CN111176635A - Modularized quantization system, execution method thereof and electronic equipment - Google Patents
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Abstract
The invention discloses a modularized quantization system, an execution method thereof and electronic equipment, wherein the quantization system comprises: the functional strategy module is used for acquiring a strategy component, wherein the functional strategy module comprises a dynamic strategy module and a visual flow module, and the strategy component comprises a preset dynamic strategy component and a preset visual flow component; the risk monitoring module is used for acquiring preset risk monitoring elements; the retest module is used for communicating the strategy components to form a strategy model according to the preset risk monitoring elements and executing the strategy model to conduct retest; wherein the policy model may feed back a backtest result related to the risk monitoring element. By implementing visual modularization on the conventional operation logic and autonomous development on the unconventional operation logic, zero coding or low coding of strategy development by a strategy developer or/and a user is realized by a modularization tool, a strategy model building program is simplified, and simplification, visualization and popularization of the strategy model building are realized.
Description
Technical Field
The invention relates to the technical field of computers, in particular to a modular quantization system, an execution method thereof and electronic equipment.
Background
The quantization strategy is characterized in that an advanced mathematical model is used for replacing artificial subjective judgment, and a computer technology is utilized to make the quantization strategy from huge historical data through a number quantization method and an algorithm. The method greatly reduces the influence of the mood fluctuation of the user and avoids making unreasonable decisions under various conditions in the market.
Firstly, users are developers facing to the professional background of a computer, for example, the American quantization strategy development environment is submitted to the users in the form of Python language IDE, so that the users can use the quantization system only by having certain code capacity, and the use range of the quantization strategy system is reduced; secondly, the strategy development form in the quantitative strategy system is limited by personal knowledge of strategy researchers, the strategy development form cannot be developed by a large number of users, and the level difference of the strategy development form is large and the development time is long due to different knowledge levels of strategy developers and different developed strategies, so that the use efficiency of the quantitative strategy system is low.
In order to solve the above technical problems, in the prior art, a preset rule mode is generally adopted to convert a quantization strategy written in a first language into a quantization strategy that can be called by a quantization system for backtesting. However, although the technical solution requires that the user not necessarily know the programming language confirmed by the retest system, the user is required to be skilled in at least one programming language, and for most users who cannot program or are not skilled in programming and databases, the technical solution still cannot meet the user requirements, thereby causing a lot of user loss and the like.
In view of this, a quantification system with simple operation, visualization and popularization is needed to meet the needs of users in different groups.
Disclosure of Invention
In order to solve the technical problem, the present application provides a modular quantization system, an execution method thereof, and an electronic device.
The invention is realized by the following technical scheme.
A first aspect of an embodiment of the present invention provides a modular quantization system, including:
the functional strategy module comprises a dynamic strategy module and a visual flow module; the dynamic strategy module is used for storing and acquiring the dynamic strategy component; the visual flow module is used for storing and acquiring the visual flow component;
the risk monitoring module is used for acquiring preset risk monitoring elements;
the retest module is used for communicating the strategy components to form a strategy model according to the preset risk monitoring elements and executing the strategy model to conduct retest; wherein the policy model may feed back a backtest result related to the risk monitoring element.
A second aspect of an embodiment of the present invention provides an execution method for a modular quantization system, including:
acquiring a strategy component, wherein the strategy component comprises a dynamic strategy component and a visual flow component;
acquiring risk monitoring elements, and communicating the strategy components to form a strategy model according to the preset risk monitoring elements; wherein the policy model may feed back a backtest result related to the risk monitoring element;
and executing the strategy model for retesting.
A third aspect of an embodiment of the present invention provides an electronic device, including:
one or more processors;
storage means for storing one or more programs;
wherein the one or more programs, when executed by the one or more processors, cause the one or more processors to perform a method of execution of a modular quantization system.
Compared with the prior art, the embodiment of the invention has the following beneficial effects: according to the invention, through implementing visual modularization on the conventional operation logic and implementing autonomous development on the unconventional operation logic, zero coding or low coding of strategy development by a strategy developer or/and a user is realized, the strategy model building program is simplified, and the strategy model building program is simplified, so that simplification, visualization and popularization of the strategy model building are realized.
Drawings
In order to more clearly illustrate the technical solutions of the embodiments of the present invention, the drawings needed to be used in the description of the embodiments are briefly introduced below, and it is obvious that the drawings in the following description are some embodiments of the present invention, and it is obvious for those skilled in the art to obtain other drawings based on these drawings without creative efforts.
Fig. 1 is a schematic structural diagram of a modular quantization system according to an embodiment of the present invention;
fig. 2 is a schematic structural diagram of a modular quantization platform corresponding to a modular quantization system according to an embodiment of the present invention;
fig. 3 is a schematic flow chart illustrating an implementation of an execution method of a modular quantization system according to a second embodiment of the present invention;
fig. 4 is a schematic structural diagram of an electronic device of a modular quantization system according to a third embodiment of the present invention.
Detailed Description
In the following description, for purposes of explanation and not limitation, specific details are set forth, such as particular system structures, techniques, etc. in order to provide a thorough understanding of the embodiments of the invention. It will be apparent, however, to one skilled in the art that the present invention may be practiced in other embodiments that depart from these specific details. In other instances, detailed descriptions of well-known systems, devices, circuits, and methods are omitted so as not to obscure the description of the present invention with unnecessary detail.
The technical solutions in the embodiments of the present invention will be clearly and completely described below with reference to the drawings in the embodiments of the present invention, and it is obvious that the described embodiments are some, not all, embodiments of the present invention. It should be understood that the specific embodiments described herein are merely illustrative of the invention and are not intended to limit the invention. All other embodiments, which can be derived by a person skilled in the art from the embodiments given herein without making any creative effort, shall fall within the protection scope of the present invention.
It will be understood that the terms "comprises" and/or "comprising," when used in this specification and the appended claims, specify the presence of stated features, integers, steps, operations, elements, and/or components, but do not preclude the presence or addition of one or more other features, integers, steps, operations, elements, components, and/or groups thereof.
It is also to be understood that the terminology used in the description of the invention herein is for the purpose of describing particular embodiments only and is not intended to be limiting of the invention. As used in the specification of the present invention and the appended claims, the singular forms "a," "an," and "the" are intended to include the plural forms as well, unless the context clearly indicates otherwise.
It should be further understood that the term "and/or" as used in this specification and the appended claims refers to and includes any and all possible combinations of one or more of the associated listed items.
In order to explain the technical solutions of the present invention, the following description will be given by way of specific examples.
Fig. 1 is a schematic structural diagram of a modular quantization system according to an embodiment of the present invention. As shown in fig. 1, a modular quantization system 1 comprises:
a functional policy module 11, which includes a dynamic policy module 111 and a visualization flow module 112; the dynamic policy module 111 is configured to store and obtain the dynamic policy component; the visualization process module 112 is configured to store and obtain the visualization process component;
in the embodiment of the invention, the functional strategy module is used for integrating various functional strategies and visualizing the interface for the user to obtain conveniently. The strategy component is a basic construction element required by constructing a strategy model in a quantitative system according to the requirement of a user, and the preset dynamic strategy component and the preset visual flow component are basic elements for implementing visual modularization on the conventional operation logic for constructing the strategy model in the quantitative system. The dynamic strategy component is a functional main component used for constructing the strategy model, and the visual process component is used for carrying out reasonable functional communication on the dynamic strategy component as required when the strategy model is constructed. Specifically, for a certain constructed policy model, the obtained policy components are at least one of preset dynamic policy components and at least one of visual process components.
Specifically, the user may obtain at least one of the at least one first-level visualization process component in the required preset dynamic policy component from the visualization policy module by means of dragging and the like.
A risk monitoring module 12, configured to obtain preset risk monitoring elements;
in the embodiment of the invention, the strategy model and the corresponding target parameter or monitoring/monitoring index are constructed according to the user requirement and the final target, and the constructed strategy model can execute the logical relation through the logical change to obtain the requirement of the corresponding target parameter/monitoring index. The risk monitoring module may also be configured to store the risk monitoring elements.
Specifically, the user drags the acquired strategy component to a design area of the visual interface, and the strategy component is communicated through a flow connecting line.
The retest module 13 is used for communicating the strategy components to form a strategy model according to the preset risk monitoring elements and executing the strategy model to conduct retest; wherein the policy model may feed back a backtest result related to the risk monitoring element.
In the embodiment of the invention, the aim of independently developing a policy model by a user is fulfilled by setting and modifying the component attribute of each component of communicated policy components. Finally, the user can debug the communicated policy model with the set component attributes to realize the accuracy and the fluency of the independently developed policy model, and the policy model is automatically executed according to the debugged policy model and the data information provided by the corresponding database, and the return test result is fed back to the visualization system to finally realize the target/monitoring required by the user.
The modularization of the conventional operation logic is realized through modeling the conventional operation of conventional personnel, a modularization system for the conventional operation is built, a user can obtain the modularization strategy component only through operations in modes of simple dragging and the like required, and finally, zero coding or low coding of strategy development by a strategy developer or/and the user is realized.
In a further embodiment of the present invention, the functional policy module 11 further includes an editing module 113 and a compiling module 114, where the editing module 113 is configured to develop an editable code, and the compiling module 114 is configured to compile the editable code into a new dynamic policy component and store the new dynamic policy component in the dynamic policy module 111.
The editing component capable of editing codes is used for acquiring codes input by a user in a self-defining/self-encoding mode according to the service logic of special services; meanwhile, the compiling component unifies the codes input by the user-defined code/self-encoding, compiles the codes into a language which can be executed by a machine, and generates a component which is recognized by a quantization system, namely compiles the components into a newly added dynamic strategy component.
Specifically, the code language input by the user-defined/self-encoded input may be different from the default programming language of the quantization system, and the compiling component may still compile the code language of the user into the default programming language of the system, and finally compile into the dynamic policy component recognized by the default programming language. Of course, the code language of the user-defined/self-encoded input may also be the same as the default programming language of the quantization system. For example, the default programming language may be Java, and the user may employ Python, C #, C, Fortran, and other languages.
In a further embodiment of the present invention, the risk monitoring module 12 comprises at least one of a market risk monitoring module 121, an individual risk monitoring module 122, an external risk monitoring module 123;
the market risk monitoring module 121 is used for market risk monitoring elements;
the individual stock risk monitoring module 122 is used for individual stock risk monitoring elements;
the external risk monitoring module 123 is used for external risk monitoring elements.
The market risk monitoring module 121 includes, among other things, macro economic indicators and trends, industry and stock ground level changes, off-site trading, sharp, reynolds and jensen ratios, and other significant monitoring.
The individual stock risk monitoring module 122 mainly calculates position exposure, control position and capital ratio on the basis of data monitoring, market risk monitoring and external risk monitoring, performs overall control on a combination strategy, and adjusts the combination lever ratio according to market fluctuation rate to achieve the purpose of wind control.
The external risk monitoring module 123 is used for external risk monitoring and mainly comprises trade data, industrial added value acceleration, manufacturing procurement manager indexes, main industrial product yield, regional industrial added value growth speed, main industrial enterprise economic indicators in different industries, fixed assets, energy product yield, real estate development, regional commodity room sales area, social consumer goods retail total amount, enterprise commodity retail value table above a limit amount, resident consumption price classification indexes, commodity retail price classification indexes, environmental protection data, public opinion data and the like, and ensures that monitoring of a required strategy model meets various wind control conditions.
Therefore, exclusive risk monitoring management is customized according to the requirements of users, independent risk assessment is carried out on each possible risk link, and the constructed strategy model is ensured to be always in the monitoring and management of a wind control unit from design to execution.
In a further embodiment of the present invention, the review module 13 includes a visual review process module 131, an automated review module 132; wherein, the visual feedback flow module 131 is configured to communicate the policy components to form the policy model that can feed back the feedback result related to the risk monitoring element; the automated retest module 132 is configured to perform the retest on the policy model.
The visual regression flow module 131 provides a logical layer support for a design area, a tool box area and the like involved in the construction of the strategy model; and system support is provided for communication of strategy components and construction of models.
The automatic retest module 132 is configured to specifically execute the policy model, and in combination with data provided by the database and a retest index set by a user, retest transaction policy history retest, performance evaluation service retest, profitability retest and risk retest of the intelligent transaction policy, and automatically generate a retest report to provide objective and fair quantitative research basis for the user or developer. Meanwhile, the automatic return test module can quickly finish multi-period historical return test evaluation and the like.
In a further embodiment of the present invention, the backtesting is at least one of policy model backtesting, data report backtesting, and risk monitoring backtesting.
The strategy model is constructed by the regression and visualization display; the data report retest is a retest report effectively aiming at monitoring data errors and the like, and the risk monitoring retest is a retest aiming at setting of risk monitoring elements and reports.
In a further embodiment of the present invention, the quantization platform further includes an internal database, and the internal database is used for providing real-time internal data to the back test module and acquiring external data of the external database.
When the strategy model is executed for carrying out the retest, the retest needs to be carried out by combining the data in a specific time period, and the data in the specific time period is determined according to the specific content of the acquired risk monitoring elements, and can be real-time data or data in a certain time period.
Specifically, the internal data has a corresponding internal database 14, wherein the internal database 14 may include a policy database 141 corresponding to a policy component of a quantitative system, a risk database 142 corresponding to a risk monitoring element, and a basic database 143 of basic operation data such as system operation. Meanwhile, the internal database of the quantitative policy system may constantly obtain external data required for decision from an external third-party data interface, and the external database 15 may include an account fund database, a national statistical bureau database, a national customs administration database, a market transaction database, and the like. The adoption of the internal database data service can use the independently developed low-delay active response technology to provide a stable and reliable access basis for the high-speed execution of the strategy model customized by the user. The external database can shield the access difference and complexity of data of each exchange, effectively reduces the labor cost, simultaneously reduces the non-systematic risk in the conversion process, flexibly switches the data source without modifying codes, and provides a uniform data source for the internal database.
In a further embodiment of the present invention, the backtesting is at least one of policy model backtesting, data report backtesting, and risk monitoring backtesting.
The strategy model is constructed by the regression and visualization display; the data report retest is a retest report effectively aiming at monitoring data errors and the like, and the risk monitoring retest is a retest aiming at setting of risk monitoring elements and reports.
In a further embodiment of the present invention, the quantification platform further comprises a display module 16, and the display module 16 is configured to display the back measurement result.
The retest result is displayed visually, so that a user can view the result more intuitively and effectively, and the simplicity and popularization of the operation of the method are better reflected.
Therefore, the modularized quantization system provided by the invention can be used for solving the problem that a non-software developer or a developer with a certain software development basis can rapidly complete the development of a strategy model in a zero-code or low-code mode, simplifying a quantization modeling program, reducing a quantization trading threshold and providing quantization strategy test and evaluation efficiency. Meanwhile, efficient tools and accurate and comprehensive data are provided to construct user strategies and conduct retesting and optimization.
Meanwhile, as shown in fig. 2, the present invention may also provide a modular quantization platform, which may specifically include:
a business logic layer comprising: the functional strategy module is used for acquiring a strategy component, wherein the functional strategy module comprises a dynamic strategy module and a visual flow module, and the strategy component comprises a preset dynamic strategy component and a preset visual flow component;
the risk monitoring module is used for acquiring preset risk monitoring elements;
the retest module is used for communicating the strategy components to form a strategy model according to the preset risk monitoring elements and executing the strategy model to conduct retest; wherein the policy model may feed back a backtest result related to the risk monitoring element;
the data access layer comprises an internal database and is used for providing internal data for the back test module; meanwhile, the internal database is connected with the external database, so that external data of the external database can be obtained;
the communication layer is used for transmitting the service data in the service logic layer to the application layer; the service data comprises module data of the functional strategy module and retest module data of the retest module;
and the application layer is used for visually displaying the backtesting of the business data.
In a further embodiment of the present invention, the quantization system further has a base layer, configured to store, transmit, and perform security authentication on the service data of the service logic layer and the data in the data access layer.
The basic layer provides basic data compression, high-speed cache, high-speed logic group, safe digital signature and the like for the integral operation of the quantitative investment platform, and is respectively and correspondingly provided with a data compression module, a high-speed cache module, a high-speed logic group module and a digital signature module.
In a further embodiment of the present invention, the functional policy module includes an editing module and a compiling module, the editing module is used for developing editable codes, and the compiling module is used for compiling the editable codes into the dynamic policy component.
In a further embodiment of the invention, the risk monitoring module comprises at least one of a market risk monitoring module, an individual stock risk monitoring module, an external risk monitoring module;
the market risk monitoring module is used for monitoring market risk factors;
the individual stock risk monitoring module is used for monitoring individual stock risk factors;
the external risk monitoring module is used for external risk monitoring elements.
In a further embodiment of the present invention, the review module comprises a visual review process module, an automated review module; the visual return test flow module is used for communicating the strategy components to form a strategy model, and the automatic return test module is used for executing the return test on the strategy model.
In a further embodiment of the present invention, the backtesting is at least one of policy model backtesting, data report backtesting, and risk monitoring backtesting.
Therefore, the invention constructs a network multilayer for the modularized quantitative investment platform system, thereby effectively operating the execution method based on the modularized quantitative system.
Fig. 3 is a schematic diagram of an implementation flow of an execution method of the modular quantization system according to the second embodiment of the present invention. As shown in fig. 3, the method for implementing the modular quantization system may include the following steps:
and acquiring a strategy component, wherein the strategy component comprises a preset dynamic strategy component and a visual flow component.
In the embodiment of the invention, the strategy component is a basic construction element required by a user for constructing the strategy model in the quantitative system, and the preset dynamic strategy component and the preset visual flow component are basic elements for implementing visual modularization on the conventional operation logic for constructing the strategy model in the quantitative system. The dynamic strategy component is a functional main component used for constructing the strategy model, and the visual process component is used for carrying out reasonable functional communication on the dynamic strategy component as required when the strategy model is constructed. Specifically, for a certain constructed policy model, the obtained policy components are at least one of preset dynamic policy components and at least one of visual process components.
Specifically, the user may obtain at least one of the at least one first-level visualization process component in the required preset dynamic policy component from the visualization policy module by means of dragging and the like.
Acquiring risk monitoring elements, and communicating the strategy components to form a strategy model according to the preset risk monitoring elements; wherein the policy model may feed back a backtest result related to the risk monitoring element.
In the embodiment of the invention, the strategy model and the corresponding target parameter or monitoring/monitoring index are constructed according to the user requirement and the final target, and the constructed strategy model can execute the logical relation through the logical change to obtain the requirement of the corresponding target parameter/monitoring index.
Specifically, a user drags the acquired strategy component to a design area of a visual interface, and the strategy component is communicated through a flow connecting line; meanwhile, the purpose of independently developing a strategy model by a user is realized by setting and modifying the component attribute of each component of the communicated strategy components. Finally, the user can debug the communicated policy model with the set component attributes to realize the accuracy and the fluency of independently developing the policy model.
And executing the strategy model for retesting.
In the embodiment of the invention, the strategy model is automatically executed according to the debugged strategy model and by combining the data information provided by the corresponding database, and the return test result is fed back to the visualization system, so that the target/monitoring required by the user is finally realized.
The modularization of the conventional operation logic is realized through modeling of the conventional operation of personnel, a modularization system for the conventional operation is built, a user can obtain the modularization strategy component only through operations in modes of simple dragging and the like required, and finally, zero coding or low coding of strategy development by a strategy developer or/and the user is realized.
In a further embodiment of the present invention, before the obtaining of the policy component, a user-defined editable code is obtained, and the editable code is compiled into the dynamic policy component; and saving the dynamic policy component to a dynamic policy module.
The editing component capable of editing codes is used for acquiring codes input by a user in a self-defining/self-encoding mode according to the service logic of special services; meanwhile, the compiling component unifies the codes input by the user-defined code/self-encoding, compiles the codes into a language which can be executed by a machine, and generates a component which is recognized by a quantization system, namely compiles the components into a newly added dynamic strategy component.
Specifically, the code language input by the user-defined/self-encoded input may be different from the default programming language of the quantization system, and the compiling component may still compile the code language of the user into the default programming language of the quantization system, and finally compile into the dynamic policy component recognized by the default programming language. Of course, the code language of the user-defined/self-encoded input may also be the same as the default programming language of the quantization system. For example, the default programming language may be Java, and the user may employ Python, C #, C, Fortran, and other languages.
Specifically, newly added dynamic policy components can be saved for subsequent convenient use by a user.
The method adopts a mode of combining modularization and editing to carry out retesting on the quantification system, thereby not only ensuring the use of no coding of a user, but also ensuring the special requirements of the user and the editability of customized services, realizing a more efficient and more individual strategy model suitable for the user, leading the audience user area to be wide, and enhancing the competitiveness and activity of the quantification system.
In a further embodiment of the invention, the risk monitoring elements comprise at least one of market risk monitoring elements, individual risk monitoring elements, external risk monitoring elements.
The market risk monitoring elements mainly comprise macroscopic economic indexes and trends, basic surface changes of industries and individual stocks, off-site transactions, Sharper ratios, Terraynaud ratios and Jensen ratios and other important monitoring.
The external risk monitoring element refers to an index of external risk monitoring, and the external risk monitoring mainly comprises trade data, industrial added value acceleration, a manufacturing industry purchasing manager index, main industrial product yield, industrial added value growth speed of each region, main industrial enterprise economic indexes of different industries, fixed assets, energy product yield, real estate development, commodity room sales area of each region, social consumer product retail total amount, enterprise commodity retail value table above a limit amount, resident consumption price classification index, commodity retail price classification index, environmental protection data, public opinion data and the like, so that monitoring of a required strategy model is ensured to meet various wind control conditions.
The individual stock risk monitoring element is mainly used for calculating position exposure, controlling the position of a bin and the capital ratio on the basis of data monitoring, market risk monitoring and external risk monitoring, integrally controlling a combination strategy and adjusting the combination lever ratio according to market fluctuation rate so as to achieve the aim of wind control.
Therefore, exclusive risk monitoring management is customized according to the requirements of users, independent risk assessment is carried out on each possible risk link, and the constructed strategy model is ensured to be always in the monitoring and management of a wind control unit from design to execution.
In a further embodiment of the present invention, the retest result is at least one of a policy model retest, a data report retest, and a risk monitoring retest.
The strategy model is constructed by the regression and visualization display; the data report retest is a retest report effectively aiming at monitoring data errors and the like, and the risk monitoring retest is a retest aiming at setting of risk monitoring elements and reports.
Therefore, the modular quantitative system retest method provided by the invention solves the problem that a non-software developer or a developer with a certain software development basis can rapidly complete the development of a strategy model in a zero code or low code mode, and simplifies a quantitative modeling program. Meanwhile, efficient tools and accurate and comprehensive data are provided to construct user strategies and conduct retesting and optimization.
In a further embodiment of the present invention, the executing the policy model for performing the back test includes: and acquiring internal data, and executing the strategy model by combining the internal data to obtain the retest result.
When the strategy model is executed for carrying out the retest, the retest needs to be carried out by combining the data in a specific time period, and the data in the specific time period is determined according to the specific content of the acquired risk monitoring elements, and can be real-time data or data in a certain time period.
Specifically, the internal data may include a corresponding internal database, where the internal database may include a policy database corresponding to a policy component of the quantitative system, a risk database corresponding to a risk monitoring element, and a basic database of basic operation data such as system operation. Meanwhile, the quantitative strategy system can constantly and continuously obtain external data required by decision from an external third-party data interface, and the external database can comprise an account fund database, a national statistical bureau database, a national customs administration database, a market transaction database and the like. The adoption of the internal database data service can use the independently developed low-delay active response technology to provide a stable and reliable access basis for the high-speed execution of the strategy model customized by the user. The external database can shield the access difference and complexity of data of each exchange, effectively reduces the labor cost, simultaneously reduces the non-systematic risk in the conversion process, flexibly switches the data source without modifying codes, and provides a uniform data source for the internal database.
In a further embodiment of the invention, after the strategy model is executed for the retest, the retest result is visually displayed.
The retest result is displayed visually, so that a user can view the result more intuitively and effectively, and the simplicity and popularization of the operation of the method are better reflected.
Fig. 4 is a schematic structural diagram of an electronic device of a modular quantization system according to a third embodiment of the present invention. As shown in fig. 4, an electronic device 4 adapted to perform a modular quantization system comprises:
one or more processors 40;
a storage device 41 for storing one or more programs 42;
wherein the one or more programs, when executed by the one or more processors, cause the one or more processors to perform a method of execution of a modular quantization system.
The electronic device suitable for performing modular quantization may be various processors, or may be a surface reduction module inside the processor. The electronic device may include, but is not limited to, a processor, a memory. Those skilled in the art will appreciate that fig. 4 is merely an example of an electronic device suitable for performing modular quantization and is not meant to be limiting and may include more or fewer components than those shown, or some components may be combined, or different components, e.g., the apparatus of the electronic device may also include input output devices, network access devices, buses, etc.
The Processor may be a Micro Control Unit (MCU), a Central Processing Unit (CPU), or other general purpose Processor, a Digital Signal Processor (DSP), an Application Specific Integrated Circuit (ASIC), an off-the-shelf Programmable Gate Array (FPGA) or other Programmable logic device, discrete Gate or transistor logic, discrete hardware components, etc. A general purpose processor may be a microprocessor or the processor may be any conventional processor or the like.
The memory may be an internal storage unit of the electronic device apparatus, such as a hard disk or a memory. The memory may also be an external storage device of the electronic device apparatus, such as a plug-in hard disk, a Smart Media Card (SMC), a Secure Digital (SD) Card, a Flash memory Card (Flash Card), and the like.
It should be noted that, in the present specification, the embodiments are described in a progressive manner, each embodiment focuses on differences from other embodiments, and the same or similar parts in the embodiments may be referred to each other. For the device-like embodiment, since it is basically similar to the method embodiment, the description is simple, and for the relevant points, reference may be made to the partial description of the method embodiment.
It should be noted that, in the above apparatus embodiment, each included module is only divided according to functional logic, but is not limited to the above division as long as the corresponding function can be implemented; in addition, the specific names of the functional modules are only for convenience of distinguishing from each other and are not used for limiting the protection scope of the present invention.
The above description is only for the purpose of illustrating the preferred embodiments of the present invention and is not to be construed as limiting the invention, and any modifications, equivalents and improvements made within the spirit and principle of the present invention are intended to be included within the scope of the present invention.
Claims (10)
1. A modular quantization system, comprising:
the functional strategy module comprises a dynamic strategy module and a visual flow module; the dynamic strategy module is used for storing and acquiring the dynamic strategy component; the visual flow module is used for storing and acquiring the visual flow component;
the risk monitoring module is used for acquiring preset risk monitoring elements;
the retest module is used for communicating the strategy components to form a strategy model according to the preset risk monitoring elements and executing the strategy model to conduct retest; wherein the policy model may feed back a backtest result related to the risk monitoring element.
2. The modular quantization system of claim 1, wherein: the functional strategy module also comprises an editing module and a compiling module, wherein the editing module is used for developing editable codes, and the compiling module is used for compiling the editable codes into new dynamic strategy components and storing the new dynamic strategy components to the dynamic strategy module.
3. The modular quantization system of claim 1, wherein: the risk monitoring module comprises at least one of a market risk monitoring module, an individual stock risk monitoring module and an external risk monitoring module;
the market risk monitoring module is used for monitoring market risk factors;
the individual stock risk monitoring module is used for monitoring individual stock risk factors;
the external risk monitoring module is used for external risk monitoring elements.
4. The modular quantization system of any of claims 1-3, wherein: the return test module comprises a visual return test flow module and an automatic return test module; the visual feedback flow module is used for communicating the strategy components to form the strategy model which can feed back the feedback result related to the risk monitoring element; the automatic retest module is used for executing the retest on the strategy model; and the retest result is at least one of strategy model retest, data report retest and risk monitoring retest.
5. The modular quantization system of any of claims 1-3, wherein: the quantification system further comprises an internal database, wherein the internal database is used for providing real-time internal data for the back test module and acquiring external data of the external database.
6. An implementation method of a modular quantization system, comprising:
acquiring a strategy component, wherein the strategy component comprises a dynamic strategy component and a visual flow component;
acquiring risk monitoring elements, and communicating the strategy components to form a strategy model according to the preset risk monitoring elements; wherein the policy model may feed back a backtest result related to the risk monitoring element;
and executing the strategy model for retesting.
7. The method of claim 6, wherein the modular quantization system further comprises: before the strategy component is obtained, obtaining a user-defined editable code, and compiling the editable code into the dynamic strategy component; and saving the dynamic policy component to a dynamic policy module.
8. The method of claim 7, wherein the modular quantization system further comprises: the risk monitoring elements comprise at least one of market risk monitoring elements, individual stock risk monitoring elements and external risk monitoring elements.
9. The modular quantization system of any of claims 6-8, wherein: the executing the policy model for retesting comprises: acquiring internal data, and executing the strategy model by combining the internal data to obtain the retest result; and the retest result comprises at least one of strategy model retest, data report retest and risk monitoring retest.
10. An electronic device, comprising:
one or more processors;
storage means for storing one or more programs;
wherein the one or more programs, when executed by the one or more processors, cause the one or more processors to perform a method of performing the modular quantization system of any of claims 8-13.
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