JP2010211491A - Securities exchange simulator and securities exchange simulation method - Google Patents

Abstract

<P>PROBLEM TO BE SOLVED: To simulate transaction environment of a securities exchange to efficiently perform an ordering test. <P>SOLUTION: This securities exchange simulator includes: a communication part 102 network-connected to an ordering test system 20 performing an order of a trade transaction of a security, receiving order information transmitted from the ordering test system 20; a scenario information database 105c storing scenario information wherein execution instruction information of the trade transaction is previously defined; a transaction control part 101 managing output of the order information received in the communication part 102, and controlling the trade transaction; and a transaction processing part 106 creating board information based on the order information, and executing the trade transaction based on the board information. In time of execution of the scenario information, the transaction control part 101 closes an output route of the order information to the transaction processing part 106, accumulates the order information in a temporary storage area, creates other order information from the scenario information, updates the board information, and thereafter opens the output route to output the accumulated order information. <P>COPYRIGHT: (C)2010,JPO&INPIT

Description

  The present invention relates to a stock exchange simulator and a stock exchange simulation method used for testing a trading order ordering system in a securities company.

  A securities company places an order with a stock exchange based on a brokerage order received from an orderer, and a series of processes from receiving an order to placing an order is generally performed by a computer. 2. Description of the Related Art A sales order ordering system capable of various order processing such as an order with an ordering condition for placing an order using a price or the like as a trigger condition is known (see, for example, Patent Document 1).

  In addition, the purchase order system must be fully verified by an order test before it is actually used, but the public connection test that actually connects to the stock exchange is limited in time, so verification It is difficult to do enough. For this reason, in the test of the buying and selling order system, a desired test is performed by connecting to a stock exchange simulator that simulates the actual behavior of the stock exchange.

JP 2001-1555086 A

However, in the conventional ordering test, in order to create a situation like a public connection test conducted with an actual stock exchange, a large amount of order data is prepared in advance or a large number of personnel are secured. Then, it is necessary to generate order data, and there are the following problems.
(1) Since preparation and generation of order data are performed manually, costs such as a preparation period and labor costs are required.
(2) In order to simulate the trading environment at an actual exchange, it is necessary to create data after careful consideration. For example, creating special market events such as stop highs and stop lows in the simulator Have difficulty.
Therefore, an object of the present invention is to provide a stock exchange simulator and a stock exchange simulation method that can simulate various trading environments in an actual stock exchange and can efficiently perform an ordering test.

  The stock exchange simulator according to the present invention is connected via a network to an ordering test system for placing an order for securities trading, receives order information transmitted from the ordering test system, and deals with the order information. A communication unit that transmits a result to the order test system; a scenario information database that stores scenario information in which execution instruction information of the trading transaction is previously defined; and an output of the order information received by the communication unit; A transaction control unit that controls the transaction, and a transaction processing unit that creates the plate information based on the order information output from the transaction control unit, and executes the sales transaction based on the plate information, The transaction control unit, when executing the scenario information stored in the scenario information database, of the order information to the transaction processing unit The order path is stored in a temporary storage area by closing a force path, and other order information is created from the scenario information and output to the transaction processing unit, and the board information is updated, and then the output path And the accumulated order information is output.

  According to the present invention, there are provided a stock exchange simulator and a stock exchange simulation method capable of simulating various trading environments in an actual stock exchange and performing an order test efficiently.

The block diagram which shows the example of whole structure of the stock exchange simulator which concerns on Embodiment 1 of this invention. The figure which shows the specific example of the order information memorize | stored in the order information database shown in FIG. The figure which shows the specific example of the market price information memorize | stored in the market price information database shown in FIG. The figure which shows the specific example of the scenario information memorize | stored in the scenario information database shown in FIG. The figure which shows the specific example of the transaction information memorize | stored in the transaction information database shown in FIG. The flowchart which shows the specific example of the scenario information creation process in the scenario information creation part shown in FIG. The figure which shows the specific example of the preparation method of the scenario information which concerns on a cheap stop. The figure which shows the specific example of the preparation method of the scenario information which concerns on stop height. The flowchart which shows the specific example of the sales transaction control process in the transaction control part shown in FIG. The figure which shows the specific example of a board information display screen. The flowchart which shows the detailed process example of scenario execution in the flowchart shown in FIG. The figure explaining the execution state of the scenario information concerning a stop cheap. The figure explaining the execution state of scenario information concerning stop height. The figure which shows the specific example of the scenario information memorize | stored in the scenario information database shown in FIG.

<Embodiment 1>
Hereinafter, embodiments of the present invention will be described with reference to the drawings. FIG. 1 is a diagram showing an overall configuration example of a stock exchange simulator 1 according to the first embodiment of the present invention. As shown in the figure, the stock exchange simulator 10 according to the present embodiment is connected to an order test system 20 used by a securities company for order processing of securities via a network. In addition, the order test system 20 is connected to a stock exchange 30 that trades securities via a network, so that actual transaction information on the stock exchange 30 can be obtained.

  The stock exchange simulator 10 includes a transaction control unit 101, a communication unit 102, an input / output unit 103, a scenario information creation unit 104, a database unit 105, and a transaction processing unit 106.

  The transaction control unit 101 has a function of controlling each unit of the stock exchange simulator 10. Specifically, (i) a function for storing order information and market price information received in the communication unit 102 in the database unit 105, and (ii) scenario information creation based on scenario information creation conditions output from the input / output unit 103 A function for causing the unit 104 to create scenario information and storing it in the database unit 105. (iii) When the scenario is not executed, the test order information received by the communication unit 102 is output to the transaction processing unit 106 to execute the scenario. In some cases, it has a function of outputting the order information created from the scenario information to the transaction processing unit 106, and (iv) a function of outputting a processing result in the transaction processing unit 106 to the communication unit 102 and transmitting it to the order test system 20.

  The communication unit 102 receives past order information actually transmitted to the stock exchange 30 by the order test system 20, past market price information on the stock exchange 30, and order information for testing. The transaction processing unit 101 obtains the result of the transaction process for the order information based on the order information or scenario information described later from the transaction control unit 101 and transmits it to the order test system 20.

  The input / output unit 103 includes a display device (not shown), an input device (not shown) such as a keyboard and a mouse, and the administrator of the stock exchange simulator 10 inputs a scenario information execution instruction, a processing result, and the like. It has a function to display various screens on the display device.

  The scenario information creation unit 104 obtains order information and market price information from the database unit 105 based on the scenario information creation conditions input in the input / output unit 103, and indicates to the transaction processing unit 106 processing instruction information to be executed. Has the ability to create certain scenario information. The scenario information creation unit 104 uses the order information and the market price information, which are information when the order test system 20 actually conducts transactions with the stock exchange 30, so that all orders are executed, partly executed, expired, partly Create scenario information that creates the desired state, such as revocation and close, close, and rough.

  The database unit 105 is a storage device including an order information database 105a, a market price information database 105b, a scenario information database 105c, and a transaction information database 105d.

  The order information database 105 a is a database that stores past order information actually transmitted from the order test system 20 to the stock exchange 30. FIG. 2 is a diagram showing a specific example of order information stored in the order information database 105a. As shown in FIG. 2, the order information database 105a includes, as order information, a brand, an order ID, a trading category (sell / buy), a price, a quantity, an execution condition (such as limit / donate / close / execute / not), time, The message type (new / correction / cancellation) is recorded as a history.

  The market price information database 105 b is a database that stores past market price information on the stock exchange 30. FIG. 3 is a diagram illustrating a specific example of the market price information stored in the market price information database 105b. As shown in FIG. 3, in the market price information database 105b, as market price information, brands, trading categories (sell / buy), market price, quantity, market flag (I: general market / T: special market / C: caution market / N : Market price / S: final price / B: special price before stoppage), time and volume are recorded in chronological order.

  The scenario information database 105c is a database that stores scenario information created by the scenario information creation unit 104. FIG. 4 is a diagram showing a specific example of scenario information stored in the scenario information database 105c. As shown in FIG. 4, in the scenario information database 105c, a scenario number, a process ID, a process category, a process condition, and an execution flag are recorded as scenario information for a process to be executed by the pull processing unit 106. FIG. 4 shows scenario information that defines that a limit order with a selling price of 500 yen and a selling quantity of 20000 is made to the transaction processing unit 106 for the brand AAA. Further, an arbitrary number of processes are associated with one scenario No, and continuous processes are possible.

  The transaction information database 105 d is a database that stores transaction processing information (hereinafter referred to as “transaction information”) for the order information output from the transaction control unit 101. FIG. 5 is a diagram showing a specific example of transaction information stored in the transaction information database 105d. As shown in FIG. 5, in the transaction information database 105d, brands, order IDs, order types, execution conditions, order prices, order quantities, contract prices, contract prices, and execution flags are recorded as transaction conditions and processing results thereof. Yes.

  The transaction processing unit 106 creates plate information based on the order information from the transaction control unit 101, performs transaction processing based on the plate information and a predetermined transaction rule, and sends the result of the transaction processing to the transaction control unit 101. It has a function of outputting and storing it in the transaction information database 105d.

  The order test system 20 includes a control unit 201, a communication unit 202, a database unit 203, and an order processing unit 204.

The control unit 201 has a function of controlling each unit of the order test system 20.
The communication unit 202 is connected to the stock exchange simulator 10 and the stock exchange 30 via a network and has a function of transmitting and receiving data.
The database unit 203 is a storage device including an order information database 203a and a market price information database 203b. Since the order information database 203a and the market price information database 203b are master databases of the order information database 105a and the market price information database 105b, description thereof will be omitted.

  The order processing unit 204 has a function of creating order information based on information input by an input device (not shown) such as a keyboard and a mouse, and outputting the order information to the control unit 201. The order information output to the control unit 201 is stored in the order information database 203a, and is transmitted from the communication unit 202 to the stock exchange simulator 10 as test order information.

  Next, operation | movement of the stock exchange simulator 10 which concerns on this embodiment is demonstrated based on drawing. FIG. 6 is a flowchart showing a specific example of scenario information creation processing in the scenario information creation unit 104.

  First, the scenario information creation conditions input in the input / output unit 103 are acquired (S601). As the scenario information creation conditions, event information such as brands, stop heights and low stops is used.

Next, the corresponding market price information is acquired from the market price information database 105b based on the scenario information creation conditions (S602).
Next, the corresponding order information is acquired from the order information database 105a based on the scenario information creation conditions and the market price information (S603).

Next, scenario information is created based on the order information and the market price information (S604). FIG. 7 is a diagram illustrating a specific example of a method for creating scenario information related to a low stop. Here, a case will be described as an example where “AAA” is specified as the brand as the scenario information creation condition, and “Stop is low” is specified as the event information. First, referring to the acquired market price information, data with a quotation flag “B (special quotation before stoppage)” is extracted, and the time is “10:59”. Next, based on this time, order information that is considered to be related to the quotation flag “B” is extracted. A plurality of buy / sell order processes are created as scenario information “scenario No: 1” with the process of outputting the extracted order information as one unit. On the other hand, FIG. 8 is a diagram showing a specific example of a method for creating scenario information related to the stop height. When the scenario information of FIG. 7 is read into the transaction processing unit 106, a stop environment is reproduced, and when the scenario information of FIG. 8 is read, a stop high transaction environment is reproduced. The rule for creating scenario information can be arbitrarily changed.
Finally, the created scenario information is stored in the scenario information database 105c, and the process ends (S605).

  FIG. 9 is a flowchart showing a specific example of the sales transaction control process in the transaction control unit 101.

  First, it is determined whether or not an execution instruction for scenario information is input in the input / output unit 103 (S901). If it is determined that an execution instruction has been input, the process proceeds to S902. If it is determined that the execution instruction has not been input, the process proceeds to S909.

In step S <b> 902, the normal order path for directly outputting the order information received by the communication unit 102 to the transaction processing unit 106 is closed.
Next, the scenario information designated in the input / output unit 103 is read from the scenario information database 105c and executed (S903). A specific execution method will be described later.

Next, it is determined whether new order information (hereinafter referred to as “new order information”) related to the order test is received from the order test system 20 in the communication unit 102 during execution of the scenario information (S904). If it is determined that there is new order information, the process proceeds to S905. If it is determined that there is no new order information, the process proceeds to S906.
In S905, the new order information received during the execution of the scenario information is stored in the temporary storage area.

  In S906, it is determined whether all the processes defined in the scenario information have been executed. For example, the determination is made based on whether or not all the execution flag values in the scenario information are updated to “1 (completed)”. Here, when it is determined that all the processes are completed, the process proceeds to S907. If it is determined that there is an incomplete process, the process returns to S903, and the processes of S902 to S906 are repeated until all the processes defined in the scenario information are completed.

  In S907, the normal ordering path closed in S902 is opened.

  Next, the order information accumulated during the execution of the scenario information is output to the transaction processing unit 106 to perform transaction processing (S908).

  On the other hand, in S909, it is determined whether or not there is new order information when processing based on scenario information is not executed. If it is determined that there is new order information, the process proceeds to S910. If it is determined that there is no new order information, the process proceeds to S911.

  In S910, the new order information is output to the transaction processing unit 106, and transaction processing is performed.

  Next, the processing result for the order information output to the transaction processing unit 106 is acquired, and output to the input / output unit 103 to be displayed on a display device (not shown), and the process ends. FIG. 10 is a diagram showing a specific example of the board information display screen.

  FIG. 11 is a flowchart showing a detailed processing example in S903 of FIG.

First, the scenario number input in the input / output unit 103 is acquired (S1101).
Next, the scenario information database 105c is referred to using the scenario No as a key to determine whether the corresponding scenario information exists (S1102). If it is determined that the corresponding scenario information exists, the process proceeds to S1103. If it is determined that the corresponding scenario information does not exist, the process returns to S1101 and waits until another scenario number is input.

In S1103, the scenario information of the designated scenario No is acquired from the scenario information database 105c.
Next, whether or not the scenario information is unprocessed is determined based on the execution flag (S1104). If it is determined that the scenario information is unprocessed, the process advances to step S1105. If it is determined that the scenario information has been processed, the process ends.

  In step S1105, it is determined whether or not the records sequentially extracted from the scenario information are instructions for executing a sales transaction process. Here, if it is determined that the execution instruction of the sales transaction processing is determined, the process proceeds to S1106. If it is determined that the execution instruction is other than the sales transaction process, the process advances to step S1108.

In S1106, order information is created based on the record extracted from the scenario information.
Next, the created order information is output to the transaction processing unit 106, and the board information is updated (S1107). Note that the order information that already exists in the board information is not deleted, but is updated by adding new order information based on the scenario information.

In S1108, predetermined processing information is created based on the record extracted from the scenario information.
Next, the generated processing information is output to the transaction processing unit 106 to perform processing (S1109).

  In S1110, the execution flag is updated to “1 (processing completed)” in the processing unit defined in the scenario information. FIG. 12 is a diagram for explaining an execution state of scenario information related to a low stop. Here, the process included in the scenario information is a buy / sell order process. An instruction to execute this process is given to the transaction processing unit 106, and the order information is sequentially reflected in the board information in the transaction processing unit 106. It is shown that an execution flag update request is made. FIG. 13 is a diagram for explaining the execution state of the scenario information related to the stop height.

  In S1111, it is determined whether all the processes defined in the designated scenario information have been executed. If it is determined that execution of all the processes has been completed, the process proceeds to S1112. If it is determined that there is an incomplete process, the process returns to S1105, and the processes of S1105 to S1111 are repeated until all the processes are completed.

  In step S1112, the execution flag is updated to “0 (unprocessed)” in the processing unit defined in the scenario information, the initialization is performed, and the process ends.

Therefore, the following effects are produced by using the stock exchange simulator 10 according to the present embodiment.
(1) The trading environment necessary for the ordering test can be reproduced in the stock exchange simulator 10 by scenario information that predefines market movements.
(2) By accumulating the results of accessing the actual stock exchange as order information and market price information, the situation close to the actual situation on the stock exchange is reproduced in the stock trading simulator as a necessary test pattern. It is possible to conduct an order test.

<Embodiment 2>
Hereinafter, the stock exchange simulator 10 according to the present embodiment will be described with reference to the drawings. Note that the present embodiment is different from the first embodiment only in the items of scenario information, and the common reference numerals represent the same items, so that the description thereof will be omitted and only different portions will be described.

  FIG. 14 is a diagram showing a specific example of scenario information stored in the scenario information database 105c. Here, an item of scenario execution time is added to the scenario information shown in FIG. Further, in the data example, scenario information is defined that defines that a limit order with a selling price of 500 yen and a selling quantity of 20,000 is made to the transaction processing unit 106 at 10:00.

  As described above, by including the execution time information in the scenario information, it is possible to read the scenario information and arbitrarily set the time for the transaction processing unit 106 to perform the transaction processing. Therefore, since the transaction control unit 101 sequentially executes scenario information to be executed with reference to the scenario execution time information, the order test system 20 can perform a test close to a state connected to the stock exchange 30. It becomes possible.

10 ... Stock exchange simulator,
20 ... Order test system,
30 ... Stock exchange,
101 ... Transaction control unit,
102 ... communication section,
103 ... input / output unit,
104 ... scenario information creation part,
105 ... Database section,
105a ... Order information database,
105b ... Market price information database,
105c ... scenario information database,
105d ... Transaction information database,
106 ... transaction processing part,
201 ... control unit,
202 ... communication section,
203 ... database section,
203a ... Order information database,
203b ... Market price information database,
204: Order processing unit.

Claims (6)

A communication connected to an order test system for placing an order for a securities trading transaction, receiving order information transmitted from the order test system, and transmitting a transaction result relating to the order information to the order test system. And
A scenario information database that stores scenario information that predefines the execution instruction information of the trading transaction;
Managing the output of the order information received by the communication unit, and a transaction control unit for controlling the trading transaction;
While creating plate information based on the order information output from the transaction control unit, a transaction processing unit that executes the sales transaction based on the plate information,
With
The transaction control unit
When executing the scenario information stored in the scenario information database, the order information is accumulated in the temporary storage area by closing the output path of the order information to the transaction processing unit, A stock exchange simulator that creates order information, outputs the order information to the transaction processing unit, updates the board information, and then opens the output path and outputs the accumulated order information. The scenario information further includes execution time information,
2. The stock exchange simulator according to claim 1, wherein the transaction control unit creates the other order information from the scenario information based on the execution time information and outputs the order information to the transaction processing unit.   The scenario information creating unit for creating the scenario information based on past order information and market price information acquired from the order test system and storing the scenario information in the scenario information database. The stock exchange simulator according to claim 1 or claim 2. A stock exchange simulation method in a stock exchange simulator connected via a network to an ordering test system for placing an order for a stock trading transaction,
Order information receiving step for receiving order information transmitted from the order test system;
Scenario information acquisition step of acquiring scenario information that predefines the execution instruction information of the trading transaction;
When executing the scenario information, an order information accumulating step for accumulating the order information received in the order information receiving step in a temporary storage area;
Creating other order information from the scenario information, and updating the board information related to the trading transaction, a first board information update step;
Outputting the order information stored in the order information storage step, and updating the board information, a second board information update step;
A transaction processing step for executing the sales transaction based on the plate information updated in the second plate information update step;
A stock exchange simulating method characterized by comprising: The scenario information further includes execution time information,
The said 1st board information update step creates the said other order information from the said scenario information based on the said execution time information, and updates the board information which concerns on the said trading transaction. Stock exchange simulation method. The scenario information creating step of creating the scenario information based on past order information and market price information acquired from the order test system and storing the scenario information in the scenario information database. The stock exchange simulation method according to claim 4 or 5.

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