A method and a system for freely combining strategies
A strategic and free technology, applied in instrumentation, finance, data processing applications, etc., can solve the problems of unadjusted matching parameters, high repetition, and inability to run tests with a single strategy, reducing the number of strategy instances and enriching flexibility and diversity , to achieve the effect of seamless migration
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Embodiment 1
[0042] A method for freely combining strategies, the method comprising:
[0043] Step 101, the strategy selection module obtains at least two strategies selected by the user;
[0044] Step 102, the strategy selection module records the selection sequence of the strategies as the running sequence, and generates a combined strategy;
[0045] Step 103, the policy execution module executes each policy in the combined policy sequentially according to the running order.
[0046] The single policy is an independent policy module, and the user can select multiple policy modules to combine into a combined policy, which is executed in the order desired by the user. The traditional strategy platform can only run a single strategy, and the user can only realize the function of strategy combination in the present invention by compiling relatively complex strategy codes in one strategy code. However, this is more complicated for ordinary people. However, the present invention solves the ...
Embodiment 2
[0049] After the quantitative platform system receives the market data, it stores the market data in the database as historical market data, which is used for backtesting by the strategy backtesting module in the strategy execution module. The strategy backtesting module uses the created strategy execution code to create a backtesting instance, and generates a corresponding backtesting instance ID. The backtest instance ID is the unique identification operation code of the backtest instance, and the system can identify its policy execution code according to the identification operation code to run the backtest according to its corresponding backtest instance. The backtest instance can be run by writing the backtest instance ID into the ID parameter of the program running code. The specific steps are as figure 2 Shown:
[0050] Step 201, create a policy, and write corresponding policy execution code. The strategy may be a combined strategy formed by combining multiple strat...
Embodiment 3
[0058] The strategy simulation module of the strategy execution module can create a simulation instance, and the simulation instance can be directly created by the strategy or can be created by using the backtest instance strategy associated with the backtest instance ID. When the simulation instance is created directly by the backtest instance strategy The parameters can be changed, or some parameters set in the backtest instance can be reused unchanged, such as the name of the simulated transaction, matching frequency, etc. After the simulation instance is created, the strategy simulation module generates a simulation instance ID. The simulation instance ID is the unique identification operation code of the simulation instance, and the system can identify its strategy execution code according to the identification operation code and run the simulation according to its corresponding simulation instance. The simulation instance can be run by writing the simulation instance ID i...
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