WO2023273231A1 - Position prediction assessment method and apparatus, device, and storage medium - Google Patents

Position prediction assessment method and apparatus, device, and storage medium Download PDF

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WO2023273231A1
WO2023273231A1 PCT/CN2021/140613 CN2021140613W WO2023273231A1 WO 2023273231 A1 WO2023273231 A1 WO 2023273231A1 CN 2021140613 W CN2021140613 W CN 2021140613W WO 2023273231 A1 WO2023273231 A1 WO 2023273231A1
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actual
positions
forecast
actual amount
quality
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PCT/CN2021/140613
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French (fr)
Chinese (zh)
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高攀
曾岩
李晶
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深圳前海微众银行股份有限公司
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    • GPHYSICS
    • G06COMPUTING; CALCULATING OR COUNTING
    • G06QINFORMATION 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
    • G06Q40/00Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/02Banking, e.g. interest calculation or account maintenance

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  • Fig. 7 is a schematic flow chart of a position forecast evaluation method provided by another embodiment of the present application.
  • n is less than or equal to q, and n is an integer greater than or equal to 0.
  • the quality evaluation result is used to represent the forecast quality of the position forecast for the object to be evaluated within the quality evaluation period.
  • Step 204a Determine a first ratio of n to m.
  • Step 204c Determine m reference deviation degrees based on the m actual amounts of the first positions and the m first position forecast sample data.
  • Step a11 from the m reference deviation degrees, determine the reference deviation degrees smaller than the preset reference deviation degree threshold, and obtain x target deviation degrees.
  • the corresponding quality assessment results of the objects to be assessed within the period to be assessed are stored in the message queue, so that downstream data users can obtain the quality assessment results from the message queue for subsequent analysis and application.
  • the outlier detection is performed on the position forecast data of each product after data preprocessing, that is, the outlier detection is performed on the m actual occurrences of the first positions included in each quality evaluation cycle of each product, and each product The actual amount of the first position in the abnormal state and the actual amount of the first position in the normal state included in each quality assessment period.
  • Step b14 From the m actual first position amounts, determine the first position actual amounts that are smaller than the first product or greater than the second product, and obtain the first position actual amounts that are in an abnormal state, which can be recorded as V 1 .
  • the actual amount of the i-th first position among the actual amount of the m first positions as an example, assuming that the actual amount of the i-th first position within the range of K neighbors
  • the occurrences are m1, m2, m3, m4 and mi
  • the first values obtained by analyzing and calculating m1, m2, m3, m4 and mi through step d13 are respectively m1, m2, m3, m4 and mi, and for m1 , m2, m3, m4 and mi are averaged to obtain the first average value L(i) corresponding to the actual amount of the i-th first position.
  • the embodiment of the present application provides a position forecast evaluation method, as shown in FIG. 7 , the method is applied to a position forecast evaluation device, and the method includes the following steps:
  • Step 402 using p kinds of outlier detection methods to detect the actual amount of positions in an abnormal state among the actual amount of m first positions, and obtain the actual amount of q third positions in p groups,
  • p is an integer greater than or equal to 1
  • q is an integer greater than or equal to 0.
  • the embodiment of the present application provides a position forecast evaluation device, as shown in FIG. 9 , the position forecast evaluation device 5 may include: a determination unit 51 and a processing unit 52; wherein:
  • a determination unit 51 configured to determine the actual amount of m first positions of the object to be assessed within the quality assessment period; wherein, m is an integer greater than or equal to 1;
  • the processing unit 52 is configured to determine the actual amount of n second positions in an abnormal state from the actual amount of m first positions; wherein, n is an integer greater than or equal to 0;
  • the processing unit is also used to determine the corresponding quality evaluation result of the object to be evaluated in the quality evaluation cycle based on the actual amount of n second positions and the actual amount of m first positions; wherein, the quality evaluation result is used to represent the The forecast quality of the position forecast for the subject to be assessed within the assessment period.
  • the detection module is configured to use p kinds of outlier detection methods to detect the actual amount of positions in an abnormal state among the actual amount of m first positions, and obtain the actual amount of q third positions in p groups; wherein, p is greater than or an integer equal to 1, and q is an integer greater than or equal to 0;
  • the processor 61 is configured to execute the position forecast evaluation program stored in the memory 62, so as to realize the following steps:

Abstract

Disclosed is a position prediction assessment method, the method comprising: determining m first actual position amounts of a target to be assessed within a quality assessment period (101), wherein m is an integer greater than or equal to one; determining n second actual position amounts in abnormal states from among the m first actual position amounts (102), wherein n is an integer greater than or equal to zero; and determining a quality assessment result corresponding to the target to be assessed within the quality assessment period on the basis of the n second actual position amounts and the m first actual position amounts (103), wherein the quality assessment result is used for representing a prediction quality of position prediction performed on the target to be assessed within the quality assessment period. Further disclosed are a position prediction assessment apparatus, a device, and a storage medium.

Description

一种头寸预报评估方法、装置、设备及存储介质A position forecast evaluation method, device, equipment and storage medium
相关申请的交叉引用Cross References to Related Applications
本申请基于申请号为202110719946.3、申请日为2021年6月28日的中国专利申请提出,并要求该中国专利申请的优先权,该中国专利申请的全部内容在此引入本申请作为参考。This application is based on a Chinese patent application with application number 202110719946.3 and a filing date of June 28, 2021, and claims the priority of this Chinese patent application. The entire content of this Chinese patent application is hereby incorporated by reference into this application.
技术领域technical field
本申请涉及计算机分析技术领域,尤其涉及一种头寸预报评估方法、装置、设备及存储介质。The present application relates to the technical field of computer analysis, and in particular to a position forecast evaluation method, device, equipment and storage medium.
背景技术Background technique
随着计算机技术的飞速发展,越来越多的技术应用在金融领域,传统金融业正在逐步向金融科技(Fintech)转变,但由于金融行业的安全性和实时性要求,也对技术提出了更高的要求。目前商业银行系统在日常运营过程中,通常采用资金头寸管理的方式,来保证头寸合理水平以应对所有现金流出,又要防止头寸留存过高形成资金浪费。目前资金头寸管理过程中,头寸留存的金额主要是通过头寸预报的方式来实现的,而为了确定头寸预报的准确性,商业银行系统通常会选择在一段时间内例如一周或一个月内每一天的头寸预报进行评分,即通过计算头寸预报金额与实际头寸金额的差值与头寸预报金额之间的比值得到每天的预报参考偏离度,并确定预报参考偏离度对应的分数得到每天的头寸预报的评分,然后计算这段时间内的头寸预报的平均分,并将该平均分作为该段时间内头寸预报的质量评估值。With the rapid development of computer technology, more and more technologies are applied in the financial field, and the traditional financial industry is gradually transforming into financial technology (Fintech). However, due to the security and real-time requirements of the financial industry, more and more technical requirements high demands. At present, the commercial banking system usually adopts the method of fund position management in the daily operation process to ensure a reasonable level of positions to deal with all cash outflows, and to prevent the waste of funds caused by excessive retention of positions. In the current fund position management process, the retained amount of the position is mainly realized through position forecasting. In order to determine the accuracy of the position forecast, the commercial banking system usually chooses a period of time such as a week or a month. Scoring the position forecast, that is, by calculating the ratio of the difference between the position forecast amount and the actual position amount to the position forecast amount, the daily forecast reference deviation degree is obtained, and the score corresponding to the forecast reference deviation degree is determined to obtain the daily position forecast score , and then calculate the average score of the position forecast during this period, and use the average score as the quality evaluation value of the position forecast during this period.
但是,目前对头寸预报进行质量评估时,只是简单地考虑了头寸预报金额与实际头寸金额之间的关系,而未充分考虑特殊场景下例如储户取款挤兑或者竞争对手恶意营销导致头寸在短时间内波动较大的情况,导致目前对头寸预报的质量评估实现过程较为单一,造成对头寸预报过程的质量评估不准确。However, at present, when evaluating the quality of position forecasts, the relationship between the position forecast amount and the actual position amount is simply considered, and it does not fully consider special scenarios such as depositors' withdrawals or malicious marketing by competitors. The situation of large fluctuations has led to a relatively simple implementation process for the quality assessment of position forecasting, resulting in inaccurate quality assessment of the position forecast process.
发明内容Contents of the invention
为解决上述技术问题,本申请实施例期望提供一种头寸预报评估方法、装置、设备及存储介质,解决了目前对头寸预报的质量进行评估的实现过程较为单一的问题,实现了一种对头寸预报的质量进行评估的实现方法,丰富了对头寸预报的指令评估方法,提高了对头寸预报的质量进行评估的准确性。In order to solve the above technical problems, the embodiment of the present application expects to provide a position forecast evaluation method, device, equipment and storage medium, which solves the problem that the current implementation process of evaluating the quality of position forecast is relatively simple, and realizes a method for assessing the position forecast. The implementation method for evaluating the quality of the forecast enriches the instruction evaluation method for the position forecast and improves the accuracy of evaluating the quality of the position forecast.
本申请的技术方案是这样实现的:The technical scheme of the present application is realized like this:
第一方面,一种头寸预报评估方法,所述方法包括:In the first aspect, a position forecast evaluation method, the method includes:
确定待评估对象在质量评估周期内的m个第一头寸实际发生额;其中,m为大于或等于1的整数;Determine the actual amount of m first positions of the object to be evaluated within the quality evaluation cycle; where m is an integer greater than or equal to 1;
从m个所述第一头寸实际发生额中,确定处于异常状态的n个第二头寸实际发生额;其中,n为大于或等于0的整数;From the actual actual amount of the m first positions, determine the actual amount of n second positions that are in an abnormal state; wherein, n is an integer greater than or equal to 0;
基于n个所述第二头寸实际发生额和m个所述第一头寸实际发生额,确定所述 待评估对象在所述质量评估周期内对应的质量评估结果;其中,所述质量评估结果用于表示在所述质量评估周期内对所述待评估对象进行头寸预报的预报质量。Based on the n actual occurrences of the second positions and the m actual occurrences of the first positions, determine the corresponding quality evaluation results of the object to be evaluated within the quality evaluation cycle; wherein, the quality evaluation results are used Yu represents the forecast quality of the position forecast for the object to be assessed within the quality assessment period.
第二方面,一种头寸预报评估装置,所述装置包括:确定单元和处理单元;其中:In the second aspect, a position forecast and evaluation device, the device includes: a determination unit and a processing unit; wherein:
所述确定单元,用于确定待评估对象在质量评估周期内的m个第一头寸实际发生额;其中,m为大于或等于1的整数;The determination unit is used to determine the actual amount of m first positions of the object to be assessed within the quality assessment period; wherein, m is an integer greater than or equal to 1;
所述处理单元,用于从m个所述第一头寸实际发生额中,确定处于异常状态的n个第二头寸实际发生额;其中,n为大于或等于0的整数;The processing unit is configured to determine the actual amount of n second positions in an abnormal state from the m actual amount of the first position; wherein, n is an integer greater than or equal to 0;
所述处理单元,还用于基于n个所述第二头寸实际发生额和m个所述第一头寸实际发生额,确定所述待评估对象在所述质量评估周期内对应的质量评估结果;其中,所述质量评估结果用于表示在所述质量评估周期内对所述待评估对象进行头寸预报的预报质量。The processing unit is further configured to determine the corresponding quality evaluation result of the object to be evaluated within the quality evaluation cycle based on the n actual occurrences of the second position and the m actual occurrences of the first position; Wherein, the quality assessment result is used to represent the forecast quality of the position forecast for the object to be assessed within the quality assessment period.
第三方面,一种头寸预报评估设备,所述设备包括:存储器、处理器和通信总线;其中:In the third aspect, a position forecast evaluation device, the device includes: a memory, a processor, and a communication bus; wherein:
所述存储器,用于存储可执行指令;The memory is used to store executable instructions;
所述通信总线,用于实现所述处理器和所述存储器之间的通信连接;The communication bus is used to realize the communication connection between the processor and the memory;
所述处理器,用于执行所述存储器中存储的头寸预报评估程序,实现如上述任一项所述的头寸预报评估方法的步骤。The processor is configured to execute the position forecast evaluation program stored in the memory, so as to realize the steps of the position forecast evaluation method described in any one of the above.
第四方面,一种存储介质,所述存储介质上存储有头寸预报评估程序,所述头寸预报评估程序被处理器执行时实现如上述任一项所述的头寸预报评估方法的步骤。In a fourth aspect, a storage medium stores a position forecast evaluation program, and when the position forecast evaluation program is executed by a processor, the steps of the position forecast evaluation method described in any one of the above are implemented.
本申请实施例中,通过确定待评估对象在质量评估周期内的m个第一头寸实际发生额后,从m个第一头寸实际发生额中,确定处于异常状态的n个第二头寸实际发生额,并基于n个第二头寸实际发生额和m个第一头寸实际发生额,来确定待评估对象在质量评估周期内对应的质量评估结果,这样,对质量评估周期内待评估对象的m个第一头寸实际发生额中处于异常状态的n个第二头寸实际发生额和m个第一头寸实际发生额进行分析,来确定针对质量评估周期内待评估对象的质量评估结果,解决了目前对头寸预报的质量进行评估的实现过程较为单一的问题,实现了一种对头寸预报的质量进行评估的实现方法,丰富了对头寸预报的指令评估方法,提高了对头寸预报的质量进行评估的准确性。In the embodiment of this application, after determining the actual amount of m first positions of the object to be evaluated within the quality evaluation period, from the actual amount of m first positions, determine the actual amount of n second positions that are in an abnormal state amount, and based on the actual amount of n second positions and the actual amount of m first positions, to determine the corresponding quality evaluation results of the object to be evaluated in the quality evaluation cycle, so that m of the object to be evaluated in the quality evaluation cycle Analyze the actual amount of n second positions and the actual amount of m first positions that are in an abnormal state in the actual amount of the first position to determine the quality evaluation results for the objects to be evaluated in the quality evaluation cycle, and solve the current problem. The implementation process of evaluating the quality of position forecast is relatively simple, and a realization method of evaluating the quality of position forecast is realized, which enriches the instruction evaluation method of position forecast and improves the quality of position forecast evaluation. accuracy.
附图说明Description of drawings
图1为本申请实施例提供的一种头寸预报评估方法的流程示意图;Fig. 1 is a schematic flow chart of a position forecast evaluation method provided by the embodiment of the present application;
图2为本申请实施例提供的另一种头寸预报评估方法的流程示意图;Fig. 2 is a schematic flow chart of another position forecast evaluation method provided by the embodiment of the present application;
图3为本申请实施例提供的又一种头寸预报评估方法的流程示意图;Fig. 3 is a schematic flow chart of another position forecast evaluation method provided by the embodiment of the present application;
图4为本申请实施例提供的一种头寸预报评估方法的实现流程示意图;Fig. 4 is a schematic diagram of the implementation flow of a position forecast evaluation method provided by the embodiment of the present application;
图5为本申请实施例提供的一种数据处理的流程示意图;FIG. 5 is a schematic flow chart of data processing provided by an embodiment of the present application;
图6为本申请实施例提供的一种对头寸预报评分进行应用的流程示意图;Fig. 6 is a schematic flow chart of applying position forecast scoring provided by the embodiment of the present application;
图7为本申请另一实施例提供的一种头寸预报评估方法的流程示意图;Fig. 7 is a schematic flow chart of a position forecast evaluation method provided by another embodiment of the present application;
图8为本申请另一实施例提供的另一种头寸预报评估方法的流程示意图;Fig. 8 is a schematic flow chart of another position forecast evaluation method provided by another embodiment of the present application;
图9为本申请实施例提供的一种头寸预报评估装置的结构示意图;FIG. 9 is a schematic structural diagram of a position forecasting and evaluating device provided in an embodiment of the present application;
图10为本申请实施例提供的一种头寸预报评估设备的结构示意图。FIG. 10 is a schematic structural diagram of a position forecasting and evaluating device provided in an embodiment of the present application.
具体实施方式detailed description
为了使本申请的目的、技术方案和优点更加清楚,下面将结合附图对本申请作进一步地详细描述,所描述的实施例不应视为对本申请的限制,本领域普通技术人员在没有做出创造性劳动前提下所获得的所有其它实施例,都属于本申请保护的范围。In order to make the purpose, technical solutions and advantages of the application clearer, the application will be further described in detail below in conjunction with the accompanying drawings. All other embodiments obtained under the premise of creative labor belong to the scope of protection of this application.
除非另有定义,本文所使用的所有的技术和科学术语与属于本申请的技术领域的技术人员通常理解的含义相同。本文中所使用的术语只是为了描述本申请实施例的目的,不是旨在限制本申请。Unless otherwise defined, all technical and scientific terms used herein have the same meaning as commonly understood by one of ordinary skill in the technical field to which this application belongs. The terms used herein are only for the purpose of describing the embodiments of the present application, and are not intended to limit the present application.
本申请的实施例提供一种头寸预报评估方法,参照图1所示,方法应用于头寸预报评估设备,该方法包括以下步骤:The embodiment of the present application provides a position forecast evaluation method, as shown in FIG. 1, the method is applied to a position forecast evaluation device, and the method includes the following steps:
步骤101、确定待评估对象在质量评估周期内的m个第一头寸实际发生额。 Step 101. Determine the actual amount of m first positions of the object to be evaluated within the quality evaluation cycle.
其中,m为大于或等于1的整数。Wherein, m is an integer greater than or equal to 1.
在本申请实施例中,待评估对象可以是商业银行系统中的任一需进行头寸预报的业务产品。质量评估周期是用于对待评估对象进行头寸预报的预报结果进行质量评估的周期,例如可以是一周、15天或者一个月等。第一头寸实际发生额为待评估对象实际交易过程中的实际产生的头寸。需说明的是,待评估对象在质量评估周期内的m个第一头寸实际发生额可以是其他预报设备在质量评估周期内对待评估对象的实际运行过程中的实际头寸进行采集得到的,其中,对待评估对象进行预报可以是每天多个固定时间进行多次采集。头寸预报评估设备通常为商业银行系统中的管理设备,例如可以是服务器。In the embodiment of the present application, the object to be evaluated may be any business product in the commercial banking system that requires position forecasting. The quality evaluation cycle is a cycle for evaluating the quality of the forecast result of the position forecast of the object to be evaluated, for example, it may be one week, 15 days, or one month. The actual amount of the first position is the actual position generated during the actual transaction process of the object to be evaluated. It should be noted that the actual amount of the m first positions of the object to be evaluated in the quality evaluation cycle can be obtained by other forecasting equipment during the actual operation of the object to be evaluated during the actual operation process, wherein, Forecasting the object to be evaluated can be multiple collections at multiple fixed times every day. The position forecasting and evaluating device is usually a management device in a commercial banking system, such as a server.
步骤102、从m个第一头寸实际发生额中,确定处于异常状态的n个第二头寸实际发生额。 Step 102. From the actual actual amount of m first positions, determine the actual amount of n second positions in an abnormal state.
其中,n为大于或等于0的整数。Wherein, n is an integer greater than or equal to 0.
在本申请实施例中,对m个第一头寸实际发生额进行分析,从m个第一头寸实际发生额中确定明显存在异常即处于异常状态的n个第二头寸实际发生额。在一些应用场景下,m个第一头寸实际发生额中也可能不存在处于异常状态的第二头寸实际发生额,即n为零。In the embodiment of the present application, the m actual occurrences of the first positions are analyzed, and the n actual occurrences of the second positions that are obviously abnormal, that is, in an abnormal state, are determined from the m actual occurrences of the first positions. In some application scenarios, the actual amount of the second position in an abnormal state may not exist among the m actual amount of the first position, that is, n is zero.
步骤103、基于n个第二头寸实际发生额和m个第一头寸实际发生额,确定待评估对象在质量评估周期内对应的质量评估结果。Step 103: Based on the actual amount of n second positions and the actual amount of m first positions, determine the corresponding quality evaluation result of the object to be evaluated within the quality evaluation cycle.
其中,质量评估结果用于表示在质量评估周期内对待评估对象进行头寸预报的预报质量。Wherein, the quality evaluation result is used to represent the forecast quality of the position forecast for the object to be evaluated within the quality evaluation period.
在本申请实施例中,对确定的n个第二头寸实际发生额和m个第一头寸实际发生额进行分析,确定在质量评估周期内用于评估对待评估对象进行头寸预报的预报质量的质量评估结果。得到的质量评估结果可以进行存储,以使下游数据使用方可以获取对应的质量评估结果,对质量评估结果进行进一步处理,例如可以是大屏展示、绩效评估和/或头寸管理等。In the embodiment of the present application, the determined n second position actual occurrences and m first position actual occurrences are analyzed to determine the quality of the forecast quality used to evaluate the position forecast of the object to be evaluated within the quality evaluation period evaluation result. The obtained quality assessment results can be stored, so that downstream data users can obtain the corresponding quality assessment results and further process the quality assessment results, such as large-screen display, performance assessment and/or position management, etc.
本申请实施例中,通过确定待评估对象在质量评估周期内的m个第一头寸实际发生额后,从m个第一头寸实际发生额中,确定处于异常状态的n个第二头寸实际发生额,并基于n个第二头寸实际发生额和m个第一头寸实际发生额,来确定待评估对象在质量评估周期内对应的质量评估结果,这样,对质量评估周期内待评估对象的m个第一头寸实际发生额中处于异常状态的n个第二头寸实际发生额和m个第一头寸实际发生额进行分析,来确定针对质量评估周期内待评估对象的质量评估结果,解决了目前对头寸预报的质量进行评估的实现过程较为单一的问题,实现了一种对头寸预报的质量进行评估的实现方法,丰富了对头寸预报的指令评估方法,提高了对头寸预报的质量进行评估的准确性。In the embodiment of this application, after determining the actual amount of m first positions of the object to be evaluated within the quality evaluation period, from the actual amount of m first positions, determine the actual amount of n second positions that are in an abnormal state amount, and based on the actual amount of n second positions and the actual amount of m first positions, to determine the corresponding quality evaluation results of the object to be evaluated in the quality evaluation cycle, so that m of the object to be evaluated in the quality evaluation cycle Analyze the actual amount of n second positions and the actual amount of m first positions that are in an abnormal state in the actual amount of the first position to determine the quality evaluation results for the objects to be evaluated in the quality evaluation cycle, and solve the current problem. The implementation process of evaluating the quality of position forecast is relatively simple, and a realization method of evaluating the quality of position forecast is realized, which enriches the instruction evaluation method of position forecast and improves the quality of position forecast evaluation. accuracy.
基于前述实施例,本申请的实施例提供一种头寸预报评估方法,参照图2所示,该方法应用于头寸预报评估设备,该方法包括以下步骤:Based on the foregoing embodiments, the embodiments of the present application provide a position forecast evaluation method, as shown in FIG. 2 , the method is applied to a position forecast evaluation device, and the method includes the following steps:
步骤201、确定待评估对象在质量评估周期内的m个第一头寸实际发生额。 Step 201. Determine the actual amount of m first positions of the object to be evaluated within the quality evaluation period.
其中,m为大于或等于1的整数。Wherein, m is an integer greater than or equal to 1.
在本申请实施例中,以质量评估周期为一周,针对待评估对象为产品A为例进行说明,获取一周内对产品A进行头寸预报的同时采集得到的全部头寸实际发生额,即m个第一头寸实际发生额。In the embodiment of this application, the quality evaluation period is one week, and the object to be evaluated is product A as an example. The actual amount of all positions collected during the position forecast of product A within one week, that is, the mth The actual amount of a position.
步骤202、采用p种异常值检测方法,检测m个第一头寸实际发生额中处于异常状态的头寸实际发生额,得到p组q个第三头寸实际发生额。Step 202: Use p kinds of abnormal value detection methods to detect the actual amount of positions in an abnormal state among the m actual amount of the first position, and obtain the actual amount of the p group of q third positions.
其中,p为大于或等于1的整数,q为大于或等于0的整数。Wherein, p is an integer greater than or equal to 1, and q is an integer greater than or equal to 0.
在本申请实施例中,确定P种异常值检测方法后,采用每一种异常值检测方法来对m个第一头寸实际发生额进行分析处理,得到P组q个第三头寸实际发生额,其中,每一组q个第三头寸实际发生额中的q值可以相同,也可以不同,每一组对应的q值具体由每一种异常值检测方法决定。示例性的,假设确定了2种异常值检测方法,包括方法1和方法2,对应的,采用方法1对产品A的m个第一头寸实际发生额进行分析处理,得到q1个第三头寸实际发生额,采用方法2对产品A的m个第一头寸实际发生额进行分析处理,得到q2个第三头寸实际发生额。In this embodiment of the application, after determining the P outlier detection methods, each outlier detection method is used to analyze and process the actual occurrences of the m first positions to obtain the actual occurrences of the P group of q third positions, Wherein, the q values in the actual amount of the q third positions in each group may be the same or different, and the q values corresponding to each group are specifically determined by each outlier detection method. For example, assume that two outlier detection methods are determined, including method 1 and method 2. Correspondingly, method 1 is used to analyze and process the actual amount of the m first positions of product A, and obtain q1 actual amount of the third position For the actual amount of occurrence, method 2 is used to analyze and process the actual amount of m first positions of product A to obtain the actual amount of q2 third positions.
步骤203、确定p组q个第三头寸实际发生额中均包括的头寸实际发生额,得到n个第二头寸实际发生额。Step 203: Determine the actual amount of positions included in the actual amount of q third positions in p groups, and obtain n actual amounts of second positions.
其中,n小于或等于q,n为大于或等于0的整数。Wherein, n is less than or equal to q, and n is an integer greater than or equal to 0.
在本申请实施例中,从p组q个第三头寸实际发生额中确定P组均包括的头寸实际发生额,得到n个第二头寸实际发生额。示例性的,假设q1个第三头寸实际发 生额为4个第三头寸实际发生额c1、c2、c3和c4,q2个第三头寸实际发生额为6个第三头寸实际发生额c1、c3、c4、c6、c7和c8,因此,从4个第三头寸实际发生额c1、c2、c3和c4,与6个第三头寸实际发生额c1、c3、c4、c6、c7和c8中确定得到这两组第三头寸实际发生额中均包括的第三头寸实际发生额为c1、c3和c4,即产品A的n个第二头寸实际发生额为3个第二头寸实际发生额c1、c3和c4。In the embodiment of the present application, the actual amount of positions included in groups P is determined from the actual amount of q third positions in groups p, and n actual amounts of second positions are obtained. Exemplarily, assuming that the actual amount of q1 third positions is 4 actual amounts of third positions c1, c2, c3 and c4, and the actual amount of q2 third positions is 6 actual amounts of third positions c1 and c3 , c4, c6, c7 and c8, therefore, determined from the 4 third position actual amounts c1, c2, c3 and c4, and the 6 third position actual amounts c1, c3, c4, c6, c7 and c8 It is obtained that the actual amount of the third position included in the actual amount of the third position of these two groups is c1, c3 and c4, that is, the actual amount of the n second positions of product A is 3 actual amounts of the second position c1, c3 and c4.
步骤204、基于n个第二头寸实际发生额和m个第一头寸实际发生额,确定待评估对象在质量评估周期内对应的质量评估结果。 Step 204, based on the n actual amounts of the second positions and the m actual amounts of the first positions, determine the quality evaluation results corresponding to the objects to be evaluated within the quality evaluation cycle.
其中,质量评估结果用于表示在质量评估周期内对待评估对象进行头寸预报的预报质量。Wherein, the quality evaluation result is used to represent the forecast quality of the position forecast for the object to be evaluated within the quality evaluation period.
在本申请实施例中,对n个第二头寸实际发生额和m个第一头寸实际发生额进行预报质量分析,得到待评估对象在质量评估周期内对应的质量评估结果。示例性的,假设m个第一头寸实际发生额为10个第一头寸实际发生额c1、c2、c3、c4、c5、c6、c7、c8、c9和c10,这样,基于3个第二头寸实际发生额c1、c3和c4与10个第一头寸实际发生额c1、c2、c3、c4、c5、c6、c7、c8、c9和c10进行分析,可以确定得到产品A在该周内对应的质量评估结果。In this embodiment of the application, the forecast quality analysis is performed on the actual occurrences of the n second positions and the m actual occurrences of the first positions to obtain the corresponding quality evaluation results of the objects to be evaluated within the quality evaluation period. Exemplarily, assuming that the actual amount of m first positions is the actual amount of 10 first positions c1, c2, c3, c4, c5, c6, c7, c8, c9 and c10, in this way, based on 3 second positions By analyzing the actual amount c1, c3, and c4 and the actual amount c1, c2, c3, c4, c5, c6, c7, c8, c9, and c10 of the 10 first positions, it can be determined that the corresponding amount of product A in the week Quality assessment results.
基于前述实施例,在本申请其他实施例中,步骤204可以由步骤204a~204d来实现:Based on the foregoing embodiments, in other embodiments of the present application, step 204 may be implemented by steps 204a-204d:
步骤204a、确定n与m的第一比值。Step 204a. Determine a first ratio of n to m.
在本申请实施例中,第一比值=n/m。In the embodiment of the present application, the first ratio=n/m.
步骤204b、获取m个第一头寸实际发生额对应的m个第一头寸预报样本数据。Step 204b. Obtain m first position forecast sample data corresponding to m first position actual occurrence amounts.
在本申请实施例中,第一头寸预报样本数据为某一次对待评估对象进行头寸预报得到的头寸预报样本数据。需说明的是,待评估对象在质量评估周期内的m个第一头寸预报样本数据可以是其他预报设备在质量评估周期内对待评估对象进行预报得到的,也可以是头寸预报评估设备在质量评估周期内对待评估对象进行预报得到的。在进行头寸预测时,假设从当前周期到下一周期之间进行预测得到的头寸预报数据为第一头寸预报样本数据,而在实际运行过程中,当前周期到下一周期之间实际发生的头寸记为第一头寸预报样本数据对应的头寸实际发生额,即一个第一头寸预报样本数据对应一个第一头寸实际发生额。这样,针对m个第一头寸实际发生额,确定每一个第一头寸实际发生额对应的第一头寸预报样本数据,即可得到m个第一头寸预报样本数据。In the embodiment of the present application, the first position forecast sample data is the position forecast sample data obtained from a certain position forecast of the object to be evaluated. It should be noted that the m first position forecast sample data of the object to be evaluated in the quality evaluation period can be obtained by other forecasting equipment during the quality evaluation period to predict the object to be evaluated, or it can be obtained by the position forecast evaluation device during the quality evaluation It is obtained by forecasting the object to be evaluated within the period. When performing position forecasting, it is assumed that the position forecast data obtained from the forecast from the current period to the next period is the first position forecast sample data, and in the actual operation process, the position actually occurred between the current period and the next period It is recorded as the actual amount of the position corresponding to the first position forecast sample data, that is, one first position forecast sample data corresponds to one actual first position amount. In this way, for the m actual occurrences of the first positions, the first position forecast sample data corresponding to each first position actual occurrence is determined to obtain m first position forecast sample data.
示例性的,针对产品A的10个第一头寸实际发生额c1、c2、c3、c4、c5、c6、c7、c8、c9和c10,依次确定得到与c1对应的第一头寸预报样本数据d1、c2对应的第一头寸预报样本数据d2、c3对应的第一头寸预报样本数据d3、c4对应的第一头寸预报样本数据d4、c5对应的第一头寸预报样本数据d5、c6对应的第一头寸预报样本数据d6、c7对应的第一头寸预报样本数据d7、c8对应的第一头寸预报样本数据d8、c9对应的第一头寸预报样本数据d9和c10对应的第一头寸预报样本数据 d10。Exemplarily, for the 10 actual first position amounts c1, c2, c3, c4, c5, c6, c7, c8, c9 and c10 of product A, the first position forecast sample data d1 corresponding to c1 is determined sequentially , c2 corresponding to the first position forecast sample data d2, c3 corresponding to the first position forecast sample data d3, c4 corresponding to the first position forecast sample data d4, c5 corresponding to the first position forecast sample data d5, c6 corresponding to the first The position forecast sample data d6, c7 correspond to the first position forecast sample data d7, c8, the first position forecast sample data d8, c9 correspond to the first position forecast sample data d9, and c10 correspond to the first position forecast sample data d10.
步骤204c、基于m个第一头寸实际发生额和m个第一头寸预报样本数据,确定m个参考偏离度。Step 204c: Determine m reference deviation degrees based on the m actual amounts of the first positions and the m first position forecast sample data.
在本申请实施例中,基于m个第一头寸实际发生额和m个第一头寸预报样本数据,计算每一第一头寸实际发生额与对应的第一头寸预报样本数据之间的偏离度,得到m个参考偏离度。示例性的,基于c1和c1对应的第一头寸预报样本数据d1,确定得到c1对应的参考偏离度;基于c2和c2对应的第一头寸预报样本数据d2,确定得到c2对应的参考偏离度;基于c3和c3对应的第一头寸预报样本数据d3,确定得到c3对应的参考偏离度,以此类推,直至基于c10和c10对应的第一头寸预报样本数据d10,确定得到c10对应的参考偏离度。In the embodiment of the present application, based on the m actual amount of the first position and the m first position forecast sample data, the degree of deviation between the actual amount of each first position and the corresponding first position forecast sample data is calculated, Get m reference deviation degrees. Exemplarily, based on the first position forecast sample data d1 corresponding to c1 and c1, determine and obtain the reference deviation degree corresponding to c1; based on the first position forecast sample data d2 corresponding to c2 and c2, determine and obtain the reference deviation degree corresponding to c2; Based on the first position forecast sample data d3 corresponding to c3 and c3, determine the reference deviation degree corresponding to c3, and so on, until the reference deviation degree corresponding to c10 is determined based on the first position forecast sample data d10 corresponding to c10 and c10 .
步骤204d、基于第一比值和m个参考偏离度,确定质量评估结果。Step 204d, based on the first ratio and the m reference deviation degrees, determine a quality assessment result.
在本申请实施例中,基于m个参考偏离度和第一比值即n/m,来确定得到针对待评估对象的质量评估结果。In the embodiment of the present application, the quality evaluation result for the object to be evaluated is determined based on the m reference deviation degrees and the first ratio, ie, n/m.
基于前述实施例,在本申请其他实施例中,步骤204c可以由以下步骤来实现:通过公式
Figure PCTCN2021140613-appb-000001
确定得到m个参考偏离度;其中,i=1,2……,m,P actual i为m个第一头寸实际发生额中的第i个第一头寸实际发生额,P pre i为第i个第一头寸实际发生额对应的第一头寸预报样本数据,D i为第i个第一头寸实际发生额对应的参考偏离度。
Based on the foregoing embodiments, in other embodiments of the present application, step 204c may be implemented by the following steps: through the formula
Figure PCTCN2021140613-appb-000001
It is determined to obtain m reference deviation degrees; among them, i=1, 2..., m, P actual i is the actual amount of the i-th first position among the actual amount of the m first positions, and P pre i is the actual amount of the i-th position The first position forecast sample data corresponding to the actual amount of the first position, D i is the reference deviation degree corresponding to the actual amount of the ith first position.
基于前述实施例,在本申请其他实施例中,步骤204d可以由步骤a11~a15来实现:Based on the foregoing embodiments, in other embodiments of the present application, step 204d may be implemented by steps a11-a15:
步骤a11、从m个参考偏离度中,确定小于预设参考偏离度阈值的参考偏离度,得到x个目标偏离度。Step a11, from the m reference deviation degrees, determine the reference deviation degrees smaller than the preset reference deviation degree threshold, and obtain x target deviation degrees.
其中,x为大于或等于0,且小于或等于m的整数。Wherein, x is an integer greater than or equal to 0 and less than or equal to m.
在本申请实施例中,预设参考偏离度阈值为根据大量实验得到的一个经验值,可以根据实际情况来不断的进行校正。将m个参考偏离度中的每一参考偏离度与预设参考偏离度阈值进行大小比较,以从m个参考偏离度中,确定出小于预设参考偏离度阈值的参考偏离度为目标偏离度。在一些应用场景下,m个参考偏离度中的参考偏离度可以均大于预设参考偏离度阈值,即一个目标偏离度也没有。In the embodiment of the present application, the preset reference deviation threshold is an empirical value obtained from a large number of experiments, which can be continuously corrected according to actual conditions. Comparing each of the m reference deviation degrees with a preset reference deviation degree threshold, to determine the reference deviation degree smaller than the preset reference deviation degree threshold from the m reference deviation degrees as the target deviation degree . In some application scenarios, the reference deviation degrees among the m reference deviation degrees may all be greater than the preset reference deviation degree threshold, that is, none of the target deviation degrees exists.
步骤a12、确定与x个目标偏离度对应的x个第一预报评分值。Step a12. Determine x first forecast score values corresponding to x target deviation degrees.
在本申请实施例中,确定与x个目标偏离度对应的x个第一预报评分值时,可以是根据偏离度与预报评分值之间的关系来确定得到的,偏离度与预报评分值之间的关系通常为根据大量实验或用户经验得到的一个经验关系。偏离度与预报评分值之间的关系可以是关于偏离度与预报评分值之间的算法公式,也可以是一个包括偏离度对应不同预报评分值的关系列表,具体可以由实际情况来确定,此处不做具体 限定。In the embodiment of the present application, when determining x first forecast score values corresponding to x target deviation degrees, it may be determined according to the relationship between the deviation degree and the forecast score value, and the difference between the deviation degree and the forecast score value The relationship between is usually an empirical relationship obtained from a large number of experiments or user experience. The relationship between the deviation degree and the forecast score value can be an algorithmic formula between the deviation degree and the forecast score value, or it can be a relationship list including the deviation degree corresponding to different forecast score values, which can be determined by the actual situation. There is no specific limit.
示例性的,假设有3个偏离度为偏离度1、偏离度2和偏离度3,对应的确定得到偏离度1对应的第一预报评分值为分值1,偏离度2对应的第一预报评分值为分值2,偏离度3对应的第一预报评分值为分值3。Exemplarily, assuming that there are three degrees of deviation: degree of deviation 1, degree of deviation 2 and degree of deviation 3, the corresponding determination obtains that the first forecast score value corresponding to degree of deviation 1 is score 1, and the first forecast value corresponding to degree of deviation 2 is The score value is 2 points, and the first forecast score value corresponding to the deviation degree 3 is 3 points.
步骤a13、从m个第一头寸实际发生额中,确定除n个第二头寸实际发生额外的y个第四头寸实际发生额。Step a13. From the m actual amounts of the first positions, determine y additional actual amounts of the fourth positions in addition to the actual amounts of the n second positions.
其中,n与y的和值为m。Among them, the sum of n and y is m.
在本申请实施例中,从m个第一头寸实际发生额中,确定处于正常状态的第四头寸实际发生额,即将m个第一头寸实际发生额域中包括的n个第二头寸实际发生额除去,即可以得到处于正常状态的y个第四头寸实际发生额。In this embodiment of the application, the actual amount of the fourth position in a normal state is determined from the actual amount of the m first positions, that is, the actual amount of the n second positions included in the field of the actual amount of the m first positions If the amount is removed, the actual amount of y fourth positions in the normal state can be obtained.
示例性的,针对产品A的10个第一头寸实际发生额c1、c2、c3、c4、c5、c6、c7、c8、c9和c10,由于确定了处于异常状态的3个第二头寸实际发生额c1、c3和c4,因此,可以确定产品A对应的处于正常状态的7个第四头寸实际发生额c2、c5、c6、c7、c8、c9和c10。Exemplarily, for the 10 actual occurrences of the first position of product A, c1, c2, c3, c4, c5, c6, c7, c8, c9 and c10, since it is determined that the 3 second positions in the abnormal state actually occurred c1, c3 and c4, therefore, it is possible to determine the actual amounts c2, c5, c6, c7, c8, c9 and c10 corresponding to the product A corresponding to the 7 fourth positions in a normal state.
步骤a14、确定y个第四头寸实际发生额对应的y个第二预报评分值。Step a14, determining y second forecast score values corresponding to y actual amounts of the fourth positions.
在本申请实施例中,确定y个第四头寸实际发生额对应的y个第二预报评分值的实现过程可以参照步骤a12中确定x个目标偏离度对应的x个第一预报评分值的实现过程,此处不再详细赘述。In this embodiment of the application, the implementation process of determining y second forecast score values corresponding to y fourth position actual occurrences can refer to the realization of x first forecast score values corresponding to x target deviation degrees in step a12 The process will not be described in detail here.
步骤a15、通过公式
Figure PCTCN2021140613-appb-000002
确定质量评估结果S。
Step a15, through the formula
Figure PCTCN2021140613-appb-000002
Determine the quality assessment result S.
其中,θ为第一比值,S 1i为x个第一预报评分值中的第i个第一预报评分值,S 2j为y个第二预报评分值中的第j个第二预报评分值。 Wherein, θ is the first ratio, S 1i is the i-th first predicted score value among the x first predicted score values, and S 2j is the j-th second predicted score value among the y second predicted score values.
这样,利用异常值检测算法将预报中的特殊场次即异常状态的头寸样本数据识别出来,再通过对这些特殊场次对应的偏离度对这些特殊场次的预报进行一定的过滤,来对其中预报合格场次的评分赋予较小的权重,使这部分的评分在最终的整体产品预报评分中占据较小的重要性,既兼顾了特殊情况下头寸预报的难度,也对特殊情况下头寸预报的准确性进行了有效度量。In this way, the outlier detection algorithm is used to identify the special events in the forecast, that is, the position sample data in an abnormal state, and then filter the forecasts of these special events by the degree of deviation corresponding to these special events, so as to predict the qualified events. The score of the score is assigned a smaller weight, so that the score of this part occupies a lesser importance in the final overall product forecast score, which not only takes into account the difficulty of position forecasting under special circumstances, but also evaluates the accuracy of position forecasting under special circumstances. an effective measure.
基于前述实施例,参照图3所示,头寸预报评估设备执行步骤204之后,还用于执行步骤205:Based on the foregoing embodiments, referring to FIG. 3 , after executing step 204, the position forecasting and evaluating device is also used to execute step 205:
步骤205、存储质量评估结果至待评估对象对应的消息队列中。 Step 205, storing the quality evaluation result in the message queue corresponding to the object to be evaluated.
在本申请实施例中,将待评估对象在该待评估周期内对应的质量评估结果存储至消息队列中,以使下游数据用户可以从消息队列中获取质量评估结果,以进行后续分析应用。In the embodiment of the present application, the corresponding quality assessment results of the objects to be assessed within the period to be assessed are stored in the message queue, so that downstream data users can obtain the quality assessment results from the message queue for subsequent analysis and application.
基于前述实施例,本申请实施例提供一种头寸预报评估方法的应用实施例,头 寸预报评估设备的具体实现流程可以参照图4所示,包括:Based on the aforementioned embodiments, the embodiment of the present application provides an application embodiment of a position forecasting and evaluation method, and the specific implementation process of the position forecasting and evaluation device can refer to Figure 4, including:
步骤301、获得各产品的头寸预报数据。 Step 301, obtaining position forecast data of each product.
其中,各产品的头寸预报数据可以是从数据库中获取得到的。Wherein, the position forecast data of each product may be obtained from a database.
步骤302、分组处理过程。 Step 302, grouping process.
其中,按照产品维度对获得的各产品的头寸预报数据进行分组处理,得到分组后的各产品在各个质量评估周期内的头寸预报数据集,记为D={D1,D2,……,Dz}。其中,D1为产品D1对应的头寸预报数据集;D2为产品D2对应的头寸预报数据集;……,Dz为产品Dz对应的头寸预报数据集。其中,D1中又包括产品D1对应的多个不同质量评估周期内的头寸预报数据集。Among them, the obtained position forecast data of each product is grouped according to the product dimension, and the grouped position forecast data sets of each product in each quality evaluation period are obtained, which is recorded as D={D1, D2,..., Dz} . Among them, D1 is the position forecast data set corresponding to product D1; D2 is the position forecast data set corresponding to product D2; ..., Dz is the position forecast data set corresponding to product Dz. Among them, D1 also includes position forecast data sets in multiple different quality assessment periods corresponding to product D1.
步骤303、数据预处理过程。 Step 303, data preprocessing process.
其中,对分组处理后的各产品的头寸预报数据进行数据预处理,数据预处理的方式包括对缺失值的处理和/或数据中特殊字符替换等。这样,对D集合中的每一产品头寸预报数据集进行数据预处理后,即可得到每一产品每一待质量评估周期内包括的m个第一头寸实际发生额。Among them, data preprocessing is performed on the position forecast data of each product after grouping processing, and the data preprocessing methods include processing missing values and/or replacing special characters in the data. In this way, after data preprocessing is performed on the position forecast data set of each product in the D set, the m actual occurrences of the first positions included in each quality evaluation period for each product can be obtained.
步骤304、异常值检测过程。 Step 304, an outlier detection process.
其中,对数据预处理后的各产品的头寸预报数据进行异常值检测,即对每一产品每一待质量评估周期内包括的m个第一头寸实际发生额进行异常值检测,得到每一产品每一待质量评估周期内包括的处于异常状态的第一头寸实际发生额和正常状态的第一头寸实际发生额。Among them, the outlier detection is performed on the position forecast data of each product after data preprocessing, that is, the outlier detection is performed on the m actual occurrences of the first positions included in each quality evaluation cycle of each product, and each product The actual amount of the first position in the abnormal state and the actual amount of the first position in the normal state included in each quality assessment period.
步骤305、加权头寸预报评分过程。 Step 305, weighted position forecast scoring process.
其中,统计每一产品每一待质量评估周期内包括的处于异常状态的第一头寸实际发生额的场次和每一产品每一待质量评估周期内包括的全部第一头寸实际发生额的场次的比值θ;确定处于异常状态对应的第一头寸实际发生额与对应的第一头寸预报样本数据之间的偏离度;并判断处于异常状态对应的第一头寸实际发生额对应的偏离度与预设偏离度阈值之间的关系;得到小于预设偏离度阈值的处于异常状态对应的第一头寸实际发生额,并确定小于预设偏离度阈值的处于异常状态对应的x个第一头寸实际发生额对应的预报评分,以及确定处于正常状态的y个第一头寸实际发生额对应的预报评分;采用公式
Figure PCTCN2021140613-appb-000003
计算该某一产品某一待质量评估周期内的头寸预报汇总评分,其中,S 1i为处于异常状态对应的第i个第一头寸实际发生额对应的预报评分,S 2j为处于正常状态的第j个第一头寸实际发生额对应的预报评分。
Among them, count the number of sessions of the actual amount of the first position that is in an abnormal state included in each pending quality assessment cycle for each product and the number of sessions of the actual amount of all first positions included in each pending quality assessment cycle for each product Ratio θ; determine the degree of deviation between the actual amount of the first position corresponding to the abnormal state and the corresponding first position forecast sample data; and judge the degree of deviation corresponding to the actual amount of the first position corresponding to the abnormal state and the preset The relationship between the deviation degree thresholds; obtain the actual amount of the first position corresponding to the abnormal state that is less than the preset deviation degree threshold, and determine the actual amount of x first positions corresponding to the abnormal state that is less than the preset deviation degree threshold The corresponding forecast score, and the forecast score corresponding to the actual amount of y first positions determined to be in a normal state; use the formula
Figure PCTCN2021140613-appb-000003
Calculate the position forecast summary score of a certain product in a period of pending quality assessment, where S 1i is the forecast score corresponding to the actual amount of the i-th first position corresponding to the abnormal state, and S 2j is the forecast score corresponding to the first position in the normal state The forecast score corresponding to the actual amount of j first positions.
步骤306、存入消息队列以供下游数据使用方使用。 Step 306, store in the message queue for use by the downstream data consumer.
其中,将计算得到的每一头寸预报汇总评分写入到消息队列(Message Queue, MQ)中,并对每一头寸预报汇总评分采用不同的标识信息例如group_id进行标识,这样,下游数据使用方可以使用不同的group_id订阅头寸预报汇总评分写入时的主题(topic),从而可以实现不同下游数据使用方接近实时地对头寸预报汇总评分进行进一步处理,例如大屏展示、绩效评估或头寸管理等。Among them, write the calculated summary score of each position forecast into the message queue (Message Queue, MQ), and use different identification information such as group_id to identify the summary score of each position forecast, so that downstream data users can Use different group_ids to subscribe to the topic when the position forecast summary score is written, so that different downstream data users can further process the position forecast summary score in near real time, such as large-screen display, performance evaluation, or position management.
其中,前述步骤301~303的具体实现过程可以参照图5所示,包括以下步骤:Wherein, the specific implementation process of the foregoing steps 301 to 303 can refer to that shown in FIG. 5 , including the following steps:
步骤301a、开始。Step 301a, start.
步骤301b、使用结构化查询语言(Structured Query Language,SQL)读取数据并导出为文件。Step 301b, using Structured Query Language (Structured Query Language, SQL) to read data and export it as a file.
其中,使用SQL从数据库中读取所需数据,主要包含以下数据:日期、头寸实际发生额,头寸预报金额即前述头寸预报样本数据,并将读取到的数据导出为例如文件类型为逗号分隔值文件格式(Comma-Separated Values,CSV)文件。Among them, use SQL to read the required data from the database, mainly including the following data: date, actual amount of the position, and the amount of the position forecast, which is the aforementioned sample data of the position forecast, and export the read data as, for example, the file type is comma-separated Value file format (Comma-Separated Values, CSV) file.
步骤301c、使用计算机编程语言(Python)对CSV文件进行分组处理。Step 301c, use computer programming language (Python) to group CSV files.
其中,Python从CSV文件中读取数据为命名列方式组织的分布式数据集(DataFrame)。Among them, Python reads data from the CSV file as a distributed dataset (DataFrame) organized in named columns.
步骤301d、使用Python对DataFrame进行数据预处理。Step 301d, use Python to perform data preprocessing on the DataFrame.
其中,Python对CSV文件进行分组处理和数据预处理的过程可以采用以下代码来实现:Among them, the process of grouping and data preprocessing of CSV files by Python can be implemented with the following code:
Figure PCTCN2021140613-appb-000004
Figure PCTCN2021140613-appb-000004
这样,通过上述代码,最终输出得到的数据的格式如下表1所示:In this way, through the above code, the format of the final output data is shown in Table 1 below:
表1产品明细头寸预报评分Table 1 Product Details Position Forecast Score
Figure PCTCN2021140613-appb-000005
Figure PCTCN2021140613-appb-000005
其中,ds为日期,y为头寸实际发生额,y_hat为头寸预报样本数据,score为 对应的头寸预报评分。Among them, ds is the date, y is the actual amount of the position, y_hat is the position forecast sample data, and score is the corresponding position forecast score.
步骤301e、结束。Step 301e, end.
在前述步骤304中进行异常值检测时,提供的一种异常值检测方法的具体实现过程可以参照步骤b11~b14所示:When performing outlier detection in the aforementioned step 304, the specific implementation process of an outlier detection method provided can refer to steps b11-b14:
步骤b11、确定m个第一头寸实际发生额的平均值。Step b11. Determine the average value of the m actual amounts of the first positions.
步骤b12、基于m个第一头寸实际发生额和平均值,确定m个第一头寸实际发生额的标准差。Step b12, based on the actual amount of the m first positions and the average value, determine the standard deviation of the actual amount of the m first positions.
步骤b13、分别确定第一预设数值与标准差的第一乘积,和第二预设数值与标准差的第二乘积。Step b13, respectively determine the first product of the first preset value and the standard deviation, and the second product of the second preset value and the standard deviation.
其中,第一预设数值和第二预设数值均为经验值,第一预设数值可以为-3,第二预设数值可以为3。Wherein, both the first preset value and the second preset value are empirical values, the first preset value may be -3, and the second preset value may be 3.
步骤b14、从m个第一头寸实际发生额中,确定小于第一乘积或大于第二乘积的第一头寸实际发生额,得到处于异常状态的第一头寸实际发生额,可以记为V 1Step b14. From the m actual first position amounts, determine the first position actual amounts that are smaller than the first product or greater than the second product, and obtain the first position actual amounts that are in an abnormal state, which can be recorded as V 1 .
在前述步骤304中进行异常值检测时,提供的另一种异常值检测方法的具体实现过程可以参照步骤c11~c13所示:When performing outlier detection in the aforementioned step 304, the specific implementation process of another outlier detection method provided can refer to steps c11-c13:
步骤c11、按照从小到大的排序顺序对m个第一头寸实际发生额进行排序,得到排序后的m个第一头寸实际发生额。Step c11: Sort the m actual balances of the first positions in descending order, and obtain the sorted m actual balances of the first positions.
步骤c12、从排序后的m个第一头寸实际发生额中,确定位于第一预设比例位置处的第一头寸实际发生额和位于第二预设比例位置处的第一头寸实际发生额。Step c12, from the sorted m actual balances of the first positions, determine the actual balance of the first position at the first preset ratio position and the actual balance of the first position at the second preset ratio position.
其中,第一预设比例和第二预设比例均为经验值。进一步的,第一预设比例可以为25%,第二预设比例可以为75%。Wherein, both the first preset ratio and the second preset ratio are empirical values. Further, the first preset ratio may be 25%, and the second preset ratio may be 75%.
步骤c13、从m个第一头寸实际发生额中,确定小于第一预设比例位置处的第一头寸实际发生额或大于第二预设比例位置处的第一头寸实际发生额的第一头寸实际发生额,得到处于异常状态的第一头寸实际发生额,可以记为V 2Step c13. From the actual amount of the m first positions, determine the first positions that are smaller than the actual amount of the first position at the first preset ratio position or greater than the actual amount of the first position at the second preset ratio position The actual occurrence amount is to obtain the actual occurrence amount of the first position in an abnormal state, which can be recorded as V 2 .
在前述步骤304中进行异常值检测时,提供的又一种异常值检测方法的具体实现过程可以参照步骤d11~d16所示:When performing outlier detection in the aforementioned step 304, the specific implementation process of another outlier detection method provided can refer to steps d11-d16:
步骤d11、从m个第一头寸实际发生额中,确定每一第一头寸实际发生额与其他m-1个第一头寸实际发生额之间的距离。Step d11. From the m actual amounts of the first positions, determine the distance between the actual amounts of each first position and the other m-1 actual amounts of the first positions.
其中,确定每一第一头寸实际发生额与其他m-1个第一头寸实际发生额之间的距离方法可以采用各种距离算法来实现,此处不做具体限定。Among them, the method of determining the distance between the actual amount of each first position and the actual amount of other m-1 first positions can be realized by using various distance algorithms, which is not specifically limited here.
步骤d12、从每一第一头寸实际发生额与其他m-1个第一头寸实际发生额之间的距离中,确定每一第一头寸实际发生额距离在K近邻距离范围内的第一头寸实际发生额,以及与每一第一头寸实际发生额距离对应的在K近邻距离范围内的第一头寸实际发生额的数量N(i)。其中,i=1,2,……,m,表示为m个第一头寸实际发生额中的第i个第一头寸实际发生额。Step d12. From the distance between the actual amount of each first position and the actual amount of other m-1 first positions, determine the first position whose actual amount of each first position is within the distance of K neighbors The actual occurrence amount, and the quantity N(i) of the actual occurrence amount of the first position within the range of K neighbor distances corresponding to each distance of the actual occurrence amount of the first position. Wherein, i=1, 2, ..., m, which represents the actual amount of the i-th first position among the actual amount of the m first positions.
步骤d13、通过公式
Figure PCTCN2021140613-appb-000006
来确定得到第i个第一头寸实际发生额的第一数值。j为m个第一头寸实际发生额中除第i个第一头寸实际发生额外的m-1个第一头寸实际发生额中的第j个第一头寸实际发生额。
Step d13, by formula
Figure PCTCN2021140613-appb-000006
To determine the first value of the actual amount of the i-th first position. j is the actual amount of the jth first position among the m-1 actual amount of the first position in addition to the actual amount of the i-th first position among the actual amount of the first position.
步骤d14、确定每一第一头寸实际发生额距离在K近邻距离范围内的第一头寸实际发生额的第一数值,并对每一第一头寸实际发生额距离在K近邻距离范围内的第一头寸实际发生额的第一数值进行均值计算,得到每一第一头寸实际发生额距离对应的第一均值。Step d14. Determine the first value of the actual amount of the first position whose actual amount is within the range of K neighbor distances for each first position, and calculate the first value of the actual amount of each first position within the range of K neighbor distances. Calculate the average value of the first value of the actual amount of a position to obtain the first average value corresponding to the distance from the actual amount of each first position.
示例性的,以m个第一头寸实际发生额中第i个第一头寸实际发生额为例进行说明,假设第i个第一头寸实际发生额对应的K近邻距离范围内的第一头寸实际发生额为m1、m2、m3、m4和mi,获取通过步骤d13对m1、m2、m3、m4和mi进行分析计算得到的第一数值,分别为m1、m2、m3、m4和mi,对m1、m2、m3、m4和mi进行平均值计算,得到的第i个第一头寸实际发生额对应的第一均值L(i)。As an example, take the actual amount of the i-th first position among the actual amount of the m first positions as an example, assuming that the actual amount of the i-th first position within the range of K neighbors The occurrences are m1, m2, m3, m4 and mi, and the first values obtained by analyzing and calculating m1, m2, m3, m4 and mi through step d13 are respectively m1, m2, m3, m4 and mi, and for m1 , m2, m3, m4 and mi are averaged to obtain the first average value L(i) corresponding to the actual amount of the i-th first position.
步骤d15、通过公式LOF(i)=L(i)/lrd(i)计算得到第i个第一头寸实际发生额的第二数值。Step d15, calculate and obtain the second value of the i-th actual amount of the first position through the formula LOF(i)=L(i)/lrd(i).
步骤d16、确定第二数值小于第三预设数值的n个第一头寸实际发生额为处于异常状态的第一头寸实际发生额,记为V 3Step d16: Determine the actual amount of the n first positions whose second value is smaller than the third preset value as the actual amount of the first position in an abnormal state, denoted as V 3 .
其中,第三预设数值为与m有关的经验值。Wherein, the third preset value is an empirical value related to m.
在前述步骤304中进行异常值检测时,提供的再一种异常值检测方法的具体实现过程可以参照步骤e11~e16所示:When performing outlier detection in the aforementioned step 304, the specific implementation process of another outlier detection method provided can refer to steps e11-e16:
步骤e11、从头寸实际发生额训练样本中,随机选择一个头寸实际发生额Value1。Step e11. Randomly select an actual position value Value1 from the training samples of the actual position value.
步骤e12、从头寸实际发生额训练样本再次随机选择一个头寸实际发生额Value2,并判断Value2是否大于或等于Value1,若否,执行步骤e13,若是,执行步骤e14。Step e12. Randomly select an actual position value Value2 from the actual position amount training samples again, and judge whether Value2 is greater than or equal to Value1. If not, go to step e13. If yes, go to step e14.
步骤e13、将Value2作为Value1的左子节点,然后执行步骤e12。Step e13, set Value2 as the left child node of Value1, and then execute step e12.
步骤e14、将Value2作为Value1的右子节点,然后执行步骤e12。Step e14, set Value2 as the right child node of Value1, and then execute step e12.
步骤e15、直至得到的二叉树的高度达到了限定高度时,结束操作,如此重复训练,得到目标二叉树。Step e15 , until the height of the obtained binary tree reaches the limited height, end the operation, repeat the training in this way, and obtain the target binary tree.
步骤e16、采用目标二叉树对m个第一头寸实际发生额进行分类,确定得到处于异常状态的第一头寸实际发生额,记为V 4Step e16, using the target binary tree to classify the actual amount of the m first positions, and determine the actual amount of the first position in an abnormal state, denoted as V 4 .
这样,得到V 1、V 2、V 3和V 4之后,取四个异常值集合的交集V=V 1∩V 2∩V 3∩V 4作为最终的异常值,即可得到前述n个第二头寸实际发生额。 In this way, after V 1 , V 2 , V 3 and V 4 are obtained, the intersection of the four outlier sets V=V 1 ∩V 2 ∩V 3 ∩V 4 is taken as the final outlier, and the aforementioned nth The actual amount of the second position.
前述步骤306的具体实现流程图可以参照图6来实现,包括以下步骤:The specific implementation flow chart of the foregoing step 306 can be implemented with reference to FIG. 6 , including the following steps:
步骤f11、确定得到头寸预报评分。Step f11, determine to obtain the position forecast score.
其中,头寸预报评分为前述质量评估结果。Among them, the position forecast score is the aforementioned quality evaluation result.
步骤f12、写入到MQ。Step f12, write to MQ.
步骤f13、下游数据处理方1获取标识1对应的topic;下游数据处理方2获取标识2对应的topic;下游数据处理方3获取标识3对应的topic。Step f13, the downstream data processor 1 obtains the topic corresponding to the identifier 1; the downstream data processor 2 obtains the topic corresponding to the identifier 2; the downstream data processor 3 obtains the topic corresponding to the identifier 3.
其中,每一标识对应的topic与对应的头寸预报评分具有关联关系。Wherein, the topic corresponding to each identifier has an association relationship with the corresponding position forecast score.
需要说明的是,本实施例中与其它实施例中相同步骤和相同内容的说明,可以参照其它实施例中的描述,此处不再赘述。It should be noted that, for descriptions of the same steps and content in this embodiment as in other embodiments, reference may be made to the descriptions in other embodiments, and details are not repeated here.
本申请实施例中,通过确定待评估对象在质量评估周期内的m个第一头寸实际发生额后,从m个第一头寸实际发生额中,确定处于异常状态的n个第二头寸实际发生额,并基于n个第二头寸实际发生额和m个第一头寸实际发生额,来确定待评估对象在质量评估周期内对应的质量评估结果,这样,对质量评估周期内待评估对象的m个第一头寸实际发生额中处于异常状态的n个第二头寸实际发生额和m个第一头寸实际发生额进行分析,来确定针对质量评估周期内待评估对象的质量评估结果,解决了目前对头寸预报的质量进行评估的实现过程较为单一的问题,实现了一种对头寸预报的质量进行评估的实现方法,丰富了对头寸预报的指令评估方法,提高了对头寸预报的质量进行评估的准确性。In the embodiment of this application, after determining the actual amount of m first positions of the object to be evaluated within the quality evaluation period, from the actual amount of m first positions, determine the actual amount of n second positions that are in an abnormal state amount, and based on the actual amount of n second positions and the actual amount of m first positions, to determine the corresponding quality evaluation results of the object to be evaluated in the quality evaluation cycle, so that m of the object to be evaluated in the quality evaluation cycle Analyze the actual amount of n second positions and the actual amount of m first positions that are in an abnormal state in the actual amount of the first position to determine the quality evaluation results for the objects to be evaluated in the quality evaluation cycle, and solve the current problem. The implementation process of evaluating the quality of position forecast is relatively simple, and a realization method of evaluating the quality of position forecast is realized, which enriches the instruction evaluation method of position forecast and improves the quality of position forecast evaluation. accuracy.
本申请的实施例提供一种头寸预报评估方法,参照图7所示,该方法应用于头寸预报评估设备,该方法包括以下步骤:The embodiment of the present application provides a position forecast evaluation method, as shown in FIG. 7 , the method is applied to a position forecast evaluation device, and the method includes the following steps:
步骤401、确定待评估对象在质量评估周期内的m个第一头寸实际发生额。 Step 401. Determine the actual amount of m first positions of the object to be evaluated within the quality evaluation period.
其中,m为大于或等于1的整数。Wherein, m is an integer greater than or equal to 1.
步骤402、采用p种异常值检测方法,检测m个第一头寸实际发生额中处于异常状态的头寸实际发生额,得到p组q个第三头寸实际发生额, Step 402, using p kinds of outlier detection methods to detect the actual amount of positions in an abnormal state among the actual amount of m first positions, and obtain the actual amount of q third positions in p groups,
其中,p为大于或等于1的整数,q为大于或等于0的整数。Wherein, p is an integer greater than or equal to 1, and q is an integer greater than or equal to 0.
步骤403、确定p组q个第三头寸实际发生额中均包括的头寸实际发生额,得到n个第二头寸实际发生额。Step 403: Determine the actual amount of the position included in the actual amount of the q third positions in the group p, and obtain the actual amount of n second positions.
其中,n小于或等于q,n为大于或等于0的整数。Wherein, n is less than or equal to q, and n is an integer greater than or equal to 0.
步骤404、从m个第一头寸实际发生额中,确定除n个第二头寸实际发生额外的y个第四头寸实际发生额。 Step 404. From the m actual amounts of the first positions, determine y additional actual amounts of the fourth positions in addition to the actual amounts of the n second positions.
其中,n与y的和值为m。Among them, the sum of n and y is m.
步骤405、确定y个第四头寸实际发生额对应的y个第二预报评分值。 Step 405. Determine y second forecast score values corresponding to y actual amounts of the fourth positions.
步骤406、确定y个第二预报评分值的平均值,得到质量评估结果。 Step 406. Determine the average value of y second forecast score values to obtain a quality evaluation result.
在本申请实施例中,直接计算y个第二预报评分值的平均值,来得到待评估对象在该评估周期内的质量评估结果。其中,计算y个第二预报评分值的平均值的方式可以通过直接求和后求平均的方式来实现,也可以通过其他加权求平均值的方式来实现,具体可以根据实际应用场景来确定,此处不做具体限定。In the embodiment of the present application, the average value of the y second forecast score values is directly calculated to obtain the quality evaluation result of the object to be evaluated within the evaluation period. Wherein, the method of calculating the average value of the y second forecast score values can be realized by directly summing and then averaging, or by other weighted averaging methods, which can be determined according to the actual application scenario, No specific limitation is made here.
基于前述实施例,在本申请其他实施例中,参照图8所示,头寸预报评估设备还用于执行步骤407:Based on the foregoing embodiments, in other embodiments of the present application, referring to FIG. 8 , the position forecasting and evaluation device is also used to perform step 407:
步骤407、存储质量评估结果至待评估对象对应的消息队列中。 Step 407, storing the quality evaluation result in the message queue corresponding to the object to be evaluated.
需要说明的是,本实施例中与其它实施例中相同步骤和相同内容的说明,可以参照其它实施例中的描述,此处不再赘述。It should be noted that, for descriptions of the same steps and content in this embodiment as in other embodiments, reference may be made to the descriptions in other embodiments, and details are not repeated here.
本申请实施例中,通过确定待评估对象在质量评估周期内的m个第一头寸实际发生额后,从m个第一头寸实际发生额中,确定处于异常状态的n个第二头寸实际发生额,并基于n个第二头寸实际发生额和m个第一头寸实际发生额,来确定待评估对象在质量评估周期内对应的质量评估结果,这样,对质量评估周期内待评估对象的m个第一头寸实际发生额中处于异常状态的n个第二头寸实际发生额和m个第一头寸实际发生额进行分析,来确定针对质量评估周期内待评估对象的质量评估结果,解决了目前对头寸预报的质量进行评估的实现过程较为单一的问题,实现了一种对头寸预报的质量进行评估的实现方法,丰富了对头寸预报的指令评估方法,提高了对头寸预报的质量进行评估的准确性。In the embodiment of this application, after determining the actual amount of m first positions of the object to be evaluated within the quality evaluation period, from the actual amount of m first positions, determine the actual amount of n second positions that are in an abnormal state amount, and based on the actual amount of n second positions and the actual amount of m first positions, to determine the corresponding quality evaluation results of the object to be evaluated in the quality evaluation cycle, so that m of the object to be evaluated in the quality evaluation cycle Analyze the actual amount of n second positions and the actual amount of m first positions that are in an abnormal state in the actual amount of the first position to determine the quality evaluation results for the objects to be evaluated in the quality evaluation cycle, and solve the current problem. The implementation process of evaluating the quality of position forecast is relatively simple, and a realization method of evaluating the quality of position forecast is realized, which enriches the instruction evaluation method of position forecast and improves the quality of position forecast evaluation. accuracy.
基于前述实施例,本申请实施例提供一种头寸预报评估装置,参照图9所示,该头寸预报评估装置5可以包括:确定单元51和处理单元52;其中:Based on the foregoing embodiments, the embodiment of the present application provides a position forecast evaluation device, as shown in FIG. 9 , the position forecast evaluation device 5 may include: a determination unit 51 and a processing unit 52; wherein:
确定单元51,用于确定待评估对象在质量评估周期内的m个第一头寸实际发生额;其中,m为大于或等于1的整数;A determination unit 51, configured to determine the actual amount of m first positions of the object to be assessed within the quality assessment period; wherein, m is an integer greater than or equal to 1;
处理单元52,用于从m个第一头寸实际发生额中,确定处于异常状态的n个第二头寸实际发生额;其中,n为大于或等于0的整数;The processing unit 52 is configured to determine the actual amount of n second positions in an abnormal state from the actual amount of m first positions; wherein, n is an integer greater than or equal to 0;
处理单元,还用于基于n个第二头寸实际发生额和m个第一头寸实际发生额,确定待评估对象在质量评估周期内对应的质量评估结果;其中,质量评估结果用于表示在质量评估周期内对待评估对象进行头寸预报的预报质量。The processing unit is also used to determine the corresponding quality evaluation result of the object to be evaluated in the quality evaluation cycle based on the actual amount of n second positions and the actual amount of m first positions; wherein, the quality evaluation result is used to represent the The forecast quality of the position forecast for the subject to be assessed within the assessment period.
在本申请其他实施例中,处理单元52包括:检测模块和确定模块;其中:In other embodiments of the present application, the processing unit 52 includes: a detection module and a determination module; wherein:
检测模块,用于采用p种异常值检测方法,检测m个第一头寸实际发生额中处于异常状态的头寸实际发生额,得到p组q个第三头寸实际发生额;其中,p为大于或等于1的整数,q为大于或等于0的整数;The detection module is configured to use p kinds of outlier detection methods to detect the actual amount of positions in an abnormal state among the actual amount of m first positions, and obtain the actual amount of q third positions in p groups; wherein, p is greater than or an integer equal to 1, and q is an integer greater than or equal to 0;
确定模块,用于确定p组q个第三头寸实际发生额中均包括的头寸实际发生额,得到n个第二头寸实际发生额;其中,n小于或等于q。The determining module is used to determine the actual amount of the position included in the actual amount of q third positions in p groups, and obtain n actual amounts of the second position; wherein, n is less than or equal to q.
在本申请其他实施例中,处理单元52还包括:处理模块;处理模块具体用于实现以下步骤:In other embodiments of the present application, the processing unit 52 further includes: a processing module; the processing module is specifically configured to implement the following steps:
确定n与m的第一比值;determining a first ratio of n to m;
获取m个第一头寸实际发生额对应的m个第一头寸预报样本数据;Obtain m first position forecast sample data corresponding to the actual amount of m first positions;
基于m个第一头寸实际发生额和m个第一头寸预报样本数据,确定m个参考偏离度;Determine m reference deviation degrees based on the m actual amount of the first position and the m first position forecast sample data;
基于第一比值和m个参考偏离度,确定质量评估结果。Based on the first ratio and the m reference deviations, a quality assessment result is determined.
在本申请其他实施例中,处理模块执行步骤基于m个第一头寸实际发生额和m个第一头寸预报样本数据,确定m个参考偏离度时,具体可以通过以下步骤来实现:In other embodiments of the present application, when the processing module executes the step of determining m reference deviations based on m actual occurrences of the first positions and m first position forecast sample data, it can be specifically implemented through the following steps:
通过公式
Figure PCTCN2021140613-appb-000007
确定得到m个参考偏离度;其中,i=1,2……,m,P actual i为m个第一头寸实际发生额中的第i个第一头寸实际发生额,P pre i为第i个第一头寸实际发生额对应的第一头寸预报样本数据,D i为第i个第一头寸实际发生额对应的参考偏离度。
by formula
Figure PCTCN2021140613-appb-000007
It is determined to obtain m reference deviation degrees; among them, i=1, 2..., m, P actual i is the actual amount of the i-th first position among the actual amount of the m first positions, and P pre i is the actual amount of the i-th position The first position forecast sample data corresponding to the actual amount of the first position, D i is the reference deviation degree corresponding to the actual amount of the ith first position.
在本申请其他实施例中,处理模块执行步骤基于第一比值和m个参考偏离度,确定质量评估结果时,具体可以由以下步骤来实现:In other embodiments of the present application, when the processing module executes the step of determining the quality evaluation result based on the first ratio and the m reference deviation degrees, it may specifically be implemented by the following steps:
从m个参考偏离度中,确定小于预设参考偏离度阈值的参考偏离度,得到x个目标偏离度;其中,x为大于或等于0,且小于或等于m的整数;From the m reference deviation degrees, determine the reference deviation degree less than the preset reference deviation degree threshold, and obtain x target deviation degrees; wherein, x is an integer greater than or equal to 0 and less than or equal to m;
确定与x个目标偏离度对应的x个第一预报评分值;Determining x first forecast score values corresponding to x target deviation degrees;
从m个第一头寸实际发生额中,确定除n个第二头寸实际发生额外的y个第四头寸实际发生额;其中,n与y的和值为m;From the m actual amount of the first position, determine the additional y actual amount of the fourth position in addition to the actual amount of the n second position; wherein, the sum of n and y is m;
确定y个第四头寸实际发生额对应的y个第二预报评分值;Determine y second forecast score values corresponding to the actual amount of y fourth positions;
通过公式
Figure PCTCN2021140613-appb-000008
确定质量评估结果S;其中,θ为第一比值,S 1i为x个第一预报评分值中的第i个第一预报评分值,S 2j为y个第二预报评值中的第j个第二预报评分值。
by formula
Figure PCTCN2021140613-appb-000008
Determine the quality assessment result S; where, θ is the first ratio, S 1i is the i-th first forecast score value among the x first forecast score values, and S 2j is the j-th one of the y second forecast score values Second forecast score value.
在本申请其他实施例中,p等于1时,处理模块还具体用于实现以下步骤:In other embodiments of the present application, when p is equal to 1, the processing module is also specifically configured to implement the following steps:
从m个第一头寸实际发生额中,确定除n个第二头寸实际发生额外的y个第四头寸实际发生额;其中,n与y的和值为m;From the m actual amount of the first position, determine the additional y actual amount of the fourth position in addition to the actual amount of the n second position; wherein, the sum of n and y is m;
确定y个第四头寸实际发生额对应的y个第二预报评分值;Determine y second forecast score values corresponding to the actual amount of y fourth positions;
确定y个第二预报评分值的平均值,得到质量评估结果。The average value of the y second forecast score values is determined to obtain a quality evaluation result.
在本申请其他实施例中,在处理单元52之后,装置还包括:存储单元;其中:In other embodiments of the present application, after the processing unit 52, the device further includes: a storage unit; wherein:
存储单元,用于存储质量评估结果至待评估对象对应的消息队列中。The storage unit is used to store the quality evaluation result in the message queue corresponding to the object to be evaluated.
需要说明的是,本实施例中单元与模块之间的信息交互过程,可以参照图1~3和图7~8对应的实施例提供的方法实现过程,此处不再赘述。It should be noted that, for the information exchange process between units and modules in this embodiment, reference may be made to the implementation process of the methods provided in the embodiments corresponding to FIGS. 1-3 and FIGS.
本申请实施例中,通过确定待评估对象在质量评估周期内的m个第一头寸实际发生额后,从m个第一头寸实际发生额中,确定处于异常状态的n个第二头寸实际发生额,并基于n个第二头寸实际发生额和m个第一头寸实际发生额,来确定待评估对象在质量评估周期内对应的质量评估结果,这样,对质量评估周期内待评估对象的m个第一头寸实际发生额中处于异常状态的n个第二头寸实际发生额和m个第一头寸实际发生额进行分析,来确定针对质量评估周期内待评估对象的质量评估结果,解决了目前对头寸预报的质量进行评估的实现过程较为单一的问题,实现了一 种对头寸预报的质量进行评估的实现方法,丰富了对头寸预报的指令评估方法,提高了对头寸预报的质量进行评估的准确性。In the embodiment of this application, after determining the actual amount of m first positions of the object to be evaluated within the quality evaluation period, from the actual amount of m first positions, determine the actual amount of n second positions that are in an abnormal state amount, and based on the actual amount of n second positions and the actual amount of m first positions, to determine the corresponding quality evaluation results of the object to be evaluated in the quality evaluation cycle, so that m of the object to be evaluated in the quality evaluation cycle Analyze the actual amount of n second positions and the actual amount of m first positions that are in an abnormal state in the actual amount of the first position to determine the quality evaluation results for the objects to be evaluated in the quality evaluation cycle, and solve the current problem. The implementation process of evaluating the quality of position forecast is relatively simple, and a realization method of evaluating the quality of position forecast is realized, which enriches the instruction evaluation method of position forecast and improves the quality of position forecast evaluation. accuracy.
基于前述实施例,本申请的实施例提供一种头寸预报评估设备,该头寸预报评估设备可以应用于图1~3和图7~8对应的实施例提供的头寸预报评估方法中,参照图10所示,该头寸预报评估设备6可以包括:处理器61、存储器62和通信总线63,其中:Based on the foregoing embodiments, the embodiments of the present application provide a position forecast evaluation device, which can be applied to the position forecast evaluation methods provided in the embodiments corresponding to Figures 1-3 and Figures 7-8, refer to Figure 10 As shown, the position forecast evaluation device 6 may include: a processor 61, a memory 62 and a communication bus 63, wherein:
存储器62,用于存储可执行指令; Memory 62, used to store executable instructions;
通信总线63,用于实现处理器61和存储器62之间的通信连接;A communication bus 63 is used to realize the communication connection between the processor 61 and the memory 62;
处理器61,用于执行存储器62中存储的头寸预报评估程序,以实现以下步骤:The processor 61 is configured to execute the position forecast evaluation program stored in the memory 62, so as to realize the following steps:
确定待评估对象在质量评估周期内的m个第一头寸实际发生额;其中,m为大于或等于1的整数;Determine the actual amount of m first positions of the object to be evaluated within the quality evaluation cycle; where m is an integer greater than or equal to 1;
从m个第一头寸实际发生额中,确定处于异常状态的n个第二头寸实际发生额;其中,n为大于或等于0的整数;From the actual actual amount of m first positions, determine the actual amount of n second positions in an abnormal state; wherein, n is an integer greater than or equal to 0;
基于n个第二头寸实际发生额和m个第一头寸实际发生额,确定待评估对象在质量评估周期内对应的质量评估结果。Based on the n actual amounts of the second positions and the m actual amounts of the first positions, the corresponding quality evaluation results of the objects to be evaluated within the quality evaluation period are determined.
其中,质量评估结果用于表示在质量评估周期内对待评估对象进行头寸预报的预报质量。Wherein, the quality evaluation result is used to represent the forecast quality of the position forecast for the object to be evaluated within the quality evaluation period.
在本申请其他实施例中,处理器61执行步骤从m个第一头寸实际发生额中,确定处于异常状态的n个第二头寸实际发生额时,可以通过以下步骤来实现:In other embodiments of the present application, when the processor 61 executes the step of determining the actual amount of the n second positions in an abnormal state from the actual amount of the m first positions, it may be implemented through the following steps:
采用p种异常值检测方法,检测m个第一头寸实际发生额中处于异常状态的头寸实际发生额,得到p组q个第三头寸实际发生额;其中,p为大于或等于1的整数,q为大于或等于0的整数;Use p outlier detection methods to detect the actual amount of positions in an abnormal state among the actual amount of m first positions, and obtain the actual amount of q third positions in p groups; where p is an integer greater than or equal to 1, q is an integer greater than or equal to 0;
确定p组q个第三头寸实际发生额中均包括的头寸实际发生额,得到n个第二头寸实际发生额;其中,n小于或等于q。Determine the actual amount of the position included in the actual amount of the q third positions in the p group, and obtain n actual amounts of the second position; wherein, n is less than or equal to q.
在本申请其他实施例中,处理器61执行步骤基于n个第二头寸实际发生额和m个第一头寸实际发生额,确定待评估对象在质量评估周期内对应的质量评估结果时,可以通过以下步骤来实现:In other embodiments of the present application, when the processor 61 executes the step of determining the corresponding quality evaluation result of the object to be evaluated within the quality evaluation period based on the actual amount of the n second positions and the actual amount of the m first positions, it can be passed Follow these steps to achieve:
确定n与m的第一比值;determining a first ratio of n to m;
获取m个第一头寸实际发生额对应的m个第一头寸预报样本数据;Obtain m first position forecast sample data corresponding to the actual amount of m first positions;
基于m个第一头寸实际发生额和m个第一头寸预报样本数据,确定m个参考偏离度;Determine m reference deviation degrees based on the m actual amount of the first position and the m first position forecast sample data;
基于第一比值和m个参考偏离度,确定质量评估结果。Based on the first ratio and the m reference deviations, a quality assessment result is determined.
在本申请其他实施例中,处理器61执行步骤基于m个第一头寸实际发生额和m个第一头寸预报样本数据,确定m个参考偏离度时,可以通过以下步骤来实现:In other embodiments of the present application, when the processor 61 executes the step of determining m reference deviation degrees based on m actual occurrences of first positions and m first position forecast sample data, it may be implemented through the following steps:
通过公式
Figure PCTCN2021140613-appb-000009
确定得到m个参考偏离度;其中,i=1,2……,m,P actual i为m个第一头寸实际发生额中的第i个第一头寸实际发生额,P pre i为第i个第一头寸实际发生额对应的第一头寸预报样本数据,D i为第i个第一头寸实际发生额对应的参考偏离度。
by formula
Figure PCTCN2021140613-appb-000009
It is determined to obtain m reference deviation degrees; among them, i=1, 2..., m, P actual i is the actual amount of the i-th first position among the actual amount of the m first positions, and P pre i is the actual amount of the i-th position The first position forecast sample data corresponding to the actual amount of the first position, D i is the reference deviation degree corresponding to the actual amount of the ith first position.
在本申请其他实施例中,处理器61执行步骤基于第一比值和m个参考偏离度,确定质量评估结果时,可以通过以下步骤来实现:In other embodiments of the present application, when the processor 61 executes the step of determining the quality assessment result based on the first ratio and the m reference deviation degrees, the following steps may be implemented:
从m个参考偏离度中,确定小于预设参考偏离度阈值的参考偏离度,得到x个目标偏离度;其中,x为大于或等于0,且小于或等于m的整数;From the m reference deviation degrees, determine the reference deviation degree less than the preset reference deviation degree threshold, and obtain x target deviation degrees; wherein, x is an integer greater than or equal to 0 and less than or equal to m;
确定与x个目标偏离度对应的x个第一预报评分值;Determining x first forecast score values corresponding to x target deviation degrees;
从m个第一头寸实际发生额中,确定除n个第二头寸实际发生额外的y个第四头寸实际发生额;其中,n与y的和值为m;From the m actual amount of the first position, determine the additional y actual amount of the fourth position in addition to the actual amount of the n second position; wherein, the sum of n and y is m;
确定y个第四头寸实际发生额对应的y个第二预报评分值;Determine y second forecast score values corresponding to the actual amount of y fourth positions;
通过公式
Figure PCTCN2021140613-appb-000010
确定质量评估结果S;其中,θ为第一比值,S 1i为x个第一预报评分值中的第i个第一预报评分值,S 2j为y个第二预报评分值中的第j个第二预报评分值。
by formula
Figure PCTCN2021140613-appb-000010
Determine the quality assessment result S; where, θ is the first ratio, S 1i is the i-th first forecast score value among the x first forecast score values, and S 2j is the j-th one of the y second forecast score values Second forecast score value.
在本申请其他实施例中,p等于1时,处理器61执行步骤基于n个第二头寸实际发生额和m个第一头寸实际发生额,确定待评估对象在质量评估周期内对应的质量评估结果时,可以通过以下步骤来实现:In other embodiments of the present application, when p is equal to 1, the processor 61 executes steps to determine the corresponding quality evaluation of the object to be evaluated within the quality evaluation period based on the actual amount of n second positions and the actual amount of m first positions The results can be achieved by the following steps:
从m个第一头寸实际发生额中,确定除n个第二头寸实际发生额外的y个第四头寸实际发生额;其中,n与y的和值为m;From the m actual amount of the first position, determine the additional y actual amount of the fourth position in addition to the actual amount of the n second position; wherein, the sum of n and y is m;
确定y个第四头寸实际发生额对应的y个第二预报评分值;Determine y second forecast score values corresponding to the actual amount of y fourth positions;
确定y个第二预报评分值的平均值,得到质量评估结果。The average value of the y second forecast score values is determined to obtain a quality evaluation result.
在本申请其他实施例中,处理器61执行步骤基于n个第二头寸实际发生额和m个第一头寸实际发生额,确定待评估对象在质量评估周期内对应的质量评估结果之后,还用于执行以下步骤:In other embodiments of the present application, after the processor 61 executes the step of determining the corresponding quality evaluation result of the object to be evaluated within the quality evaluation period based on the actual amount of the n second positions and the actual amount of the m first positions, it also uses to perform the following steps:
存储质量评估结果至待评估对象对应的消息队列中。Store the quality evaluation result in the message queue corresponding to the object to be evaluated.
需要说明的是,本申请实施例中个或者多个程序可被一个或者多个处理器的步骤的解释说明,可以参照图1~3和图7~8对应的实施例提供的方法实现过程,此处不再赘述。It should be noted that one or more programs in the embodiments of the present application can be explained by the steps of one or more processors, and the implementation process can be implemented by referring to the methods provided in the embodiments corresponding to Figures 1-3 and Figures 7-8, I won't repeat them here.
本申请实施例中,通过确定待评估对象在质量评估周期内的m个第一头寸实际发生额后,从m个第一头寸实际发生额中,确定处于异常状态的n个第二头寸实际发生额,并基于n个第二头寸实际发生额和m个第一头寸实际发生额,来确定待评估对象在质量评估周期内对应的质量评估结果,这样,对质量评估周期内待评估对 象的m个第一头寸实际发生额中处于异常状态的n个第二头寸实际发生额和m个第一头寸实际发生额进行分析,来确定针对质量评估周期内待评估对象的质量评估结果,解决了目前对头寸预报的质量进行评估的实现过程较为单一的问题,实现了一种对头寸预报的质量进行评估的实现方法,丰富了对头寸预报的指令评估方法,提高了对头寸预报的质量进行评估的准确性。In the embodiment of this application, after determining the actual amount of m first positions of the object to be evaluated within the quality evaluation period, from the actual amount of m first positions, determine the actual amount of n second positions that are in an abnormal state amount, and based on the actual amount of n second positions and the actual amount of m first positions, to determine the corresponding quality evaluation results of the object to be evaluated in the quality evaluation cycle, so that m of the object to be evaluated in the quality evaluation cycle Analyze the actual amount of n second positions and the actual amount of m first positions that are in an abnormal state in the actual amount of the first position to determine the quality evaluation results for the objects to be evaluated in the quality evaluation cycle, and solve the current problem. The implementation process of evaluating the quality of position forecast is relatively simple, and a realization method of evaluating the quality of position forecast is realized, which enriches the instruction evaluation method of position forecast and improves the quality of position forecast evaluation. accuracy.
基于前述实施例,本申请的实施例提供一种计算机可读存储介质,简称为存储介质,该计算机可读存储介质存储有一个或者多个程序,该一个或者多个程序可被一个或者多个处理器执行,以实现如图1~3和图7~8对应的实施例提供的头寸预报评估方法实现过程,此处不再赘述。Based on the foregoing embodiments, the embodiments of the present application provide a computer-readable storage medium, referred to as a storage medium for short, where one or more programs are stored in the computer-readable storage medium, and the one or more programs can be used by one or more The processor executes to realize the implementation process of the position forecasting evaluation method provided in the embodiments corresponding to Figs. 1-3 and Figs. 7-8, which will not be repeated here.
以上,仅为本申请的实施例而已,并非用于限定本申请的保护范围。凡在本申请的精神和范围之内所作的任何修改、等同替换和改进等,均包含在本申请的保护范围之内。The above are only examples of the present application, and are not intended to limit the scope of protection of the present application. Any modifications, equivalent replacements and improvements made within the spirit and scope of the present application are included in the protection scope of the present application.
工业实用性Industrial Applicability
本申请实施例提供一种头寸预报评估方法、装置、设备及存储介质,该方法包括:确定待评估对象在质量评估周期内的m个第一头寸实际发生额;其中,m为大于或等于1的整数;从m个所述第一头寸实际发生额中,确定处于异常状态的n个第二头寸实际发生额;其中,n为大于或等于0的整数;基于n个所述第二头寸实际发生额和m个所述第一头寸实际发生额,确定所述待评估对象在所述质量评估周期内对应的质量评估结果;其中,所述质量评估结果用于表示在所述质量评估周期内对所述待评估对象进行头寸预报的预报质量,解决了目前对头寸预报的质量进行评估的实现过程较为单一的问题,实现了一种对头寸预报的质量进行评估的实现方法,丰富了对头寸预报的指令评估方法,提高了对头寸预报的质量进行评估的准确性。An embodiment of the present application provides a position forecast evaluation method, device, equipment, and storage medium. The method includes: determining the actual amount of m first positions of the object to be evaluated within the quality evaluation period; wherein, m is greater than or equal to 1 is an integer; from the m actual amount of the first position, determine the actual amount of n second positions in an abnormal state; wherein, n is an integer greater than or equal to 0; based on the actual amount of the n second positions The amount and the m actual amount of the first position, determine the quality evaluation result corresponding to the object to be evaluated in the quality evaluation cycle; wherein, the quality evaluation result is used to represent the The prediction quality of the position forecast for the object to be evaluated solves the problem that the current implementation process of evaluating the quality of the position forecast is relatively simple, and realizes a realization method for evaluating the quality of the position forecast, which enriches the quality of the position forecast. The command evaluation method of forecast improves the accuracy of evaluating the quality of position forecast.

Claims (10)

  1. 一种头寸预报评估方法,所述方法包括:A position forecast evaluation method, said method comprising:
    确定待评估对象在质量评估周期内的m个第一头寸实际发生额;其中,m为大于或等于1的整数;Determine the actual amount of m first positions of the object to be evaluated within the quality evaluation cycle; where m is an integer greater than or equal to 1;
    从m个所述第一头寸实际发生额中,确定处于异常状态的n个第二头寸实际发生额;其中,n为大于或等于0的整数;From the actual actual amount of the m first positions, determine the actual amount of n second positions that are in an abnormal state; wherein, n is an integer greater than or equal to 0;
    基于n个所述第二头寸实际发生额和m个所述第一头寸实际发生额,确定所述待评估对象在所述质量评估周期内对应的质量评估结果;其中,所述质量评估结果用于表示在所述质量评估周期内对所述待评估对象进行头寸预报的预报质量。Based on the n actual occurrences of the second positions and the m actual occurrences of the first positions, determine the corresponding quality evaluation results of the object to be evaluated within the quality evaluation cycle; wherein, the quality evaluation results are used Yu represents the forecast quality of the position forecast for the object to be assessed within the quality assessment period.
  2. 根据权利要求1所述的方法,其中,所述从m个所述第一头寸实际发生额中,确定处于异常状态的n个第二头寸实际发生额,包括:The method according to claim 1, wherein the determining the actual amount of the n second positions in an abnormal state from the m actual amount of the first position includes:
    采用p种异常值检测方法,检测m个所述第一头寸实际发生额中处于异常状态的头寸实际发生额,得到p组q个第三头寸实际发生额;其中,p为大于或等于1的整数,q为大于或等于0的整数;Using p kinds of outlier detection methods to detect the actual amount of positions in an abnormal state among the m actual amount of the first position, and obtain the actual amount of p groups of q third positions; where p is greater than or equal to 1 Integer, q is an integer greater than or equal to 0;
    确定p组q个所述第三头寸实际发生额中均包括的头寸实际发生额,得到n个所述第二头寸实际发生额;其中,n小于或等于q。Determine the actual amount of the positions included in the actual amount of the q third positions in the p group, and obtain n actual amounts of the second position; wherein, n is less than or equal to q.
  3. 根据权利要求1至2任一项所述的方法,其中,所述基于n个所述第二头寸实际发生额和m个所述第一头寸实际发生额,确定所述待评估对象在所述质量评估周期内对应的质量评估结果,包括:The method according to any one of claims 1 to 2, wherein, based on the n actual occurrences of the second position and the m actual occurrences of the first position, it is determined that the object to be evaluated is in the The corresponding quality assessment results within the quality assessment cycle, including:
    确定n与m的第一比值;determining a first ratio of n to m;
    获取m个所述第一头寸实际发生额对应的m个第一头寸预报样本数据;Obtain m first position forecast sample data corresponding to the m first position actual occurrence amounts;
    基于m个所述第一头寸实际发生额和m个第一头寸预报样本数据,确定m个参考偏离度;Determine m reference deviation degrees based on m actual occurrences of the first position and m first position forecast sample data;
    基于所述第一比值和m个所述参考偏离度,确定所述质量评估结果。The quality evaluation result is determined based on the first ratio and the m reference deviation degrees.
  4. 根据权利要求3所述的方法,其中,所述基于m个所述第一头寸实际发生额和m个第一头寸预报样本数据,确定m个参考偏离度,包括:The method according to claim 3, wherein said determining m reference deviation degrees based on the m actual amount of the first position and the m first position forecast sample data includes:
    通过公式
    Figure PCTCN2021140613-appb-100001
    确定得到m个所述参考偏离度;其中,i=1,2……,m,P actual i为m个所述第一头寸实际发生额中的第i个所述第一头寸实际发生额,P pre i为第i个所述第一头寸实际发生额对应的所述第一头寸预报样本数据,D i为第i个所述第一头寸实际发生额对应的所述参考偏离度。
    by formula
    Figure PCTCN2021140613-appb-100001
    It is determined to obtain m reference deviation degrees; wherein, i=1, 2..., m, P actual i is the i-th actual amount of the first position among the m actual amount of the first position, P pre i is the first position forecast sample data corresponding to the i-th actual amount of the first position, and D i is the reference deviation degree corresponding to the i-th actual amount of the first position.
  5. 根据权利要求3所述的方法,其中,所述基于所述第一比值和m个所述参考偏离度,确定所述质量评估结果,包括:The method according to claim 3, wherein said determining the quality evaluation result based on the first ratio and the m reference deviation degrees comprises:
    从m个所述参考偏离度中,确定小于预设参考偏离度阈值的参考偏离度,得到x个目标偏离度;其中,x为大于或等于0,且小于或等于m的整数;From the m reference deviation degrees, determine a reference deviation degree smaller than a preset reference deviation degree threshold to obtain x target deviation degrees; wherein, x is an integer greater than or equal to 0 and less than or equal to m;
    确定与x个所述目标偏离度对应的x个第一预报评分值;determining x first forecast score values corresponding to the x target deviation degrees;
    从m个所述第一头寸实际发生额中,确定除n个第二头寸实际发生额外的y个第四头寸实际发生额;其中,n与y的和值为m;From the m actual amounts of the first positions, determine y additional actual amounts of the fourth positions in addition to the actual amounts of the n second positions; wherein, the sum of n and y is m;
    确定y个所述第四头寸实际发生额对应的y个第二预报评分值;Determine y second forecast score values corresponding to y actual occurrences of the fourth positions;
    通过公式
    Figure PCTCN2021140613-appb-100002
    确定所述质量评估结果S;其中,θ为所述第一比值,S 1i为x个所述第一预报评分值中的第i个所述第一预报评分值,S 2j为y个所述第二预报评值中的第j个所述第二预报评分值。
    by formula
    Figure PCTCN2021140613-appb-100002
    Determine the quality assessment result S; wherein, θ is the first ratio, S 1i is the i-th first forecast score value among the x first forecast score values, and S 2j is the y first forecast score value. The j-th second forecast score value among the second forecast score values.
  6. 根据权利要求1至2任一项所述的方法,其中,p等于1时,所述基于n个所述第二头寸实际发生额和m个所述第一头寸实际发生额,确定所述待评估对象在所述质量评估周期内对应的质量评估结果,包括:The method according to any one of claims 1 to 2, wherein when p is equal to 1, the determination of the pending amount is based on n actual amounts of the second position and m actual amounts of the first position The corresponding quality assessment results of the assessment object within the quality assessment cycle, including:
    从m个所述第一头寸实际发生额中,确定除n个第二头寸实际发生额外的y个第四头寸实际发生额;其中,n与y的和值为m;From the m actual amounts of the first positions, determine y additional actual amounts of the fourth positions in addition to the actual amounts of the n second positions; wherein, the sum of n and y is m;
    确定y个所述第四头寸实际发生额对应的y个第二预报评分值;Determine y second forecast score values corresponding to y actual occurrences of the fourth positions;
    确定y个所述第二预报评分值的平均值,得到所述质量评估结果。Determining the average value of the y second forecast score values to obtain the quality evaluation result.
  7. 根据权利要求1所述的方法,其中,所述基于n个所述第二头寸实际发生额和m个所述第一头寸实际发生额,确定所述待评估对象在所述质量评估周期内对应的质量评估结果之后,所述方法还包括:The method according to claim 1, wherein, based on the n actual occurrences of the second position and the m actual occurrences of the first position, it is determined that the corresponding value of the object to be evaluated within the quality evaluation period is After the quality assessment results, the method also includes:
    存储所述质量评估结果至所述待评估对象对应的消息队列中。The quality evaluation result is stored in a message queue corresponding to the object to be evaluated.
  8. 一种头寸预报评估装置,所述装置包括:确定单元和处理单元;其中:A position forecast evaluation device, the device includes: a determination unit and a processing unit; wherein:
    所述确定单元,用于确定待评估对象在质量评估周期内的m个第一头寸实际发生额;其中,m为大于或等于1的整数;The determination unit is used to determine the actual amount of m first positions of the object to be assessed within the quality assessment period; wherein, m is an integer greater than or equal to 1;
    所述处理单元,用于从m个所述第一头寸实际发生额中,确定处于异常状态的n个第二头寸实际发生额;其中,n为大于或等于0的整数;The processing unit is configured to determine the actual amount of n second positions in an abnormal state from the m actual amount of the first position; wherein, n is an integer greater than or equal to 0;
    所述处理单元,还用于基于n个所述第二头寸实际发生额和m个所述第一头寸实际发生额,确定所述待评估对象在所述质量评估周期内对应的质量评估结果;其中,所述质量评估结果用于表示在所述质量评估周期内对所述待评估对象进行头寸预报的预报质量。The processing unit is further configured to determine the corresponding quality evaluation result of the object to be evaluated within the quality evaluation cycle based on the n actual occurrences of the second position and the m actual occurrences of the first position; Wherein, the quality assessment result is used to represent the forecast quality of the position forecast for the object to be assessed within the quality assessment period.
  9. 一种头寸预报评估设备,所述设备包括:存储器、处理器和通信总线;其中:A position forecast evaluation device, the device includes: a memory, a processor and a communication bus; wherein:
    所述存储器,用于存储可执行指令;The memory is used to store executable instructions;
    所述通信总线,用于实现所述处理器和所述存储器之间的通信连接;The communication bus is used to realize the communication connection between the processor and the memory;
    所述处理器,用于执行所述存储器中存储的头寸预报评估程序,实现如权利要求1至7中任一项所述的头寸预报评估方法的步骤。The processor is configured to execute the position forecast evaluation program stored in the memory, so as to realize the steps of the position forecast evaluation method according to any one of claims 1-7.
  10. 一种存储介质,所述存储介质上存储有头寸预报评估程序,所述头寸预报评估程序被处理器执行时实现如权利要求1至7中任一项所述的头寸预报评估方法的步骤。A storage medium, on which a position forecast evaluation program is stored, and when the position forecast evaluation program is executed by a processor, the steps of the position forecast evaluation method according to any one of claims 1 to 7 are realized.
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