WO2020000695A1 - Fund position adjustment method and system, computer device and storage medium - Google Patents

Fund position adjustment method and system, computer device and storage medium Download PDF

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Publication number
WO2020000695A1
WO2020000695A1 PCT/CN2018/106406 CN2018106406W WO2020000695A1 WO 2020000695 A1 WO2020000695 A1 WO 2020000695A1 CN 2018106406 W CN2018106406 W CN 2018106406W WO 2020000695 A1 WO2020000695 A1 WO 2020000695A1
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Prior art keywords
fund
position adjustment
product
redemption
objective function
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PCT/CN2018/106406
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French (fr)
Chinese (zh)
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蒋逸文
侯洁琼
陈泽晖
黄鸿顺
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平安科技（深圳）有限公司
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Publication of WO2020000695A1 publication Critical patent/WO2020000695A1/en

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    • G—PHYSICS
    • G06—COMPUTING; CALCULATING OR COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Asset management; Financial planning or analysis

Definitions

  • This application relates to the field of financial information technology, and in particular, to a method, system, computer equipment, and storage medium for fund relocation.
  • Funds in a broad sense, refer to a certain amount of funds established for a certain purpose; in a narrow sense, they refer to funds with a specific purpose and purpose.
  • the fund includes the stages of subscription, purchase and redemption. During the fund sales process, subscription fees, subscription fees, and redemption fees are often borne by investors. Among them, the subscription fee is to encourage investors to purchase funds during the fund-raising period. Many funds set a subscription fee rate that is higher than that after the fund was established. The subscription fee rate is low; the subscription fee is currently 1% -2% of the subscription amount of domestic open-end funds, and multiple levels of fees are set up, and the use rate for large subscription amounts is also low.
  • a fund position adjustment method which includes:
  • a fund position adjustment model is preset in the fund trading system, and an objective function is set in the fund position adjustment model.
  • the fund position adjustment model obtains a minimum value of fund position adjustment cost by calling the objective function;
  • fund position adjustment model obtains fund position adjustment information
  • calculation is performed by using the objective function to obtain a minimum value of fund position adjustment cost.
  • this application also provides a fund position adjustment system, including:
  • the setting objective function unit is set as a fund position adjustment model preset in the fund trading system, and an objective function is set in the fund position adjustment model, and the objective function is used to obtain a minimum value of fund position adjustment;
  • the calculation value unit is configured to obtain the fund position adjustment information by the fund position adjustment model, and then use the objective function to perform calculation to obtain a minimum value of the fund position adjustment cost.
  • the present application also provides a computer device including a memory and a processor.
  • the memory stores computer-readable instructions.
  • the processing causes the processing.
  • the processor performs the following steps:
  • a fund position adjustment model is preset in the fund trading system, and an objective function is set in the fund position adjustment model, and the objective function is used to obtain a minimum value of the fund position adjustment cost;
  • fund position adjustment model obtains fund position adjustment information
  • calculation is performed by using the objective function to obtain a minimum value of fund position adjustment cost.
  • the present application also provides a storage medium storing computer-readable instructions.
  • the computer-readable instructions When the computer-readable instructions are executed by one or more processors, the one or more processors execute the following steps:
  • a fund position adjustment model is preset in the fund trading system, and an objective function is set in the fund position adjustment model, and the objective function is used to obtain a minimum value of the fund position adjustment cost;
  • fund position adjustment model obtains fund position adjustment information
  • calculation is performed by using the objective function to obtain a minimum value of fund position adjustment cost.
  • a fund position adjustment model is preset in the fund trading system, and an objective function is set in the fund position adjustment model, and the objective function is used to obtain the fund position adjustment cost Minimize the value; after the fund position adjustment model obtains fund position adjustment information, use the objective function to perform calculation to obtain the fund position adjustment cost minimization value.
  • This application can reduce the cost of relocation by calculation and improve the experience of the people.
  • FIG. 1 is a flowchart of a fund position adjustment method according to an embodiment of the present application
  • FIG. 2 is a schematic diagram of a fund position adjustment system according to an embodiment of the present application.
  • FIG. 1 is a flowchart of a fund position adjustment method according to an embodiment of the present application. As shown in FIG. 1, the fund position adjustment method may include the following steps:
  • Step S1 a fund position adjustment model is preset in the fund trading system, and an objective function is set in the fund position adjustment model, and the objective function is used to obtain a minimum value of the fund position adjustment cost;
  • the objective function is:
  • the S C is the fund redemption fee
  • the R C is the fund subscription fee
  • the P C is the fund subscription fee
  • the fund adjustment cost S C + R C + P C
  • the fund trading system is in the fund trading platform
  • a fund position adjustment model is preset, and the fund position adjustment model sets an objective function to minimize the fund position adjustment cost through the calculation of the objective function, that is, the sum of the fund redemption fee, the fund subscription fee, and the fund subscription fee. It is equal to the minimum value of the fund's position adjustment cost.
  • the fund redemption also known as fund buyback
  • fund buyback is for open-end funds. Investors in their own name directly or indirectly through the agent fund request the fund management company to partially or completely withdraw from the investment of the fund. And remittances to the investor's account.
  • the formula for calculating the fund redemption fee S C is:
  • the S and M are fund product numbers, and the fund product numbers are 1,2, ..., S, S + 1, ... M, where the 1,2, ..., S indicates preparation for fund transfer positions fund product number, the S + 1, ... M represents the number has not been fund products for fund transfer positions, a i is the i-th holding assets fund fund products, the b i is the fund redemption rate of the i-th fund product, said b i + s is the fund redemption rate of the i + s fund product, and y i is the i-th fund fund position
  • the fund transfer model can obtain the fund redemption fee S C according to the above calculation formula.
  • the fund subscription refers to a process in which an investor purchases fund shares before the fund is established during the period of open-end fund raising.
  • the formula for calculating the fund subscription fee R C is:
  • the M and N are fund product numbers, and the fund product numbers are 1,2, ..., S, S + 1, ... M, M + 1, ..., N, where the 1 , 2, ..., S represents the fund product number of the fund position adjustment, S + 1, ... M represents the fund product number of the fund position adjustment, the M + 1, ... , N fund transaction authority issued fund products number Z i is the i-th amount of fund products assets subscription, the subscription rates D i is the i-th fund products, fund transaction model according to the above formula, Find the fund subscription fee R C.
  • the fund purchase refers to an act in which an investor opens a fund account at a fund management company or a selected fund agency and applies for purchasing fund shares in accordance with prescribed procedures.
  • the formula for calculating the fund subscription fee P C is:
  • the S and M are fund product numbers, and the fund product numbers are 1,2, ..., S, S + 1, ... M, where the 1,2, ..., S indicates preparation
  • the fund product number of the fund position adjustment, S + 1, ... M represents the fund product number of the fund position adjustment, and t i is the subscription of the i-th fund product that has not been prepared for fund position adjustment.
  • the amount of the purchase rates C i is the i-th fund products, fund transaction system according to the above formula, the fund purchase cost can be obtained P C.
  • the objective function further includes constraint conditions, and the constraint conditions include the final amount of redemption of fund assets that have not yet been prepared for fund adjustment, the net asset value of the fund after initial subscription, weight constraints, and value Constraints and quantity constraints;
  • the final amount of the redemption application of the fund assets, said a i + s is the holding amount of the fund assets of the i + s fund product, and said y i is the i-th fund that has not undergone fund relocation.
  • the redemption amount of the product, where t i is the purchase amount of the i-th fund product that has not yet been prepared for fund transfer;
  • the final amount of the X i is the i-th redemption not ready to purchase funds transfer positions fund assets, the assets of the total sum A after the funds assets before funds transfer positions, W i is the S th + i fund product target weights, S and M are fund product numbers, and the fund product numbers are 1,2, ..., S, S + 1, ... M, where the 1,2 , ..., S represents the fund product number of the fund position adjustment, and S + 1, ... M represents the fund product number of the fund position adjustment;
  • the A after is the total assets of the fund assets before the fund relocation
  • the X i is the final amount after the redemption subscription of the i-th fund asset that is not yet ready for fund relocation
  • the z i is the i
  • the number of asset subscriptions for each fund product, the S and M are the fund product numbers, and the fund product numbers are 1,2, ..., S, S + 1, ... M, where the 1,2 , ..., S represents the fund product number of the fund position adjustment, and S + 1, ... M represents the fund product number of the fund position adjustment;
  • the quantity constraint includes 0 ⁇ y i ⁇ a i + s and t i ⁇ 0, the y i is the redemption amount of the i-th fund product that has not yet been fund-positioned, and the a i + s is i + s holdings of fund assets, where t i is the subscription amount of the i-th fund product that has not yet been prepared for fund transfer.
  • the fund relocation refers to that the fund manager sells stocks with heavy positions before buying other stocks.
  • Step S2 After the fund position adjustment model obtains fund position adjustment information, use the objective function to perform calculation to obtain a minimum value of fund position adjustment cost.
  • the minimum value for obtaining the fund relocation cost includes:
  • An input interface and a data interface are set up in the fund trading system. After obtaining the position adjustment information by calling the input interface, the fund interface is connected to the fund adjustment model by calling the data interface, and the position adjustment information is sent to the fund adjustment model. In the method, after the fund position adjustment model obtains the position adjustment information, calculation is performed by using an objective function to obtain a minimum value of the fund position adjustment cost.
  • the data interface is an interface that wants a data connection line to output data during data transmission.
  • the docking between the fund trading system and the fund position adjustment model can be realized, and the fund transaction system can realize the transmission of position adjustment information to the fund position adjustment model.
  • the fund position adjustment information includes the current fund asset holding amount, the current position fund code, the current fund position proportion, the target code after the position adjustment, and the target fund position position after the position adjustment.
  • a and b are the transaction amounts of A and B funds respectively. Based on the above calculations, the values represented by a and b can be obtained. At the same time, the investor's handling fee is (0.003 * a + 0.003 * b). That is, use 20,000 to buy A fund and B fund. Through the above calculation, we can know that the transaction amount of A fund is 3988 yuan, the transaction amount of B fund is 15952 yuan, of which the handling fee is 60 yuan.
  • the fund transaction system calculates the fund position adjustment cost through the objective function in the fund position adjustment model, and obtains the fund position adjustment cost minimization value.
  • an embodiment of the present application further provides a fund position adjustment system.
  • the system includes an objective function unit and a calculation unit;
  • the setting objective function unit is set to preset a fund position adjustment model in a fund trading system, and an objective function is set in the fund position adjustment model.
  • the fund position adjustment model obtains fund position adjustment by calling the objective function. Cost minimization value
  • the calculation value unit is configured to obtain the fund position adjustment information by the fund position adjustment model, and then use the objective function to perform calculation to obtain a minimum value of the fund position adjustment cost.
  • the objective function setting unit presets a fund position adjustment model in the fund trading system, and sets an objective function in the fund position adjustment model, and the objective function is used to obtain a fund position adjustment cost minimization.
  • a value; the calculation value unit obtains fund position adjustment information through the fund position adjustment model, and then uses the objective function to perform calculation to obtain a fund position adjustment cost minimization value.
  • the objective function in the setting objective function unit is:
  • the S C is the fund redemption fee
  • the R C is the fund subscription fee
  • the P C is the fund subscription fee
  • the fund adjustment cost S C + R C + P C
  • the fund trading system is in the fund trading platform
  • a fund position adjustment model is preset, and the fund position adjustment model sets an objective function to minimize the fund position adjustment cost by calculating the objective function, that is, the sum of the fund redemption fee, the fund subscription fee, and the fund subscription fee It is equal to the minimum value of the fund's position adjustment cost.
  • the calculation formula of the fund redemption fee S C is:
  • the S and M are fund product numbers, and the fund product numbers are 1,2, ..., S, S + 1, ... M, where the 1,2, ..., S indicates preparation for fund transfer positions fund product number, the S + 1, ... M represents the number has not been fund products for fund transfer positions, a i is the i-th holding assets fund fund products, the b i is the fund redemption rate of the i-th fund product, said b i + s is the fund redemption rate of the i + s fund product, and y i is the i-th fund fund position
  • the fund transfer model can obtain the fund redemption fee S C according to the above calculation formula.
  • the formula for calculating the fund subscription fee R C is:
  • the M and N are fund product numbers, and the fund product numbers are 1,2, ..., S, S + 1, ... M, M + 1, ..., N, where the 1 , 2, ..., S represents the fund product number of the fund position adjustment, S + 1, ... M represents the fund product number of the fund position adjustment, the M + 1, ... , N fund transaction authority issued fund products number Z i is the i-th amount of fund products assets subscription, the subscription rates D i is the i-th fund products, fund transaction model according to the above formula, Find the fund subscription fee R C.
  • the formula for calculating the fund subscription fee P C is:
  • the S and M are fund product numbers, and the fund product numbers are 1,2, ..., S, S + 1, ... M, where the 1,2, ..., S indicates preparation
  • the fund product number of the fund position adjustment S + 1, ... M represents the fund product number of the fund position adjustment
  • ti is the subscription amount of the i-th fund product that has not yet been prepared for fund position adjustment
  • C i is the subscription fee rate of the i-th fund product
  • the fund transaction system can obtain the fund subscription fee P C according to the above calculation formula.
  • the objective function in the setting objective function unit further includes:
  • Constraints which include the final amount of redemption of fund assets that have not yet been prepared for fund adjustment, the net asset value of the fund after initial subscription, weight constraints, value constraints, and quantity constraints;
  • the final amount of the redemption application of the fund assets, said a i + s is the holding amount of the fund assets of the i + s fund product, and said y i is the i-th fund that has not undergone fund relocation.
  • the redemption amount of the product, where t i is the purchase amount of the i-th fund product that has not yet been prepared for fund transfer;
  • the final amount of the X i is the i-th redemption not ready to purchase funds transfer positions fund assets, the assets of the total sum A after the funds assets before funds transfer positions, W i is the S th + i fund product target weights, S and M are fund product numbers, and the fund product numbers are 1,2, ..., S, S + 1, ... M, where the 1,2 , ..., S represents the fund product number of the fund position adjustment, and S + 1, ... M represents the fund product number of the fund position adjustment;
  • the A after is the total assets of the fund assets before the fund relocation
  • the X i is the final amount after the redemption subscription of the i-th fund asset that is not yet ready for fund relocation
  • the z i is the i
  • the number of asset subscriptions for each fund product, the S and M are the fund product numbers, and the fund product numbers are 1,2, ..., S, S + 1, ... M, where the 1,2 , ..., S represents the fund product number of the fund position adjustment, and S + 1, ... M represents the fund product number of the fund position adjustment;
  • the quantity constraint includes 0 ⁇ y i ⁇ a i + s and t i ⁇ 0, the y i is the redemption amount of the i-th fund product that has not yet been fund-positioned, and the a i + s is i + s holdings of fund assets, where t i is the subscription amount of the i-th fund product that has not yet been prepared for fund transfer.
  • the value calculation unit is further configured to set an input interface and a data interface in the fund trading system, and obtain the position adjustment information by calling the input interface, and then connect the fund position adjustment model by calling the data interface.
  • the position adjustment information is sent to the fund position adjustment model.
  • the fund position adjustment model After the fund position adjustment model obtains the position adjustment information, it uses an objective function to perform calculation to obtain a minimum value of the fund position adjustment cost.
  • the present application also proposes a computer device including a memory, a processor, and computer-readable instructions stored on the memory and executable on the processor, the processing When the processor executes the computer-readable instructions, the steps in the fund position adjustment method in the foregoing embodiments are implemented.
  • the present application also provides a storage medium storing computer-readable instructions.
  • the computer-readable instructions are executed by one or more processors, the one or more processors execute the foregoing implementations.
  • the computer program can be stored in a computer-readable storage medium.
  • the foregoing storage medium may be a non-volatile storage medium such as a magnetic disk, an optical disc, a read-only memory (ROM), or a random access memory (Random Access Memory, RAM).

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Abstract

The present application relates to a fund position adjustment method and system, a computer device and a storage medium. The method comprises: pre-setting a fund position adjustment model in a fund transaction system, and setting a target function in the fund position adjustment model, wherein the target function is used for solving the minimum value of the fund position adjustment cost; and after the fund position adjustment model acquires fund position adjustment information, carrying out calculation using the target function to acquire the minimum value of the fund position adjustment cost. By means of the present application, the position adjustment expense can be reduced through calculation, and the experience of funds investors is improved.

Description

基金调仓方法、系统、计算机设备和存储介质Fund position adjustment method, system, computer equipment and storage medium
本申请要求于2018年06月25日提交中国专利局、申请号为201810656997.4、发明名称为“基金调仓方法、系统、计算机设备和存储介质”的中国专利申请的优先权，其全部内容通过引用结合在本申请中。This application claims priority from a Chinese patent application filed on June 25, 2018 with the Chinese Patent Office, application number 201810656997.4, and the invention name is "Fund Positioning Method, System, Computer Equipment, and Storage Medium", the entire contents of which are incorporated by reference. Incorporated in this application.
技术领域Technical field
本申请涉及金融信息技术领域，特别是涉及基金调仓方法、系统、计算机设备和存储介质。This application relates to the field of financial information technology, and in particular, to a method, system, computer equipment, and storage medium for fund relocation.
背景技术Background technique
基金，从广义上讲，是指为了某种目的而设立的具有一定数量的资金；从狭义上讲，是指具有特定目的和用途的资金。基金包括认购、申购赎回等阶段。在基金销售过程中，认购费、申购费和赎回费往往由投资者承担，其中，认购费是为了鼓励投资者在设立募集期内购买基金，许多基金设定的认购费率比基金成立后的申购费率低；申购费，目前国内的开放式基金的申购费率一般为申购金额的1％-2％，并且设立多档费率，申购金额大的使用的费率也就较低，一般高档是在100万元或50万元以下，散户就按照最高档计算。以上三种费用一般直接在基金资产中扣除，不需要是有人另行支付，按照目前的办法，不论投资人盈亏，基金公司的管理费照提，造成投资人对此深表不满。此外，在对基金进行调仓时，亦会造成基金费用的增加。Funds, in a broad sense, refer to a certain amount of funds established for a certain purpose; in a narrow sense, they refer to funds with a specific purpose and purpose. The fund includes the stages of subscription, purchase and redemption. During the fund sales process, subscription fees, subscription fees, and redemption fees are often borne by investors. Among them, the subscription fee is to encourage investors to purchase funds during the fund-raising period. Many funds set a subscription fee rate that is higher than that after the fund was established. The subscription fee rate is low; the subscription fee is currently 1% -2% of the subscription amount of domestic open-end funds, and multiple levels of fees are set up, and the use rate for large subscription amounts is also low. Generally high-end is below 1 million yuan or 500,000 yuan, retail customers will be calculated according to the highest level. The above three types of fees are generally deducted directly from the fund assets, and do not need to be paid separately. According to the current method, regardless of the investor's profit or loss, the management fee of the fund company is mentioned, causing investors to express their dissatisfaction. In addition, when the fund is adjusted, it will also cause an increase in fund costs.
发明内容Summary of the invention
基于此，有必要针对在进行基金调仓时，造成调仓手续费用高等问题，提供了基金调仓方法、系统、计算机设备和存储介质。Based on this, it is necessary to provide a method, system, computer equipment and storage medium for fund relocation in order to solve the problem of high fund relocation procedures during fund relocation.
一种基金调仓方法，所述基金调仓方法，包括：A fund position adjustment method, which includes:
基金交易系统内预设有基金调仓模型，在所述基金调仓模型内设置目标函数，所述基金调仓模型通过调用所述目标函数求得基金调仓成本最小化数值；A fund position adjustment model is preset in the fund trading system, and an objective function is set in the fund position adjustment model. The fund position adjustment model obtains a minimum value of fund position adjustment cost by calling the objective function;
所述基金调仓模型获取基金调仓信息后，利用所述目标函数进行计算，获取基金调仓成本最小化数值。After the fund position adjustment model obtains fund position adjustment information, calculation is performed by using the objective function to obtain a minimum value of fund position adjustment cost.
基于相同的技术构思，本申请还提供一种基金调仓系统，包括：Based on the same technical concept, this application also provides a fund position adjustment system, including:
所述设置目标函数单元，设置为基金交易系统内预设有基金调仓模型，在所述基金调仓模型内设置目标函数，所述目标函数用于求得基金调仓成本最小化数值；The setting objective function unit is set as a fund position adjustment model preset in the fund trading system, and an objective function is set in the fund position adjustment model, and the objective function is used to obtain a minimum value of fund position adjustment;
所述计算数值单元，设置为所述基金调仓模型获取基金调仓信息后，利用所述目标函数进行计算，获取基金调仓成本最小化数值。The calculation value unit is configured to obtain the fund position adjustment information by the fund position adjustment model, and then use the objective function to perform calculation to obtain a minimum value of the fund position adjustment cost.
基于相同的技术构思，本申请还提供一种计算机设备，包括存储器和处理器，所述存储器中存储有计算机可读指令，所述计算机可读指令被所述处理器执行时，使得所述处理器执行以下步骤：Based on the same technical concept, the present application also provides a computer device including a memory and a processor. The memory stores computer-readable instructions. When the computer-readable instructions are executed by the processor, the processing causes the processing. The processor performs the following steps:
基金交易系统内预设有基金调仓模型，在所述基金调仓模型内设置目标函数，所述目标函数用于求得基金调仓成本最小化数值；A fund position adjustment model is preset in the fund trading system, and an objective function is set in the fund position adjustment model, and the objective function is used to obtain a minimum value of the fund position adjustment cost;
所述基金调仓模型获取基金调仓信息后，利用所述目标函数进行计算，获取基金调仓成本最小化数值。After the fund position adjustment model obtains fund position adjustment information, calculation is performed by using the objective function to obtain a minimum value of fund position adjustment cost.
基于相同的技术构思，本申请还提供一种存储有计算机可读指令的存储介质，所述计算机可读指令被一个或多个处理器执行时，使得一个或多个处理器执行以下步骤：Based on the same technical concept, the present application also provides a storage medium storing computer-readable instructions. When the computer-readable instructions are executed by one or more processors, the one or more processors execute the following steps:
基金交易系统内预设有基金调仓模型，在所述基金调仓模型内设置目标函数，所述目标函数用于求得基金调仓成本最小化数值；A fund position adjustment model is preset in the fund trading system, and an objective function is set in the fund position adjustment model, and the objective function is used to obtain a minimum value of the fund position adjustment cost;
所述基金调仓模型获取基金调仓信息后，利用所述目标函数进行计算，获取基金调仓成本最小化数值。After the fund position adjustment model obtains fund position adjustment information, calculation is performed by using the objective function to obtain a minimum value of fund position adjustment cost.
上述基金调仓方法、系统、计算机设备和存储介质，基金交易系统内预设有基金调仓模型，在所述基金调仓模型内设置目标函数，所述目标函数用于求得基金调仓成本最小化数值；所述基金调仓模型获取基金调仓信息后，利用所述目标函数进行计算，获取基金调仓成本最小化数值。本申请能够通过计算减少调仓费用，提升基民体验度。The fund position adjustment method, system, computer equipment and storage medium described above, a fund position adjustment model is preset in the fund trading system, and an objective function is set in the fund position adjustment model, and the objective function is used to obtain the fund position adjustment cost Minimize the value; after the fund position adjustment model obtains fund position adjustment information, use the objective function to perform calculation to obtain the fund position adjustment cost minimization value. This application can reduce the cost of relocation by calculation and improve the experience of the people.
附图说明BRIEF DESCRIPTION OF THE DRAWINGS
通过阅读下文优选实施方式的详细描述，各种其他的优点和益处对于本领域普通技术人员将变得清楚明了。附图仅用于示出优选实施方式的目的，而并不认为是对本申请的限制。Various other advantages and benefits will become apparent to those of ordinary skill in the art upon reading the detailed description of the preferred embodiments below. The drawings are only for the purpose of illustrating preferred embodiments and are not to be considered as limiting the present application.
图1为本申请一个实施例中一种基金调仓方法的流程图；FIG. 1 is a flowchart of a fund position adjustment method according to an embodiment of the present application;
图2为本申请一个实施例中一种基金调仓系统的示意图。FIG. 2 is a schematic diagram of a fund position adjustment system according to an embodiment of the present application.
具体实施方式detailed description
为了使本申请的目的、技术方案及优点更加清楚明白，以下结合附图及实施例，对本申请进行进一步详细说明。应当理解，此处所描述的具体实施例仅仅用以解释本申请，并不用于限定本申请。In order to make the purpose, technical solution, and advantages of the present application clearer, the present application is described in further detail below with reference to the accompanying drawings and embodiments. It should be understood that the specific embodiments described herein are only used to explain the application, and are not used to limit the application.
本技术领域技术人员可以理解，除非特意声明，这里使用的单数形式“一”、“一个”、“所述”和“该”也可以包括复数形式。应该进一步理解的是，本 申请的说明书中使用的措辞“包括”是指存在所述特征、程序、步骤、操作、元件和/或组件，但是并不排除存在或添加一个或多个其他特征、程序、步骤、操作、元件、组件和/或它们的组。It will be understood by those skilled in the art that the singular forms "a", "an", "the" and "the" used herein may include plural forms unless specifically stated. It should be further understood that the term "comprising" used in the specification of this application refers to the presence of the described features, procedures, steps, operations, elements and / or components, but does not exclude the presence or addition of one or more other features, Procedures, steps, operations, elements, components and / or groups thereof.
图1为本申请一个实施例中一种基金调仓方法的流程图，如图1所示，所述基金调仓方法，可以包括如下步骤：FIG. 1 is a flowchart of a fund position adjustment method according to an embodiment of the present application. As shown in FIG. 1, the fund position adjustment method may include the following steps:
步骤S1：基金交易系统内预设有基金调仓模型，在所述基金调仓模型内设置目标函数，所述目标函数用于求得基金调仓成本最小化数值；Step S1: a fund position adjustment model is preset in the fund trading system, and an objective function is set in the fund position adjustment model, and the objective function is used to obtain a minimum value of the fund position adjustment cost;
本实施例中，所述目标函数为：In this embodiment, the objective function is:
min(S C+R C+P C) min (S C + R C + P C )
所述S C为基金赎回费用，所述R C为基金认购费用，所述P C为基金申购费用，基金调仓成本＝S C+R C+P C，基金交易系统在基金交易平台内预设有基金调仓模型，所述基金调仓模型设置目标函数，通过目标函数的计算来实现基金调仓成本的最小化，即基金赎回费用、基金认购费用和基金申购费用三者之和等于所述基金调仓成本最小化数值。 The S C is the fund redemption fee, the R C is the fund subscription fee, the P C is the fund subscription fee, the fund adjustment cost = S C + R C + P C , and the fund trading system is in the fund trading platform A fund position adjustment model is preset, and the fund position adjustment model sets an objective function to minimize the fund position adjustment cost through the calculation of the objective function, that is, the sum of the fund redemption fee, the fund subscription fee, and the fund subscription fee. It is equal to the minimum value of the fund's position adjustment cost.
本实施例中，所述基金赎回，又称基金买回，它是针对开放式基金，投资者以自己的名义直接或间接透过代理基金向基金管理公司要求部分或全部退出基金的投资，并将买汇款汇至该投资者的账户内。所述基金赎回费用S C计算公式为： In this embodiment, the fund redemption, also known as fund buyback, is for open-end funds. Investors in their own name directly or indirectly through the agent fund request the fund management company to partially or completely withdraw from the investment of the fund. And remittances to the investor's account. The formula for calculating the fund redemption fee S C is:
Figure PCTCN2018106406-appb-000001
Figure PCTCN2018106406-appb-000001
所述S和M为基金产品编号，所述基金产品编号为1，2，...，S，S+1，...M，其中，所述1，2，...，S表示准备进行基金调仓的基金产品编号，所述S+1，...M表示还未进行基金调仓的基金产品编号，所述a i为第i个基金产品的基金资 产持有量，所述b i为第i个基金产品的基金赎回率，所述b i+s为第i+s个基金产品的基金赎回费率，所述y i为还未进行基金调仓的第i个基金产品的赎回量，基金调仓模型根据上述计算公式就能获取所述基金赎回费用S C。 The S and M are fund product numbers, and the fund product numbers are 1,2, ..., S, S + 1, ... M, where the 1,2, ..., S indicates preparation for fund transfer positions fund product number, the S + 1, ... M represents the number has not been fund products for fund transfer positions, a i is the i-th holding assets fund fund products, the b i is the fund redemption rate of the i-th fund product, said b i + s is the fund redemption rate of the i + s fund product, and y i is the i-th fund fund position For the redemption amount of fund products, the fund transfer model can obtain the fund redemption fee S C according to the above calculation formula.
本实施例中，基金认购是指投资者在开放式基金募集期间，基金尚未成立时购买基金份额的过程。所述基金认购费用R C计算公式为： In this embodiment, the fund subscription refers to a process in which an investor purchases fund shares before the fund is established during the period of open-end fund raising. The formula for calculating the fund subscription fee R C is:
Figure PCTCN2018106406-appb-000002
Figure PCTCN2018106406-appb-000002
所述M和N为基金产品编号，所述基金产品编号为1，2，...，S，S+1，...M，M+1，...，N，其中，所述1，2，...，S表示准备进行基金调仓的基金产品编号，所述S+1，...M表示还未进行基金调仓的基金产品编号，所述M+1，...，N为基金交易机构发行的基金产品编号，所述z i为第i个基金产品的资产认购量，所述d i为第i个基金产品的认购费率，基金交易模型根据上述计算公式，求得所述基金认购费用R C。 The M and N are fund product numbers, and the fund product numbers are 1,2, ..., S, S + 1, ... M, M + 1, ..., N, where the 1 , 2, ..., S represents the fund product number of the fund position adjustment, S + 1, ... M represents the fund product number of the fund position adjustment, the M + 1, ... , N fund transaction authority issued fund products number Z i is the i-th amount of fund products assets subscription, the subscription rates D i is the i-th fund products, fund transaction model according to the above formula, Find the fund subscription fee R C.
本实施例中，所述基金申购是指投资者到基金管理公司或选定的基金代销机构开设基金账户，按照规定的程序申请购买基金份额的行为。所述基金申购费用P C计算公式为： In this embodiment, the fund purchase refers to an act in which an investor opens a fund account at a fund management company or a selected fund agency and applies for purchasing fund shares in accordance with prescribed procedures. The formula for calculating the fund subscription fee P C is:
Figure PCTCN2018106406-appb-000003
Figure PCTCN2018106406-appb-000003
所述S和M为基金产品编号，所述基金产品编号为1，2，...，S，S+1，...M，其中，所述1，2，...，S表示准备进行基金调仓的基金产品编号，所述S+1，...M表示还未进行基金调仓的基金产品编号，所述t i为还未准备基金调仓的第i个基金产品的申购量，所述c i为第i个基金产品的申购费率，基金交易系统根据上述计算公式，能够求得所述基金申购费用P C。 The S and M are fund product numbers, and the fund product numbers are 1,2, ..., S, S + 1, ... M, where the 1,2, ..., S indicates preparation The fund product number of the fund position adjustment, S + 1, ... M represents the fund product number of the fund position adjustment, and t i is the subscription of the i-th fund product that has not been prepared for fund position adjustment. the amount of the purchase rates C i is the i-th fund products, fund transaction system according to the above formula, the fund purchase cost can be obtained P C.
本实施例中，所述目标函数还包括约束条件，所述约束条件包括还未准备 基金调仓的基金资产的赎回申购后的最终量、初始阶段认购后的基金资产净值、权重约束、价值约束和数量约束；In this embodiment, the objective function further includes constraint conditions, and the constraint conditions include the final amount of redemption of fund assets that have not yet been prepared for fund adjustment, the net asset value of the fund after initial subscription, weight constraints, and value Constraints and quantity constraints;
所述还未准备基金调仓的基金资产的赎回申购后的最终量计算公式为X i＝a i+s-y i+t i，所述X i为第i个还未准备基金调仓的基金资产的赎回申购后的最终量，所述a i+s为第i+s个基金产品的基金资产的持有量，所述y i为还未进行基金调仓的第i个基金产品的赎回量，所述t i为还未准备基金调仓的第i个基金产品的申购量； The formula for calculating the final amount of redemption of fund assets that is not yet ready for fund adjustment is X i = a i + s -y i + t i , where X i is the i-th unfunded fund for position adjustment The final amount of the redemption application of the fund assets, said a i + s is the holding amount of the fund assets of the i + s fund product, and said y i is the i-th fund that has not undergone fund relocation. The redemption amount of the product, where t i is the purchase amount of the i-th fund product that has not yet been prepared for fund transfer;
所述初始阶段认购后的基金资产净值的计算公式为A after＝A cash-S C，所述A after为基金调仓前各基金资产总和的总资产，所述A cash为基金认购阶段的初始总资产额，所述S C为申购赎回费用； The formula for calculating the net asset value of the fund after the initial stage subscription is A after = A cash -S C , where A after is the total assets of the fund assets before the fund relocation , and the A cash is the initial stage of the fund subscription stage. Total assets, where S C is the purchase and redemption fee;
所述权重约束的计算公式为The calculation formula of the weight constraint is
Figure PCTCN2018106406-appb-000004
Figure PCTCN2018106406-appb-000004
所述X i为第i个还未准备基金调仓的基金资产的赎回申购后的最终量，所述A after为基金调仓前各基金资产总和的总资产，所述W i为第S+i个基金产品目标权重，所述S和M为基金产品编号，所述基金产品编号为1，2，...，S，S+1，...M，其中，所述1，2，...，S表示准备进行基金调仓的基金产品编号，所述S+1，...M表示还未进行基金调仓的基金产品编号； The final amount of the X i is the i-th redemption not ready to purchase funds transfer positions fund assets, the assets of the total sum A after the funds assets before funds transfer positions, W i is the S th + i fund product target weights, S and M are fund product numbers, and the fund product numbers are 1,2, ..., S, S + 1, ... M, where the 1,2 , ..., S represents the fund product number of the fund position adjustment, and S + 1, ... M represents the fund product number of the fund position adjustment;
所述价值约束的计算公式为The calculation formula of the value constraint is
Figure PCTCN2018106406-appb-000005
Figure PCTCN2018106406-appb-000005
所述A after为基金调仓前各基金资产总和的总资产，所述X i为第i个还未准 备基金调仓的基金资产的赎回申购后的最终量，所述z i为第i个基金产品的资产认购量，所述S和M为基金产品编号，所述基金产品编号为1，2，...，S，S+1，...M，其中，所述1，2，...，S表示准备进行基金调仓的基金产品编号，所述S+1，...M表示还未进行基金调仓的基金产品编号； The A after is the total assets of the fund assets before the fund relocation, the X i is the final amount after the redemption subscription of the i-th fund asset that is not yet ready for fund relocation, and the z i is the i The number of asset subscriptions for each fund product, the S and M are the fund product numbers, and the fund product numbers are 1,2, ..., S, S + 1, ... M, where the 1,2 , ..., S represents the fund product number of the fund position adjustment, and S + 1, ... M represents the fund product number of the fund position adjustment;
所述数量约束包括0≤y i≤a i+s和t i≥0，所述y i为还未进行基金调仓的第i个基金产品的赎回量，所述a i+s为i+s个基金资产的持有量，所述t i为还未准备基金调仓的第i个基金产品的申购量。 The quantity constraint includes 0≤y i ≤a i + s and t i ≥0, the y i is the redemption amount of the i-th fund product that has not yet been fund-positioned, and the a i + s is i + s holdings of fund assets, where t i is the subscription amount of the i-th fund product that has not yet been prepared for fund transfer.
本实施例中，所述基金调仓是指基金经理卖出之前仓位重的股票，转而买入其他股票。In this embodiment, the fund relocation refers to that the fund manager sells stocks with heavy positions before buying other stocks.
步骤S2：所述基金调仓模型获取基金调仓信息后，利用所述目标函数进行计算，获取基金调仓成本最小化数值。Step S2: After the fund position adjustment model obtains fund position adjustment information, use the objective function to perform calculation to obtain a minimum value of fund position adjustment cost.
本实施例中，所述获取基金调仓成本最小化数值包括：In this embodiment, the minimum value for obtaining the fund relocation cost includes:
基金交易系统内设置输入界面和数据接口，通过调用所述输入界面获取调仓信息后，通过调用所述数据接口对接基金调仓模型，并将所述调仓信息发送至所述基金调仓模型中，所述基金调仓模型获取所述调仓信息后，利用目标函数进行计算，获取基金调仓成本最小化数值。An input interface and a data interface are set up in the fund trading system. After obtaining the position adjustment information by calling the input interface, the fund interface is connected to the fund adjustment model by calling the data interface, and the position adjustment information is sent to the fund adjustment model. In the method, after the fund position adjustment model obtains the position adjustment information, calculation is performed by using an objective function to obtain a minimum value of the fund position adjustment cost.
本实施例中，所述数据接口是进行数据传输时想数据连接线输出数据的接口。通过数据接口，可以实现所述基金交易系统与所述基金调仓模型之间的对接，所述基金交易系统能够实现将调仓信息传输至所述基金调仓模型中。In this embodiment, the data interface is an interface that wants a data connection line to output data during data transmission. Through the data interface, the docking between the fund trading system and the fund position adjustment model can be realized, and the fund transaction system can realize the transmission of position adjustment information to the fund position adjustment model.
本实施例中，所述基金调仓信息包括当前基金资产持有量、当前持仓基金代码、当前基金持仓比重、目标调仓后的基金代码、目标基金调仓后的持仓比重。In this embodiment, the fund position adjustment information includes the current fund asset holding amount, the current position fund code, the current fund position proportion, the target code after the position adjustment, and the target fund position position after the position adjustment.
举例来说，如果一个投资者打算投资20000元买入两个基金，即为A基金 和B基金，假设A基金和B基金的申购赎回率均为0.3％，目标最终持仓比重为A基金为20％，B基金为80％，那么，即可构成下列函数组：For example, if an investor intends to invest 20,000 yuan to buy two funds, namely Fund A and Fund B, assuming that the purchase and redemption rates of Fund A and Fund B are 0.3%, and the target final position ratio is Fund A 20%, B fund is 80%, then the following function groups can be formed:
(0+a)/(20000-0.003＊a-0.003＊b)＝0.2(0 + a) / (20000-0.003 * a-0.003 * b) = 0.2
(0+b)/(20000-0.003＊a-0.003＊b)＝0.8(0 + b) / (20000-0.003 * a-0.003 * b) = 0.8
其中，a、b分别为A基金和B基金的交易额，根据上述计算，即可求得a、b各自代表的数值，同时知晓该投资者的手续费为(0.003＊a+0.003＊b)，即用20000去购买A基金和B基金，通过上述计算，即可得知，A基金的交易金额为3988元，B基金的交易金额为15952元，其中手续费为60元。Among them, a and b are the transaction amounts of A and B funds respectively. Based on the above calculations, the values represented by a and b can be obtained. At the same time, the investor's handling fee is (0.003 * a + 0.003 * b). That is, use 20,000 to buy A fund and B fund. Through the above calculation, we can know that the transaction amount of A fund is 3988 yuan, the transaction amount of B fund is 15952 yuan, of which the handling fee is 60 yuan.
上述实施例，基金交易系统通过基金调仓模型中的目标函数，计算出基金调仓成本，获取基金调仓成本最小化数值。In the above embodiment, the fund transaction system calculates the fund position adjustment cost through the objective function in the fund position adjustment model, and obtains the fund position adjustment cost minimization value.
基于相同的技术构思，本申请实施例还提供了一种基金调仓系统，如图2所示，该系统包括设置目标函数单元和计算数值单元；Based on the same technical concept, an embodiment of the present application further provides a fund position adjustment system. As shown in FIG. 2, the system includes an objective function unit and a calculation unit;
所述设置目标函数单元，设置为基金交易系统内预设有基金调仓模型，在所述基金调仓模型内设置目标函数，所述基金调仓模型通过调用所述目标函数求得基金调仓成本最小化数值；The setting objective function unit is set to preset a fund position adjustment model in a fund trading system, and an objective function is set in the fund position adjustment model. The fund position adjustment model obtains fund position adjustment by calling the objective function. Cost minimization value
所述计算数值单元，设置为所述基金调仓模型获取基金调仓信息后，利用所述目标函数进行计算，获取基金调仓成本最小化数值。The calculation value unit is configured to obtain the fund position adjustment information by the fund position adjustment model, and then use the objective function to perform calculation to obtain a minimum value of the fund position adjustment cost.
上述实施例，所述设置目标函数单元通过在基金交易系统内预设有基金调仓模型，在所述基金调仓模型内设置目标函数，所述目标函数用于求得基金调仓成本最小化数值；所述计算数值单元通过所述基金调仓模型获取基金调仓信息后，利用所述目标函数进行计算，获取基金调仓成本最小化数值。上述实施例能够通过计算减少调仓费用，提升基民体验度。In the above embodiment, the objective function setting unit presets a fund position adjustment model in the fund trading system, and sets an objective function in the fund position adjustment model, and the objective function is used to obtain a fund position adjustment cost minimization. A value; the calculation value unit obtains fund position adjustment information through the fund position adjustment model, and then uses the objective function to perform calculation to obtain a fund position adjustment cost minimization value. The above embodiment can reduce the warehouse adjustment cost through calculation and improve the experience of the people.
在一个实施例中，所述设置目标函数单元中的所述目标函数为：In one embodiment, the objective function in the setting objective function unit is:
min(S C+R C+P C) min (S C + R C + P C )
所述S C为基金赎回费用，所述R C为基金认购费用，所述P C为基金申购费用，基金调仓成本＝S C+R C+P C，基金交易系统在基金交易平台内预设有基金调仓模型，所述基金调仓模型设置目标函数，通过目标函数的计算来实现基金调仓成本的最小化，即基金赎回费用、基金认购费用和基金申购费用三者之和等于所述基金调仓成本最小化数值。 The S C is the fund redemption fee, the R C is the fund subscription fee, the P C is the fund subscription fee, the fund adjustment cost = S C + R C + P C , and the fund trading system is in the fund trading platform A fund position adjustment model is preset, and the fund position adjustment model sets an objective function to minimize the fund position adjustment cost by calculating the objective function, that is, the sum of the fund redemption fee, the fund subscription fee, and the fund subscription fee It is equal to the minimum value of the fund's position adjustment cost.
在一个实施例中，所述基金赎回费用S C的计算公式为： In one embodiment, the calculation formula of the fund redemption fee S C is:
Figure PCTCN2018106406-appb-000006
Figure PCTCN2018106406-appb-000006
所述S和M为基金产品编号，所述基金产品编号为1，2，...，S，S+1，...M，其中，所述1，2，...，S表示准备进行基金调仓的基金产品编号，所述S+1，...M表示还未进行基金调仓的基金产品编号，所述a i为第i个基金产品的基金资产持有量，所述b i为第i个基金产品的基金赎回率，所述b i+s为第i+s个基金产品的基金赎回费率，所述y i为还未进行基金调仓的第i个基金产品的赎回量，基金调仓模型根据上述计算公式就能获取所述基金赎回费用S C。 The S and M are fund product numbers, and the fund product numbers are 1,2, ..., S, S + 1, ... M, where the 1,2, ..., S indicates preparation for fund transfer positions fund product number, the S + 1, ... M represents the number has not been fund products for fund transfer positions, a i is the i-th holding assets fund fund products, the b i is the fund redemption rate of the i-th fund product, said b i + s is the fund redemption rate of the i + s fund product, and y i is the i-th fund fund position For the redemption amount of fund products, the fund transfer model can obtain the fund redemption fee S C according to the above calculation formula.
在一个实施例中，所述基金认购费用R C计算公式为： In one embodiment, the formula for calculating the fund subscription fee R C is:
Figure PCTCN2018106406-appb-000007
Figure PCTCN2018106406-appb-000007
所述M和N为基金产品编号，所述基金产品编号为1，2，...，S，S+1，...M，M+1，...，N，其中，所述1，2，...，S表示准备进行基金调仓的基金产品编号，所述S+1，...M表示还未进行基金调仓的基金产品编号，所述M+1，...，N为基金交易机构发行的基金产品编号，所述z i为第i个基金产品的资产认购量，所述d i为第i个基金产品的认购费率，基金交易模型根据上述计算公式，求得所述基金认购费用R C。 The M and N are fund product numbers, and the fund product numbers are 1,2, ..., S, S + 1, ... M, M + 1, ..., N, where the 1 , 2, ..., S represents the fund product number of the fund position adjustment, S + 1, ... M represents the fund product number of the fund position adjustment, the M + 1, ... , N fund transaction authority issued fund products number Z i is the i-th amount of fund products assets subscription, the subscription rates D i is the i-th fund products, fund transaction model according to the above formula, Find the fund subscription fee R C.
在一个实施例中，所述基金申购费用P C计算公式为： In one embodiment, the formula for calculating the fund subscription fee P C is:
所述S和M为基金产品编号，所述基金产品编号为1，2，...，S，S+1，...M，其中，所述1，2，...，S表示准备进行基金调仓的基金产品编号，所述S+1，...M表示还未进行基金调仓的基金产品编号，所述ti为还未准备基金调仓的第i个基金产品的申购量，所述c i为第i个基金产品的申购费率，基金交易系统根据上述计算公式，能够求得所述基金申购费用P C。 The S and M are fund product numbers, and the fund product numbers are 1,2, ..., S, S + 1, ... M, where the 1,2, ..., S indicates preparation The fund product number of the fund position adjustment, S + 1, ... M represents the fund product number of the fund position adjustment, and ti is the subscription amount of the i-th fund product that has not yet been prepared for fund position adjustment. , C i is the subscription fee rate of the i-th fund product, and the fund transaction system can obtain the fund subscription fee P C according to the above calculation formula.
在一个实施例中，所述设置目标函数单元中的所述目标函数还包括：In one embodiment, the objective function in the setting objective function unit further includes:
约束条件，所述约束条件包括还未准备基金调仓的基金资产的赎回申购后的最终量、初始阶段认购后的基金资产净值、权重约束、价值约束和数量约束；Constraints, which include the final amount of redemption of fund assets that have not yet been prepared for fund adjustment, the net asset value of the fund after initial subscription, weight constraints, value constraints, and quantity constraints;
所述还未准备基金调仓的基金资产的赎回申购后的最终量计算公式为X i＝a i+s-y i+t i，所述X i为第i个还未准备基金调仓的基金资产的赎回申购后的最终量，所述a i+s为第i+s个基金产品的基金资产的持有量，所述y i为还未进行基金调仓的第i个基金产品的赎回量，所述t i为还未准备基金调仓的第i个基金产品的申购量； The formula for calculating the final amount of redemption of fund assets that is not yet ready for fund adjustment is X i = a i + s -y i + t i , where X i is the i-th unfunded fund for position adjustment The final amount of the redemption application of the fund assets, said a i + s is the holding amount of the fund assets of the i + s fund product, and said y i is the i-th fund that has not undergone fund relocation. The redemption amount of the product, where t i is the purchase amount of the i-th fund product that has not yet been prepared for fund transfer;
所述初始阶段认购后的基金资产净值的计算公式为A after＝A cash-S C，所述A after为基金调仓前各基金资产总和的总资产，所述A cash为基金认购阶段的初始总资产额，所述S C为申购赎回费用； The formula for calculating the net asset value of the fund after the initial stage subscription is A after = A cash -S C , where A after is the total assets of the fund assets before the fund relocation , and the A cash is the initial stage of the fund subscription stage. Total assets, where S C is the purchase and redemption fee;
所述权重约束的计算公式为The calculation formula of the weight constraint is
Figure PCTCN2018106406-appb-000008
Figure PCTCN2018106406-appb-000008
所述X i为第i个还未准备基金调仓的基金资产的赎回申购后的最终量，所述A after为基金调仓前各基金资产总和的总资产，所述W i为第S+i个基金产品目 标权重，所述S和M为基金产品编号，所述基金产品编号为1，2，...，S，S+1，...M，其中，所述1，2，...，S表示准备进行基金调仓的基金产品编号，所述S+1，...M表示还未进行基金调仓的基金产品编号； The final amount of the X i is the i-th redemption not ready to purchase funds transfer positions fund assets, the assets of the total sum A after the funds assets before funds transfer positions, W i is the S th + i fund product target weights, S and M are fund product numbers, and the fund product numbers are 1,2, ..., S, S + 1, ... M, where the 1,2 , ..., S represents the fund product number of the fund position adjustment, and S + 1, ... M represents the fund product number of the fund position adjustment;
所述价值约束的计算公式为The calculation formula of the value constraint is
Figure PCTCN2018106406-appb-000009
Figure PCTCN2018106406-appb-000009
所述A after为基金调仓前各基金资产总和的总资产，所述X i为第i个还未准备基金调仓的基金资产的赎回申购后的最终量，所述z i为第i个基金产品的资产认购量，所述S和M为基金产品编号，所述基金产品编号为1，2，...，S，S+1，...M，其中，所述1，2，...，S表示准备进行基金调仓的基金产品编号，所述S+1，...M表示还未进行基金调仓的基金产品编号； The A after is the total assets of the fund assets before the fund relocation, the X i is the final amount after the redemption subscription of the i-th fund asset that is not yet ready for fund relocation, and the z i is the i The number of asset subscriptions for each fund product, the S and M are the fund product numbers, and the fund product numbers are 1,2, ..., S, S + 1, ... M, where the 1,2 , ..., S represents the fund product number of the fund position adjustment, and S + 1, ... M represents the fund product number of the fund position adjustment;
所述数量约束包括0≤y i≤a i+s和t i≥0，所述y i为还未进行基金调仓的第i个基金产品的赎回量，所述a i+s为i+s个基金资产的持有量，所述t i为还未准备基金调仓的第i个基金产品的申购量。 The quantity constraint includes 0≤y i ≤a i + s and t i ≥0, the y i is the redemption amount of the i-th fund product that has not yet been fund-positioned, and the a i + s is i + s holdings of fund assets, where t i is the subscription amount of the i-th fund product that has not yet been prepared for fund transfer.
在一个实施例中，所述计算数值单元，还设置为基金交易系统内设置输入界面和数据接口，通过调用所述输入界面获取调仓信息后，通过调用所述数据接口对接基金调仓模型，并将所述调仓信息发送至所述基金调仓模型中，所述基金调仓模型获取所述调仓信息后，利用目标函数进行计算，获取基金调仓成本最小化数值。In one embodiment, the value calculation unit is further configured to set an input interface and a data interface in the fund trading system, and obtain the position adjustment information by calling the input interface, and then connect the fund position adjustment model by calling the data interface. The position adjustment information is sent to the fund position adjustment model. After the fund position adjustment model obtains the position adjustment information, it uses an objective function to perform calculation to obtain a minimum value of the fund position adjustment cost.
基于相同的技术构思，本申请还提出了一种计算机设备，所述计算机设备包括存储器、处理器及存储在所述存储器上并可在所述处理器上运行的计算机可读指令，所述处理器执行所述计算机可读指令时实现上述各实施例里基金调仓方法中的步骤。Based on the same technical concept, the present application also proposes a computer device including a memory, a processor, and computer-readable instructions stored on the memory and executable on the processor, the processing When the processor executes the computer-readable instructions, the steps in the fund position adjustment method in the foregoing embodiments are implemented.
基于相同的技术构思，本申请还提供了一种存储有计算机可读指令的存储介质，所述计算机可读指令被一个或多个处理器执行时，使得一个或多个处理 器执行上述各实施例里基金调仓方法中的步骤。Based on the same technical concept, the present application also provides a storage medium storing computer-readable instructions. When the computer-readable instructions are executed by one or more processors, the one or more processors execute the foregoing implementations. The steps in the fund transfer method in the example.
本领域普通技术人员可以理解实现上述实施例方法中的全部或部分流程，是可以通过计算机程序来指令相关的硬件来完成，该计算机程序可存储于一计算机可读取存储介质中，该程序在执行时，可包括如上述各方法的实施例的流程。其中，前述的存储介质可为磁碟、光盘、只读存储记忆体(Read-Only Memory，ROM)等非易失性存储介质，或随机存储记忆体(Random Access Memory，RAM)等。A person of ordinary skill in the art can understand that all or part of the processes in the methods of the foregoing embodiments can be implemented by using a computer program to instruct related hardware. The computer program can be stored in a computer-readable storage medium. When executed, the processes of the embodiments of the methods described above may be included. The foregoing storage medium may be a non-volatile storage medium such as a magnetic disk, an optical disc, a read-only memory (ROM), or a random access memory (Random Access Memory, RAM).
以上所述实施例的各技术特征可以进行任意的组合，为使描述简洁，未对上述实施例中的各个技术特征所有可能的组合都进行描述，然而，只要这些技术特征的组合不存在矛盾，都应当认为是本说明书记载的范围。The technical features of the embodiments described above can be arbitrarily combined. In order to make the description concise, all possible combinations of the technical features in the above embodiments have not been described. However, as long as there is no contradiction in the combination of these technical features, It should be considered as the scope described in this specification.
以上所述实施例仅表达了本申请的几种实施方式，其描述较为具体和详细，但并不能因此而理解为对本申请专利范围的限制。应当指出的是，对于本领域的普通技术人员来说，在不脱离本申请构思的前提下，还可以做出若干变形和改进，这些都属于本申请的保护范围。因此，本申请专利的保护范围应以所附权利要求为准。The above-mentioned embodiments only express several implementation manners of the present application, and their descriptions are more specific and detailed, but they should not be construed as limiting the patent scope of the present application. It should be noted that, for those of ordinary skill in the art, without departing from the concept of the present application, several modifications and improvements can be made, and these all belong to the protection scope of the present application. Therefore, the protection scope of this application patent shall be subject to the appended claims.

Claims (20)

  1. 一种基金调仓方法，包括：A fund position adjustment method includes:
    基金交易系统内预设有基金调仓模型，在所述基金调仓模型内设置目标函数，所述目标函数用于求得基金调仓成本最小化数值；A fund position adjustment model is preset in the fund trading system, and an objective function is set in the fund position adjustment model, and the objective function is used to obtain a minimum value of the fund position adjustment cost;
    所述基金调仓模型获取基金调仓信息后，利用所述目标函数进行计算，获取基金调仓成本最小化数值。After the fund position adjustment model obtains fund position adjustment information, calculation is performed by using the objective function to obtain a minimum value of fund position adjustment cost.
  2. 根据权利要求1所述的一种基金调仓方法，其中，所述目标函数为：The method for fund position adjustment according to claim 1, wherein the objective function is:
    min(S C+R C+P C) min (S C + R C + P C )
    所述S C为基金赎回费用，所述R C为基金认购费用，所述P C为基金申购费用，基金调仓成本＝S C+R C+P C，基金交易系统在基金交易平台内预设有基金调仓模型，所述基金调仓模型设置目标函数，通过目标函数的计算来实现基金调仓成本的最小化，即基金赎回费用、基金认购费用和基金申购费用三者之和等于所述基金调仓成本最小化数值。 The S C is the fund redemption fee, the R C is the fund subscription fee, the P C is the fund subscription fee, the fund adjustment cost = S C + R C + P C , and the fund trading system is in the fund trading platform A fund position adjustment model is preset, and the fund position adjustment model sets an objective function to minimize the fund position adjustment cost through the calculation of the objective function, that is, the sum of the fund redemption fee, the fund subscription fee, and the fund subscription fee. It is equal to the minimum value of the fund's position adjustment cost.
  3. 根据权利要求2所述的一种基金调仓方法，其中，所述基金赎回费用S C的计算公式为： The method for fund position adjustment according to claim 2, wherein the calculation formula of the fund redemption fee S C is:
    Figure PCTCN2018106406-appb-100001
    Figure PCTCN2018106406-appb-100001
    所述S和M为基金产品编号，所述基金产品编号为1，2，...，S，S+1，...M，其中，所述1，2，...，S表示准备进行基金调仓的基金产品编号，所述S+1，...M表示还未进行基金调仓的基金产品编号，所述a i为第i个基金产品的基金资产持有量，所述b i为第i个基金产品的基金赎回率，所述b i+s为第i+s个基金产品的基金赎回费率，所述y i为还未进行基金调仓的第i个基金产品的赎回量，基金调仓模型根据上述计算公式就能获取所述基金赎回费用S C。 The S and M are fund product numbers, and the fund product numbers are 1,2, ..., S, S + 1, ... M, where the 1,2, ..., S indicates preparation for fund transfer positions fund product number, the S + 1, ... M represents the number has not been fund products for fund transfer positions, a i is the i-th holding assets fund fund products, the b i is the fund redemption rate of the i-th fund product, said b i + s is the fund redemption rate of the i + s fund product, and y i is the i-th fund fund position For the redemption amount of fund products, the fund transfer model can obtain the fund redemption fee S C according to the above calculation formula.
  4. 根据权利要求2所述的一种基金调仓方法，其中，所述基金认购费用R C 计算公式为： The method for fund position adjustment according to claim 2, wherein the formula for calculating the fund subscription fee R C is:
    Figure PCTCN2018106406-appb-100002
    Figure PCTCN2018106406-appb-100002
    所述M和N为基金产品编号，所述基金产品编号为1，2，...，S，S+1，...M，M+1，...，N，其中，所述1，2，...，S表示准备进行基金调仓的基金产品编号，所述S+1，...M表示还未进行基金调仓的基金产品编号，所述M+1，...，N为基金交易机构发行的基金产品编号，所述z i为第i个基金产品的资产认购量，所述d i为第i个基金产品的认购费率，基金交易模型根据上述计算公式，求得所述基金认购费用R C。 The M and N are fund product numbers, and the fund product numbers are 1,2, ..., S, S + 1, ... M, M + 1, ..., N, where the 1 , 2, ..., S represents the fund product number of the fund position adjustment, S + 1, ... M represents the fund product number of the fund position adjustment, the M + 1, ... , N fund transaction authority issued fund products number Z i is the i-th amount of fund products assets subscription, the subscription rates D i is the i-th fund products, fund transaction model according to the above formula, Find the fund subscription fee R C.
  5. 根据权利要求2所述的一种基金调仓方法，其中，所述基金申购费用P C计算公式为： The method for fund position adjustment according to claim 2, wherein the calculation formula of the fund purchase fee P C is:
    Figure PCTCN2018106406-appb-100003
    Figure PCTCN2018106406-appb-100003
    所述S和M为基金产品编号，所述基金产品编号为1，2，...，S，S+1，...M，其中，所述1，2，...，S表示准备进行基金调仓的基金产品编号，所述S+1，...M表示还未进行基金调仓的基金产品编号，所述t i为还未准备基金调仓的第i个基金产品的申购量，所述c i为第i个基金产品的申购费率，基金交易系统根据上述计算公式，能够求得所述基金申购费用P C。 The S and M are fund product numbers, and the fund product numbers are 1,2, ..., S, S + 1, ... M, where the 1,2, ..., S indicates preparation The fund product number of the fund position adjustment, S + 1, ... M represents the fund product number of the fund position adjustment, and t i is the subscription of the i-th fund product that has not been prepared for fund position adjustment. the amount of the purchase rates C i is the i-th fund products, fund transaction system according to the above formula, the fund purchase cost can be obtained P C.
  6. 根据权利要求1所述的一种基金调仓方法，其中，所述目标函数，还包括：The method for fund position adjustment according to claim 1, wherein the objective function further comprises:
    约束条件，所述约束条件包括还未准备基金调仓的基金资产的赎回申购后的最终量、初始阶段认购后的基金资产净值、权重约束、价值约束和数量约束；Constraints, which include the final amount of redemption of fund assets that have not yet been prepared for fund adjustment, the net asset value of the fund after initial subscription, weight constraints, value constraints, and quantity constraints;
    所述还未准备基金调仓的基金资产的赎回申购后的最终量计算公式为X i＝a i+s-y i+t i，所述X i为第i个还未准备基金调仓的基金资产的赎回申购后的 最终量，所述a i+s为第i+s个基金产品的基金资产的持有量，所述y i为还未进行基金调仓的第i个基金产品的赎回量，所述t i为还未准备基金调仓的第i个基金产品的申购量； The formula for calculating the final amount of redemption of fund assets that is not yet ready for fund adjustment is X i = a i + s -y i + t i , where X i is the i-th unfunded fund for position adjustment The final amount of the redemption application of the fund assets, said a i + s is the holding amount of the fund assets of the i + s fund product, and said y i is the i-th fund that has not undergone fund relocation. The redemption amount of the product, where t i is the purchase amount of the i-th fund product that has not yet been prepared for fund transfer;
    所述初始阶段认购后的基金资产净值的计算公式为A after＝A cash-S C，所述A after为基金调仓前各基金资产总和的总资产，所述A cash为基金认购阶段的初始总资产额，所述S C为申购赎回费用； The formula for calculating the net asset value of the fund after the initial stage subscription is A after = A cash -S C , where A after is the total assets of the fund assets before the fund relocation , and the A cash is the initial stage of the fund subscription stage. Total assets, where S C is the purchase and redemption fee;
    所述权重约束的计算公式为The calculation formula of the weight constraint is
    Figure PCTCN2018106406-appb-100004
    Figure PCTCN2018106406-appb-100004
    所述X i为第i个还未准备基金调仓的基金资产的赎回申购后的最终量，所述A after为基金调仓前各基金资产总和的总资产，所述W i为第S+i个基金产品目标权重，所述S和M为基金产品编号，所述基金产品编号为1，2，...，S，S+1，...M，其中，所述1，2，...，S表示准备进行基金调仓的基金产品编号，所述S+1，...M表示还未进行基金调仓的基金产品编号； The final amount of the X i is the i-th redemption not ready to purchase funds transfer positions fund assets, the assets of the total sum A after the funds assets before funds transfer positions, W i is the S th + i fund product target weights, S and M are fund product numbers, and the fund product numbers are 1,2, ..., S, S + 1, ... M, where the 1,2 , ..., S represents the fund product number of the fund position adjustment, and S + 1, ... M represents the fund product number of the fund position adjustment;
    所述价值约束的计算公式为The calculation formula of the value constraint is
    Figure PCTCN2018106406-appb-100005
    Figure PCTCN2018106406-appb-100005
    所述A after为基金调仓前各基金资产总和的总资产，所述X i为第i个还未准备基金调仓的基金资产的赎回申购后的最终量，所述z i为第i个基金产品的资产认购量，所述S和M为基金产品编号，所述基金产品编号为1，2，...，S，S+1，...M，其中，所述1，2，...，S表示准备进行基金调仓的基金产品编号，所述S+1，...M表示还未进行基金调仓的基金产品编号； The A after is the total assets of the fund assets before the fund relocation, the X i is the final amount after the redemption subscription of the i-th fund asset that is not yet ready for fund relocation, and the z i is the i The number of asset subscriptions for each fund product, the S and M are the fund product numbers, and the fund product numbers are 1,2, ..., S, S + 1, ... M, where the 1,2 , ..., S represents the fund product number of the fund position adjustment, and S + 1, ... M represents the fund product number of the fund position adjustment;
    所述数量约束包括0≤y i≤a i+s和t i≥0，所述y i为还未进行基金调仓的第i 个基金产品的赎回量，所述a i+s为i+s个基金资产的持有量，所述t i为还未准备基金调仓的第i个基金产品的申购量。 The quantity constraint includes 0≤y i ≤a i + s and t i ≥0, the y i is the redemption amount of the i-th fund product that has not yet been fund-positioned, and the a i + s is i + s holdings of fund assets, where t i is the subscription amount of the i-th fund product that has not yet been prepared for fund transfer.
  7. 根据权利要求1所述的一种基金调仓方法，其中，所述获取基金调仓成本最小化数值，包括：The method for fund position adjustment according to claim 1, wherein the obtaining the value of fund position adjustment minimization value comprises:
    基金交易系统内设置输入界面和数据接口，通过调用所述输入界面获取调仓信息后，通过调用所述数据接口对接基金调仓模型，并将所述调仓信息发送至所述基金调仓模型中，所述基金调仓模型获取所述调仓信息后，利用目标函数进行计算，获取基金调仓成本最小化数值。An input interface and a data interface are set up in the fund trading system. After obtaining the position adjustment information by calling the input interface, the fund interface is connected to the fund adjustment model by calling the data interface, and the position adjustment information is sent to the fund adjustment model. In the method, after the fund position adjustment model obtains the position adjustment information, calculation is performed by using an objective function to obtain a minimum value of the fund position adjustment cost.
  8. 一种基金调仓系统，包括：A fund position adjustment system includes:
    设置目标函数单元，设置为基金交易系统内预设有基金调仓模型，在所述基金调仓模型内设置目标函数，所述目标函数用于求得基金调仓成本最小化数值；Setting an objective function unit, which is preset with a fund position adjustment model in the fund trading system, and setting an objective function in the fund position adjustment model, where the objective function is used to obtain a minimum value of fund position adjustment;
    计算数值单元，设置为所述基金调仓模型获取基金调仓信息后，利用所述目标函数进行计算，获取基金调仓成本最小化数值。The value calculation unit is set to obtain the fund position adjustment information by the fund position adjustment model, and then use the objective function to perform calculation to obtain a minimum value of the fund position adjustment cost.
  9. 根据权利要求8所述的基金调仓系统，其中，所述设置目标函数单元中的所述目标函数为：The fund position adjustment system according to claim 8, wherein the objective function in the setting objective function unit is:
    min(S C+R C+P C) min (S C + R C + P C )
    所述S C为基金赎回费用，所述R C为基金认购费用，所述P C为基金申购费用，基金调仓成本＝S C+R C+P C，基金交易系统在基金交易平台内预设有基金调仓模型，所述基金调仓模型设置目标函数，通过目标函数的计算来实现基金调仓成本的最小化，即基金赎回费用、基金认购费用和基金申购费用三者之和等于所述基金调仓成本最小化数值。 The S C is the fund redemption fee, the R C is the fund subscription fee, the P C is the fund subscription fee, the fund adjustment cost = S C + R C + P C , and the fund trading system is in the fund trading platform A fund position adjustment model is preset, and the fund position adjustment model sets an objective function to minimize the fund position adjustment cost by calculating the objective function, that is, the sum of the fund redemption fee, the fund subscription fee, and the fund subscription fee It is equal to the minimum value of the fund's position adjustment cost.
  10. 根据权利要求9所述的基金调仓系统，其中，所述基金赎回费用S C的 计算公式为： The fund position adjustment system according to claim 9, wherein the calculation formula of the fund redemption fee S C is:
    Figure PCTCN2018106406-appb-100006
    Figure PCTCN2018106406-appb-100006
    所述S和M为基金产品编号，所述基金产品编号为1，2，...，S，S+1，...M，其中，所述1，2，...，S表示准备进行基金调仓的基金产品编号，所述S+1，...M表示还未进行基金调仓的基金产品编号，所述a i为第i个基金产品的基金资产持有量，所述b i为第i个基金产品的基金赎回率，所述b i+s为第i+s个基金产品的基金赎回费率，所述y i为还未进行基金调仓的第i个基金产品的赎回量，基金调仓模型根据上述计算公式就能获取所述基金赎回费用S C。 The S and M are fund product numbers, and the fund product numbers are 1,2, ..., S, S + 1, ... M, where the 1,2, ..., S indicates preparation for fund transfer positions fund product number, the S + 1, ... M represents the number has not been fund products for fund transfer positions, a i is the i-th holding assets fund fund products, the b i is the fund redemption rate of the i-th fund product, said b i + s is the fund redemption rate of the i + s fund product, and y i is the i-th fund fund position For the redemption amount of fund products, the fund transfer model can obtain the fund redemption fee S C according to the above calculation formula.
  11. 根据权利要求9所述的基金调仓系统，其中，所述基金认购费用R C计算公式为： The fund position adjustment system according to claim 9, wherein the formula for calculating the fund subscription fee R C is:
    Figure PCTCN2018106406-appb-100007
    Figure PCTCN2018106406-appb-100007
    所述M和N为基金产品编号，所述基金产品编号为1，2，...，S，S+1，...M，M+1，...，N，其中，所述1，2，...，S表示准备进行基金调仓的基金产品编号，所述S+1，...M表示还未进行基金调仓的基金产品编号，所述M+1，...，N为基金交易机构发行的基金产品编号，所述z i为第i个基金产品的资产认购量，所述d i为第i个基金产品的认购费率，基金交易模型根据上述计算公式，求得所述基金认购费用R C。 The M and N are fund product numbers, and the fund product numbers are 1,2, ..., S, S + 1, ... M, M + 1, ..., N, where the 1 , 2, ..., S represents the fund product number of the fund position adjustment, S + 1, ... M represents the fund product number of the fund position adjustment, the M + 1, ... , N fund transaction authority issued fund products number Z i is the i-th amount of fund products assets subscription, the subscription rates D i is the i-th fund products, fund transaction model according to the above formula, Find the fund subscription fee R C.
  12. 根据权利要求9所述的基金调仓系统，其中，所述基金申购费用P C计算公式为： The fund position adjustment system according to claim 9, wherein the formula for calculating the fund purchase fee P C is:
    所述S和M为基金产品编号，所述基金产品编号为1，2，...，S，S+1，...M，其中，所述1，2，...，S表示准备进行基金调仓的基金产品编号，所述S+1，...M表示还未进行基金调仓的基金产品编号，所述t i为还未准备基金调仓的第i 个基金产品的申购量，所述c i为第i个基金产品的申购费率，基金交易系统根据上述计算公式，能够求得所述基金申购费用P C。 The S and M are fund product numbers, and the fund product numbers are 1,2, ..., S, S + 1, ... M, where the 1,2, ..., S indicates preparation The fund product number for fund position adjustment, S + 1, ... M indicates the fund product number for which fund position adjustment has not been performed, and t i is the subscription of the i-th fund product for which fund position adjustment has not been prepared. the amount of the purchase rates C i is the i-th fund products, fund transaction system according to the above formula, the fund purchase cost can be obtained P C.
  13. 根据权利要求8所述的基金调仓系统，其中，所述设置目标函数单元中的所述目标函数还包括：The fund position adjustment system according to claim 8, wherein the objective function in the setting objective function unit further comprises:
    约束条件，所述约束条件包括还未准备基金调仓的基金资产的赎回申购后的最终量、初始阶段认购后的基金资产净值、权重约束、价值约束和数量约束；Constraints, which include the final amount of redemption of fund assets that have not yet been prepared for fund adjustment, the net asset value of the fund after initial subscription, weight constraints, value constraints, and quantity constraints;
    所述还未准备基金调仓的基金资产的赎回申购后的最终量计算公式为X i＝a i+s-y i+t i，所述X i为第i个还未准备基金调仓的基金资产的赎回申购后的最终量，所述a i+s为第i+s个基金产品的基金资产的持有量，所述y i为还未进行基金调仓的第i个基金产品的赎回量，所述t i为还未准备基金调仓的第i个基金产品的申购量； The formula for calculating the final amount of redemption of fund assets that is not yet ready for fund adjustment is X i = a i + s -y i + t i , where X i is the i-th unfunded fund for position adjustment The final amount of the redemption application of the fund assets, said a i + s is the holding amount of the fund assets of the i + s fund product, and said y i is the i-th fund that has not undergone fund relocation. The redemption amount of the product, where t i is the purchase amount of the i-th fund product that has not yet been prepared for fund transfer;
    所述初始阶段认购后的基金资产净值的计算公式为A after＝A cash-S C，所述A after为基金调仓前各基金资产总和的总资产，所述A cash为基金认购阶段的初始总资产额，所述S C为申购赎回费用； The formula for calculating the net asset value of the fund after the initial stage subscription is A after = A cash -S C , where A after is the total assets of the fund assets before the fund relocation , and the A cash is the initial stage of the fund subscription stage. Total assets, where S C is the purchase and redemption fee;
    所述权重约束的计算公式为The calculation formula of the weight constraint is
    Figure PCTCN2018106406-appb-100008
    Figure PCTCN2018106406-appb-100008
    所述X i为第i个还未准备基金调仓的基金资产的赎回申购后的最终量，所述A after为基金调仓前各基金资产总和的总资产，所述W i为第S+i个基金产品目标权重，所述S和M为基金产品编号，所述基金产品编号为1，2，...，S，S+1，...M，其中，所述1，2，...，S表示准备进行基金调仓的基金产品编号，所述S+1，...M表示还未进行基金调仓的基金产品编号； The final amount of the X i is the i-th redemption not ready to purchase funds transfer positions fund assets, the assets of the total sum A after the funds assets before funds transfer positions, W i is the S th + i fund product target weights, S and M are fund product numbers, and the fund product numbers are 1,2, ..., S, S + 1, ... M, where the 1,2 , ..., S represents the fund product number of the fund position adjustment, and S + 1, ... M represents the fund product number of the fund position adjustment;
    所述价值约束的计算公式为The calculation formula of the value constraint is
    Figure PCTCN2018106406-appb-100009
    Figure PCTCN2018106406-appb-100009
    所述A after为基金调仓前各基金资产总和的总资产，所述X i为第i个还未准备基金调仓的基金资产的赎回申购后的最终量，所述z i为第i个基金产品的资产认购量，所述S和M为基金产品编号，所述基金产品编号为1，2，...，S，S+1，...M，其中，所述1，2，...，S表示准备进行基金调仓的基金产品编号，所述S+1，...M表示还未进行基金调仓的基金产品编号； The A after is the total assets of the fund assets before the fund relocation, the X i is the final amount after the redemption subscription of the i-th fund asset that is not yet ready for fund relocation, and the z i is the i The number of asset subscriptions for each fund product, the S and M are the fund product numbers, and the fund product numbers are 1,2, ..., S, S + 1, ... M, where the 1,2 , ..., S represents the fund product number of the fund position adjustment, and S + 1, ... M represents the fund product number of the fund position adjustment;
    所述数量约束包括0≤y i≤a i+s和t i≥0，所述y i为还未进行基金调仓的第i个基金产品的赎回量，所述a i+s为i+s个基金资产的持有量，所述t i为还未准备基金调仓的第i个基金产品的申购量。 The quantity constraint includes 0≤y i ≤a i + s and t i ≥0, the y i is the redemption amount of the i-th fund product that has not yet been fund-positioned, and the a i + s is i + s holdings of fund assets, where t i is the subscription amount of the i-th fund product that has not yet been prepared for fund transfer.
  14. 根据权利要求8所述的基金调仓系统，其中，所述计算数值单元，还设置为基金交易系统内设置输入界面和数据接口，通过调用所述输入界面获取调仓信息后，通过调用所述数据接口对接基金调仓模型，并将所述调仓信息发送至所述基金调仓模型中，所述基金调仓模型获取所述调仓信息后，利用目标函数进行计算，获取基金调仓成本最小化数值。The fund position adjustment system according to claim 8, wherein the calculation value unit is further configured to set an input interface and a data interface in the fund trading system, and obtain the position adjustment information by calling the input interface, and then call the The data interface interfaces with the fund position adjustment model and sends the position adjustment information to the fund position adjustment model. After the fund position adjustment model obtains the position adjustment information, it uses the objective function to perform calculations to obtain the fund position adjustment cost. Minimize the value.
  15. 一种计算机设备，包括数据库和处理器，所述数据库中存储有计算机可读指令，所述计算机可读指令被所述处理器执行时，使得所述处理器执行以下步骤：A computer device includes a database and a processor. The database stores computer-readable instructions. When the computer-readable instructions are executed by the processor, the processor causes the processor to perform the following steps:
    基金交易系统内预设有基金调仓模型，在所述基金调仓模型内设置目标函数，所述目标函数用于求得基金调仓成本最小化数值；A fund position adjustment model is preset in the fund trading system, and an objective function is set in the fund position adjustment model, and the objective function is used to obtain a minimum value of the fund position adjustment cost;
    所述基金调仓模型获取基金调仓信息后，利用所述目标函数进行计算，获取基金调仓成本最小化数值。After the fund position adjustment model obtains fund position adjustment information, calculation is performed by using the objective function to obtain a minimum value of fund position adjustment cost.
  16. 根据权利要求15所述的计算机设备，其中，所述目标函数为：The computer device according to claim 15, wherein the objective function is:
    min(S C+R C+P C) min (S C + R C + P C )
    所述S C为基金赎回费用，所述R C为基金认购费用，所述P C为基金申购费用，基金调仓成本＝S C+R C+P C，基金交易系统在基金交易平台内预设有基金调仓模型，所述基金调仓模型设置目标函数，通过目标函数的计算来实现基金调仓成本的最小化，即基金赎回费用、基金认购费用和基金申购费用三者之和等于所述基金调仓成本最小化数值。 The S C is the fund redemption fee, the R C is the fund subscription fee, the P C is the fund subscription fee, the fund adjustment cost = S C + R C + P C , and the fund trading system is in the fund trading platform A fund position adjustment model is preset, and the fund position adjustment model sets an objective function to minimize the fund position adjustment cost through the calculation of the objective function, that is, the sum of the fund redemption fee, the fund subscription fee, and the fund subscription fee. It is equal to the minimum value of the fund's position adjustment cost.
  17. 根据权利要求15所述的计算机设备，其中，所述获取基金调仓成本最小化数值时，使得所述处理器执行以下步骤：The computer device according to claim 15, wherein when said obtaining a minimum value of fund relocation cost, causes said processor to perform the following steps:
    基金交易系统内设置输入界面和数据接口，通过调用所述输入界面获取调仓信息后，通过调用所述数据接口对接基金调仓模型，并将所述调仓信息发送至所述基金调仓模型中，所述基金调仓模型获取所述调仓信息后，利用目标函数进行计算，获取基金调仓成本最小化数值。An input interface and a data interface are set up in the fund trading system. After obtaining the position adjustment information by calling the input interface, the fund interface is connected to the fund adjustment model by calling the data interface, and the position adjustment information is sent to the fund adjustment model. In the method, after the fund position adjustment model obtains the position adjustment information, calculation is performed by using an objective function to obtain a minimum value of the fund position adjustment cost.
  18. 一种存储有计算机可读指令的存储介质，所述计算机可读指令被一个或多个处理器执行时，使得一个或多个处理器执行以下步骤：A storage medium storing computer-readable instructions. When the computer-readable instructions are executed by one or more processors, the one or more processors execute the following steps:
    基金交易系统内预设有基金调仓模型，在所述基金调仓模型内设置目标函数，所述目标函数用于求得基金调仓成本最小化数值；A fund position adjustment model is preset in the fund trading system, and an objective function is set in the fund position adjustment model, and the objective function is used to obtain a minimum value of the fund position adjustment cost;
    所述基金调仓模型获取基金调仓信息后，利用所述目标函数进行计算，获取基金调仓成本最小化数值。After the fund position adjustment model obtains fund position adjustment information, calculation is performed by using the objective function to obtain a minimum value of fund position adjustment cost.
  19. 根据权利要求18所述的存储介质，其中，所述目标函数为：The storage medium according to claim 18, wherein the objective function is:
    min(S C+R C+P C) min (S C + R C + P C )
    所述S C为基金赎回费用，所述R C为基金认购费用，所述P C为基金申购费用，基金调仓成本＝S C+R C+P C，基金交易系统在基金交易平台内预设有基金调仓模型，所述基金调仓模型设置目标函数，通过目标函数的计算来实现基金 调仓成本的最小化，即基金赎回费用、基金认购费用和基金申购费用三者之和等于所述基金调仓成本最小化数值。 The S C is the fund redemption fee, the R C is the fund subscription fee, the P C is the fund subscription fee, the fund adjustment cost = S C + R C + P C , and the fund trading system is in the fund trading platform A fund position adjustment model is preset, and the fund position adjustment model sets an objective function to minimize the fund position adjustment cost through the calculation of the objective function, that is, the sum of the fund redemption fee, the fund subscription fee, and the fund subscription fee. It is equal to the minimum value of the fund's position adjustment cost.
  20. 根据权利要求18所述的存储介质，其中，所述获取基金调仓成本最小化数值时，使得所述处理器执行以下步骤：The storage medium according to claim 18, wherein when the obtaining the minimum value of the fund relocation cost causes the processor to perform the following steps:
    基金交易系统内设置输入界面和数据接口，通过调用所述输入界面获取调仓信息后，通过调用所述数据接口对接基金调仓模型，并将所述调仓信息发送至所述基金调仓模型中，所述基金调仓模型获取所述调仓信息后，利用目标函数进行计算，获取基金调仓成本最小化数值。An input interface and a data interface are set in the fund trading system. After obtaining the position adjustment information by calling the input interface, the fund interface is connected to the fund position adjustment model by calling the data interface, and the position adjustment information is sent to the fund position adjustment model. In the method, after the fund position adjustment model obtains the position adjustment information, the objective function is used for calculation to obtain a minimum value of the fund position adjustment cost.
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CN105809270A (en) * 2016-01-05 2016-07-27 淮海工学院 Security investment combination evolution optimization method based on interval multi-target planning
CN107194810A (en) * 2017-05-15 2017-09-22 嘉实远见科技（北京）有限公司 Asset allocation system and method

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CN104715412A (en) * 2013-12-17 2015-06-17 远光软件股份有限公司 Method and device for automatic bill allocation
CN105809270A (en) * 2016-01-05 2016-07-27 淮海工学院 Security investment combination evolution optimization method based on interval multi-target planning
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