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Transaction platform and transaction algorithm based on historical statistics and real disk data

A technology of historical statistics and trading platforms, applied in the field of trading platforms and trading algorithms based on historical statistics plus real data, can solve problems such as slowness and unacceptable algorithmic trading systems, and achieve improved liquidity, reduced abnormal transactions, and high convenience sexual effect

Inactive Publication Date: 2019-08-27
北京睿智融科控股股份有限公司
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AI Technical Summary

Problems solved by technology

[0004] The purpose of the present invention is to provide a trading platform and trading algorithm based on historical statistics plus real data, to solve the problem that the development of existing algorithmic trading in the Chinese market has been relatively slow, and the existing algorithmic trading systems in overseas markets are not acclimatized in the domestic market very serious problem

Method used

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  • Transaction platform and transaction algorithm based on historical statistics and real disk data
  • Transaction platform and transaction algorithm based on historical statistics and real disk data
  • Transaction platform and transaction algorithm based on historical statistics and real disk data

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Embodiment Construction

[0053] The present invention will be further described below with reference to the accompanying drawings and examples, and the embodiments of the present invention include but not limited to the following examples.

[0054] Such as Figure 1 to Figure 5 , Figure 11 to Figure 13 As shown, a trading platform based on historical statistics plus real offer data includes an investment trading system, a virtual IP, a monitoring terminal, and an algorithm system; the investment trading system and the monitoring terminal communicate with the algorithm system through the virtual IP.

[0055] In a preferred embodiment of the present invention, the algorithm system includes a multi-line task scheduling module, a FIX engine module with a parent single channel and a child single channel that is connected to the multi-line task scheduling module, and collects static data and real-time market quotations Service module, Json file, Redis memory database; multi-line task scheduling module is ...

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Abstract

The invention discloses a transaction platform and a transaction algorithm based on historical statistics and real disk data, and mainly solves the problems that the development of the existing algorithm transaction in the Chinese market is slow all the time, and the existing algorithm transaction system in the overseas market is very serious in the condition of incompatibility of water and soil in the domestic market. The transaction platform and transaction algorithm based on the historical statistics and the real disk data comprises the steps that an FIX engine module receives a mother order request, and processing comprises the steps of analyzing, verifying an FIX field, creating a mother single-thread instance, writing in Redis, sending a mother order confirmation / rejection request bya mother order FIX engine and the like. Through the scheme, the purposes of flexible and diverse transaction strategy customization, selection and parameter configuration and rapid and convenient multi-account and multi-target transaction functions are achieved, and high practical value and popularization value are achieved.

Description

technical field [0001] The invention relates to the technical field of trading, in particular to a trading platform and a trading algorithm based on historical statistics and real offer data. Background technique [0002] Originated in the European and American securities markets in the 1990s, with the rapid development of computer technology and the substantial reduction of overall computer costs, algorithmic trading (Algorithmic Trading) is a transaction that determines the timing, price and quantity of transaction execution through computer programming. The method of implementation is gaining popularity rapidly. It can not only help traders avoid mistakes caused by irrational factors, but also place precise orders based on historical data and real-time market conditions, automatically judge the best trading opportunities and points, split large orders into small orders, and reduce impact costs , greatly improve the efficiency of transaction execution, and can easily mana...

Claims

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Application Information

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Patent Type & Authority Applications(China)
IPC IPC(8): G06Q40/06G06Q40/04G06Q30/06
CPCG06Q30/0635G06Q40/04G06Q40/06
Inventor 张良迪
Owner 北京睿智融科控股股份有限公司
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