CN115907993A - Financial derivative quantitative transaction system - Google Patents
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Abstract
The invention discloses a financial derivative quantitative transaction system, which relates to the technical field of data security and comprises the following steps of obtaining the running state information of a transaction system; the method comprises the steps that a first processing unit acquires one or more groups of running state information from a running state data set, evaluates and judges the running state of a transaction system, acquires an evaluation result, forms an adjustment strategy for the transaction system when the evaluation result is negative, controls a protection unit and a current limiting unit after a control unit acquires the adjustment strategy, evaluates stability, acquires stability evaluation of the transaction system, and acquires a stability evaluation value; whether the operation of the transaction system is in a safe state or not is judged, periodic self-checking can be achieved for the transaction system, and when the evaluation effect is poor, an emergency strategy is adopted, so that the transaction system is prevented from suddenly breaking down, a user has sufficient preparation time, and the safety of the transaction system is ensured.
Description
Technical Field
The invention relates to the technical field of data security, in particular to a financial derivative quantitative transaction system.
Background
Quantitative trading refers to replacing artificial subjective judgment with an advanced mathematical model, and various 'high-probability' events which can bring excess income are selected from huge historical data by utilizing a computer technology to make a strategy, so that the influence of mood fluctuation of investors is greatly reduced, and unreasonable investment decisions are avoided under the condition of extreme enthusiasm or pessimism of the market. Quantitative investment and traditional qualitative investment are the same in nature, and both are based on the theoretical basis that the market is not effective or is weakly effective, and the difference between the quantitative investment management and the traditional qualitative investment is that quantitative application of qualitative ideas is adopted, and data is emphasized more.
When the financial derivatives are involved, because the value fluctuation range of the financial derivatives is huge, in order to ensure the safety of funds, quantitative transaction is more important, and the quantitative transaction is particularly important for a financial transaction system.
The existing transaction system needs extremely high response speed and stability, and therefore, regular maintenance is needed. However, in the maintenance of the existing transaction system, a large number of related items are involved, wherein most of related faults or bugs are repeated, or are common and have perfect solutions; however, in the existing maintenance method, the faults or bugs need to be manually solved by the user, which increases the workload of user maintenance and reduces the maintenance efficiency on one hand, and on the other hand, the user can miss the real security bugs or faults on the other hand.
Disclosure of Invention
Technical problem to be solved
Aiming at the defects of the prior art, the invention provides a financial derivative quantitative transaction system, which is characterized in that the operation state information of the transaction system is obtained; the method comprises the steps that a first processing unit acquires one or more groups of running state information from a running state data set, evaluates and judges the running state of a transaction system, acquires an evaluation result, forms an adjustment strategy for the transaction system when the evaluation result is negative, controls a protection unit and a current limiting unit after a control unit acquires the adjustment strategy, evaluates stability, acquires stability evaluation of the transaction system, and acquires a stability evaluation value; whether the operation of the transaction system is in a safe state or not is judged, periodic self-checking can be achieved for the transaction system, and when the evaluation effect is poor, an emergency strategy is adopted, so that the transaction system is prevented from suddenly breaking down, a user has sufficient preparation time, the safety of the transaction system is ensured, and the problems in the background art are solved.
(II) technical scheme
In order to realize the purpose, the invention is realized by the following technical scheme: a financial derivative quantitative transaction system comprises a self-checking period is set when the transaction system is in an operating state, a monitoring unit periodically detects the transaction system to acquire operating state information of the transaction system; acquiring a plurality of groups of running state information along a time sequence, establishing a running state data set, and backing up at a cloud end; the data acquisition is convenient and the data loss is prevented; the first processing unit acquires one or more groups of running state information from the running state data set, evaluates and judges the running state of the transaction system, acquires an evaluation result, forms an adjustment strategy for the transaction system when the evaluation result is negative, and controls the protection unit and the current limiting unit after the control unit acquires the adjustment strategy, the protection unit increases the protection of the transaction system, and the current limiting unit limits the data access amount of the transaction coefficient;
after the adjustment strategy is executed, the stability evaluation unit evaluates the stability of the operation of the trading system, obtains the stability evaluation of the trading system and obtains a stability evaluation value; and acquiring the stable evaluation value Wp, comparing the stable evaluation value Wp with a corresponding threshold value, and if the stable evaluation value Wp exceeds the threshold value, sending an alarm by the early warning unit to maintain the transaction system.
Further, the stability evaluation was performed as follows: in a fixed detection period, acquiring the katon times Kc and the average katon time Ks of a transaction system, and associating to form a stable evaluation value Wp;
the manner of acquisition of the stable evaluation value Wp is as follows: carrying out dimensionless processing on the times Kc of holding the card and the average time Ks of the card, and associating the stable evaluation value Wp of the shape, wherein the association method conforms to the following formula:
wherein alpha is more than or equal to 0 and less than or equal to 1, beta is more than or equal to 0 and less than or equal to 1, alpha + beta =1, alpha and beta are weights, specific values of the weights are adjusted and set by a user, and D is a constant correction coefficient.
Further, when the stability of the transaction system is lower than a threshold value, the self-checking unit performs self-checking on the security of the transaction system, scans security holes in the transaction system and outputs the security holes; acquiring a security vulnerability by the second processing unit, and retrieving a vulnerability processing scheme corresponding to the security vulnerability from a library; and the third processing unit acquires and executes the vulnerability processing scheme, and if the execution effect is not expected, an early warning is sent to the user.
Furthermore, the monitoring unit comprises a data exchange volume module, a duration monitoring module and a sensitive information monitoring module, wherein the data exchange volume module acquires the data exchange volume in each operation self-checking period when the transaction system continuously operates, and summarizes the data exchange volumes in a plurality of periods to form a data volume data set; the sensitive information monitoring module acquires data contents input in each self-checking period in the transaction system, identifies sensitive information and the occurrence times thereof after subject extraction and semantic analysis, and establishes a sensitive word data set; the duration monitoring module monitors the continuous operation duration of the transaction system, acquires and outputs the operation duration, and summarizes a plurality of groups of operation durations to form an operation duration data set.
Further, the first processing unit comprises a first evaluation module, a judgment module and an analysis module, wherein the first evaluation module obtains the continuous operation time T, the sensitive information times Cs and the data exchange quantity Sj of the transaction system in the self-checking period, and performs dimensionless processing and association on the data to obtain a security evaluation value Ap;
the judgment module acquires a safety evaluation value Ap, compares the safety evaluation value Ap with a corresponding safety threshold value, judges whether the safety evaluation value Ap is lower than the safety threshold value, if so, indicates that a certain potential safety hazard exists in the transaction system and needs to be processed in time, and outputs a judgment result when the safety evaluation value Ap is lower than the threshold value;
the analysis module acquires an output judgment result, analyzes the security evaluation value Ap according to the judgment result, outputs an adjustment strategy for dealing with the transaction system and outputs the adjustment strategy; and the adjusting strategy is acquired by the control unit to form a control instruction.
Further, the method for acquiring the security evaluation value Ap is as follows: acquiring the continuous operation time T, the times Cs of sensitive information and the data exchange quantity Sj, carrying out dimensionless processing, and associating the shape security evaluation value Ap, wherein the associating method conforms to the following formula:
wherein δ is greater than or equal to 0 and less than or equal to 1, θ is greater than or equal to 0 and less than or equal to 1, δ + θ =1, δ and θ are weights, specific values of δ and θ are adjusted and set by a user, a correlation coefficient between the sensitive information frequency Cs and the data exchange quantity Sj is S, and C is a constant correction coefficient.
Further, respectively acquiring a plurality of groups of continuous operation time T, sensitive information times Cs and data exchange quantity Sj from the data quantity data set, the sensitive word data set and the operation time long data set; adopting function fitting to the variation of the continuous operation time T, the sensitive information times Cs and the data exchange quantity Sj along the time axis to obtain corresponding fitting functions, and respectively obtaining function fitting values of the next period;
and acquiring a safety evaluation value Ap as a predicted value of the safety evaluation value Ap according to the function fitting value of the next period and the manner recorded before, comparing the predicted value of the safety evaluation value Ap with the phase threshold value, acquiring a comparison result, and outputting the comparison result.
Further, the self-checking unit comprises a vulnerability scanning module, a vulnerability feature library and a storage module, wherein the vulnerability scanning module periodically scans the transaction system, and when the transaction system has a security vulnerability, the security vulnerability feature is obtained and output; and searching the output security vulnerability characteristics in a vulnerability characteristic library, determining the security vulnerability corresponding to the security vulnerability characteristics, and outputting the security vulnerability.
Furthermore, the second processing unit comprises a coping scheme library and a scheme output module, after the security loopholes are obtained, corresponding loophole security processing schemes are searched in the coping scheme library, if the corresponding security loophole processing schemes exist, the scheme output module outputs the corresponding security loophole security processing schemes, if the corresponding security loophole processing schemes do not exist, the storage module stores and outputs the security loophole characteristics, users manually process the security loopholes corresponding to the security loophole characteristics, and if effective security loophole processing schemes are formed, the security loophole processing schemes are input into the coping scheme library.
Further, the third processing unit comprises an execution module, a second evaluation module and an alarm module, wherein the execution module acquires and executes the output solution, corrects the security vulnerability obtained by the solution output module, the second evaluation module evaluates the correction result after the correction is finished, if the correction result is lower than the expectation, the evaluation result is output, the alarm module gives an alarm to the user, and the user directly processes the alarm result.
(III) advantageous effects
The invention provides a financial derivative quantitative transaction system. The method has the following beneficial effects:
by arranging the monitoring unit and the first processing unit, when the transaction system is in the running state, the transaction system can be continuously monitored, the safety evaluation value is obtained to evaluate the safety of the transaction system, whether the running of the transaction system is in the safety state or not is judged, and the self-checking period is set, so that the periodic self-checking can be realized for the transaction system, when the evaluation effect is poor, an emergency strategy is adopted to avoid the sudden failure of the transaction system, and by obtaining the expected value of the safety evaluation value in a prediction mode, when the transaction system possibly fails, a user has sufficient preparation time, and the safety of the transaction system is ensured.
By arranging the stability evaluation unit and the early warning unit, the stability of the transaction system can be evaluated to form a stable evaluation value Wp, so that a user can process the stable evaluation value Wp in time when the stable evaluation value Wp is not expected, and the stability of the transaction system can be improved.
By arranging the self-checking unit, the second processing unit and the third processing unit, when the security or the stability of the transaction system is not up to the standard, the transaction system can be periodically self-checked, security holes of the transaction system can be found in advance, timely and automatic processing can be carried out, and in processing, a user only needs to personally face some difficult contents due to the fact that corresponding solutions are reserved, and the difficulty of maintenance is reduced.
Drawings
FIG. 1 is a schematic flow chart of an implementation of a quantitative transaction system for financial derivatives according to the present invention;
fig. 2 is a schematic diagram of the self-test unit according to the present invention.
In the figure:
10. a monitoring unit; 11. a data exchange volume module; 12. a duration monitoring module; 13. a sensitive information monitoring module;
20. a first processing unit; 21. a first evaluation module; 22. a judgment module; 23. an analysis module;
30. a control unit; 40. a protection unit; 50. a current limiting unit; 60. a stability evaluation unit; 70. an early warning unit; 80. a self-checking unit; 81. a vulnerability scanning module; 82. a vulnerability feature library; 83. a storage module; 90. a second processing unit; 91. a coping scheme library; 92. a scheme output module; 100. a third processing unit; 101. an execution module; 102. a second evaluation module; 103. and an alarm module.
Detailed Description
The technical solutions in the embodiments of the present invention will be clearly and completely described below with reference to the 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.
Examples
Referring to fig. 1-2, the present invention provides a financial derivative quantitative transaction system, which includes a monitoring unit 10, a first processing unit 20, a control unit 30, a protection unit 40, a current limiting unit 50, a stability evaluation unit 60, an early warning unit 70, a self-checking unit 80, a second processing unit 90, and a third processing unit 100; wherein, when the transaction system is in an operating state, a fixed self-checking period is set, for example, every hour or every six hours, the monitoring unit 10 periodically detects the transaction system to obtain the operating state information of the transaction system;
acquiring a plurality of groups of running state information along a time sequence, establishing a running state data set, and backing up at a cloud end; the data acquisition is convenient and the data loss is prevented;
the first processing unit 20 acquires one or more groups of running state information from the running state data set, evaluates and judges the running state of the transaction system, acquires an evaluation result, forms an adjustment strategy for the transaction system when the evaluation result is negative, controls the protection unit 40 and the current limiting unit 50 after the control unit 30 acquires the adjustment strategy, increases the protection of the transaction system by the protection unit 40, and limits the data access amount of the transaction coefficient by the current limiting unit 50; therefore, the adjustment of the transaction system is completed, the safety of the system is improved by reducing the workload of the transaction system and increasing the safety protection, and the breakdown of the transaction system due to the overload of the work is avoided.
As a further disclosure, after the adjustment strategy is executed, the stability evaluation unit 60 evaluates the stability of the operation of the transaction system, obtains the stability evaluation of the transaction system, and obtains a stability evaluation value;
the stability evaluation method is as follows: in a fixed detection period, acquiring the calorie-on times Kc and the average calorie-on time Ks of the transaction system, and associating to form a stable evaluation value Wp;
the manner of acquisition of the stable evaluation value Wp is as follows: carrying out dimensionless processing on the times Kc of holding the card and the average time Ks of the card, and associating the stable evaluation value Wp of the shape, wherein the association method conforms to the following formula:
wherein alpha is more than or equal to 0 and less than or equal to 1, beta is more than or equal to 0 and less than or equal to 1, alpha + beta =1, alpha and beta are weights, specific values of the weights are adjusted and set by a user, and D is a constant correction coefficient.
And acquiring the stable evaluation value Wp, comparing the stable evaluation value Wp with a corresponding threshold value, and if the stable evaluation value Wp exceeds the threshold value, indicating that the stability of the transaction system is insufficient, and at this time, sending an alarm by the early warning unit 70, wherein further processing needs to be performed on the system, so as to maintain the transaction system.
When the stability evaluation unit 60 is used, the stability of the operation of the trading system is evaluated, and when the stability of the trading system is lower than expected, a user can take maintenance measures in a targeted manner, so that the stability of the operation of the trading system is improved.
When the stability of the transaction system is lower than the threshold, the self-checking unit 80 performs self-checking on the security of the transaction system, scans the security holes in the transaction system, and outputs the security holes; acquiring a security vulnerability by the second processing unit 90, and retrieving a vulnerability handling scheme corresponding to the security vulnerability from the library; the third processing unit 100 acquires and executes the vulnerability processing scheme, and if the execution effect is not expected, an early warning is sent to the user.
As a further disclosure, referring to fig. 1 and fig. 2, the monitoring unit 10 includes a data exchange amount module 11, a duration monitoring module 12 and a sensitive information monitoring module 13, wherein,
the data exchange volume module 11 obtains the data exchange volume of, for example, one hour or six hours in each operation self-checking period when the transaction system continuously operates, and summarizes the data exchange volumes of a plurality of periods to form a data volume data set;
the sensitive information monitoring module 13 acquires data content input in each self-checking period of the transaction system, identifies sensitive information and the occurrence times thereof after subject extraction and semantic analysis, and establishes a sensitive word data set; when the sensitive information is judged, the acquired information can be compared with the sensitive information base, so that the sensitive information in the sensitive information base can be judged;
the duration monitoring module 12 monitors the continuous operation duration of the transaction system, obtains and outputs the operation duration, and summarizes a plurality of groups of operation durations to form an operation duration dataset.
When the system is used, the running state of the transaction system is detected in sequence from three different angles through the arranged data exchange quantity module 11, the time length monitoring module 12 and the sensitive information monitoring module 13, whether the continuous running time of the transaction system is too long or not is judged according to the running time length, and if the running time is too long, the transaction system is fatigued, more junk files are generated, and the modification is needed; whether the processing pressure exceeds the upper limit or not is judged through the data exchange amount, whether attack of external information exists in the transaction system or not can be judged through the sensitive information, and the safety of system operation is improved.
Referring to fig. 1, the first processing unit 20 includes a first evaluation module 21, a judgment module 22 and an analysis module 23, wherein,
the first evaluation module 21 obtains the continuous operation time T, the sensitive information times Cs and the data exchange amount Sj of the transaction system in the self-checking period, and performs dimensionless processing on the data to perform association and obtain a security evaluation value Ap;
the security evaluation value Ap is obtained as follows: acquiring the continuous operation time T, the times Cs of sensitive information and the data exchange quantity Sj, carrying out dimensionless processing, and associating the shape security evaluation value Ap, wherein the associating method conforms to the following formula:
wherein δ is greater than or equal to 0 and less than or equal to 1, θ is greater than or equal to 0 and less than or equal to 1, δ + θ =1, δ and θ are weights, specific values of δ and θ are adjusted and set by a user, a correlation coefficient between the sensitive information frequency Cs and the data exchange quantity Sj is S, and C is a constant correction coefficient.
The judging module 22 obtains the security evaluation value Ap, compares the security evaluation value Ap with a corresponding security threshold, judges whether the security evaluation value Ap is lower than the security threshold, if so, indicates that the transaction system has a certain potential safety hazard and needs to be processed in time, and outputs a judgment result if the security evaluation value Ap is lower than the threshold;
the analysis module 23 acquires an output judgment result, analyzes the security evaluation value Ap according to the judgment result, outputs an adjustment strategy for dealing with the transaction system, and outputs the adjustment strategy; and the adjustment strategy is retrieved by the control unit 30 to form a control instruction.
When the system is used, the running state information acquired by the monitoring unit 10 can be analyzed and processed through the arranged first evaluation module 21, the judgment module 22 and the analysis module 23, a plurality of monitored sub-factors are associated together to form a security evaluation value Ap, the running of the trading system is evaluated, finally, a corresponding adjustment strategy is formed, and a user can judge and adjust the running state of the trading system, so that the running state of the trading system can be improved, and the normal running of the trading system is guaranteed.
As a further improvement:
respectively acquiring a plurality of groups of continuous operation time T, sensitive information times Cs and data exchange quantity Sj from a data quantity data set, a sensitive word data set and an operation time long data set; adopting function fitting to the variation of the continuous operation time T, the sensitive information times Cs and the data exchange quantity Sj along the time axis to obtain corresponding fitting functions, and respectively obtaining function fitting values of the next period;
and acquiring a safety evaluation value Ap as a predicted value of the safety evaluation value Ap according to the function fitting value of the next period and the manner recorded before, comparing the predicted value of the safety evaluation value Ap with the phase threshold value, acquiring a comparison result, and outputting the comparison result.
When the safety evaluation method is used, the following safety of the trading system is evaluated based on the obtained function fitting value, so that when potential safety hazards are possibly generated in the trading system, a user can conveniently process the safety hazards in advance or take corresponding preventive measures, the trading system is prevented from generating safety faults suddenly, and the normal operation of the trading system is guaranteed.
Referring to fig. 2, the self-test unit 80 includes a vulnerability scanning module 81, a vulnerability characteristic library 82 and a storage module 83, wherein the vulnerability scanning module 81 periodically scans the transaction system, and when a security vulnerability exists in the transaction system, obtains and outputs a security vulnerability characteristic; and searching the output security vulnerability characteristics in the vulnerability characteristic library 82, determining the security vulnerability corresponding to the security vulnerability characteristics, and outputting the security vulnerability. When the vulnerability scanning module is used, the vulnerability scanning module 81, the vulnerability characteristic library 82 and the storage module 83 are arranged, a self-checking effect can be achieved on the transaction system, when the stability is lower than a threshold value, the self-checking unit 80 is used for carrying out self-checking on the transaction system, therefore, the difficulty of maintenance on the system by a user is reduced, and the maintenance efficiency is improved.
Referring to fig. 2, the second processing unit 90 includes a coping solution library 91 and a solution output module 92, wherein after a security vulnerability is obtained, a corresponding vulnerability security processing solution is retrieved from the coping solution library 91, if a corresponding security vulnerability processing solution exists, the solution output module 92 outputs the solution, if the corresponding security vulnerability processing solution does not exist, the storage module 83 stores and outputs the security vulnerability characteristics, a user manually processes the security vulnerability corresponding to the security vulnerability characteristics, and if an effective security vulnerability processing solution is formed, the security vulnerability processing solution is input into the coping solution library 91.
When the self-checking system is used, the coping scheme library 91 and the scheme output module 92 are arranged, after the self-checking unit 80 completes self-checking on the transaction system, a corresponding solution can be provided for the known fault of the transaction system, if the fault is unknown, targeted processing is carried out manually, a new solution is correspondingly formed, when the transaction system has a security flaw, the strategy difficulty of scheme making is reduced, and if the security flaw of the system is known, processing can be carried out automatically.
Referring to fig. 2, the third processing unit 100 includes an execution module 101, a second evaluation module 102, and an alarm module 103, where the execution module 101 obtains and executes an output solution, corrects the security vulnerability obtained by the solution output module 92, after the correction is finished, the second evaluation module 102 evaluates the correction result, and if the correction result is lower than expected, the evaluation result is output, and the alarm module 103 sends an alarm to the user, so that the user directly processes the alarm.
When the system is used, the execution module 101, the second evaluation module 102 and the alarm module 103 are arranged, an existing solution is executed firstly, then the alarm module 103 evaluates the solution, and if the execution effect is not expected, the alarm module 103 gives an alarm, so that a user can perform further processing according to the alarm information, further monitoring on a transaction system is reduced, and only a small part of faults which do not occur and are difficult to solve are processed.
In combination with the above, the present solution has at least the following effects:
by arranging the monitoring unit 10 and the first processing unit 20, when the transaction system is in a running state, the transaction system can be continuously monitored, a safety evaluation value is obtained to evaluate the safety of the transaction system, whether the running of the transaction system is in the safety state is judged, and a self-checking period is set, so that periodic self-checking can be realized on the transaction system, when the evaluation effect is poor, an emergency strategy is adopted to avoid sudden failure of the transaction system, and by obtaining an expected value of the safety evaluation value in a prediction mode, when the transaction system is likely to fail, a user has sufficient preparation time, and the safety of the transaction system is ensured.
By arranging the stability evaluation unit 60 and the early warning unit 70, the stability of the transaction system can be evaluated to form a stable evaluation value Wp, so that when the stable evaluation value Wp is not expected, a user can timely process the stable evaluation value Wp, and the stability of the transaction system can be improved.
By arranging the self-checking unit 80, the second processing unit 90 and the third processing unit 100, when the security or the stability of the transaction system does not reach the standard, the transaction system can be periodically self-checked, security holes of the transaction system can be found in advance, timely and automatic processing can be carried out, and in processing, corresponding solutions are reserved, so that a user only needs to personally face some more difficult contents, and the difficulty of maintenance is reduced
The above embodiments may be implemented in whole or in part by software, hardware, firmware, or any combination thereof. When implemented in software, the above-described embodiments may be implemented in whole or in part in the form of a computer program product. The computer program product comprises one or more computer instructions or computer programs. The procedures or functions according to the embodiments of the present application are wholly or partially generated when the computer instructions or the computer program are loaded or executed on a computer. The computer may be a general purpose computer, a special purpose computer, a network of computers, or other programmable device. The computer instructions may be stored on a computer readable storage medium or transmitted from one computer readable storage medium to another computer readable storage medium, for example, the computer instructions may be transmitted from one website, computer, server, or data center to another website, computer, server, or data center by wire (e.g., infrared, wireless, microwave, etc.). The computer-readable storage medium can be any available medium that can be accessed by a computer or a data storage device such as a server, data center, etc. that contains one or more collections of available media. The usable medium may be a magnetic medium (e.g., floppy disk, hard disk, magnetic tape), an optical medium (e.g., DVD), or a semiconductor medium. The semiconductor medium may be a solid state disk.
Those of ordinary skill in the art will appreciate that the various illustrative elements and algorithm steps described in connection with the embodiments disclosed herein may be implemented as electronic hardware or combinations of computer software and electronic hardware. Whether such functionality is implemented as hardware or software depends upon the particular application and design constraints imposed on the technical solution. 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 application.
It is clear to those skilled in the art that, for convenience and brevity of description, the specific working processes of the above-described systems, apparatuses and units may refer to the corresponding processes in the foregoing method embodiments, and are not described herein again.
In the several embodiments provided in the present application, it should be understood that the disclosed system, apparatus and method may be implemented in other ways. For example, the above-described embodiments of the apparatus are merely illustrative, and for example, the division of the units may be implemented in other ways, for example, a plurality of units or components may be combined or integrated into another system, or some features may be omitted, or not implemented. In addition, the shown or discussed mutual coupling or direct coupling or communication connection may be an indirect coupling or communication connection through some interfaces, devices or units, and may be in an electrical, mechanical or other form.
The units described as separate parts may or may not be physically separate, and parts displayed as units may or may not be physical units, may be located in one place, or may be distributed on a plurality of network units. Some or all of the units can be selected according to actual needs to achieve the purpose of the solution of the embodiment.
In addition, functional units in the embodiments of the present application may be integrated into one processing unit, or each unit may exist alone physically, or two or more units are integrated into one unit.
The functions, if implemented in the form of software functional units 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: various media capable of storing program codes, such as a usb disk, a removable hard disk, a read-only memory (ROM), a Random Access Memory (RAM), a magnetic disk, or an optical disk.
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.
And finally: the above description is only a preferred embodiment of the present invention, and should not be taken as limiting the invention, and any modifications, equivalents, improvements, etc. made within the spirit and principle of the present invention should be included in the protection scope of the present invention.
Claims (10)
1. A financial derivative quantitative transaction system, comprising: the method comprises the steps that a self-checking period is set when a transaction system is in an operating state, a monitoring unit (10) is used for periodically detecting the transaction system, and operating state information of the transaction system is obtained; acquiring a plurality of groups of running state information along a time sequence, establishing a running state data set, and backing up at a cloud end;
the method comprises the steps that a first processing unit (20) obtains one or more groups of running state information from running state data set, the running state of a transaction system is evaluated and judged, an evaluation result is obtained, when the evaluation result is negative, an adjustment strategy is formed for the transaction system, after a control unit (30) obtains the adjustment strategy, a protection unit (40) and a current limiting unit (50) are controlled, the protection unit (40) is used for increasing the protection of the transaction system, and the current limiting unit (50) is used for limiting the data access amount of a transaction coefficient;
after the adjustment strategy is executed, the stability evaluation unit (60) evaluates the stability of the operation of the trading system, obtains the stability evaluation of the trading system and obtains a stability evaluation value;
and acquiring the stable evaluation value Wp, comparing the stable evaluation value Wp with a corresponding threshold value, and if the stable evaluation value Wp exceeds the threshold value, sending an alarm by a pre-warning unit (70) to maintain the transaction system.
2. The financial derivative quantitative transaction system of claim 1, wherein: the stability evaluation was performed as follows: in a fixed detection period, acquiring the katon times Kc and the average katon time Ks of a transaction system, and associating to form a stable evaluation value Wp;
the manner of acquisition of the stable evaluation value Wp is as follows: carrying out dimensionless processing on the times Kc of holding the card and the average time Ks of the card, and associating the stable evaluation value Wp of the shape, wherein the association method conforms to the following formula:
wherein alpha is more than or equal to 0 and less than or equal to 1, beta is more than or equal to 0 and less than or equal to 1, alpha + beta =1, alpha and beta are weights, specific values of the weights are adjusted and set by a user, and D is a constant correction coefficient.
3. The financial derivative quantitative transaction system of claim 1, wherein: when the stability of the transaction system is lower than the threshold value, the self-checking unit (80) performs self-checking on the security of the transaction system, scans security holes in the transaction system and outputs the security holes; acquiring a security vulnerability by a second processing unit (90), and retrieving a vulnerability handling scheme corresponding to the security vulnerability from a library; and the third processing unit (100) acquires and executes the vulnerability processing scheme, and sends out an early warning to the user if the execution effect is not expected.
4. The financial derivative quantitative transaction system of claim 1, wherein: the monitoring unit (10) comprises a data exchange volume module (11), a duration monitoring module (12) and a sensitive information monitoring module (13), wherein the data exchange volume module (11) acquires the data exchange volume in each running self-checking period when the transaction system runs continuously, and summarizes the data exchange volumes in a plurality of periods to form a data volume data set; the sensitive information monitoring module (13) acquires data contents input in each self-checking period in the transaction system, identifies sensitive information and the occurrence times thereof after subject extraction and semantic analysis, and establishes a sensitive word data set; the duration monitoring module (12) monitors the continuous operation duration of the transaction system, acquires and outputs the operation duration, and summarizes a plurality of groups of operation durations to form an operation duration data set.
5. The financial derivative quantitative transaction system of claim 1, wherein: the first processing unit (20) comprises a first evaluation module (21), a judgment module (22) and an analysis module (23), wherein the first evaluation module (21) acquires the continuous operation time T, the sensitive information times Cs and the data exchange quantity Sj of the transaction system in a self-test period, and carries out dimensionless processing and association on the data to acquire a security evaluation value Ap;
the judging module (22) acquires a safety evaluation value Ap, compares the safety evaluation value Ap with a corresponding safety threshold value, judges whether the safety evaluation value Ap is lower than the safety threshold value, if so, indicates that a certain potential safety hazard exists in the transaction system and needs to be processed in time, and outputs a judging result if the safety evaluation value Ap is lower than the threshold value;
the analysis module (23) acquires an output judgment result, analyzes the security evaluation value Ap according to the judgment result, outputs an adjustment strategy for dealing with the transaction system, and outputs the adjustment strategy; the adjustment strategy is obtained by the control unit (30) to form a control command.
6. The financial derivative quantitative transaction system of claim 5, wherein: the security evaluation value Ap is obtained as follows: acquiring the continuous operation time T, the times Cs of sensitive information and the data exchange quantity Sj, carrying out dimensionless processing, and associating the shape security evaluation value Ap, wherein the associating method conforms to the following formula:
wherein δ is greater than or equal to 0 and less than or equal to 1, θ is greater than or equal to 0 and less than or equal to 1, δ + θ =1, δ and θ are weights, specific values of δ and θ are adjusted and set by a user, a correlation coefficient between the sensitive information frequency Cs and the data exchange quantity Sj is S, and C is a constant correction coefficient.
7. The financial derivative quantitative transaction system of claim 6, wherein: respectively acquiring a plurality of groups of continuous operation time T, sensitive information times Cs and data exchange quantity Sj from a data quantity data set, a sensitive word data set and an operation time long data set; adopting function fitting to the variation of the continuous operation time T, the sensitive information times Cs and the data exchange quantity Sj along the time axis to obtain corresponding fitting functions and respectively obtain function fitting values of the next period;
and acquiring a safety evaluation value Ap as a predicted value of the safety evaluation value Ap according to the function fitting value of the next period and the manner recorded before, comparing the predicted value of the safety evaluation value Ap with the phase threshold value, acquiring a comparison result, and outputting the comparison result.
8. The financial derivative quantitative transaction system of claim 3, wherein: the self-checking unit (80) comprises a vulnerability scanning module (81), a vulnerability feature library (82) and a storage module (83), wherein the vulnerability scanning module (81) is used for periodically scanning the transaction system, and when the transaction system has a security vulnerability, the security vulnerability feature is obtained and output; the output security vulnerability characteristics are searched in a vulnerability characteristic library (82), the security vulnerability corresponding to the security vulnerability characteristics is determined, and the security vulnerability is output.
9. The financial derivative quantitative transaction system of claim 3, wherein: the second processing unit (90) comprises a coping scheme library (91) and a scheme output module (92), after the security loopholes are obtained, corresponding loophole security processing schemes are searched in the coping scheme library (91), if the corresponding security loophole processing schemes exist, the scheme output module (92) outputs the corresponding loophole security processing schemes, if the corresponding security loophole processing schemes do not exist, the security loophole features are stored and output through a storage module (83), the security loopholes corresponding to the security loophole features are processed in a manual mode through a user, and if effective security loophole processing schemes are formed, the security loophole processing schemes are input into the coping scheme library (91).
10. The financial derivative quantitative transaction system of claim 9, wherein: the third processing unit (100) comprises an execution module (101), a second evaluation module (102) and an alarm module (103), wherein the execution module (101) acquires and executes the output solution, corrects the security vulnerability obtained by the solution output module (92), after correction is finished, the second evaluation module (102) evaluates the correction result, if the correction result is lower than expected, the evaluation result is output, the alarm module (103) gives an alarm to a user, and the user directly processes the alarm result.
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