A method and a product for building programmed transaction logic based on graphics

A programmatic transaction and graphical technology, applied in visual/graphic programming, creation/generation of source code, instruments, etc., can solve the problem of increasing the threshold of quantitative transactions, inconvenient management of different models, and increasing the workload of practitioners with strategy building tools, etc. problem, to achieve the effect of intuitive and effective model management, and simplify the difficulty of development

Inactive Publication Date: 2018-12-11
成都德承科技有限公司
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  • Summary
  • Abstract
  • Description
  • Claims
  • Application Information

AI Technical Summary

Problems solved by technology

In order to reduce the threshold and difficulty of building a trading system, some programmatic trading software developers, such as Pioneer and Pyramid, provide some Python / Java / C language-based application program call interfaces (APIs), which still require the use of Those who master programming languages ​​such as Python / Java / C do not fundamentally let users get rid of the learning of computer programming languages
At the same time, the policy model written in a programming language is not intuitive enough, and it is not convenient for researchers to manage different models. It is necessary to analyze the code in depth to understand the whole picture of the policy model
To sum up, currently in the field of programmatic trading, inefficient strategy building tools increase the workload of practitioners and raise the threshold for quantitative trading as a rational investment

Method used

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  • A method and a product for building programmed transaction logic based on graphics
  • A method and a product for building programmed transaction logic based on graphics
  • A method and a product for building programmed transaction logic based on graphics

Examples

Experimental program
Comparison scheme
Effect test

Embodiment 1

[0042] Such as figure 1 Shown:

[0043] Variety module technical scheme diagram: figure 1 Among them, 1-1 represents a variety, in icon operation, pop-up such as figure 2 In the market type selection interface shown, there are three types of data to choose from: main force (continuous main force) 2-1, index (volume-weighted index) 2-2, and spot stock 2-3. After selecting one of the market types, pass 2 -4 is used to select the use button, and the market type icon will be displayed through the arrow connection after the variety icon, and the market frequency information can be customized in the pop-up display market data by operating on the market type icon, such as image 3 After customization, the market sub-icons of minute K line 3-1, daily line 3-2, second K line 3-3, and TICK3-4 will be generated. After operating on the sub icons, select the Add button 3-5 to pop up the market data Available market data in , such as Figure 4 As shown, the icons 4-1 to 4-9 are respe...

Embodiment 2

[0045] Such as Figure 5-7 Shown:

[0046] Function scheme diagram: such as Figure 5 Shown is an icon of a specific function, and the text and graphics in the icon represent the type of function. When the function inputs parameters, drag the line from the market data content or the output icon of the parameter to the function icon, and the input operation interface will pop up automatically, such as Figure 6 As shown, 6-1 in the figure is the input port, 6-2 fastlength is the length of the fast moving average, such as the 12-day moving average, 6-3slowlength is the length of the slow moving average, such as the 26-day moving average, and 6-4 signallength is the length of the DIF moving average, such as 9 The daily moving average and 6-5 price are market prices, and you can choose the corresponding data input key 6-6 as the input of specific corresponding parameters such as Figure 6 . The output interface can pop up by operating the function icon, such as Figure 7 As s...

Embodiment 3

[0048] Such as Figure 8 As shown: 8-1 in the figure represents a product, 8-2 represents the index, and 8-3 represents the closing price;

[0049] The variable module is divided into three parts. The first part on the left is the driving data source setting part. The contract name, market type and market frequency information of the driving market data can be set according to the variety module. The second part is the logical judgment condition. Based on the market data, the output of parameters and other variables as the basic elements, the logical condition is built by combining the operations that can be selected in the operator interface. The output bool value indicates whether to perform subsequent operations. The far right is the calculated output value when the market-driven data is updated.

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Abstract

The present invention relates to automated trade equipment, in particular to a method and a product for building programmed transaction logic based on graphics. The invention includes a method for building programmed transaction logic based on graphics and a product built on programmed transaction logic based on graphics. The method and the product completely abandon the mode of computer programming language construction strategy for the user, and a graphical strategy model is directly compiled into a computer executable trading system based on C + + language by this software, which greatly reduces the development difficulty of programmed traders, and makes the model management intuitionistic and effective.

Description

technical field [0001] The present invention relates to automatic transaction equipment, in particular to a method and product based on graphical programmed transaction logic construction. Background technique [0002] In the field of programmed trading such as securities, futures and virtual currency, it is necessary to use modern statistical and mathematical methods, and use computer technology to formulate strategies or models. It screens probability events that can bring expected returns from past historical data to specify strategies, establishes quantitative models and continuously verifies and corrects the models through data, and then automatically executes solidified strategies to invest in order to obtain returns. [0003] The programmatic trading of securities / futures is an interdisciplinary field, which requires practitioners to have knowledge of securities / futures trading, good model building ability, and computer programming language to realize the strategy of ...

Claims

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Application Information

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Patent Type & Authority Applications(China)
IPC IPC(8): G06F8/34G06Q40/04
CPCG06F8/34G06Q40/04
Inventor 刘睿贾倍王观勇赵川张平刘锐李晓冉刘海龙赵源余长洪
Owner 成都德承科技有限公司
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