Stock whole-process repaired price calculation and K-line record positioning method and system

Abstract

The invention discloses a stock whole-process repaired price calculation and K-line record positioning method and system. The method comprises the steps of market data acquisition, that is, market data is acquired from the Shenzhen Stock Exchange and Shanghai Stock Exchange; market data preprocessing, that is, the acquired market data is preprocessed, and K-line data with a preset period is generated; K-line record positioning and marking, that is, stock trading data is marked, wherein the marking method is as follows: the stock trading data is arranged into a sequence according to the trading date and the trading time, the sequence is segmented according to the preset period of the K-line, and positioning markers of K-line data with the preset period; calculation for an ex-dividend date factor and a whole-process repair factor; and data storage and data reading.

Description

technical field

[0001] The invention relates to the technical field of stock data processing, in particular to a method and system for fast stock weight recovery calculation and whole-process price positioning. Background technique

[0002] So far, there are two algorithms for stock rebalancing: the price translation method and the ex-weighting factor method.

[0003] Among them, the ex-rights factor method: ex-rights factor = closing price / ex-rights price:

[0004] Multiply the ex-rights factors since the company went public to get the ex-rights factors corresponding to each trading day;

[0005] Backward restoration price = stock closing price (actual transaction price) * ex-weighting factor for each trading day;

[0006] Forward weight recovery price = stock closing price (actual transaction price) * ex-weight factor of each trading day / product of ex-weight factor of one trading day).

[0007] When using the ex-rights factor method, for the forward restoration, it ...

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