CN110688107B - Code generation method and device for quantized transaction strategy - Google Patents
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Abstract
The invention discloses a code generation method and a device for a quantized transaction strategy, wherein the method comprises the following steps: acquiring a strategy template selected by a user; displaying a visual configuration interface of the strategy template; acquiring one or more strategy indexes selected by a user through a visual configuration interface, and transaction operation, transaction conditions and risk control conditions of the selected strategy indexes; according to the selected strategy index and the trading operation, trading condition and risk control condition of the selected strategy index, the index code, trading operation code, trading condition code and risk control condition code of the selected strategy index are called; and based on the code association relation contained in the strategy template, splicing the index codes, the transaction operation codes, the transaction condition codes and the risk control condition codes of the selected strategy indexes to generate strategy codes of the quantized transaction strategy. The method and the system can generate the strategy codes of the quantized transaction strategy in a visual configuration mode, and reduce the technical threshold for creating the quantized transaction strategy.
Description
Technical Field
The present invention relates to the field of software technologies, and in particular, to a method and an apparatus for generating a code for quantifying a transaction policy.
Background
This section is intended to provide a background or context to the embodiments of the invention that are recited in the claims. The description herein is not admitted to be prior art by inclusion in this section.
As is well known, a quantitative trading strategy refers to a way of investing in financial products by means of mathematical and statistical methods, and occupies a very important position in the financial trade market, since the quantitative trading strategy can overcome the influence of subjective emotion of investors.
In order to realize quantitative trading of financial product investment, an investment user often writes a code of a trade strategy by using a programming language (for example, python language), and the method has a high professional requirement threshold for the investment user, so that a very small number of investment users (usually trade calves or opinion leaders) can release own trade strategies, and most investment users can only blindly invest or subscribe to the trade strategies released by strategy producers, thus a tool for producing the trade strategies without programming, verifying investment logic and helping trade is highly needed.
Disclosure of Invention
The embodiment of the invention provides a code generation method for quantifying a transaction policy, which is used for solving the technical problem that most investment users can only blindly invest or subscribe the transaction policy issued by a policy producer due to high writing threshold in the prior art by writing codes to produce the transaction policy, and comprises the following steps: acquiring a policy template selected by a user, wherein the policy template defines code association relations among a plurality of policy indexes, a plurality of transaction operations, a plurality of transaction conditions and a plurality of risk control conditions; displaying a visual configuration interface of the strategy template; acquiring one or more strategy indexes selected by a user through a visual configuration interface, and transaction operation, transaction conditions and risk control conditions of the selected strategy indexes; according to the selected strategy index and the trading operation, trading condition and risk control condition of the selected strategy index, the index code, trading operation code, trading condition code and risk control condition code of the selected strategy index are called; and based on the code association relation, splicing the index codes, the transaction operation codes, the transaction condition codes and the risk control condition codes of the selected strategy indexes to generate strategy codes for quantifying the transaction strategies.
The embodiment of the invention also provides a code generating device for quantifying the transaction policy, which is used for solving the technical problem that most investment users can only blindly invest or subscribe the transaction policy issued by a policy producer due to high writing threshold in the prior art by writing codes to produce the transaction policy, and comprises the following steps: the system comprises a policy template acquisition module, a control module and a control module, wherein the policy template is used for acquiring a policy template selected by a user, and the policy template defines code association relations among a plurality of policy indexes, a plurality of transaction operations, a plurality of transaction conditions and a plurality of risk control conditions; the visual configuration interface display module is used for displaying a visual configuration interface of the strategy template; the visual configuration module is used for acquiring one or more strategy indexes selected by a user through the visual configuration interface, and transaction operation, transaction conditions and risk control conditions of the selected strategy indexes; the code calling module is used for calling the index code, the transaction operation code, the transaction condition code and the risk control condition code of the selected strategy index according to the selected strategy index and the transaction operation, the transaction condition and the risk control condition of the selected strategy index; and the code splicing module is used for carrying out splicing processing on the index codes, the transaction operation codes, the transaction condition codes and the risk control condition codes of the selected strategy indexes based on the code association relation to generate strategy codes of the quantized transaction strategy.
The embodiment of the invention also provides a computer device which is used for solving the technical problem that most investment users can only blindly invest or subscribe to the transaction strategy issued by the strategy producer due to high writing threshold in the prior art by writing codes.
The embodiment of the invention also provides a computer readable storage medium for solving the technical problem that most investment users can only blindly invest or subscribe to the transaction strategy issued by the strategy producer due to high writing threshold in the prior art by writing codes to produce the transaction strategy, wherein the computer readable storage medium stores a computer program for executing the code generation method of the quantized transaction strategy.
In the embodiment of the invention, through predefining a strategy framework of each strategy template, after a user selects a certain strategy template, a visual configuration interface of the strategy template is displayed, one or more strategy indexes selected by the user through the visual configuration interface, transaction operation, transaction conditions and risk control conditions of the selected strategy indexes are obtained, and according to the selected strategy indexes and the transaction operation, the transaction conditions and the risk control conditions of the selected strategy indexes, index codes, transaction operation codes, transaction condition codes and risk control condition codes of the selected strategy indexes are called, and further, based on code association relations among the strategy indexes, the transaction operation, the transaction conditions and the risk control conditions contained in the strategy template, the index codes, the transaction operation codes, the transaction condition codes and the risk control condition codes of the selected strategy indexes are spliced, so that the strategy codes of the quantized transaction strategy are generated.
By the embodiment of the invention, the user can generate the strategy code of the quantized transaction strategy in a visual configuration mode, the technical threshold for creating the quantized transaction strategy is reduced, more users can become producers of the quantized transaction strategy, and the user experience of financial market investment users is greatly improved.
Drawings
In order to more clearly illustrate the embodiments of the invention or the technical solutions in the prior art, the drawings that are required in the embodiments or the description of the prior art will be briefly described, it being obvious that the drawings in the following description are only some embodiments of the invention, and that other drawings may be obtained according to these drawings without inventive effort for a person skilled in the art. In the drawings:
FIG. 1 is a flowchart of a method for generating a quantized transaction policy according to an embodiment of the invention;
FIG. 2 is a schematic diagram of a policy template list display interface provided in an embodiment of the present invention;
FIG. 3 is a schematic diagram of a policy index configuration interface according to an embodiment of the present invention;
FIG. 4 is a schematic diagram of a transaction operation and transaction condition configuration interface provided in an embodiment of the present invention;
FIG. 5 is a schematic diagram of a risk control condition configuration interface according to an embodiment of the present application;
FIG. 6 is a schematic diagram of a transaction parameter configuration interface according to an embodiment of the present application;
FIG. 7 is a business flow diagram of an alternative quantized transaction policy implementation provided in an embodiment of the application;
fig. 8 is a schematic diagram of a code generating device for quantifying a transaction policy according to an embodiment of the present application.
Detailed Description
For the purpose of making the objects, technical solutions and advantages of the embodiments of the present application more apparent, the embodiments of the present application will be described in further detail with reference to the accompanying drawings. The exemplary embodiments of the present application and their descriptions herein are for the purpose of explaining the present application, but are not to be construed as limiting the application.
In the description of the present specification, the terms "comprising," "including," "having," "containing," and the like are open-ended terms, meaning including, but not limited to. The description of the reference terms "one embodiment," "a particular embodiment," "some embodiments," "for example," etc., means that a particular feature, structure, or characteristic described in connection with the embodiment or example is included in at least one embodiment or example of the application. In this specification, schematic representations of the above terms do not necessarily refer to the same embodiments or examples. Furthermore, the particular features, structures, or characteristics described may be combined in any suitable manner in any one or more embodiments or examples. The order of steps involved in the embodiments is illustrative of the practice of the application, and is not limited and may be suitably modified as desired.
The embodiment of the invention provides a code generation method of a quantized transaction strategy, which can be used for but not limited to generating the quantized transaction strategy for the transaction of a financial market product; fig. 1 is a flowchart of a method for generating a code for quantifying a transaction policy according to an embodiment of the present invention, where, as shown in fig. 1, the method may include the following steps:
s101, acquiring a policy template selected by a user, wherein the policy template defines code association relations among a plurality of policy indexes, a plurality of transaction operations, a plurality of transaction conditions and a plurality of risk control conditions.
It should be noted that, in the embodiment of the present invention, the policy template refers to a policy framework template including policy code splicing nesting rules, and different policy templates may be configured for quantized transaction policies of different product standards or product contract types. When a user selects a policy template, the system may output one or more policy indicators of the corresponding type of quantized trading policies, as well as trading operations, trading conditions, and risk control conditions used for each policy indicator.
As an optional implementation manner, the embodiment of the invention encapsulates each policy index for trading a financial market product into a code function, establishes an index function library, directly invokes the code function of the corresponding index after acquiring one or more policy indexes selected by a user, outputs a time-varying signal from the code function of each policy index, inputs the time-varying signal into a trading operation function, executes corresponding trading operation when the signal of one or more index functions contained in each trading operation function meets a preset trading condition, and executes corresponding risk control operation when the output of the trading function meets a preset risk control condition.
S102, displaying a visual configuration interface of the strategy template.
When the user selects a policy template through S101, a visual configuration interface of the policy template may be output, and optionally the visual configuration interface may be used for, but is not limited to, configuration of a policy index, a transaction operation, a transaction condition, and a risk control condition, and preferably, configuration of a series of policy indexes, transaction operations, transaction conditions, and risk control conditions may be implemented through a series of data-driven-based guide configuration interfaces (policy configuration interface, transaction operation interface, transaction condition configuration interface, and risk control condition configuration interface) to guide the user to visually configure and quantify a transaction policy.
For example, fig. 2 is a schematic diagram of a policy template list display interface provided in an embodiment of the present invention; when a user selects a certain strategy template, a strategy index configuration interface of the strategy template is displayed, as shown in fig. 3, and the user configures one or more strategy indexes through the strategy index configuration interface shown in fig. 3; after a user configures one or more policy indexes through the policy index configuration interface shown in fig. 3, a transaction operation and transaction condition configuration interface of the policy template is displayed, as shown in fig. 4, the user can configure a transaction operation and corresponding transaction conditions through the transaction operation configuration interface shown in fig. 4; after the user configures the transaction operation and the corresponding transaction condition through the transaction operation configuration interface shown in fig. 4, the risk control condition configuration interface of the policy template is displayed, as shown in fig. 5, and the user may configure the risk control condition through the transaction operation configuration interface shown in fig. 5, including but not limited to the loss stop condition or the interference stop condition.
S103, acquiring one or more strategy indexes selected by a user through a visual configuration interface, and transaction operation, transaction conditions and risk control conditions of the selected strategy indexes.
It should be noted that the policy indexes displayed in the visual configuration interface may include, but are not limited to, the following three types:
(1) outputting an index of values: for example, the different movement average line MACD, the random index KDJ, the relative strength index RSI, and the like. Such indicators generally require more input of parameters such as a definition of a calculation using a price of a price to be received. The final output result of the class index is a numerical value.
(2) Data class index: such as non-employment data in the united states, and the like. The index does not need to define parameters, and the present period data, the last year synchronization data, the present period variation, the last year synchronization variation and the like are selected to be used when the transaction condition is set. The final output of the class of indicators is also numeric.
(3) Outputting a non-numerical index: such as morphology class index, three-needle bottom detection, etc. Such indicators generally do not require defined parameters, and can be selected from the group consisting of buy form, sell form, and only form when the trade condition is set. Such indicators do not have a relationship of upper or lower wear as compared to other indicators.
As a preferred embodiment, when each policy index is displayed through the visual configuration interface, each policy index may be displayed in an interface to a category, where the displayed index category includes, but is not limited to: (1) trend indicators, i.e., indicators generated by Jin Cha dead forks, such as MACD; (2) data index, namely index of directly using data; (3) the morphological index, that is, an index of whether only the morphology is established, is output. Preferably, an index classification of the artificial index can be set, the index under the index classification is an index customized manually, and the index type can be any one or more of a trend index, a data index and a morphology index.
It should be noted that, for a plurality of policy indexes provided by the policy configuration interface, the user may select one or more policy indexes to generate the transaction policy. Each policy index corresponds to one or more index parameters, and when a user selects a policy index, the system automatically identifies the index parameter corresponding to the policy index.
Because the index parameter values corresponding to each strategy index used for generating the trading strategy are different, the generated strategy is also different, and therefore, for the same strategy index, a user can realize the configuration of different parameters of the same strategy index in a repeated selection mode.
As an alternative implementation manner, when the user repeatedly selects a certain policy index, different identification information may be used to identify the repeatedly selected policy index. Alternatively, the repeatedly selected policy indexes may be identified in the form of index names+number numbers. For example, when the user selects the MACD index once, an index named MACD1 is generated; if the user reselects the index once, an index named MACD2 is generated.
It should be noted that, for the transaction policy of the financial market product, the transaction operations provided by the embodiment of the invention include, but are not limited to, operations such as "do multiple-open-warehouse", "do multiple-flat-warehouse", "do empty-open-warehouse", "do multiple-flat-warehouse" and "do empty-warehouse" and "do all-warehouse"; the format of the transaction conditions is generally: index parameter value of one index+logic condition+index parameter value of another index, wherein the logic condition includes, but is not limited to, 8 kinds of: "greater than", "less than", "equal to", "greater than or equal to", "less than or equal to", "upper through", "lower through" and "cross (i.e., the union of upper and lower through)".
For example, for the trade condition "DIF value of MACD 1+punch-through+dea value of MACD 1", the user may set the first index of the trade condition to be the DIF value of MACD1, the second index to be the DEA value of MACD1, and the logical condition to be "punch-through".
It should be noted that if the transaction conditions corresponding to a certain transaction operation are multiple, the transaction operation can be triggered only when the transaction conditions are satisfied. If the user wishes to meet any one transaction condition, the transaction operation can be triggered, a plurality of transaction operations need to be created, so that one transaction operation corresponds to one transaction condition.
For example, when the user sets up to complete the transaction operation, the transaction condition corresponding to each transaction operation may be set. If the user sets two transaction conditions (e.g., condition a and condition B) after setting a transaction operation (e.g., a "multi-compartment" operation), the two conditions need to be satisfied at the same time to trigger the transaction operation. If the user wants to realize that any one of the two conditions (condition a or condition B) is satisfied, the operation of "doing multiple bins" is triggered, and two operations of "doing multiple bins" need to be created, corresponding to the condition a and the condition B respectively.
S104, according to the selected strategy index and the trading operation, trading condition and risk control condition of the selected strategy index, the index code, trading operation code, trading condition code and risk control condition code of the selected strategy index are called.
Because the policy indexes, the transaction operation, the transaction conditions and the risk control conditions of the quantized transaction policies are packaged into different code functions, after the policy indexes selected by the user and the transaction operation, the transaction conditions and the risk control conditions of the selected policy indexes are obtained, codes, transaction operation codes, transaction condition codes and risk control condition codes of the selected policy indexes can be called so as to carry out code splicing, and the policy codes of the quantized transaction policies are obtained.
S105, based on the code association relation, splicing the index codes, the transaction operation codes, the transaction condition codes and the risk control condition codes of the selected strategy indexes to generate strategy codes of the quantized transaction strategy.
It should be noted that, each policy template includes a plurality of policy indexes, a plurality of transaction operations, a plurality of transaction conditions, and a plurality of risk control conditions, so after the index codes, the transaction operation codes, the transaction condition codes, and the risk control condition codes of the selected policy indexes are obtained, the index codes, the transaction operation codes, the transaction condition codes, and the risk control condition codes of the selected policy indexes may be spliced based on the code association relationships included in the policy template, to generate the policy codes of the quantized transaction policies.
Specifically, the step S105 may specifically include the following steps: inserting index codes and transaction condition codes of the selected strategy indexes into the transaction operation codes; and adding the risk control condition code to the transaction operation code to generate a strategy code for quantifying the transaction strategy.
It should be noted that, each transaction operation may correspond to one or more policy indexes, and when a certain transaction operation is executed, one or more policy indexes corresponding to the transaction operation are required to meet the transaction condition.
As can be seen from the foregoing, in the method for generating a quantized transaction policy provided in the embodiment of the present invention, by predefining a policy framework of each policy template, after a user selects a certain policy template, a visual configuration interface of the policy template is displayed, one or more policy indexes selected by the user through the visual configuration interface and transaction operations, transaction conditions and risk control conditions of the selected policy indexes are obtained, and according to the selected policy indexes and the transaction operations, the transaction conditions and the risk control conditions of the selected policy indexes, the index codes, the transaction operation codes, the transaction condition codes and the risk control condition codes of the selected policy indexes are invoked, so that the policy codes of the quantized transaction policy are generated by performing a splicing process on the index codes, the transaction operation codes, the transaction condition codes and the risk control condition codes of the selected policy indexes based on the code association relationships among the various policy indexes, the transaction operations, the transaction conditions and the risk control conditions included in the policy template.
By the code generation method of the quantized transaction policy, which is provided by the embodiment of the invention, a user can generate the policy code of the quantized transaction policy in a visual configuration mode, so that the technical threshold for creating the quantized transaction policy is reduced, more users can become producers of the quantized transaction policy, and the user experience of financial market investment users is greatly improved.
Optionally, after S105 described above, the method for generating a code for quantifying a transaction policy according to the embodiment of the present invention may further include the following steps: acquiring transaction parameters input by a user through a visual configuration interface, wherein the transaction parameters are used for acquiring market quotation data for executing transactions on a quantitative transaction strategy; according to the transaction parameters, an initialization operation code is called, wherein the initialization operation code is used for subscribing market quotation data for executing transaction on the quantitative transaction strategy; and adding the initialization operation code to the strategy code of the quantized transaction strategy to generate a transaction code for executing the transaction on the quantized transaction strategy.
It should be noted that, the transaction parameter may be any one of a historical return transaction parameter, a simulated transaction parameter and a real disc transaction parameter, if the transaction parameter input by the user through the visual configuration interface is the historical return transaction parameter, according to the historical return transaction parameter, the invoked initialization operation code is used for subscribing the historical market quotation data of executing the historical return transaction on the quantized transaction strategy; if the transaction parameters input by the user through the visual configuration interface are simulated transaction parameters, according to the simulated transaction parameters, the called initialization operation codes are used for subscribing real-time market quotation data for executing simulated transaction on the quantitative transaction strategy; if the transaction parameters input by the user through the visual configuration interface are real-disc transaction parameters, according to the real-disc transaction parameters, the called initialization operation codes are used for subscribing real-time market quotation data for executing real-disc transaction on the quantitative transaction strategy.
For example, fig. 6 is a schematic diagram of a transaction parameter configuration interface provided in an embodiment of the present invention, as shown in fig. 6, a user may configure parameters for performing a transaction on a quantized transaction policy through the transaction parameter configuration interface provided by the visual configuration interface, including but not limited to a product variety, a target, a transaction frequency, and a time period, and if the time period of the day is selected, the user may perform a simulated transaction test or a real disc transaction on the quantized transaction policy; if a certain historical return time period is selected, then a historical return transaction is performed on the quantized transaction policy.
Further, after adding the initialization operation code to the policy code of the quantized transaction policy to generate a transaction code for executing a transaction on the quantized transaction policy, the method for generating a code of the quantized transaction policy according to the embodiment of the present invention may further include the following steps: obtaining result data output codes, wherein the result data output codes are used for outputting transaction result data for executing transactions on the quantized transaction policies; the resulting data output code is added to the transaction code of the quantized transaction policy.
Similarly, the transaction result data may be any one of a historical return transaction result, a simulated transaction result and a real disc transaction result, and if the transaction parameter input by the user through the visual configuration interface is the historical return transaction parameter, the result data output code is used for outputting a historical return transaction result of executing the historical return transaction on the quantized transaction strategy; if the transaction parameters input by the user through the visual configuration interface are simulated transaction parameters, the result data output code is used for outputting a simulated transaction result of executing simulated transaction on the quantized transaction strategy; and if the transaction parameters input by the user through the visual configuration interface are real disc transaction parameters, the result data output code is used for outputting real disc transaction results of executing real disc transaction on the quantized transaction strategy.
Because the quality of the quantized transaction strategy can often directly determine whether the investor can obtain benefits, before the quantized transaction strategy is put into the real disc transaction system to execute the real disc transaction, a historical return transaction or a simulated transaction needs to be executed on the quantized transaction strategy. Because the test data adopted by the historical return transaction is the historical market data and the test data adopted by the strategy simulation transaction is the real-time market data, as an optional embodiment, the code generation method of the quantized transaction strategy provided by the embodiment of the invention can further comprise the following steps: collecting real-time market quotation data; storing real-time market quotation data in a Redis database; the historical market quotation data is stored in a time sequence database or in a relational database in a partition mode.
Based on the above embodiment, when performing a history loop transaction on a quantized transaction policy, it may be implemented by the following steps: acquiring historical market quotation data in a time sequence database or a relational database according to the back measurement parameters (including but not limited to the back measurement time period) input by a user through a visual configuration interface; and (3) inputting the historical market quotation data in the return time period into the transaction codes of the quantitative transaction strategy one by one in a message queue mode to obtain a historical return transaction result.
Based on the above embodiment, when performing a simulated transaction on a quantized transaction policy, it may be implemented by the following steps: inputting real-time market quotation data stored in the Redis database into a transaction code of a quantized transaction strategy; and recording the running time of the transaction code of the quantized transaction strategy, and stopping running of the transaction code of the quantized transaction strategy to obtain a simulated transaction result under the condition that the running time of the transaction code of the quantized transaction strategy reaches the simulated running time, wherein the simulated running time is the running time which is input by a user through a visual configuration interface and used for executing simulated transaction on the quantized transaction strategy.
Based on the above embodiment, when performing a real disc transaction on a quantized transaction policy, the following steps may be implemented: and according to the real disc transaction parameters, putting the transaction codes of the quantized transaction strategy into a real disc transaction system to obtain a real disc transaction result, wherein the real disc transaction parameters are real disc transaction parameters input by a user through a visual configuration interface.
Because a quantized transaction strategy often needs to execute a plurality of historical return check transactions or simulation transactions on the quantized transaction strategy before the quantized transaction strategy is put into a real disc transaction system to conduct real disc transactions, the whole process is time-consuming and labor-consuming, and because market quotations change at any time, the timeliness of the real disc transactions can be affected due to excessively long strategy test time consumption, so that investment users miss the best opportunity of putting the strategy, and investment benefits are reduced.
Thus, as a preferred implementation manner, by pre-configuring the simulated transaction condition and the real disc transaction condition, the embodiment of the invention automatically executes the simulated transaction on the quantized transaction policy when the historical return transaction result of executing the historical return transaction on the quantized transaction policy meets the preset simulated transaction condition; and when the simulated transaction result of executing the simulated transaction on the quantized transaction strategy meets the preset real disc transaction condition, automatically executing the real disc transaction on the quantized transaction strategy.
For example, fig. 7 is a business flow chart of an alternative execution of a quantized transaction policy, as shown in fig. 7, after a user creates a policy code of a quantized transaction policy by using a method for generating a code of a quantized transaction policy provided by the embodiment of the present invention through a terminal, a system may be able to obtain corresponding historical market quotation data according to a return parameter preconfigured by the user, execute a historical return transaction on the policy code of the quantized transaction policy, obtain real-time market quotation data according to a preconfigured simulated transaction parameter when it is monitored that a historical return transaction result meets a preconfigured simulated transaction condition, execute a simulated transaction test on the policy code of the quantized transaction policy, and put the policy code of the quantized transaction policy on a real disc to perform a real disc transaction when it is monitored that the simulated transaction result meets a real disc transaction condition. In order to further reduce the risk of real disc transaction, the policy code of the quantized transaction policy is put into the real disc to perform real disc transaction, and the policy code of the quantized transaction policy can be subjected to risk control through the risk control condition code according to the pre-configured risk control conditions (for example, setting various loss stopping conditions or interference stopping conditions).
Preferably, the historical return transaction result, the simulation transaction result, the real disc transaction result and the risk control result can be fed back to the user terminal so that the user can analyze the strategy. Optionally, the historical return transaction result, the simulation transaction result, the real disc transaction result and the risk control result can be stored in the database through the Kafka message queue, so that the long-time stability performance of the test or transaction system is ensured.
After the historical return transaction is executed on the quantized transaction policy to obtain the historical return transaction result, the code generation method of the quantized transaction policy provided by the embodiment of the invention further includes the following steps: monitoring whether a historical return transaction result meets a preset simulated transaction condition or not; under the condition that the historical return transaction result meets the preset simulated transaction condition, inputting real-time market quotation data stored in the Redis database into a transaction code of a quantitative transaction strategy; and recording the running time of the transaction code of the quantized transaction strategy, and stopping running of the transaction code of the quantized transaction strategy to obtain a simulated transaction result under the condition that the running time of the transaction code of the quantized transaction strategy reaches the simulated running time, wherein the simulated running time is the running time which is input by a user through a visual configuration interface and used for executing simulated transaction on the quantized transaction strategy.
When market data stored in the Redis database, the time sequence database or the relational database is read, the market data for testing or trading the trading code of the quantized trading strategy can be read by means of a RabbitMQ message queue, and the RabbitMQ message queue can clear the market data of the corresponding tics after receiving the confirmation message returned by each tick data according to the quantized trading strategy.
It should be noted that, the simulated transaction condition may be a condition that needs to be satisfied by a historical return transaction result when the simulated transaction operation is automatically performed (for example, a historical return transaction is performed for a preset number of times, and in the historical return transaction result, a return probability that a yield rate is higher than a first preset yield rate threshold is greater than a first preset probability threshold).
It should be noted that, because the policy tests the historical market quotation data in the accessed data return time period, the policy tests the real-time market quotation data accessed by the transaction automatically stops after the execution of one return time period, and if not, the simulated transaction test is executed all the time. In order to achieve automatic interruption of the simulated transaction test, in the embodiment of the present invention, the simulated transaction parameters configured by the user through the visual configuration interface may at least include: the run time was simulated.
After executing the simulated transaction on the quantized transaction policy to obtain the simulated transaction result, the code generation method of the quantized transaction policy provided by the embodiment of the invention further may include the following steps: monitoring whether the simulation transaction result meets the preset real disc transaction condition; under the condition that the simulation transaction result meets the preset real disc transaction condition, according to the real disc transaction parameters, the transaction codes of the quantized transaction strategy are put into the real disc transaction system to obtain the real disc transaction result, wherein the real disc transaction parameters are real disc transaction parameters input by a user through a visual configuration interface.
It should be noted that the real disc transaction condition may be a condition that a simulation transaction result is required to be satisfied when the real disc transaction operation is automatically executed (for example, a simulation transaction is executed for a preset number of times, and in the simulation transaction result, a transaction probability that a yield is higher than a second preset yield threshold is greater than a second preset probability threshold); the real disc transaction parameters may include, but are not limited to, investment capital, strategic real disc transaction run time.
Because market quotation data has randomness, even if the return and simulation transaction results meet the conditional policies, a lot of uncertainty exists when the real disc transaction is executed, so in order to reduce the risk of automatically executing the policy real disc transaction, after the transaction code of the quantized transaction policy is put into the real disc transaction system to obtain the real disc transaction result, the code generation method of the quantized transaction policy provided by the embodiment of the invention can further comprise the following steps: monitoring whether a real disc transaction result meets preset risk control conditions or not, and executing risk control on the quantitative transaction strategy according to risk control parameters under the condition that the real disc transaction result meets the preset risk control conditions, wherein the risk control parameters are risk control parameters input by a user through a visual configuration interface.
It should be noted that the risk control conditions may include, but are not limited to, loss-stopping conditions, interference-stopping conditions, and the like; risk control parameters may include, but are not limited to, withdrawal capital proportions.
As a preferred implementation manner, when testing or trading is performed on policy codes generated by the code generation method of the quantized trading policy provided by the embodiment of the invention, a plurality of task executors deployed in a cluster can be built based on dockers, and each task executor monopolizes one Docker container to perform testing or trading on the policy codes. In addition, as the Docker containers can be added with a processing node in a copying mode and applied to a test system or a transaction system, the test system or the transaction system has good expandability, and the computing nodes in the cluster can be quickly increased in a mirror image file copying mode.
Based on the same inventive concept, the embodiment of the invention also provides a code generation device for quantifying the transaction policy, as described in the following embodiment. Because the principle of solving the problem of the embodiment of the device is similar to that of the code generation method of the quantized transaction strategy, the implementation of the embodiment of the device can refer to the implementation of the method, and the repetition is omitted.
Fig. 8 is a schematic diagram of a code generating device for quantifying a transaction policy according to an embodiment of the present invention, where, as shown in fig. 8, the device may include: a policy template acquisition module 801, a visual configuration interface display module 802, a visual configuration module 803, a code retrieval module 804 and a code splicing module 805.
The policy template obtaining module 801 is configured to obtain a policy template selected by a user, where the policy template defines a code association relationship among a plurality of policy indexes, a plurality of transaction operations, a plurality of transaction conditions, and a plurality of risk control conditions; a visual configuration interface display module 802, configured to display a visual configuration interface of the policy template; the visual configuration module 803 is configured to obtain one or more policy indexes selected by a user through the visual configuration interface, and transaction operations, transaction conditions and risk control conditions of the selected policy indexes; a code retrieving module 804, configured to retrieve an index code, a transaction operation code, a transaction condition code, and a risk control condition code of the selected policy index according to the selected policy index and the transaction operation, the transaction condition, and the risk control condition of the selected policy index; the code splicing module 805 is configured to splice the index code, the transaction operation code, the transaction condition code, and the risk control condition code of the selected policy index based on the code association relationship, and generate a policy code for quantifying the transaction policy.
As can be seen from the foregoing, in the code generating device for quantized transaction policies provided in the embodiments of the present invention, a policy framework of each policy template is predefined, after a policy template selected by a user is obtained by the policy template obtaining module 801, a visual configuration interface of the policy template is displayed by the visual configuration interface display module 802, one or more policy indexes selected by the user through the visual configuration interface and transaction operation, transaction condition, and risk control condition of the selected policy index are obtained by the visual configuration module 803, and the policy code, transaction operation code, transaction condition code, and risk control condition code of the selected policy index are obtained by the code obtaining module 804 according to the selected policy index and the transaction operation, transaction condition, and risk control condition of the selected policy index, so that the code splicing module 805 performs a splicing process on the index code, transaction operation code, transaction condition code, and risk control condition code of the selected policy index based on the code association relationship among the policy indexes, transaction operation, transaction condition, and risk control condition included in the policy template, to generate the quantized policy code.
By the code generation device for the quantized transaction policies, which is provided by the embodiment of the invention, a user can generate the policy codes of the quantized transaction policies in a visual configuration mode, so that the technical threshold for creating the quantized transaction policies is reduced, more users can become producers of the quantized transaction policies, and the user experience of financial market investment users is greatly improved.
In an optional implementation, in the code generating device for quantifying a transaction policy provided by the embodiment of the present invention, the code splicing module 805 is further configured to insert an index code of a selected policy index and a transaction condition code into a transaction operation code; and adding the risk control condition code to the transaction operation code to generate a policy code quantifying the transaction policy.
In an optional implementation, in the code generating device of the quantized transaction policy provided by the embodiment of the present invention, the visual configuration module 803 may be further configured to obtain a transaction parameter input by a user through a visual configuration interface, where the transaction parameter is used to obtain market quotation data for executing a transaction on the quantized transaction policy; the code invoking module 804 is further configured to invoke an initialization operation code according to the transaction parameter, where the initialization operation code is used to subscribe market quotation data for executing the transaction on the quantized transaction policy; the code stitching module 805 is further configured to add an initialization operation code to a policy code of a quantized transaction policy, and generate a transaction code that performs a transaction on the quantized transaction policy.
Optionally, the code stitching module 805 is further configured to obtain a result data output code, and add the result data output code to the transaction code of the quantized transaction policy, where the result data output code is configured to output transaction result data for performing a transaction on the quantized transaction policy.
As an alternative embodiment, market quotation data may include: real-time quotation data and historical quotation data; the real-time quotation data are used for executing simulation transaction or real-disk transaction on the quantitative transaction strategy; the historical market data is used for executing historical return transaction on the quantized transaction policy, wherein the code generating device of the quantized transaction policy provided by the embodiment of the invention further comprises: a market quotation data collection module 806 for collecting real-time market quotation data; a real-time market quotation data storage module 807 for storing real-time market quotation data in the Redis database; the historical market quotation data storage module 808 is configured to store the historical market quotation data in the time-series database or in the relational database in a partition manner.
In an optional embodiment, the code generating device for quantifying a transaction policy provided by the embodiment of the present invention may further include: the historical return transaction module 809 is configured to obtain historical market quotation data in a return time period from a time sequence database or a relational database according to the return time period input by a user through the visual configuration interface; and inputting the historical market quotation data in the return time period into the transaction codes of the quantized transaction strategy by adopting a message queue mode to obtain a historical return result.
In an optional embodiment, the code generating device for quantifying a transaction policy provided by the embodiment of the present invention may further include: the simulated transaction module 810 is configured to monitor whether the historical return result meets a preset simulated transaction condition; under the condition that the history return result meets the preset simulated transaction condition, inputting real-time market quotation data stored in the Redis database into a transaction code of a quantitative transaction strategy; and recording the running time of the transaction code of the quantized transaction strategy, and stopping running of the transaction code of the quantized transaction strategy to obtain a simulated transaction result under the condition that the running time of the transaction code of the quantized transaction strategy reaches the simulated running time, wherein the simulated running time is the running time which is input by a user through a visual configuration interface and used for executing simulated transaction on the quantized transaction strategy.
In an optional embodiment, the code generating device for quantifying a transaction policy provided by the embodiment of the present invention may further include: the real disc transaction module 811 is configured to monitor whether the simulated transaction result meets a preset real disc transaction condition; under the condition that the simulation transaction result meets the preset real disc transaction condition, according to the real disc transaction parameters, the transaction codes of the quantized transaction strategy are put into the real disc transaction system to obtain the real disc transaction result, wherein the real disc transaction parameters are real disc transaction parameters input by a user through a visual configuration interface.
In an optional embodiment, the code generating device for quantifying a transaction policy provided by the embodiment of the present invention may further include: the risk control module 812 is configured to monitor whether the real disc transaction result meets a preset risk control condition, and execute risk control on the quantized transaction policy according to a risk control parameter when the real disc transaction result meets the preset risk control condition, where the risk control parameter is a risk control parameter input by a user through a visual configuration interface.
The embodiment of the invention also provides a computer device which is used for solving the technical problem that most investment users can only blindly invest or subscribe to the transaction strategy issued by the strategy producer due to high writing threshold in the prior art by writing codes.
The embodiment of the invention also provides a computer readable storage medium for solving the technical problem that most investment users can only blindly invest or subscribe to the transaction strategy issued by the strategy producer due to high writing threshold in the prior art by writing codes to produce the transaction strategy, wherein the computer readable storage medium stores a computer program for executing the code generation method of the quantized transaction strategy.
In summary, the embodiments of the present invention provide a method, an apparatus, a computer device, and a computer readable storage medium for generating a code of a quantized transaction policy, which generate a policy code of the quantized transaction policy in a visual configuration manner, so that a technical threshold for creating the quantized transaction policy is reduced, more users can become producers of the quantized transaction policy, and user experience of financial market investment users is greatly improved.
It will be appreciated by those skilled in the art that embodiments of the present invention may be provided as a method, system, or computer program product. Accordingly, the present invention may take the form of an entirely hardware embodiment, an entirely software embodiment or an embodiment combining software and hardware aspects. Furthermore, the present invention may take the form of a computer program product embodied on one or more computer-usable storage media (including, but not limited to, disk storage, CD-ROM, optical storage, and the like) having computer-usable program code embodied therein.
The present invention is described with reference to flowchart illustrations and/or block diagrams of methods, apparatus (systems) and computer program products according to embodiments of the invention. It will be understood that each flow and/or block of the flowchart illustrations and/or block diagrams, and combinations of flows and/or blocks in the flowchart illustrations and/or block diagrams, can be implemented by computer program instructions. These computer program instructions may be provided to a processor of a general purpose computer, special purpose computer, embedded processor, or other programmable data processing apparatus to produce a machine, such that the instructions, which execute via the processor of the computer or other programmable data processing apparatus, create means for implementing the functions specified in the flowchart flow or flows and/or block diagram block or blocks.
These computer program instructions may also be stored in a computer-readable memory that can direct a computer or other programmable data processing apparatus to function in a particular manner, such that the instructions stored in the computer-readable memory produce an article of manufacture including instruction means which implement the function specified in the flowchart flow or flows and/or block diagram block or blocks.
These computer program instructions may also be loaded onto a computer or other programmable data processing apparatus to cause a series of operational steps to be performed on the computer or other programmable apparatus to produce a computer implemented process such that the instructions which execute on the computer or other programmable apparatus provide steps for implementing the functions specified in the flowchart flow or flows and/or block diagram block or blocks.
The foregoing description of the embodiments has been provided for the purpose of illustrating the general principles of the invention, and is not meant to limit the scope of the invention, but to limit the invention to the particular embodiments, and any modifications, equivalents, improvements, etc. that fall within the spirit and principles of the invention are intended to be included within the scope of the invention.
Claims (12)
1. A method of generating a code for quantifying a transaction policy, comprising:
acquiring a policy template selected by a user, wherein the policy template defines code association relations among a plurality of policy indexes, a plurality of transaction operations, a plurality of transaction conditions and a plurality of risk control conditions;
displaying a visual configuration interface of the strategy template;
acquiring one or more strategy indexes selected by a user through the visual configuration interface, and transaction operation, transaction conditions and risk control conditions of the selected strategy indexes;
according to the selected strategy index and the trading operation, trading condition and risk control condition of the selected strategy index, the index code, trading operation code, trading condition code and risk control condition code of the selected strategy index are called;
based on the code association relation, splicing the index codes, the transaction operation codes, the transaction condition codes and the risk control condition codes of the selected strategy indexes to generate strategy codes of quantized transaction strategies;
the visual configuration interface is used for configuring the strategy indexes, the transaction operations, the transaction conditions and the risk control conditions, and the configuration aiming at the strategy indexes, the transaction operations, the transaction conditions and the risk control conditions is realized through a guide type configuration interface based on data driving so as to guide a user to visually configure the quantified transaction strategy; wherein the wizard configuration interface comprises: policy configuration interface, transaction operation interface, transaction condition configuration interface, risk control condition configuration interface.
2. The method of claim 1, wherein splicing the index code, the transaction operation code, the transaction condition code, and the risk control condition code of the selected policy index based on the code association relationship, generates a policy code for quantifying the transaction policy, comprising:
inserting index codes and transaction condition codes of the selected strategy indexes into the transaction operation codes;
and adding the risk control condition code to the transaction operation code to generate a strategy code for quantifying the transaction strategy.
3. The method of claim 1, wherein after performing a splicing process on the index code, the transaction operation code, the transaction condition code, and the risk control condition code of the selected policy index based on the code association relationship, the method further comprises, after generating a policy code quantifying the transaction policy:
acquiring transaction parameters input by a user through the visual configuration interface, wherein the transaction parameters are used for acquiring market quotation data for executing transactions on the quantitative transaction strategies;
according to the transaction parameters, an initialization operation code is called, wherein the initialization operation code is used for subscribing market quotation data for executing transaction on the quantized transaction strategy;
And adding the initialization operation code to the strategy code of the quantitative transaction strategy to generate a transaction code for executing the transaction on the quantitative transaction strategy.
4. The method of claim 3, wherein after adding the initialization operation code to the policy code of the quantized transaction policy to generate a transaction code that performs a transaction on the quantized transaction policy, the method further comprises:
obtaining a result data output code, wherein the result data output code is used for outputting transaction result data of executing transactions on the quantized transaction policies;
and adding the result data output code to the transaction code of the quantized transaction policy.
5. The method of claim 3 or 4, wherein the market quotation data comprises: real-time quotation data and historical quotation data; the real-time quotation data are used for executing simulation transaction or real-disk transaction on the quantitative transaction strategy; the historical market data is used for executing historical return transactions on the quantized transaction policies, wherein the method further comprises:
collecting real-time market quotation data;
storing real-time market quotation data in a Redis database;
The historical market quotation data is stored in a time sequence database or in a relational database in a partition mode.
6. The method of claim 5, wherein the method further comprises:
according to the return time period input by the user through the visual configuration interface, acquiring historical market quotation data in the return time period from a time sequence database or the relational database;
and inputting the historical market quotation data in the return time period into the transaction codes of the quantitative transaction strategy one by one in a message queue mode to obtain a historical return transaction result.
7. The method of claim 6, wherein the method further comprises:
monitoring whether the historical return transaction result meets a preset simulated transaction condition or not;
under the condition that the historical return transaction result meets the preset simulated transaction condition, inputting the real-time market quotation data stored in the Redis database into the transaction code of the quantitative transaction strategy;
recording the running time of the transaction code of the quantitative transaction strategy, and stopping the running of the transaction code of the quantitative transaction strategy to obtain a simulation transaction result when the running time of the transaction code of the quantitative transaction strategy reaches a simulation running time, wherein the simulation running time is the running time which is input by a user through the visual configuration interface and used for executing simulation transaction on the quantitative transaction strategy.
8. The method of claim 7, wherein the method further comprises:
monitoring whether the simulation transaction result meets a preset real disc transaction condition or not;
and under the condition that the simulation transaction result meets the preset real disc transaction condition, putting the transaction code of the quantitative transaction strategy into a real disc transaction system according to the real disc transaction parameter to obtain the real disc transaction result, wherein the real disc transaction parameter is the real disc transaction parameter input by a user through the visual configuration interface.
9. The method of claim 8, wherein the method further comprises:
monitoring whether the real disc transaction result meets preset risk control conditions or not, and executing risk control on the quantitative transaction strategy according to risk control parameters under the condition that the real disc transaction result meets the preset risk control conditions, wherein the risk control parameters are risk control parameters input by a user through the visual configuration interface.
10. A code generation apparatus for quantifying a transaction policy, comprising:
the system comprises a policy template acquisition module, a policy control module and a policy control module, wherein the policy template is used for acquiring a policy template selected by a user, and defines code association relations among a plurality of policy indexes, a plurality of transaction operations, a plurality of transaction conditions and a plurality of risk control conditions;
The visual configuration interface display module is used for displaying the visual configuration interface of the strategy template;
the visual configuration module is used for acquiring one or more strategy indexes selected by a user through the visual configuration interface, and transaction operation, transaction conditions and risk control conditions of the selected strategy indexes;
the code calling module is used for calling the index code, the transaction operation code, the transaction condition code and the risk control condition code of the selected strategy index according to the selected strategy index and the transaction operation, the transaction condition and the risk control condition of the selected strategy index;
the code splicing module is used for carrying out splicing processing on the index codes, the transaction operation codes, the transaction condition codes and the risk control condition codes of the selected strategy indexes based on the code association relation to generate strategy codes of the quantized transaction strategy;
the visual configuration interface is used for configuring the strategy indexes, the transaction operations, the transaction conditions and the risk control conditions, and the configuration aiming at the strategy indexes, the transaction operations, the transaction conditions and the risk control conditions is realized through a guide type configuration interface based on data driving so as to guide a user to visually configure the quantified transaction strategy; wherein the wizard configuration interface comprises: policy configuration interface, transaction operation interface, transaction condition configuration interface, risk control condition configuration interface.
11. A computer device comprising a memory, a processor and a computer program stored on the memory and executable on the processor, characterized in that the processor implements the method of generating a quantized transaction strategy according to any one of claims 1 to 9 when the computer program is executed.
12. A computer-readable storage medium, characterized in that the computer-readable storage medium stores a computer program that executes the code generation method of the quantized transaction policy according to any one of claims 1 to 9.
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| CN112732236A (en) * | 2021-01-22 | 2021-04-30 | 上海鎏量科技有限公司 | Trend device implementation method for transaction investment and transaction investment method |
| CN112732235A (en) * | 2021-01-22 | 2021-04-30 | 上海鎏量科技有限公司 | Semi-automatic transaction investment tool, implementation method and transaction investment method |
| CN113254003A (en) * | 2021-07-19 | 2021-08-13 | 北京星火量化科技有限公司 | Editing method and system for quantitative transaction strategy |
| CN114089964A (en) * | 2021-11-22 | 2022-02-25 | 深圳开拓者科技有限公司 | Quantitative transaction strategy generation method, system, equipment and storage medium |
| CN114237477B (en) * | 2021-12-21 | 2024-05-14 | 富途网络科技(深圳)有限公司 | Policy risk positioning method and device, electronic equipment and storage medium |
| CN114594884B (en) * | 2022-01-21 | 2023-05-12 | 成都德承科技有限公司 | Graphical transaction policy generation method and device, electronic equipment and storage medium |
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