CN107977787A - A kind of transaction risk control processing system and method - Google Patents
A kind of transaction risk control processing system and method Download PDFInfo
- Publication number
- CN107977787A CN107977787A CN201711243305.5A CN201711243305A CN107977787A CN 107977787 A CN107977787 A CN 107977787A CN 201711243305 A CN201711243305 A CN 201711243305A CN 107977787 A CN107977787 A CN 107977787A
- Authority
- CN
- China
- Prior art keywords
- rule
- transaction
- record
- module
- control processing
- Prior art date
- Legal status (The legal status is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the status listed.)
- Pending
Links
Classifications
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING OR COUNTING
- G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q10/00—Administration; Management
- G06Q10/06—Resources, workflows, human or project management; Enterprise or organisation planning; Enterprise or organisation modelling
- G06Q10/063—Operations research, analysis or management
- G06Q10/0635—Risk analysis of enterprise or organisation activities
-
- G—PHYSICS
- G06—COMPUTING; CALCULATING OR COUNTING
- G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
- G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
- G06Q40/04—Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange
Landscapes
- Business, Economics & Management (AREA)
- Engineering & Computer Science (AREA)
- Human Resources & Organizations (AREA)
- Strategic Management (AREA)
- Economics (AREA)
- Entrepreneurship & Innovation (AREA)
- General Business, Economics & Management (AREA)
- Finance (AREA)
- Development Economics (AREA)
- Marketing (AREA)
- Accounting & Taxation (AREA)
- Theoretical Computer Science (AREA)
- General Physics & Mathematics (AREA)
- Physics & Mathematics (AREA)
- Educational Administration (AREA)
- Tourism & Hospitality (AREA)
- Quality & Reliability (AREA)
- Operations Research (AREA)
- Game Theory and Decision Science (AREA)
- Technology Law (AREA)
- Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)
Abstract
Technical problem solved by the invention is to provide a kind of transaction risk control processing system and method, it is characterized in that, including a kind of risk control processing system and a kind of risk control processing method, the risk control processing system includes data acquisition module, rule settings module, rule process module, regular computing module and database；The risk control processing method includes regular computational methods, rules process method.Compared with prior art, the present invention is pre-calculated the median of risk rule, and caching becomes median table, the transaction threshold as transaction contract.When risk processing module needs to check trading instruction, by judging and analyzing trading instruction, in the method that trading instruction and risk rule are compared, by way of middle Value Data, the complexity of comparison is significantly reduced, drastically increases efficiency.
Description
Technical field
The present invention relates to a kind of risk control system, particularly securities futures trading risk control processing system, belong to several
According to monitoring field, more particularly to a kind of transaction risk control processing system and method.
Background technology
With the development and growth of securities and futures market, numerous investors, particularly institutional investor, in the mistake of transaction
Journey, is faced with various risks.Careless slightly, investor may suffer huge monetary losses.Most important risk has 2
Class：Close rule risk and transaction system risk.
Some transaction softwares on the market carry risk control function, wherein most crucial module, is rule process mould
Block.The flow of the module is:Receive a trading instruction, parsing trading instruction obtains transaction data, according to presetting risk
The entry of rule, handles transaction data, the result for being passed through or being vetoed.At present under regular situation, rules process method is:
Compared one by one according to risk threshold value setting, serially handle rule entries, obtain inspection result.In comparison process, if wind
Danger rule is examined not over it is rejection to be then considered as trading instruction inspection result；If all risk rules are upchecked, depending on
It is success for trading instruction inspection result.
The above-mentioned method for comparing risk rule entry one by one, as entry increases, can bring obvious trading efficiency to reduce
The problem of.It is a lance for being difficult to reconcile and can not accept or reject between faster transactions velocity, and more reliable risk control
Shield.If adding more risk rule entries, reliability is added, reduces trading efficiency.If reduce risks regular bar
Mesh, adds trading efficiency, reduces reliability.
And a kind of transaction risk control processing system and method are pre-calculated the median of risk rule, during caching becomes
Between be worth table, as transaction contract transaction threshold.When risk processing module needs to check trading instruction, by judging and analyzing
Trading instruction, in the method that trading instruction and risk rule are compared, by way of middle Value Data, significantly reduces comparison
Complexity, drastically increase efficiency.
The content of the invention
Technical problem solved by the invention is to provide a kind of transaction risk control processing system and method, its feature exists
In, including a kind of risk control processing system and a kind of risk control processing method, the risk control processing system is including counting
According to acquisition module, rule settings module, rule process module, regular computing module and database；The risk control processing side
Method includes regular computational methods, rules process method.
A kind of risk control processing system is characterized in that：The data acquisition module is used to pass through network interaction, obtains
Trading instruction, collects transaction data, and records to the database；The rule settings module is used for the rule that receiving terminal is sent
Then setup parameter and threshold data, handle data and record to the database；The rule process module, which is used to parse, merchandises
Instruction, obtains the information of transaction data, and carries out data processing, returns to handling result, and record to the database；The rule
Then computing module is used to get parms from database sets data with threshold value, is calculated according to rule, obtains median
As a result, and by median record in memory；The database in storage transaction data, risk rule parameter and threshold value setting,
And risk rule handling result.
Further, the data acquisition module can be with transaction of the client interaction from client by network connection
Request, is sent to client transaction and responds；Can also interactive service end request, be sent to server-side request, receive server-side
Respond.The data of client and server-side are all preserved in the database.
Further, the rule settings module, terminal can be communicated therewith by network connection.Terminal user can match somebody with somebody
Put and which rule enabled, one or more parameters are configured to rule.Except the parameter setting of risk rule, rule calculates or processing
During, it is necessary to the basic data used, and configured by this module.It is specific to need which basic data arrived, by reality
Risk rule content depending on.Data are set by parsing, are as a result preserved in the database.Received in the rule settings module
During the transaction request that client is come, transaction request can be given to rule process module, after the completion of waiting rule process resume module,
If successfully passing inspection, transaction request is just sent to server-side by rule settings module.If failed inspection, rule settings
Module just responds one failure of client.
Further, the rule process module obtains a trading instruction, first looks at the type of service in instruction, such as
Fruit type of service is to place an order (OrderInsert) or remove list (OrderAction), is put into next step.As if it is not, if return
Return and check successfully.Secondly, each service fields in analysis instruction.Again, parameter of regularity is taken out from database, one by one
The comparison business datum of rule, if meet the condition described in rule.The handling result of the rule process module, is stored in
In database.The transaction data obtained is parsed, using the contract code of the inside as index, this contract is searched from memory record sheet
The record of code.If not finding the record of this contract, think that this contract does not have the limitation of any transaction in logic, return
Check successfully；If finding the record of this contract, further checked is needed.
Further, the regular computing module periodically triggers calculating logic.First, rule is taken out from database
Parameter, the parameter of regularity enter ginseng, threshold condition and other information including rule.Secondly, according to risk rule list, successively time
Each rule in list is gone through, in the calculating process of rule, according to the regular business of itself, may be also needed to from database
Middle taking-up auxiliary data.After the completion of one rule calculates, each contract that it is arranged all is obtained under a specified conditions
Threshold value.One rule, which calculates, to be completed, and draws the numerical threshold of serial contract.Then, gone with the numerical threshold of each contract
Update memory record sheet.Memory record sheet is updated, the record of this contract code is searched in memory record sheet first, is remembering afterwards
The threshold value under the same terms is taken out in record, and the numerical value of this secondary renewal is compared, and takes the minimum value in both.Rule
The result of calculation of computing module, is put into memory, becomes the memory record sheet of a median, and scale processing module can access this
Memory record sheet.
Further, the database is used to store transaction data, risk rule parameter and threshold value setting and risk rule
Then handling result.The data acquisition module, rule settings module, rule process module, regular computing module all will be in numbers
Data exchange occurs according to storehouse.
A kind of risk control processing method is characterized in that：The rule computational methods are periodically touched according to terminal profile
Hair rule calculates；The rules process method sets according to method after incoming trading instruction, obtains a result and store.
Further, the regular computational methods, get parms setting from database first, contract information data；The
Two steps, risk rule are traveled through successively, each contract specified in rule, is calculated a numerical value.3rd step, inside
In the median table deposited, the record of this contract is searched whether, then increase a record, the record if it is not found,
Including contract code, the allowance that opens a position is bought, sell the allowance that opens a position, buy allowance of closing a position, sell close a position allowance and other information.Such as
Fruit is found, then compares the numerical value of calculating and corresponding numerical value, the minimum value in both, updates in record.
Further, the rules process method, after being passed to trading instruction, first determines whether the type of service of instruction, if
Type of service is not to place an order and remove list, and inspection result is successfully and returns.Then trading instruction is parsed, obtains transaction data.Institute
Stating transaction data includes type of service, trade market, contract code, dealing direction, quantity, price, opens flat mark and other letters
Breath.Afterwards from median record, the record using contract code as index is searched by red black tree, is then examined if it is not found,
The fruit that comes to an end is successfully and returns.Then, indicated by buying and selling direction and Kai Ping, corresponding quantity threshold is taken out from the record found
Value, compares the quantity and threshold value of trading instruction.If less than equal to threshold value, inspection result success, quantity is reduced simultaneously from threshold value
Preserve；Otherwise, inspection result is failure.Finally, record result and return.
Compared with prior art, a kind of transaction risk control processing system of the present invention and method are pre-calculated risk rule
Median, caching become median table, as merchandise contract transaction threshold.Need to check that transaction refers in risk processing module
When making, by judging and analyzing trading instruction, in the method that trading instruction and risk rule are compared, pass through middle Value Data
Mode, significantly reduces the complexity of comparison, drastically increases efficiency.
Brief description of the drawings
Fig. 1 is the system construction drawing of a kind of transaction risk control processing system of the present invention and method.
Fig. 2 is the method flow schematic diagram of a kind of transaction risk control processing system of the present invention and method.
Embodiment
In present pre-ferred embodiments, there is provided a kind of transaction risk control processing system and method, it is characterised in that bag
A kind of risk control processing system and a kind of risk control processing method are included, the risk control processing system includes data acquisition
Module 1, rule settings module 2, rule process module 3, regular computing module 4 and database 5；The risk control processing method
Including regular computational methods, rules process method.
Referring to Fig. 1, data acquisition module 1 is used to pass through network interaction, trading instruction is obtained, collects transaction data, and
Record to the database 5.Client can be sent to transaction request of the client interaction from client by network connection
End transaction is responded；Can also interactive service end request, be sent to server-side request, receive server-side response.By client and
The data of server-side are all stored in database 5.When the data acquisition module 1 receives the transaction request that client is come, meeting
Transaction request is given to rule process module 3, after the completion of waiting the processing of rule process module 3, if successfully passing inspection, data
Transaction request is just sent to server-side by acquisition module 1.If failed inspection, data acquisition module 1 just responds client one
A failure.
Referring to Fig. 1, rule settings module 2 is used for rule settings parameter and the threshold data that receiving terminal is sent, processing
Data are simultaneously recorded to the database 5.Terminal can be communicated therewith by network connection.Terminal user can configure which is enabled
Rule, one or more parameters are configured to rule.Except the parameter setting of risk rule, in rule calculating or processing procedure, need
The basic data to be used, and configured by this module.It is specific to need which basic data arrived, by actual risk rule
Depending on content.Data are set by parsing, are as a result stored in database 5.For example, the stock code of Shanghai and Shenzhen stock exchange,
Title, capital stock in circulation, shareholding equity etc..It is specific to need which basic data arrived, depending on actual risk rule content.
Referring to Fig. 1, rule process module 3 is used to parse trading instruction, the information of transaction data is obtained, and carry out data
Processing, returns to handling result, and records to the database 5.The rule process module 3 obtains a trading instruction, first
The type of service in instruction is checked, if type of service is to place an order (OrderInsert) or remove list (OrderAction), just
Into in next step.As if it is not, if return and check successfully.Secondly, each service fields in analysis instruction.Again, parsing obtains
The transaction data obtained, using the contract code of the inside as index, searches the record of this contract code from memory record sheet.If
The record of this contract is not found, thinks that this contract does not have the limitation of any transaction in logic, return checks successfully；If look for
To the record of this contract, then further checked is needed.Opened for example, certain regular content is some contract type single maximum
Storehouse hand number is 3 hands, then just from business datum, first takes out contract code, dealing direction, opens flat mark, number of transaction;First
Judge whether contract type is consistent, second step is to judge to open whether flat mark is consistent, and the 3rd step is to judge whether number of transaction is big
In 3 hands.
Referring to Fig. 1, regular computing module 4 is used to get parms from database 5 sets data with threshold value, according to rule
Calculated, obtain median as a result, and by median record in memory.The rule computing module 4 periodically touches
Send out calculating logic.First, take out parameter of regularity from database 5, the parameter of regularity include rule enter ginseng, threshold condition and its
His information.Secondly, according to risk rule list, each rule in traversal of lists successively, in the calculating process of rule, root
According to the regular business of itself, may also need to take out auxiliary data from database.For example, certain regular content is：Buy in stock
The quantity of holding position of ticket, no more than the 5% of the circulation share of stock., it is necessary to use stock basis letter when this rule is calculated
Cease table, including stock code, stock name, capital stock in circulation, shareholding equity.Also need to use stock to hold position information table, including stock
Code, quantity of holding position, average price of holding position and other information.Also need to use shares trusting information table, including stock code, buy and sell
Direction, price, commission quantity, order ticket state and other information.The calculation formula of this rule:Buy in the stream of threshold value=stock
Logical share 5%-stocks of * are held position the quantity that quantity-order ticket does not strike a bargain.
After the completion of one rule calculates, each contract that it is arranged all obtains the threshold value under a specified conditions.
That is, after the completion of a rule calculates, each contract that it is arranged all obtains the threshold under a specified conditions
Value.Foregoing specified conditions, be buy in sell outgoing direction, open a position close a position mark, set protect arbitrage mark, can also be their group
Close.For example, after certain rule calculates, draw certain contract buys in amount threshold；For another example, after certain rule calculates, certain contract is drawn
Buy in the amount threshold that opens a position.
One rule, which calculates, to be completed, and draws the numerical threshold of serial contract.Then, gone with the numerical threshold of each contract
Update memory record sheet.Memory record sheet is updated, the record of this contract code is searched in memory record sheet first, is remembering afterwards
The threshold value under the same terms is taken out in record, and the numerical value of this secondary renewal is compared, and takes the minimum value in both.Than
Such as, prepare renewal stock code 600000 buys in threshold value A.The first step, stock code is searched from memory record
600000 record, if not finding this record, increases a record, content is stock code, buys in threshold value A.Such as
Fruit have found this record, then that takes out this record buys in threshold value B, and numerical value comparison is carried out with A.Take both minimum those
A numerical value, assignment simultaneously record.
The result of calculation of regular computing module 4, is put into memory, becomes the memory record sheet of a median, scale processing
Module 3 can access this memory record sheet.
Referring to Fig. 1, database 5 is at storage transaction data, risk rule parameter and threshold value setting and risk rule
Manage result.The data acquisition module 1, rule settings module 2, rule process module 3, regular computing module 4 all will be in numbers
Data exchange occurs according to storehouse 5.
In the specific embodiment of the present invention, a kind of transaction risk control processing system and method further comprises a kind of transaction
Risk control processing method, comprises the following steps：
Step S1：Incoming trading instruction.The type of service of transaction is very much, to distinguish these types of service, gives each service class
Type, defines a service code.Correspondingly, each trading instruction carries a service code.Trading instruction can divide
For several major classes, such as inquiry fund, the instruction for inquiring about these inquiry classes of contract note of holding position, inquire about；Place an order, remove these single actions
The instruction of class；Contract note notice, order ticket notify the instruction of these notice classes；Fund, option row power, debt-to-equity swap are transferred outside these
Enclose instruction.The related trading instruction with risk control, is to act placing an order, removing single instrction for class.Therefore, trading instruction is first determined whether
Type of service, if not placing an order or removing single instrction, then directly pass through.Otherwise it is put into next step.
Step S2：Parse trading instruction.Single trading instruction is placed an order or removed, comprising contract code, dealing direction, opens flat mark
Will, price, quantity, exchange and other information.From the structure of transaction, take out these fields respectively, check field it is effective
Property.Such as the verification of contract code, first determine whether the length of contract code character, the character of at least 5 and the above；Secondly
Whether it is in the list that can be merchandised, contract in lists is not invalid code；Finally, letter is contained in contract code
, whether capital and small letter is suitable, otherwise all it is the alphabetic character of small letter, otherwise all it is the alphabetic character of capitalization.Need to particularly point out
, exchange's information in trading instruction is identical since the contract code of security is pure digi-tal coding for securities trading
Code in different stock exchanges be different kinds, at this moment, exchange's information in trading instruction is essential.For
Futures exchange, contract code are that letter adds digital coding, and letter had not only represented the type of contract, but also can be used for where inquiring about
Exchange, so instruction in can be free of exchange's information.
Step S3：Search the median record of contract.As it was previously stated, median record sheet is produced by regular computing module,
Accept the interview as caching.Using contract code as index, the record of this contract is searched in median record sheet.The mistake of lookup
Journey can be subdivided into 2 subprocess again.
Process one, searches the corresponding sequence number of contract code.
When median record sheet is built, 2 are actually obtained as a result, one is the median note arranged in memory
Record, every record have sequence number, and sequence number just represents the sequencing of record in memory, note can be taken out by sequence number
The content of record；One is concordance list using red black tree as technical foundation, and red black tree is a kind of data used in computer science
Structure, can be greatly improved search efficiency.The lvalue of index is contract code, and r value is sequence number value.
Using contract code as input, searched in concordance list, if searching element to there is this contract code, proceed to process
Two；If element is searched to end, then illustrate do not have the record of this contract in record sheet, return to the result for searching failure.
Process two, record is taken out with sequence number from memory.
The sequence number of contract is searched by concordance list, it is possible to by calculating, obtain the true address where physical record
.It should be noted that before address is calculated, the verification of sequence number numerical value validity is carried out.The value of sequence number, in must not exceed
Between be worth the total number of record.Afterwards, using the value of sequence number as offset, benchmark is used as using the start address of median record
Location, adds offset by presumptive address, draws the address of contract corresponding record.
Step S4：Transaction data and contract record compare.The transaction data having been achieved with, and obtain the centre of corresponding contract
Value record, carry out the comparison of threshold value, with this come determine this trading instruction air control rule check under result.For example, have one
A director data compares 10 hands and buys in threshold value, continued to no more than threshold value next first to buy in the 10 hand IF1706 that open a position
Step；Next compares 10 hands and buys in the threshold value that opens a position.Here numerical term is compared, and the content of risk rule entry is to be related
, in the present embodiment, there are four kinds of threshold values, be to buy in the threshold value that opens a position, sell the threshold value that opens a position, buy in threshold value of closing a position, sell respectively
Close a position threshold value.In general, 1-2 times is carried out relatively with regard to that can obtain a result.
Step S5：As a result feed back and store.By the calculating of preceding step, can obtain rule inspection is successfully or loses
The result lost.As a result record first into database, and result is fed back into data collection module.The latter then will be according to herein
As a result, making the action of next step:The result is that success, trading instruction will continue to be sent to server-side, the result is that failure, will return
The multiple response to one failure of client.
In conclusion a kind of transaction risk control processing system of the present invention and method, are pre-calculated in risk rule
Between be worth, caching become median table, as merchandise contract transaction threshold.Need to check trading instruction in risk processing module
When, by judging and analyzing trading instruction, in the method that trading instruction and risk rule are compared, pass through the side of middle Value Data
Formula, significantly reduces the complexity of comparison, drastically increases efficiency.
The above, is only the optimal case study on implementation of the present invention, not makees limitation in any form to the present invention,
Any those skilled in the art, without departing from the scope of the technical proposal of the invention, utilize the method for the disclosure above
Content makes technical solution of the present invention many possible changes and modifications, is all within the protection scope of the claims.
Claims (10)
1. a kind of transaction risk control processing system and method, it is characterised in that including a kind of risk control processing system and one
Kind risk control processing method, the risk control processing system include data acquisition module, rule settings module, rule process
Module, regular computing module and database；The risk control processing method includes regular computational methods, rules process method.
A kind of 2. transaction risk control processing system according to claim 1, it is characterised in that：The data acquisition module
For by network interaction, obtaining trading instruction, collecting transaction data, and record to the database；The rule settings mould
Block is used for rule settings parameter and the threshold data that receiving terminal is sent, and handles data and records to the database；The rule
Then processing module is used to parse trading instruction, obtains the information of transaction data, and carries out data processing, returns to handling result, and
Record to the database；The rule computing module is used to get parms from database sets data with threshold value, according to rule
Then calculated, obtain median as a result, and by median record in memory；The database in storage transaction data,
Risk rule parameter and threshold value setting and risk rule handling result.
A kind of 3. transaction risk control processing method according to claim 1, it is characterised in that：The rule computational methods
According to terminal profile, periodic triggers rule calculates；The rules process method is set after incoming trading instruction according to method
It is fixed, obtain a result and store.
A kind of 4. transaction risk control processing system according to claim 1, it is characterised in that：The data acquisition module
It can be sent to client transaction with transaction request of the client interaction from client and responded by network connection；Can also
The request at interactive service end, is sent to server-side request, receives server-side response；The data of client and server-side are all stored in
In database.
A kind of 5. transaction risk control processing system according to claim 1, it is characterised in that：The rule settings mould
Block, terminal can be communicated therewith by network connection；Terminal user can configure enables which rule, to rule configuration one or
Multiple parameters；Except the parameter setting of risk rule, rule calculate or processing procedure in, it is necessary to the basic data used, and
Configured by this module；It is specific to need which basic data arrived, depending on actual risk rule content；Set by parsing
Data, as a result preserve in the database；When the rule settings module receives the transaction request that client is come；Transaction can be asked
Ask and give rule process module, after the completion of waiting rule process resume module, if successfully passing inspection, rule settings module is just
Transaction request is sent to server-side；If failed inspection, rule settings module just responds one failure of client.
A kind of 6. transaction risk control processing system according to claim 1, it is characterised in that：The rule process module
Obtain a trading instruction, first look at instruction in type of service, if type of service be place an order (OrderInsert) or
List (OrderAction) is removed, is put into next step；As if it is not, if return and check successfully；Secondly, it is each in analysis instruction
Service fields；Again, the transaction data of acquisition is parsed, using the contract code of the inside as index, is searched from memory record sheet
The record of this contract code；If not finding the record of this contract, think that this contract does not have the limit of any transaction in logic
System, return check successfully；If finding the record of this contract, further checked is needed.
A kind of 7. transaction risk control processing system according to claim 1, it is characterised in that：The rule computing module
Periodically triggering calculating logic；First, parameter of regularity is taken out from database, which enters ginseng, threshold including rule
Value condition and other information；Secondly, according to risk rule list, each rule in traversal of lists successively, in the meter of rule
During calculation, according to the regular business of itself, it may also need to take out auxiliary data from database；One rule, which calculates, to be completed
Afterwards, each commodity that it is arranged, all obtain the threshold value under a specified conditions；One rule, which calculates, to be completed, and is drawn and is
The numerical threshold of row commodity, then, removes renewal memory record sheet with the numerical threshold of each commodity, updates memory record sheet,
The record of this contract code is searched in memory record sheet first, the threshold value under the same terms is taken out in record afterwards,
It is compared with the numerical value of this secondary renewal, takes the minimum value in both；The result of calculation of regular computing module, is put into memory,
As the memory record sheet of a median, scale processing module can access this memory record sheet.
A kind of 8. transaction risk control processing system according to claim 1, it is characterised in that：The database is used to deposit
Put transaction data, risk rule parameter and threshold value setting and risk rule handling result；The data acquisition module, rule
Then all with database data exchange will occur for setting module, rule process module, regular computing module.
A kind of 9. transaction risk control processing method according to claim 3, it is characterised in that：The rule calculating side
Method, get parms setting from database first, contract information data；Second step, risk rule are traveled through successively, in rule
Each contract specified, is calculated a numerical value, the 3rd step, in median table in memory, has searched whether this conjunction
Record about, then increases a record if it is not found, and the record includes contract code, buys the allowance that opens a position, sells and open a position
Allowance, buy allowance of closing a position, sell close a position allowance and other information；If it is found, then compare the numerical value of calculating and corresponding
Numerical value, the minimum value in both, updates in record.
A kind of 10. transaction risk control processing method according to claim 3, it is characterised in that：The rule process side
Method, after being passed to trading instruction, first determines whether the type of service of instruction, if type of service is not to place an order and remove list, inspection result
For success and return, then parse trading instruction, obtain transaction data；The transaction data include type of service, trade market,
Contract code, dealing direction, quantity, price, open flat mark and other information；Afterwards from median record, pass through red black tree
The record using contract code as index is searched, then inspection result is successfully and returns if it is not found,；Then, dealing is passed through
Direction and Kai Ping marks, corresponding amount threshold is taken out from the record found, compares the quantity and threshold value of trading instruction, if
Less than or equal to threshold value, inspection result success, reduces quantity and preserves from threshold value；Otherwise, inspection result is failure；Finally, remember
Record result simultaneously returns.
Priority Applications (1)
| Application Number | Priority Date | Filing Date | Title |
|---|---|---|---|
| CN201711243305.5A CN107977787A (en) | 2017-11-30 | 2017-11-30 | A kind of transaction risk control processing system and method |
Applications Claiming Priority (1)
| Application Number | Priority Date | Filing Date | Title |
|---|---|---|---|
| CN201711243305.5A CN107977787A (en) | 2017-11-30 | 2017-11-30 | A kind of transaction risk control processing system and method |
Publications (1)
| Publication Number | Publication Date |
|---|---|
| CN107977787A true CN107977787A (en) | 2018-05-01 |
Family
ID=62008824
Family Applications (1)
| Application Number | Title | Priority Date | Filing Date |
|---|---|---|---|
| CN201711243305.5A Pending CN107977787A (en) | 2017-11-30 | 2017-11-30 | A kind of transaction risk control processing system and method |
Country Status (1)
| Country | Link |
|---|---|
| CN (1) | CN107977787A (en) |
Cited By (8)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| CN109218203A (en) * | 2018-09-20 | 2019-01-15 | 上海龙弈信息科技有限公司 | A kind of Financial Management and risk control processing system and its operation method |
| CN109325857A (en) * | 2018-09-20 | 2019-02-12 | 上海龙弈信息科技有限公司 | A kind of financial security management and risk control processing system and its operation method |
| CN110222955A (en) * | 2019-05-20 | 2019-09-10 | 平安银行股份有限公司 | Risk management and control method, device, computer equipment and storage medium |
| WO2020010983A1 (en) * | 2018-07-11 | 2020-01-16 | 阿里巴巴集团控股有限公司 | Risk control method, risk control device, electronic device and storage medium |
| CN110992045A (en) * | 2019-11-15 | 2020-04-10 | 安徽海汇金融投资集团有限公司 | Method and system for monitoring abnormal risk of transfer of accounts receivable and debt right |
| CN111681008A (en) * | 2020-06-04 | 2020-09-18 | 中国建设银行股份有限公司 | Risk control method, device, equipment and storage medium |
| CN112348522A (en) * | 2020-10-26 | 2021-02-09 | 东方证券股份有限公司 | Wind control detection system based on FPGA regular expression |
| CN113327164A (en) * | 2021-05-20 | 2021-08-31 | 深圳奥统平技术有限公司 | Risk control method and device for futures trading and computer equipment |
Citations (5)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| CN101496056A (en) * | 2006-06-20 | 2009-07-29 | 欧睦技术公司 | System and method for monitoring trading |
| CN103093342A (en) * | 2013-01-11 | 2013-05-08 | 北京掌上汇通科技发展有限公司 | Online transaction processing platform and transaction processing method thereof |
| US20140214669A1 (en) * | 2013-01-29 | 2014-07-31 | Gravic, Inc. | Methods for Reducing the Merchant Chargeback Notification Time |
| CN105809543A (en) * | 2016-03-11 | 2016-07-27 | 秦轶轩 | Security and future trading risk control gateway system based on FPGA |
| CN106484780A (en) * | 2016-09-06 | 2017-03-08 | 努比亚技术有限公司 | Data statistical approach and device |
-
2017
- 2017-11-30 CN CN201711243305.5A patent/CN107977787A/en active Pending
Patent Citations (5)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| CN101496056A (en) * | 2006-06-20 | 2009-07-29 | 欧睦技术公司 | System and method for monitoring trading |
| CN103093342A (en) * | 2013-01-11 | 2013-05-08 | 北京掌上汇通科技发展有限公司 | Online transaction processing platform and transaction processing method thereof |
| US20140214669A1 (en) * | 2013-01-29 | 2014-07-31 | Gravic, Inc. | Methods for Reducing the Merchant Chargeback Notification Time |
| CN105809543A (en) * | 2016-03-11 | 2016-07-27 | 秦轶轩 | Security and future trading risk control gateway system based on FPGA |
| CN106484780A (en) * | 2016-09-06 | 2017-03-08 | 努比亚技术有限公司 | Data statistical approach and device |
Cited By (13)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| TWI706363B (en) * | 2018-07-11 | 2020-10-01 | 香港商阿里巴巴集團服務有限公司 | Risk control method, risk control device, electronic equipment and storage medium |
| WO2020010983A1 (en) * | 2018-07-11 | 2020-01-16 | 阿里巴巴集团控股有限公司 | Risk control method, risk control device, electronic device and storage medium |
| US11075941B2 (en) | 2018-07-11 | 2021-07-27 | Advanced New Technologies Co., Ltd. | Risk control method, risk control apparatus, electronic device, and storage medium |
| CN109325857A (en) * | 2018-09-20 | 2019-02-12 | 上海龙弈信息科技有限公司 | A kind of financial security management and risk control processing system and its operation method |
| CN109218203A (en) * | 2018-09-20 | 2019-01-15 | 上海龙弈信息科技有限公司 | A kind of Financial Management and risk control processing system and its operation method |
| CN110222955A (en) * | 2019-05-20 | 2019-09-10 | 平安银行股份有限公司 | Risk management and control method, device, computer equipment and storage medium |
| CN110222955B (en) * | 2019-05-20 | 2024-03-22 | 平安银行股份有限公司 | Risk management and control method, risk management and control device, computer equipment and storage medium |
| CN110992045A (en) * | 2019-11-15 | 2020-04-10 | 安徽海汇金融投资集团有限公司 | Method and system for monitoring abnormal risk of transfer of accounts receivable and debt right |
| CN110992045B (en) * | 2019-11-15 | 2024-03-22 | 安徽海汇金融投资集团有限公司 | Method and system for monitoring abnormal risk of account-receivables and right-of-way flows |
| CN111681008A (en) * | 2020-06-04 | 2020-09-18 | 中国建设银行股份有限公司 | Risk control method, device, equipment and storage medium |
| CN111681008B (en) * | 2020-06-04 | 2023-06-30 | 中国建设银行股份有限公司 | Risk control method, apparatus, device and storage medium |
| CN112348522A (en) * | 2020-10-26 | 2021-02-09 | 东方证券股份有限公司 | Wind control detection system based on FPGA regular expression |
| CN113327164A (en) * | 2021-05-20 | 2021-08-31 | 深圳奥统平技术有限公司 | Risk control method and device for futures trading and computer equipment |
Similar Documents
| Publication | Publication Date | Title |
|---|---|---|
| CN107977787A (en) | A kind of transaction risk control processing system and method | |
| CN104054073B (en) | Data divide group, segmentation and parallelization | |
| Drożdż et al. | Competition of noise and collectivity in global cryptocurrency trading: Route to a self-contained market | |
| CN104463611B (en) | Agent administration system | |
| US6687681B1 (en) | Method and apparatus for tax efficient investment management | |
| US20120066125A1 (en) | Computer-based collective intelligence recommendations for transaction review | |
| CN108446972A (en) | Bank's Supervision of credit method, apparatus and fund position manage system | |
| CN108985935A (en) | Financial product recommended method and storage medium | |
| CN109657978A (en) | A kind of Risk Identification Method and system | |
| CN108520412A (en) | A kind of settle accounts calculation transaction towards block chain divides the design method of account algorithm | |
| US7937315B2 (en) | Portfolio execution and reporting | |
| Huo | Information technology and the performance of the restaurant firms | |
| CN111260367A (en) | Transaction limit determining method and device | |
| CN109284369A (en) | Determination method, system, device and the medium of security news information importance | |
| US10977430B1 (en) | System and method for correction of acquired transaction text fields | |
| CN109598484A (en) | A kind of project under construction turns fixed assets number auditing method and device | |
| CN107230116A (en) | transaction request processing method, device and distributed system | |
| CN109325857A (en) | A kind of financial security management and risk control processing system and its operation method | |
| CN112598510B (en) | Resource data processing method and device | |
| CN112766637A (en) | Method and device for scoring shareholder support enterprises and electronic equipment | |
| WO2006036240A2 (en) | Method of processing investment data and associated system | |
| CN116071163A (en) | Penetration type supervision system based on transaction route | |
| CN116051286A (en) | Penetration type supervision method based on transaction route | |
| CN109544290A (en) | A kind of air control method and its system and storage medium based on algorithm identification mistake | |
| Sharawi et al. | Utilization of data visualization for knowledge discovery in modern logistic service companies |
Legal Events
| Date | Code | Title | Description |
|---|---|---|---|
| PB01 | Publication | ||
| PB01 | Publication | ||
| SE01 | Entry into force of request for substantive examination | ||
| SE01 | Entry into force of request for substantive examination | ||
| WD01 | Invention patent application deemed withdrawn after publication |
Application publication date: 20180501 |
|
| WD01 | Invention patent application deemed withdrawn after publication |