KR101877383B1 - System and method for judging stock based on context recognition - Google Patents

Abstract

A context-aware type determination system and method are disclosed. According to an aspect of the present invention, a situation-awareness determination system includes a market situation information acquisition module for acquiring market situation information of an event and an order reception system for trading the event based on the market situation information of the event And a control module for outputting the information on the basis of at least one of the market condition information of the stock market, And an order determination unit configured to determine an output order of the order or an order price of the order.

Description

BACKGROUND OF THE INVENTION 1. Field of the Invention The present invention relates to a context-

The present invention relates to a context-aware type decision system and method. More particularly, the present invention relates to a system and a method for efficiently determining an order according to a current situation when an order is to be placed on an item in an electronic transaction.

Electronic commodity products (Hereinafter, among the electronic commodity commodities, financial products, especially stock commodities, are exemplified. However, the technical idea of the present invention is not limited to financial products such as stocks, futures, options, ETFs, It will be readily understood that the average expert in the art to which the present invention pertains). The trading order method affects the return on investment.

For example, the trading value may vary depending on the selling price. If you are buying at a sale price with an emphasis on signing, the trading amount will increase, while if you try to buy at a low price, the sale may not be completed. Therefore, outputting the right quantity of trades at the right time at the right time is a very important thing in stock trading and has a big impact on the return on investment.

Despite the fact that such an effective ordering method is very important, most traders are trading according to subjective judgment and temporal conditions.

Therefore, there is a great need to objectively and rationally judge which stocks are to be traded in consideration of the market conditions in order to buy or sell stocks, Especially in investment environments such as system trading or robot advisors where there is a need to exclude the subjective judgment of the investor or to limit the time to fulfill the order, or to manage multiple accounts.

On the other hand, stock prices in the stock market are formed by various factors, but those factors are reflected in the buying and selling power. Thus, stock prices are determined by the power of buying and the power of selling. If the price is higher when the buying power is strong and the selling power is strong, the price goes down. Therefore, there is a great need to judge the power of buying and selling power in the stock market and to execute the stock order considering such market situation. However, there is no system and method for executing stock orders in consideration of market conditions.

In addition, when the order is executed after the decision to sell, the order method considering the market situation may be executed or the selling opinion or the sale may be executed for the specific item in consideration of the market situation. For example, if the strength of buying is relatively relative (relative to the market or the industry or theme group to which a particular item belongs), it is possible to extract strong stocks as buyable stocks or to extract stocks with relatively strong selling power as sellable stocks It is possible. There are cases where the power of an item is analyzed by the absolute amount of transaction or the rate of increase for a particular item, but the method or system of extracting the stock item through relative comparison with the whole market or the same industry type or theme group is not known.

Korean Patent Application No. 10-2011-0068859 "Order System and Method for Providing the Same &

Disclosure of Invention Technical Problem [8] Accordingly, the present invention has been made to solve the above problems, and it is an object of the present invention to provide a market situation awareness type electronic transaction ordering method and a system thereof, which analyze the market situation and systematically and rationally execute orders according to market conditions. The present invention also provides a system and method for analyzing relative strengths with market conditions and extracting electronic transaction products to be traded according to their relative strengths.

According to an aspect of the present invention, a situation-awareness determination system includes a market situation information acquisition module for acquiring market situation information of an event and an order reception system for trading the event based on the market situation information of the event And a control module for outputting the information on the basis of at least one of the market condition information of the stock market, And an order determination unit configured to determine an output order of the order or an order price of the order.

The control module may perform the order determination based on a market fastening pattern obtained by the market situation information obtaining module or a fastening pattern of a corresponding stock group corresponding to the stock.

The control module may compare the engagement pattern with a predetermined reference value and perform the order determination based on the comparison result.

The control module may perform the order determination based on the order quantity residual amount distribution for at least one call included in the remaining amount information.

The control module determines a relative engagement pattern of the item on the basis of the lock pattern of the market or the lock pattern of the corresponding stock group and the lock pattern of the item, compares the determined relative lock pattern with a predetermined relative reference value, Order determination can be performed.

The situation awareness type determination system may be configured to determine a past engagement pattern for a past period of time in the event or at least one other event that has been set in advance, a plurality of reference values in a situation having the past engagement pattern, And a learning module that learns the result as learning data and determines the reference value or the order judgment in the concatenation pattern.

The situation awareness type determination system learns a past relative engagement pattern, a plurality of relative reference values or a plurality of order decisions, and an order result corresponding to at least one other predetermined item in the past for a certain period of time, And a learning module for determining the relative reference value or the order determination in the current relative joining pattern.

The context-awareness determination system learns the change of the remaining amount of at least one call in the past, and learns a plurality of order judgments and the corresponding order result as learning data, and determines the order judgment at the present remaining at least one call price change Learning module.

The context-awareness judgment system learns the residual amount distribution of orders for at least one quotation of the past, a plurality of order judgments and the corresponding order result as learning data, and calculates a residual amount distribution for each at least one quotation And a learning module for determining an order decision of the user.

A situation-aware decision system for solving the technical problem includes a market situation information acquisition module for acquiring market situation information of a stock and a control module for determining whether or not to sell the stock on the basis of the market situation information of the stock And the control module determines whether or not the item is to be traded based on at least one of information on the remaining amount of the market, information on the remaining amount of the call, the contract pattern, the contract strength, and optionally the transaction amount.

According to an aspect of the present invention, there is provided a situation-aware determination system comprising: a market situation information acquisition module for acquiring market situation information of an item; and an order reception system for outputting an order for selling the item based on the market situation information of the item Wherein the control module includes information on a contract pattern of the item and a contract amount of the item among the market condition information of the item and further includes a transaction amount, And determines whether or not the stock is to be traded based on the determined relative contract pattern.

According to another aspect of the present invention, there is provided a context-awareness determination method comprising: obtaining a market situation information of an event by a context-awareness determination system; And information that further includes a transaction amount. The method includes performing order determination to determine an output time point of an order to be output to the order receiving system or an order price of the order based on at least one of:

According to another aspect of the present invention, there is provided a context-awareness determination method comprising: obtaining a market situation information of an event by a context-awareness determination system; And information that further includes a transaction amount, and includes determining whether or not to sell the item based on at least one of the information.

In order to solve the above-mentioned technical problem, a situation-aware determination method includes a step of acquiring market situation information of a stock, a situation-awareness type decision system, and a step of determining whether the situation- Determining a relative joining pattern of the item based on a joining pattern of the market or a joining pattern of a corresponding stock group corresponding to the item; and determining the relative joining pattern based on the determined relative joining pattern To determine an order of the item or to determine whether the item is to be sold or not.

According to another aspect of the present invention, there is provided a context-awareness determination method comprising: obtaining a market situation information of an event of a context-awareness type determination system; Determining the output time of the order to be output to the order receiving system or determining the order price of the order based on the order amount residual amount distribution for one order, or determining whether the stock is sold or not.

The above method can be implemented by a computer program installed in the data processing apparatus.

According to the technical idea of the present invention, the market situation is objectified by using the sign strength and / or the residual amount information, and it is possible to make a reasonable order fulfillment or make an investment decision related to the selection or sale of items . Further, when the transaction intensity is reflected together with the fastening strength and / or the call remaining amount information, the present situation of a specific item can be more objectively determined.

In addition, it is a bargain strength in which the present fastening strength (the number of fastenings (fastening quantity to be bought with the purchase price) and the fastening sale price (fastening quantity to be sold at the purchase price)) is analyzed, and the fastening strength means the fastening strength according to the cumulative trading volume of one day But it may mean the fastening strength of a predetermined time (for example, 1 minute, 10 minutes, 1 hour, etc.) or the fastening strength of a certain number of transactions (for example, 10 cases, 100 cases, etc.) It is possible to reasonably consider the current market situation by comparing and analyzing strength or strength of the fastening strength between the day and the past and by conducting an order judgment on a specific item or a specific item.

It is also possible to distinguish whether the fastening pattern (fastening strength and / or the amount of transaction) of a specific item is caused by a situation of the entire market (or at least one similar item) or by a factor inherent to the specific item, It is possible to make a rational judgment according to the characteristic inherent to the specific item by performing the order judgment of the selection or the purchase order.

It is also possible to analyze the remaining amount of the quote (at least one quote) as well as the remaining amount of the quote according to the number of orders (for example, assuming that there are 8,000 quote, 2,000 quote, The number of the call remaining in the remaining number of the call and the detailed power of the sale can be grasped.

In addition, it can be judged according to the market situation, not by the uniform standard, regardless of the market situation, by judging adaptively according to the market conditions which criteria to use when selecting the stocks to be traded, The reference itself can be changed adaptively.

BRIEF DESCRIPTION OF THE DRAWINGS A brief description of each drawing is provided to more fully understand the drawings recited in the description of the invention.
FIG. 1 is a diagram showing a schematic configuration of a context-awareness judgment system according to an embodiment of the present invention.
FIG. 2 is a view schematically showing a usage environment of the context-awareness judgment system according to an embodiment of the present invention.
3 is a diagram illustrating a concept of performing an order determination using a fastening pattern according to an embodiment of the present invention.
FIG. 4 is a diagram for explaining a concept of performing an order determination by further considering a contract pattern of a market or a corresponding stock group according to an embodiment of the present invention.
5 is a diagram for explaining a concept of performing an order determination using a call remaining amount information according to an embodiment of the present invention.
FIG. 6 is a diagram for explaining a concept of performing an order determination using a residual amount distribution according to an order, among the remaining amount information of a call according to an embodiment of the present invention.

BRIEF DESCRIPTION OF THE DRAWINGS The present invention is capable of various modifications and various embodiments, and specific embodiments are illustrated in the drawings and described in detail in the detailed description. It is to be understood, however, that the invention is not to be limited to the specific embodiments, but includes all modifications, equivalents, and alternatives falling within the spirit and scope of the invention. DETAILED DESCRIPTION OF THE PREFERRED EMBODIMENTS Hereinafter, the present invention will be described in detail with reference to the accompanying drawings.

The terms first, second, etc. may be used to describe various elements, but the elements should not be limited by the terms. The terms are used only for the purpose of distinguishing one component from another.

The terminology used in this application is used only to describe a specific embodiment and is not intended to limit the invention. The singular expressions include plural expressions unless the context clearly dictates otherwise.

In this specification, the terms "comprises" or "having" and the like refer to the presence of stated features, integers, steps, operations, elements, components, or combinations thereof, But do not preclude the presence or addition of features, numbers, steps, operations, components, parts, or combinations thereof.

Also, in this specification, when any one element 'transmits' data to another element, the element may transmit the data directly to the other element, or may be transmitted through at least one other element And may transmit the data to the other component. Conversely, when one element 'directly transmits' data to another element, it means that the data is transmitted to the other element without passing through another element in the element.

Hereinafter, the present invention will be described in detail with reference to the embodiments of the present invention with reference to the accompanying drawings. Like reference symbols in the drawings denote like elements.

FIG. 1 is a diagram showing a schematic configuration of a context-awareness judgment system according to an embodiment of the present invention. 2 is a diagram schematically showing a usage environment of the context-awareness judgment system according to an embodiment of the present invention.

Referring to FIGS. 1 and 2, a situation-aware determination system (hereinafter, a judgment system) 100 can be implemented in order to realize the technical idea of the present invention. The determination system 100 may refer to a system capable of performing an order determination to determine an order price or an order output time of a specific item according to the technical idea of the present invention. Or a system capable of judging a stock to be traded among various stocks.

The determination of the order price can mean, for example, that the order is placed at the current price or the highest price of a particular item adaptively according to the current market situation information, or that the order is placed below the current price or the highest price have.

For example, in the case of buying, the current market situation is a situation in which the purchasing price is weak or the selling price is strong, so that it is necessary to delay the ordering time of the buying order, and when the appropriate buying order or the selling price becomes weak It is possible to determine the timing of the order according to the market situation such as determining the timing of the order.

As a result, according to the technical idea of the present invention, it is possible to increase the likelihood of concluding an order with better conditions by adjusting an order price (or an order point) according to market condition information of a specific item, and such adaptive and intelligent ordering protocol can directly It can have an impact.

The determination of an item to be traded may mean judging whether to buy a predetermined item or judging whether the item is already sold or not. Also, the judgment system 100 may generate an order of the item for which it is determined whether or not to trade and / or output the generated order to a predetermined order receiving system (e.g., an exchange system or a transaction system (e.g., a securities company system 10) System.

The judgment system 100 may be included in and implemented in a predetermined transaction system 10 or included in a predetermined terminal 20. The terminal 20 may be a terminal directly used by an investor or a terminal used by a service entity (for example, an investment asset management company) that performs an investment on behalf of an investor. The transaction system 10 may be a system for providing orders according to the technical idea of the present invention. For example, the trading system 10 may be a securities company system, a system for performing system trading according to an embodiment, or an investor who is entrusted with an asset of an investor. The transaction system 10 may implement the technical idea of the present invention through communication with the terminal 20, or may implement the technical idea of the present invention independently.

When the judgment system 100 is implemented in the terminal 20, the judgment system 100 may be operated outside the transaction system 10 or the connection server of the order receiving system (in this case, The terminal 20 may also implement the process of causing the terminal 20 to access the transaction system 10 or the order receiving system), the terminal 20 may access the transaction system 10 or the connection server of the order receiving system The order can be made to the order processing system of the trading system 10 (the business server that processes the order) in the connected state.

It will be appreciated that when the judgment system 100 is embodied in the transaction system 10, the embodiment can be variously executed according to the conditions of the transaction system 10. [

The judgment system 100 may mean a system in which software codes for implementing the technical idea of the present invention and the hardware of the transaction system 10 or the terminal 20 are combined and implemented.

The trading system 10 is a system for managing market conditions of a stock of a commodity (for example, stock, futures, options, etc.) to be traded according to the technical idea of the present invention (for example, , Information on the fastening strength, and various other information such as the sales agent or the sales window) can be collected and / or maintained / managed. And may provide the market condition information to the terminal 20. In addition, the market situation information may include information indicating the current status of a particular item or market or a particular stock group, as well as information indicating the status of a particular item, market, or specific stock group in the past.

The terminal 20 can be implemented in various digital systems such as a mobile terminal or a PC. The terminal 20 receives not only software codes for implementing the technical idea of the present invention, but also various market situation information such as item information, change in market price, call price, and connection strength provided from the transaction system 10, (For example, Home Trading System (HTS) or Mobile Trading System (MTS)) may be installed. The software code may transmit and receive information for implementing the technical idea of the present invention through a predetermined protocol or interface such as a communication or a function call with the application.

According to an exemplary embodiment of the present invention, the judgment system 100 may be installed in the transaction system 10 or the investor terminal 20 (for example, 100-1) The configuration may be installed in the transaction system 10 and some of the other configurations may be installed in the terminal 20 to transmit the necessary information to each other to implement the technical idea of the present invention.

The determination system 100 may provide the user with information, signals, and / or interfaces to implement the technical concepts defined herein.

The judgment system 100 can determine whether or not to trade for a particular item and also perform an order judgment on an item for which the sale or non-sale is determined, or generate an order according to a result of order judgment and transmit it to an order receiving system (10) or an exchange system or the like). Determining whether or not to trade for a particular item is, of course, a determination of the item to be bought out of a plurality of items.

The specific configuration of the judgment system 100 of the present invention for realizing such a technical idea may be as shown in FIG.

As shown in FIG. 1, the judgment system 100 according to an embodiment of the present invention includes a control module 110 and a market situation information acquisition module 120. The judgment system 100 may further include a learning module 130. [

In accordance with an embodiment of the present invention, some of the components described above may not necessarily correspond to components that are essential to the implementation of the present invention, and in accordance with an embodiment, But may include more components.

The determination system 100 may include hardware resources and / or software necessary to implement the technical idea of the present invention, and does not necessarily mean a single physical component or a single device . That is, the judgment system 100 may mean a logical combination of hardware and / or software provided to implement the technical idea of the present invention. If necessary, the judgment system 100 may be installed in a separate apparatus to perform respective functions And may be embodied as a set of logical structures for realizing the technical idea of the present invention.

In addition, the judgment system 100 may mean a set of configurations separately implemented for each function or role for implementing the technical idea of the present invention. For example, the control module 110, the market situation information acquisition module 120, and / or the learning module 130, etc. may be located in the same physical device or in another physical device. When the control module 110, the market situation information acquisition module 120, and / or the learning module 130 are located in different physical devices in various ways, configurations located in different physical devices are organically coupled to each other The functions performed by the modules of FIG.

In this specification, a module may mean a functional and structural combination of hardware for carrying out the technical idea of the present invention and software for driving the hardware. For example, the module may refer to a logical unit of a predetermined code and a hardware resource for executing the predetermined code, and it does not necessarily mean a physically connected code or a kind of hardware But can be easily deduced to the average expert in the field of the present invention.

A recording medium (a storage medium) in which software or a program for implementing each of the modules can be stored and a processor capable of executing the software are organically combined to implement the judgment system 100 according to the technical idea of the present invention Of course.

The control module 110 controls the functions and / or resources of other components included in the judgment system 100 (e.g., the market situation information acquisition module 120 and / or the learning module 130) can do.

The market situation information acquisition module 120 can collect market situation information from the outside.

The market situation information may include any information that can be used to select an item to be traded or to make an order determination of the determined item.

According to an example, the market situation information may include call related information and / or contract related information. Also, if necessary, it may further include data for each trading entity or for each trading window or the investor's account information. The call related information may include, for example, information about a stock amount, an inquiry amount corresponding to each of the quotations, a call order ranking, order quantity per order, and the like.

The fastening information may include a fastening strength, a fastening amount or a transaction amount of the item, and / or a distribution of a fastening amount according to time, that is, a fastening distribution.

The account information may be information on an investor's account to which a result of the determination method according to the technical idea of the present invention is attributable. For example, the account information may include information on a target trading amount of a stock to be traded, and / Rate of achievement of the sale and the like), and the like. For example, when the technical idea of the present invention is applied to a situation in which an order is performed for a plurality of accounts, the judgment system 100 can determine an item to be traded for all or a part of a plurality of accounts. Also, after determining the total trading volume of the items for which the sale has been determined, it is also possible to calculate the target sales amount for each account of each account among the determined total sales amount, and output the order for each individual account accordingly. According to an embodiment, the judgment system 100 may calculate the total sales amount by using the sum of the target sales amount per account after calculating the target sales amount per account first.

Orders can be executed by individual accounts, virtual accounts, or any other way. In such a case, it is possible to apply the method of distributing the result of the sale again by each account.

In addition, the market situation information may include market situation information of the entire market or market situation information of at least one item (for example, a similar item group) set to correspond to the specific item, as well as market situation information of a specific item . And may also include market condition information for the past predetermined period of time.

Based on the market situation information, the control module 110 may determine an item to be used for order determination or sale according to the technical idea of the present invention, and output a corresponding order. You can also print a single order to print an order, but you can also print multiple split orders to buy and sell a target quantity. The output of each split order may be performed sequentially at intervals of time, and the time interval may also be actively changed based on the market situation information. According to an embodiment, the time interval may be adjusted depending on whether the priority order is output or not.

The technical idea of the present invention can adaptively make an order determination for a specific item on the basis of current market situation information as described above. Particularly, according to the technical idea of the present invention, the control module 110 can perform order determination using the contract pattern and / or call remaining amount information of a specific item as current market condition information. The fastening pattern may mean the fastening strength, and it may be meaningful information to comprehensively consider the fastening strength as well as the trading volume. Typically, the tightening strength can be information on whether the buy or sell is strong or the sell-off is strong.

The call remaining amount information may be information indicating an order price and an order amount. If the buyer has a large amount of stock, it can be said that the buyer is strong. Especially, when the number of the highest priority is high, it can be said more. In addition, even if the same number of purchases remain, the buying power can be changed depending on how many orders are made. The call remaining amount information in the present invention may include information on order quantity per order.

Therefore, according to the technical idea of the present invention, the order determination can be performed based on the concatenation pattern and / or the call remaining amount information, thereby objectively determining the current market situation and performing the order determination accordingly.

On the other hand, the conventional general fastening strength is generally cumulative information from the time when the market on the transaction day is opened to the present time. However, the fastening strengths defined in the present specification are not limited to the conventional fastening strengths, but may be, for example, the fastening strengths only for a specific time period (for example, 1 minute, 10 minutes, 1 hour, (For example, 5,000 shares, 10,000 shares, 20,000 shares, etc. recently traded). To this end, the market condition information acquisition module 120 may be configured to acquire information on a specific time interval or information on the number of transactions or the number of transactions of a specific transaction amount and settlement sales from the outside.

According to the technical idea of the present invention, among the various market situation information, the concerted intensity of a particular event may be a major factor in determining order determination and / or trading of the event. In addition, the judgment system 100 may decide whether to order and / or trade the stock according to the transaction intensity together with the tightening strength.

Further, according to an embodiment, the overall market other than the above-mentioned item or the binding strength of at least one item classified as the same or similar to the above item, that is, the corresponding item group may be further considered.

According to the embodiment, when the fastening strength is equal to or higher than the predetermined reference value (or lower), the order price can be determined by the difference between the present price (or the highest bid price) and the fixed price. Or when the fastening strength is equal to or higher than a predetermined reference value (or less), the order may be determined to be output at a later time (for example, a time when the fastening strength becomes lower than or equal to the reference value).

For example, if it is determined that the buying strength of a specific item is very strong by confirming the fastening strength, the possibility of the price of the item may increase. Therefore, if the buyer is the buyer, the highest bidder price can be decided on the order so that the buyer can make the purchase price. When ordering, you can decide to print the order immediately. On the other hand, in the case of the seller, the order is not placed at the first selling price, and the order is placed backwards, or the ordering time can be delayed.

In another embodiment, if the tightening strength is confirmed and the selling price of a specific item is determined to be very strong, the price of the item may possibly decrease. Therefore, in case of buyer, it is not possible to place an order at the first buyer's bid price, but to place the order below the predetermined price or to postpone the ordering timing. On the other hand, in the case of a seller, the order price can be determined with the highest purchase price so as to be sold. The timing of the order can be determined to be output immediately.

According to the strength of the fastening, it is effective to determine the order price or order point of a specific item adaptively so as to increase the possibility that the price is concluded at a good price condition.

Determination of buying or selling of a particular item according to the fastening strength may also be performed through a predetermined reference value. For example, when the tightening strength is 1.5 (or 150%), since the tightening strength is usually the number of tightening / tightening, it means that the tightening strength is 15,000 The reference time to be paid may refer to the cumulative transaction amount of the day as described above or it may be the number of transactions / contracts during a specific time (for example, 1 minute, 10 minutes, etc.) Or 50%), the number of contracts is 10,000, while that of contracts is 20,000.

For example, the reference value may be a single value, and the reference value may include a plurality of values to divide the fastening strength into a plurality of predetermined classifications. And a decision strategy for determining an order value corresponding to each reference value or a decision strategy at an order point may be predefined.

For example, if the tightening strength is equal to or greater than the first reference value based on the first reference value, the order price or order point is determined according to a predetermined order price (or order point) determination strategy. If the order price is less than the first reference value, Or at the time of order). For example, when the price is higher than the first reference value, the buyer can determine the order price (for example, the highest selling price at the time of purchase, the highest price of the selling price at the time of sale, the higher the price). Or, it is possible to determine, as an order output time point, an order output time (for example, at the time of purchase, a time at which the clamping strength at the time of sale satisfies a certain condition)

Then, a first reference value (e.g., 0.5 (or 50%) and a second reference value (e.g., 1.5 (or 150%)) may be predefined, A strategy for determining an order price (or an order point) at a first reference value or more and a second reference value or less and a strategy for determining an order price (or an order point) at a second reference value or more may be respectively determined.

Meanwhile, the technical idea of the present invention may adaptively determine an order price (or an order time point) in consideration of not only the fastening strength but also the transaction amount.

When the control module 110 included in the judgment system 100 considers the transaction amount and the tightening strength, it can be considered to consider not only the tightening strength but also the state of the transaction amount of a specific stock. The transaction volume may be an absolute trading volume of a particular item, but it may be an indicator of various ways that can objectively determine whether the trading volume of the item is high or low. For example, it means that the trading volume of a particular item is more or less than a certain percentage of the reference trading volume during a recent period (1 day, 1 week, etc., as well as 10 minutes, 30 minutes, 1 hour, etc.) can do. Or the volume of transactions relative to the total number of shares of a particular stock.

Therefore, the consideration of the trading volume may mean objectively judging whether or not the trading volume is increased (or decreased) relative to the comparison trading volume based on a predetermined criterion.

For example, in the case where the trading volume of the recent one hour is more than the trading volume of the immediately preceding hour or the trading price is more than a certain rate (for example, 150%) to the trading volume of the average five day average time, , It can be judged that the probability of rising stock price is higher. Therefore, the corresponding order determination strategy (order strategy or order timing strategy) may be predetermined in such a situation, and the control module 110 may perform order determination according to a predetermined order decision strategy. However, if the transaction amount is equal to or less than a predetermined ratio with respect to the predetermined comparison reference transaction amount, a different order determination strategy may be used, which is different from the case where the transaction amount is equal to or greater than a predetermined ratio with respect to the predetermined comparison reference transaction amount.

The concept of performing the order determination in consideration of the transaction amount and the tightening strength will be described with reference to FIG.

3 is a view for explaining a concept of performing an order determination using a fastening pattern according to an embodiment of the present invention.

Referring to FIG. 3, S _A may denote the fastening strength of item A, and S1, S2, S3, etc. may be indicative of reference values of fastening strength.

Also, M _A may be an index indicating the trading volume of the item A. Here, M _A is not an absolute value of the trading volume as described above, but may be an index indicating a certain ratio of the comparison reference trading volume. For example, the ratio of the current transaction amount to the comparison reference transaction amount (past certain period) may be M _A. Or the transaction amount with respect to the total number of shares may be M _A. It is needless to say that various trading volume indexes can be defined or judged according to the absolute amount of trading, for example, whether the trading volume of the corresponding stock is large or small. M1, M2, M3, and the like may be reference values of such a trade volume index.

And an order determination strategy according to the market conditions of the current specific item, which is defined by these clamping strength reference values and transaction amount reference values, can be defined as shown in FIG. The order determination strategy is illustrated in FIG. 3 as a case where the first order determination strategy, the second order determination strategy, and the third order determination strategy are used, but may be further subdivided according to an implementation example. For example, the order determination strategies described above may include an ordering strategy that includes a strategy of ordering with the highest bid price, a strategy of ordering with a car priority order, a strategy of ordering with a priority order price, and / If the volume of transaction is a certain condition, it can include an order point strategy including order etc.

In addition, although each of the reference values is shown as one example in FIG. 3 as an example, it is needless to say that the reference values may be smaller or larger depending on the implementation.

The technical idea of the present invention is to consider not only the fastening pattern of the corresponding item, that is, the fastening strength and / or the transaction amount, but also the fastening pattern of the entire market or at least one item set to correspond to the item, It may decide whether to buy or sell the stock.

This is because it may be meaningful to analyze whether the contract pattern of the relevant item appears due to the characteristics of the item, or whether such a contract pattern appears depending on the characteristics of the entire market or the corresponding stock group. For example, even if the buying of a particular stock is deemed to be strong, if the market or the corresponding stock group is strong, it may be the purchase price due to the tendency of the entire market or stock group, not just the stock. Whether the market as a whole or the corresponding stock market is strong, the purchase of a particular stock may be strong. Therefore, it may be meaningful to determine the order decision differently depending on whether the present fastening pattern of a particular item is a fastening pattern by a market or a corresponding stock group or a fastening pattern by a factor of only the item.

For example, in the case of the entire market or the corresponding stock group, the transaction amount indicator is not large and the fastening strength is not strong. On the other hand, when the transaction amount indicator is relatively large or the fastening strength is relatively high, Which may mean that it is possible to obtain a higher rate of return by actively buying the particular stock. Thus, an aggressive order determination strategy (e.g., immediate ordering with the highest bid price (or market price)) can be used. In this way, it is very effective to carry out the order judgment by taking into consideration both the contracted pattern of the whole market or the corresponding stock group and the contract pattern of the specific item.

Such an example will be described with reference to FIG.

FIG. 4 is a diagram for explaining a concept of performing an order determination by further considering a contract pattern of a market or a corresponding stock group according to an embodiment of the present invention.

4, S _M is an index indicating the fastening strength of the entire market (or the corresponding stock group), and S _A can be an index indicating the fastening strength of the A stock. Also, M _M can represent the trading volume index of the entire market (or the corresponding stock group), and M _A can represent the trading volume index of the A stock.

According to the embodiment of this case, it is possible to obtain an index that can represent the tightening strength (hereinafter referred to as relative tightening strength) by the characteristics of the pure A stock itself, excluding the influence of the entire market (or the corresponding stock group) An indicator capable of representing an indicator (hereinafter referred to as an " relative trading amount indicator ") can be defined. According to the embodiment of the present invention, the index value obtained by subtracting the fastening strength of the entire market (or the corresponding stock group) from the fastening strength of the corresponding stock such as S _A -S _M is defined as the fastening strength index by the characteristics of the stock A itself But also the strength of the fastenings according to the characteristics of the stock A itself can be defined in various ways. Also, according to the technical idea of the present invention, the trading amount indicator is a merit value simply by subtracting the trading amount indicator of the entire market (or the corresponding stock group) from the trading amount indicator of the stock A as in the case of M _A -M _M May be defined, but the trading volume index by the characteristic of the stock A itself may be defined in various ways.

At least one relative reference value (e.g., S4, S5, S6) may be defined for determining whether the fastening strength indicator according to the characteristics of the item A itself is strong or weak. Also, at least one relative reference value (e.g., M4, M5, M6) may be defined to determine whether there is a large or small amount of trading volume index based on the characteristics of the item A itself. The order judgment strategy according to the market conditions of the stock A can be predefined by the reference values S4, S5, and S6 of the relative tightening strengths and the reference values M4, M5, and M6 of the relative trading amount index. 3, the first order determination strategy, the second order determination strategy, the third order determination strategy, or more order determination strategies may be defined and used in advance.

Meanwhile, the judgment system 100 according to the technical idea of the present invention may perform order determination using the call remaining amount information. As described above, the call remaining amount information includes information on a call of a specific item (for example, the lower limit 10 based on the current price and the present price) and information on the remaining amount of each call (information on the remaining amount of the call is the total amount The information on the remaining amount and / or the total remaining amount may be information obtained by analyzing the order quantity per order).

The information on the remaining amount of the call can be important information to know the order of the investors based on the current price, the price of the order, and the amount of the order.

According to an embodiment of the present invention, the control module 110 may perform the order determination based on a change in the remaining amount of at least one call included in the call remaining amount information. Also, the control module 110 may perform the order determination based on the order quantity residual amount distribution included in the remaining amount information.

The concept of order determination using the call remaining amount information will be described with reference to FIG.

5 is a diagram for explaining a concept of performing an order determination using a call remaining amount information according to an embodiment of the present invention. Although FIG. 5 exemplarily shows only the remaining amount information as the purchase request, it goes without saying that the same technical idea can be applied to selling.

5A and 5B, the call remaining amount information at a predetermined time may be as shown in FIG. 5A or FIG. 5B.

That is, as shown in FIG. 5A, the highest bid price has the greatest residual amount, the low bid price may have a small residual amount as compared with the highest bid price, It may have a small residual amount as compared with the quotation.

On the contrary, as shown in FIG. 5B, the highest bid price has the smallest remaining amount, and the low bid price may have a larger residual amount than the highest bid price, It may have a residual amount as much as a certain ratio as compared with the quotation.

As described above, the call remaining amount information may be changed according to market conditions. The control module 110 may perform order determination based on the remaining amount change information of at least one call made within a predetermined time. For example, within a predetermined time, the call as shown in FIG. 5C may be changed from the remaining amount state to the remaining amount state as shown in FIG. 5D. In other words, only the highest bid price can increase by more than a certain rate.

Or the call as shown in FIG. 5C may be changed from the remaining amount state to the remaining amount state as shown in FIG. 5E within a predetermined time. In other words, as the number of high-priced buyers increases more than a certain rate, the price of low-priced buyers may decrease by a certain rate.

In this way, the control module 110 can express the change in the remaining amount of at least one call made during a predetermined time in an objectized index in various ways such as a rate or a numerical value.

And can make an order determination based on the change in the remaining amount of at least one quotation. For example, if the quotation is determined based on the quotation with the greatest change in the remaining amount of the quote, or the quote is placed against the quotation, or if the change in the remaining quote satisfies a certain criterion, Or how many of the above-mentioned numbers are compared). Alternatively, the call of each of the plurality of quotations may determine the order price in a predetermined manner by using the distribution of the change in the remaining amount, and when an order price is selected in a case where there is a change in the remaining amount of the call for a predetermined time It is possible to determine the order price to be selected from the change in the present call amount by performing learning using the past data.

The reason why the change in the call price is an important factor in determining the order is because the order judgment of many investors can be reflected in the change in the call price.

Also, the change in the remaining amount of the call may be used to perform the order determination independently, but the order determination may be performed considering the same as the concatenation pattern.

Meanwhile, the call remaining amount information according to the technical idea of the present invention may include at least one call order residual amount distribution according to the order, and the control module 110 may perform the order determination using the order rest floor distribution . Such an example will be described with reference to FIG.

FIG. 6 is a diagram for explaining a concept of performing an order determination using a residual amount distribution according to an order, among the remaining amount information of a call according to an embodiment of the present invention. FIG. 6 exemplarily shows only the remaining amount information of the purchase order, but it goes without saying that the same technical idea can be applied to selling.

Referring to FIG. 6A, a residual amount distribution according to an order, which is included in the remaining amount information at a predetermined time, may be as shown in FIG. 6A.

As shown in FIG. 6A, there may be a predetermined remaining amount (for example, 10,000, 30) in the highest priority purchase price. The predetermined amount (for example, 10,000) means that the remaining quantity of the specific quote (for example, the highest quote quote or the secondary quote quote) is the predetermined quantity (for example, 10,000) As shown in FIG.

However, even if they have the same quantity of remainder, the power of buying (or the power of selling) may be different depending on the residual quantity distribution by order. 6A, even if the remaining amount of the highest bid price is 10,000, the remaining amount of 10,000 can be the remaining amount based on two orders (for example, any one ordered amount 31 is 8,000, for example) One order quantity 32 may be, for example, 2,000 shares). Also, at least a certain percentage of the remaining amount of a certain quotation may be made by the order quantity of one or a few orders.

6B, even when the remaining amount 50 of the highest bid price is 10,000 as in the above example, the remaining amount 50 is relatively larger than the order amount 51, 52, 53, 54, 55). For example, the order quantity 51, 52, 53, 54, 55 of each of the ordering guns may be 2,000. In other words, in FIG. 6B, the order quantity of a specific order quantity may be relatively large, and the order quantity of each order quantity may be evenly distributed relative to the total quantity.

Thus, although the remaining amount of the highest bid price in FIG. 6A may be the same as or similar to the remaining amount of the highest bid price in FIG. 6B, the residual amount distribution of the highest bid price may have a very different characteristic. The characteristics of this residual distribution can be a significant characteristic related to the power of buying (or selling) the relevant quotations.

Therefore, according to the technical idea of the present invention, by performing order determination using the residual amount distribution for at least one call, even if the same call amount has the same remaining amount, Can be performed.

In the present specification, the residual amount distribution by order condition may mean the number of orders (for example, two in FIG. 6A and five in FIG. 6B) constituting the specific remaining amount as described above. (For example, the distribution of the order quantity of the scattered orders or the distribution of the order quantity of the scattered orders) or the total number of orders (for example, five in FIG. 6B) (E.g., 4 out of 5, that is, 80%). In addition, various indexes can be defined that can express meaningful characteristics by using the number of orders constituting the remaining amount of specific quote and / or the order quantity of each order. Information on the number of orders of the order constituting the specific residual quantity and the order quantity of each order may be provided by, for example, an exchange system, or a separate software or solution for performing such a function may be provided.

For example, when one or a small number of order orders constituting the remaining amount occupies most of the remaining amount (for example, 80%), such as the highest purchase order number in FIG. 6A, depending on the kind of the item or market situation, It may be a strong case. This is because if one or a few major investors have strong buying intent, they can have a residual amount distribution such as the highest bid price in Figure 6a. In this case, it is also possible to output a relatively aggressive order or determine the timing of the order so that the order can be concluded at a faster time.

In addition, depending on the kind of the stock market or the situation of the market, if the number of orders constituting the remaining amount is relatively large or the ratio of the relative order quantity of the order orders is not large, as in the case of the highest purchase order number in FIG. 6B, . This is because many investors are interested in buying, and subsequent buying may continue.

As a result, the meaning may vary depending on the stock market, the market situation, or the conclusion pattern as described above. However, in any case, the residual amount distribution by order can be an important characteristic indicating the purchase (or selling) It is clear that the technical idea of the present invention can make the order judgment using this characteristic.

According to the embodiment, as described above, the residual amount distribution according to each order is, for example, a ratio of the number of orders constituting the remaining amount, a relative amount of each of the orders, and / The ratio of the number of orders, etc.). And may be predefined to perform a specific order determination strategy if it is a specific indicator. For example, as shown in FIG. 3, similar to the indexing of the fastening strength and / or the trading volume in a predetermined manner and the order determination strategy corresponding to each indicator section is set in advance, the residual amount distribution by order is independently indexed Or an order determination strategy corresponding to each indicator section is set in advance by indexing the residual amount distribution and the clamping strength (or the transaction amount etc.) according to each order in a predetermined manner, so that an adaptive order judgment may be performed according to the residual amount distribution have.

In addition, the remaining charge amount distribution per order is not limited to only one specific call, but may be determined for a plurality of quotations, and order determination may be performed considering the order distribution level distribution of each of the plurality of quotations.

For example, as shown in FIG. 6A, the residual amount information of a specific item is a case in which the residual amount distribution of the highest priority purchase order is a case in which a small number of orders constitute the remaining residual amount, . In addition, as shown in FIG. 6B, the residual amount information of a particular item is a case in which the remaining amount is distributed evenly with respect to the order amount of the plurality of order items, and the remaining amount distribution of the item number is different from the above Lt; / RTI >

As such, when the remaining amount distributions of the plurality of quotations are considered together, the buying (or selling) of the specific item can be judged more precisely. Even in this case, the remaining amount distribution of the highest bid price and / or the lower bid price may be indexed in a predetermined manner, and an order judgment strategy corresponding to each indicator interval may be set in advance. Of course, the fastening pattern as described above may also be considered.

As a result, according to the technical idea of the present invention, the order judgment can be performed based on the order quantity residual amount distribution for at least one order. In addition, in the case of having a predetermined fastening pattern, the control module 110 can determine which order determination strategy is to be used when the residual amount distribution for at least one call is used. Also, as described above, the change in the remaining amount of the call may be further considered, so that the order determination strategy may be determined.

On the other hand, the control module 110 performs order determination of a specific item in consideration of the current fastening pattern, i.e., the fastening strength and / or the transaction amount, or performs the order determination of the specific item When order determination is performed, the order result can vary greatly depending on what reference value is used. In addition, the method of evaluating the order result may be a winning rate or a profit rate of a predetermined period when the order is output according to the order judgment strategy according to the technical idea of the present invention. Also, the predetermined period may be determined by the judgment system 100 as a relatively short term, a medium term, or a long term. When the judgment system 100 trades a short-term yield or a winning ratio for the main purpose, the order result can be evaluated in consideration of the short-term yield or the winning ratio when the order result is evaluated, and the order result can be evaluated based on the long- If you want to, you can judge the result of the order with the yield or odds of the medium or long term. In any case, the order result may be changed depending on how the reference value (for example, the clamping strength reference value or the transaction amount index reference value) is defined. The reference value may be defined by the operating entity of the judgment system 100.

However, it can be very important that these baseline values also change adaptively according to market conditions. In other words, even if the market situation changes drastically, it may mean that the same criteria are used to unify the strategy of tightening strength, the amount of tightening (trading volume), or the strategy of determining whether or not to trade. For example, if the tightening strength is 150% or more, it can be judged that the purchase price is strong, but it may be preferable that the market value is 170% or more when the market situation is changed. It may be more desirable that the reference value be changed according to the market situation.

The determination system 100 may include a predetermined learning module 130 in order to adaptively change the reference value of the fastening strength and / or the reference value of the transaction amount according to market conditions.

The learning module 140 can perform learning based on past market conditions, that is, past contract patterns and order results according to various reference values at that time as learning data (training data). That is, by learning the fastening pattern and the specific reference value in the fastening pattern and the order result when the order is performed according to the order judgment, it is possible to use a certain reference value in the present specific fastening pattern, You can learn to have.

The data of the event for which the order determination is to be performed may be used for the past decision pattern and the reference value and the order result using the order decision used by the learning module 130. However, Data of at least one other item (for example, the same stock group or an item having a similar business characteristic such as the market capitalization, the business type, and the stock number) may be used. That is, a contract pattern, a reference value, an order judgment, and an order result at that time may be used for learning, and at least one other item (for example, at least one market- A contract pattern, a reference value, an order judgment, and a sale result of the items may be used for learning.

The learning model performed by the learning module 130 may be various embodiments. (E.g., criteria) that can be used to increase the desired result (order result) using specific variables (engagement pattern, reference value, order decision) such as, for example, logistic regression, decision forest or tree, neural network, Value) can be recommended, and various machine learning algorithms used can be selected as needed.

The reference values recommended by the learning module 130 for constructing the learning model may be adaptively recommended according to market conditions, and the control module 110 may recommend (calculate) It is possible to determine the current engagement pattern using the reference value and determine the determined order decision strategy accordingly.

Meanwhile, according to the embodiment, the learning data used by the learning module 130 may further include a contract pattern of a corresponding stock group (for example, the same or similar stock group) set to correspond to a contract pattern of the entire market or an item to be traded It is possible. That is, in addition to the engagement pattern of the item, the engagement pattern of the entire market (or the engagement pattern of the item group set to correspond in advance) can be used as the learning data. For example, as described with reference to FIG. 4, the learning is performed using the relative engagement pattern (relative tightening strength and / or relative trading volume index) of the specific item and various relative reference values, the order decision strategy used at this time, It is possible.

Accordingly, the learning module 140 can perform learning using a closing pattern of a market or a closing pattern of a corresponding stock group, in addition to a closing pattern of a stock to be traded. At this time, both the past contract pattern of the market (or the contract pattern of the corresponding stock group), the contract pattern of the specific item, the reference value, and the corresponding order judgment strategy and the order result at this time may be used as learning data, As described above, the past relative contract pattern, the various reference values, and the corresponding order judgment strategy, which are defined by using past past market conclusion patterns (or concurring patterns of corresponding stock groups) And may be used as learning data.

The learning module 130 can recommend an effective reference value that can increase the order result when the contract pattern of the specific item at the current time point and the contract pattern of the market (or the contract pattern of the item group) are input.

Meanwhile, in the above-described example, an example of outputting the reference value as the learning result data in a state where the order determination strategy is predetermined is described. However, according to the embodiment, the order determination strategy may be output as the learning result data Learning can be done.

For example, by learning a past engagement pattern, a specific reference value at this time, and various order determination strategies and corresponding order results that are assumed to be used at this time, the order decision strategy to be used in the current engagement pattern and the specific reference value is learned, (130). ≪ / RTI > Of course, the market engagement pattern can be further used as learning data as described above.

On the other hand, the learning module 130 learns a change in remaining amount of at least one call in the past, a plurality of order judgments assumed to have been used at that time, and a corresponding order result as learning data, It may be advisable to make an order determination in the change.

In addition, the learning module 130 learns the residual amount distribution for each order item for at least one call in the past predetermined period, a plurality of order judgments assumed to have been used at that time, and the corresponding order result as learning data, It is also possible to recommend which order judgment should be made from the residual amount distribution of at least one quotation by order.

Also, as described above, the learning module 130 stores the past engagement pattern (or the past independent engagement pattern), the reference value, the change in the remaining amount of the call, the residual amount distribution by the order, the plurality of order determination, Learning data, and in this case, recommends which reference value is to be used or which order judgment is to be used in the current engagement pattern (or current relative engagement pattern), the change in the remaining amount of the call, and / It is possible.

As a result, according to the technical idea of the present invention, a change in the fastening pattern, the relative fastening pattern, the reference value, the residual amount distribution by order, and / or the remaining amount of the call may be important factors in performing order determination, It is possible to determine the order judgment (or the reference value) in the present situation by learning with data.

Meanwhile, in the above-described embodiments, the order determination of a specific item is performed using the fastening pattern, the relative fastening pattern, the reference value, the residual amount distribution by order, and / or the remaining amount change. However, It can also be used to determine which of the stocks will be traded.

That is, the method of determining which order decision strategy to use according to the current engagement pattern, the relative engagement pattern, the reference value, the residual amount distribution according to the order, and / or the remaining amount, (Buy or sell) the specific item by replacing it with a determination strategy of whether or not to buy (or sell) instead of a judgment strategy or to neutral (sell).

For example, in FIG. 3 or FIG. 4, it is assumed that, in place of the first order judgment strategy, the second order judgment strategy, and the third order judgment strategy, The control module 110 can determine whether or not to sell the corresponding stock when a strategy for determining whether or not to sell the stock is defined in advance, such as re-determination after a predetermined period of time. Then, by determining the strategy of determining whether or not to trade for a plurality of stocks, it can be determined which stock of the plurality of stocks is to be bought. That is, the technical idea of the present invention may be used to extract stocks to be purchased.

Also, the technical idea of the present invention may be applied to each item so that when the item satisfies a predetermined criterion, the item may be used to determine the item to be traded, but at least one item (Or the corresponding stock group), the specific item may be used to determine the specific item as an object of sale when the specific item satisfies a relatively predetermined criterion.

It is needless to say that the recommendation of the appropriate order judgment in the current market situation through the learning as described above can be replaced with the recommendation of the judgment as to whether or not the sale is made instead of the order judgment.

For example, instead of the order result as described above, a winning rate or a profit rate after a certain period of time after trading is performed according to a strategy for determining whether or not a specific item is traded may be defined as a trading result.

Then, the learning module 130 can perform learning based on past market conditions, that is, past contract patterns and sales results according to various reference values at that time as learning data (training data). That is, it is possible to learn how the reference value is used and the better sales result in the current specific engagement pattern by learning the engagement pattern and the sale result when the specific reference value is set in the engagement pattern.

Alternatively, the learning data used by the learning module 130 may be further used with a binding pattern of the entire stock market or a matching pattern of a corresponding stock group (for example, the same or similar stock group) set to correspond to the stock to be traded in advance. That is, in addition to the engagement pattern of the item, the engagement pattern of the entire market or the engagement pattern of the item group set to correspond in advance can be used as the learning data. For example, as described with reference to FIG. 4, the learning may be performed using the relative engagement pattern (relative tightening strength and / or relative trading volume index) of the specific item, various relative reference values, and the sale result.

As a result, the learning module 130 learns all of the past contract pattern (or the past relative contract pattern), the reference value, the residual amount distribution by order, the remaining amount of the quote amount, the transaction determination strategy, In this case, it is possible to recommend which reference value is to be used in the present fastening pattern (or the current relative fastening pattern), residual amount distribution according to order, and change in the remaining amount of a call, or a certain determination strategy.

As a result, according to the technical idea of the present invention, a change in the fastening pattern, the relative fastening pattern, the reference value, the residual amount distribution according to the order, and the remaining amount of the inquiry can be important factors in determining the determination strategy. Data can be learned and the strategy of determining whether or not to trade in the current situation can be determined.

The determination method according to an exemplary embodiment of the present invention may be implemented as a computer-readable program command and stored in a computer-readable recording medium. A program for implementing the technical idea of the present invention may be stored in a computer- Can be stored in the medium. The program stored in such a recording medium may be executed by a processor to implement the technical idea of the present invention. A computer-readable recording medium includes all kinds of recording apparatuses in which data that can be read by a computer system is stored.

Program instructions to be recorded on a recording medium may be those specially designed and constructed for the present invention or may be available to those skilled in the art of software.

Examples of the computer-readable recording medium include magnetic media such as a hard disk, a floppy disk and a magnetic tape, optical media such as CD-ROM and DVD, a floptical disk, And hardware devices that are specially configured to store and execute program instructions such as magneto-optical media and ROM, RAM, flash memory, and the like. The computer readable recording medium may also be distributed over a networked computer system so that computer readable code can be stored and executed in a distributed manner.

Examples of program instructions include machine language code such as those produced by a compiler, as well as devices for processing information electronically using an interpreter or the like, for example, a high-level language code that can be executed by a computer.

The hardware devices described above may be configured to operate as one or more software modules to perform the operations of the present invention, and vice versa.

It will be understood by those skilled in the art that the foregoing description of the present invention is for illustrative purposes only and that those of ordinary skill in the art can readily understand that various changes and modifications may be made without departing from the spirit or essential characteristics of the present invention. will be. It is therefore to be understood that the above-described embodiments are illustrative in all aspects and not restrictive. For example, each component described as a single entity may be distributed and implemented, and components described as being distributed may also be implemented in a combined form.

It is intended that the present invention covers the modifications and variations of this invention provided they come within the scope of the appended claims and their equivalents. .

Claims (4)

A market situation information acquisition module for acquiring market situation information of the item; And
And a control module for outputting an order for the sale of the item to the order receiving system based on the market situation information of the item,
The control module includes:
Determining whether an output time of the order or an order price of the order is determined based on at least one of the market condition information of the stock and the information including the call remaining amount information, , And a step
The control module includes:
The remaining amount distribution of each order item with respect to at least one call price included in the remaining amount information of the call included in the call amount information, the remaining amount distribution by the order order is determined by the number of orders constituting the remaining amount of the call price, And a ratio of orders that exceed a certain ratio to the total remaining amount.
In the context-aware type decision system,
A market situation information acquisition module for acquiring market situation information of the item; And
And a control module for outputting an order for the sale of the item to the order receiving system based on the market situation information of the item,
The control module includes:
Determining whether an output time of the order or an order price of the order is determined based on at least one of the market condition information of the stock and the information including the call remaining amount information, , And a step
The situation awareness type determination system comprises:
The residual amount distribution according to the orders of the order of the past at least one price of the order - the residual amount distribution according to the order order is the ratio of the number of orders constituting the remaining amount of the order, the ratio of the order quantity of the order depending on the order, And a ratio of orders that exceed the current order value, and - learning to determine the order judgment in the residual amount distribution for each order by learning the plurality of order judgments and corresponding order results as learning data, Further comprising a module.
Obtaining a market situation information of the stock of the stock; And
Wherein the situation-aware determination system determines at least one quotation of at least one quotation number included in the remaining amount information of the market among the market condition information of the item, and the remaining amount distribution by order condition is a number of orders constituting the remaining amount of the quotation, A ratio of a relative order amount per order, or a ratio of orders that exceed a certain ratio with respect to the total remaining amount among the total order amount of the order amount, or the order price of the order to be output to the order receiving system And determining whether or not the stock is traded.
A computer program installed in a data processing apparatus and recorded in a medium for carrying out the method according to claim 3.

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