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

Inactive Publication Date: 2019-06-25
武汉优品楚鼎科技有限公司
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  • Summary
  • Abstract
  • Description
  • Claims
  • Application Information

AI Technical Summary

Problems solved by technology

[0004] 1. Existing platforms can only run a single strategy and cannot combine strategies;
[0005] 2. Even if the existing platform can realize the combination of multiple strategies, it is necessary to run a single strategy for testing and then combine it into a strategy. Every time a single strategy is added, the test needs to be run again, which is highly repetitive;
[0006] 3. After the combination of the above strategies, the matching parameters between each single strategy have not been debugged or need to be debugged by the user, which is difficult to operate;
[0007] 4. Once the above-mentioned combined strategy is formed, it is impossible to run a test on a single strategy in the combined strategy alone, and it is impossible to distinguish whether there is a problem with this single strategy;
[0008] 5. Migration between backtesting and simulation requires code modification

Method used

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  • A method and a system for freely combining strategies
  • A method and a system for freely combining strategies
  • A method and a system for freely combining strategies

Examples

Experimental program
Comparison scheme
Effect test

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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Abstract

The invention discloses a method and a system for freely combining strategies. The method comprises the following steps: a strategy selection module acquires at least two strategies selected by a user; The strategy selection module records a selection sequence of the strategies as an operation sequence and generates a combination strategy; And the strategy execution module sequentially operates the strategies in the combined strategy according to the operation sequence. The innovation point created by the invention is that strategy combination is realized, and the number of strategy instancescreated by a user is reduced. A plurality of back test instances need to be created when a plurality of strategies are operated originally, but now only one back test instance needs to be created by using a combined strategy to operate the plurality of strategies, so that a plurality of single strategies can be executed in one strategy, and the plurality of single strategy instances do not need tobe created by using each single strategy. Policy modularization is combined, and the flexibility and diversity of strategy combination are enriched.

Description

technical field [0001] The invention relates to the technical field of quantitative strategy backtesting and simulation in the stock industry, in particular to a method and system for freely combining strategies. Background technique [0002] The stock market is changing, and a slight fluctuation may affect the vital interests of thousands of shareholders. Therefore, how to accurately predict the market situation of the stock market, buy or sell at the right time, and ensure the maximum benefit of shareholders or stop losses is something that every investor hopes to master. With the emergence of stock investment strategies, more and more investors who are good at analysis can operate stocks according to different strategies, so as to ensure their investment returns. At present, investors can only operate strategies through various stock platforms, including backtesting, simulation and real offer operations. However, these platforms can only run a single strategy. If invest...

Claims

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Application Information

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IPC IPC(8): G06Q40/06
Inventor 万雪婷
Owner 武汉优品楚鼎科技有限公司
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