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Quantified back testing and quantified transaction method and device, storage medium, equipment and system

A trading method and trading technology, applied in the financial field, can solve problems such as low backtesting efficiency and long waiting time for backtesting, and achieve the effect of improving running time, facilitating strategy codes, and improving backtesting efficiency

Inactive Publication Date: 2018-03-13
上海宽全智能科技有限公司
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  • Summary
  • Abstract
  • Description
  • Claims
  • Application Information

AI Technical Summary

Problems solved by technology

The disadvantage is that multiple strategies are backtested one by one, the waiting time for backtesting is long, and the efficiency of backtesting is low

Method used

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  • Quantified back testing and quantified transaction method and device, storage medium, equipment and system
  • Quantified back testing and quantified transaction method and device, storage medium, equipment and system
  • Quantified back testing and quantified transaction method and device, storage medium, equipment and system

Examples

Experimental program
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Effect test

Embodiment 1

[0042] refer to figure 1 , shows a flow chart of a quantitative backtesting and quantitative trading method according to an embodiment of the present invention. The quantitative backtesting and quantitative trading method of the present invention is suitable for execution in user equipment. The method is implemented based on graphical programming and includes the following steps :

[0043] Predefining step 101, predefining containers, displays, logical connectors, functions and operators.

[0044] In this embodiment, the container has an input-output structure for loading functions and operators, and can choose different market cycles, including but not limited to minute lines, hour lines, daily lines, weekly lines, monthly lines, Quarterly, semi-annual, annual and other market cycle data.

[0045]The display is connected to the output end of the container through a logical connector, and is used to display and count the output results of the container; the display can also ...

Embodiment 2

[0060] figure 2 A functional block diagram of a device for quantitative backtesting and quantitative trading according to Embodiment 2 of the present invention is shown. Such as figure 2 As shown, the device includes:

[0061] Predefining step 201 is suitable for predefining containers, displays, logical connectors, functions and operators.

[0062] In this embodiment, the container has an input-output structure for loading functions and operators, and can choose different market cycles, including but not limited to minute lines, hour lines, daily lines, weekly lines, monthly lines, Quarterly, semi-annual, annual and other market cycle data.

[0063] The display is connected to the output end of the container through a logical connector, and is used to display and count the output results of the container; the display can also be connected to the input end of the container, and is used to provide the input of the transaction target of the container. Logical connectors in...

Embodiment 3

[0078] Embodiment 3 of the present invention also provides a computer-readable storage medium that stores one or more programs, the one or more programs include instructions, and when the instructions are executed by a computer device, the computer performs quantitative backtesting Any of the quantitative trading methods.

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PUM

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Abstract

The present invention provides a quantitative backtest and quantitative trading method and device, storage medium, equipment and system based on graphical programming. The method includes: pre-defining containers, displays, logical connectors, functions, and operators; writing strategy codes in In multiple containers, connect the container and the display through a logical connector, convert it into a flow chart and output it; count the market cycle of each container, and obtain the amount of data required for strategy backtesting; load the required market cycle data into the computer memory ; Classify the strategies according to the market cycle and sort them according to the size of the data; conduct parallel backtests on the strategies of the same market cycle with similar data volumes; obtain the current market for real trading. The quantitative backtesting and quantitative trading scheme based on graphical programming in the present invention facilitates users to write strategy codes, and can perform quantitative backtesting and trading on a graphical programming interface, providing users with the convenience of strategy writing, backtesting, and trading.

Description

technical field [0001] The present invention relates to the financial field, in particular, to a quantitative backtest and quantitative transaction method and device, storage medium, equipment and system based on graphical programming in the financial field. technical background [0002] Quantitative trading strategies written based on computer language can be back-tested based on historical data, and the back-test results can be counted and displayed, and strategies with better back-test results can be selected to generate trading strategies. [0003] In the existing technology, when investors use strategies to invest in quantitative trading platforms, they need to use various computer languages ​​to realize the programming of quantitative trading strategies. If the code needs to be modified, it will take a long time, and the programming technology requirements for investors are relatively high. high. Another method is to pre-define standardized containers, components, and...

Claims

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Application Information

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IPC IPC(8): G06F8/34G06Q40/04
CPCG06F8/34G06Q40/04
Inventor 李贵
Owner 上海宽全智能科技有限公司
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