Erasable Read Only Memory (EPROM), an electrically Erasable Read Only Memory (EEPROM), and the like. The memory 530 stores computer readable instructions that, when executed by the processor 510, cause the apparatus to perform the steps associated with the method embodiments of fig. 1-4 described above.
Optionally, the device may further include a memory controller, an input output unit.
The memory 530, the memory controller, the processor 510, the peripheral interface, and the input/output unit are electrically connected to each other directly or indirectly, so as to implement data transmission or interaction. For example, these elements may be electrically coupled to each other via one or more communication buses 540. The processor 510 is adapted to execute executable modules stored in the memory 530, such as software functional modules or computer programs comprised by the device.
The input and output unit is used for providing a task for a user to create and start an optional time period or preset execution time for the task creation so as to realize the interaction between the user and the server. The input/output unit may be, but is not limited to, a mouse, a keyboard, and the like.
It will be appreciated that the configuration shown in figure 7 is merely illustrative and that the apparatus may also include more or fewer components than shown in figure 7 or have a different configuration than shown in figure 7. The components shown in fig. 7 may be implemented in hardware, software, or a combination thereof.
The embodiment of the present application further provides a storage medium, where the storage medium stores instructions, and when the instructions are run on a computer, when the computer program is executed by a processor, the method in the method embodiment is implemented, and in order to avoid repetition, details are not repeated here.
The present application also provides a computer program product which, when run on a computer, causes the computer to perform the method of the method embodiments.
In the embodiments provided in the present application, it should be understood that the disclosed apparatus and method can be implemented in other ways. The apparatus embodiments described above are merely illustrative, and for example, the flowchart and block diagrams in the figures illustrate the architecture, functionality, and operation of possible implementations of apparatus, methods and computer program products according to various embodiments of the present application. In this regard, each block in the flowchart or block diagrams may represent a module, segment, or portion of code, which comprises one or more executable instructions for implementing the specified logical function(s). It should also be noted that, in some alternative implementations, the functions noted in the block may occur out of the order noted in the figures. For example, two blocks shown in succession may, in fact, be executed substantially concurrently, or the blocks may sometimes be executed in the reverse order, depending upon the functionality involved. It will also be noted that each block of the block diagrams and/or flowchart illustration, and combinations of blocks in the block diagrams and/or flowchart illustration, can be implemented by special purpose hardware-based systems which perform the specified functions or acts, or combinations of special purpose hardware and computer instructions.
In addition, functional modules in the embodiments of the present application may be integrated together to form an independent part, or each module may exist separately, or two or more modules may be integrated to form an independent part.
The functions, if implemented in the form of software functional modules and sold or used as a stand-alone product, may be stored in a computer readable storage medium. Based on such understanding, the technical solution of the present application or portions thereof that substantially contribute to the prior art may be embodied in the form of a software product stored in a storage medium and including instructions for causing a computer device (which may be a personal computer, a server, or a network device) to execute all or part of the steps of the method according to the embodiments of the present application. And the aforementioned storage medium includes: a U-disk, a removable hard disk, a Read-Only Memory (ROM), a Random Access Memory (RAM), a magnetic disk or an optical disk, and other various media capable of storing program codes.
The above description is only an example of the present application and is not intended to limit the scope of the present application, and various modifications and changes may be made by those skilled in the art. Any modification, equivalent replacement, improvement and the like made within the spirit and principle of the present application shall be included in the protection scope of the present application. It should be noted that: like reference numbers and letters refer to like items in the following figures, and thus, once an item is defined in one figure, it need not be further defined and explained in subsequent figures.
The above description is only for the specific embodiments of the present application, but the scope of the present application is not limited thereto, and any person skilled in the art can easily conceive of the changes or substitutions within the technical scope of the present application, and shall be covered by the scope of the present application. Therefore, the protection scope of the present application shall be subject to the protection scope of the claims.
It is noted that, herein, relational terms such as first and second, and the like may be used solely to distinguish one entity or action from another entity or action without necessarily requiring or implying any actual such relationship or order between such entities or actions. Also, the terms "comprises," "comprising," or any other variation thereof, are intended to cover a non-exclusive inclusion, such that a process, method, article, or apparatus that comprises a list of elements does not include only those elements but may include other elements not expressly listed or inherent to such process, method, article, or apparatus. Without further limitation, an element defined by the phrase "comprising an … …" does not exclude the presence of other identical elements in a process, method, article, or apparatus that comprises the element.
Claims (10)
1. A method for retesting financial transaction information, the method comprising:
receiving a first operation instruction comprising initialization position taking information and fund information;
receiving a second operation instruction comprising simulation real disk rule information and simulation time period information;
acquiring historical market data according to the simulation time period information;
and generating a return test report according to the first operation instruction, the simulated real disk rule information and the historical market data.
2. The method of claim 1, wherein the second operation command further includes settlement rule information for settling the position information and the fund information; the step of generating a return test report according to the first operation instruction, the simulated real disk rule information and the historical market data is as follows: and generating a return test report according to the first operation instruction, the settlement rule information and the historical market data.
3. The method of claim 1, wherein the second operation command further comprises an order placing command; the step of generating a review report according to the first operation instruction, the simulated real disk rule information and the historical market data further includes:
processing the ordering instruction according to the historical market data;
and when the simulation time is in the disc collection time, generating a disc collection settlement report.
4. The method of claim 3, wherein when the ordering order is a purchase order, the step of processing the ordering order according to the historical market data comprises:
judging whether the order price in the purchase order command is higher than or equal to the opposite price;
if yes, processing the purchase order command by taking the opponent price as a bargaining price to finish bargaining;
if not, the transaction is stopped.
5. The method according to claim 3, wherein when the order placing command is a sell order placing command, the step of processing the order placing command according to the historical market data comprises:
judging whether the entrusting price in the selling entrusting order instruction is lower than or equal to the opponent price or not;
if yes, processing the order instruction of selling entrustment with the opponent price as a bargaining price to complete bargaining;
if not, the transaction is stopped.
6. The method according to claim 3, wherein when the ordering order is a market order, the step of processing the ordering order according to the historical market data comprises:
judging whether the accumulated volume of the transaction at the ordering moment under the market price order instruction is larger than the accumulated volume of the historical market data or not;
if yes, processing the order placing instruction by taking the counter-price as a bargaining price to finish bargaining;
if not, the transaction is stopped.
7. A system for backtesting financial transaction information, comprising:
the first receiving module is used for receiving a first operation instruction comprising initialization position holding information and fund information;
the second receiving module is used for receiving a second operation instruction comprising simulated real disk rule information and simulated time period information;
the acquisition module is used for acquiring historical market data according to the simulation time period information;
and the generating module is used for generating a return test report according to the first operation instruction, the simulated real disk rule information and the historical market data.
8. The system for retesting of financial transaction information according to claim 7, wherein said second operating instructions further comprise settlement rule information for settling said position information and said fund information; the generation module is further used for generating a return survey report according to the first operation instruction, the settlement rule information and the historical market data.
9. An apparatus, comprising: a memory, a processor and a computer program stored in the memory and executable on the processor, the processor when executing the computer program implementing the steps of the method of reconnaissance of financial transaction information as claimed in any of claims 1 to 6.
10. A storage medium having stored thereon instructions which, when run on a computer, cause the computer to perform a method of reconnaissance of financial transaction information as claimed in any one of claims 1 to 6.
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