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Code generation method and device for quantifying transaction strategies

A transaction code and strategy technology, applied in the direction of creating/generating source code, instruments, finance, etc., can solve problems such as high professional requirements for investment users, achieve the effect of lowering the technical threshold and improving user experience

Pending Publication Date: 2020-01-14
BANK OF CHINA
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  • Application Information

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Problems solved by technology

[0004] In order to realize the quantitative trading of financial product investment, investment users often use a programming language (for example, Python language) to write a code of a trading strategy. (Usually trading experts or opinion leaders) can publish their own trading strategies, while most investment users can only invest blindly or subscribe to the trading strategies released by the strategy producers. Therefore, there is an urgent need for a trading strategy that can be produced without programming and verify investment logic. and tools to help trade

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  • Code generation method and device for quantifying transaction strategies
  • Code generation method and device for quantifying transaction strategies
  • Code generation method and device for quantifying transaction strategies

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Embodiment Construction

[0020] In order to make the purpose, technical solutions and advantages of the embodiments of the present invention more clear, the embodiments of the present invention will be further described in detail below in conjunction with the accompanying drawings. Here, the exemplary embodiments and descriptions of the present invention are used to explain the present invention, but not to limit the present invention.

[0021] In the description of this specification, the words "comprising", "comprising", "having", "containing" and so on are all open terms, meaning including but not limited to. A description referring to the terms "one embodiment," "a particular embodiment," "some embodiments," "for example," etc., means that a particular feature, structure, or characteristic described in connection with the embodiment or example is included in at least one of the present application. Examples or examples. In this specification, schematic representations of the above terms do not ne...

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Abstract

The invention discloses a code generation method and device for a quantitative transaction strategy. The method comprises the steps of obtaining a strategy template selected by a user; displaying a visual configuration interface of the strategy template; obtaining one or more strategy indexes selected by a user through the visual configuration interface, and transaction operation, transaction conditions and risk control conditions of the selected strategy indexes; calling an index code, a transaction operation code, a transaction condition code and a risk control condition code of the selectedstrategy index according to the selected strategy index and the transaction operation, the transaction condition and the risk control condition of the selected strategy index; and splicing the indexcode, the transaction operation code, the transaction condition code and the risk control condition code of the selected strategy index based on a code association relationship contained in the strategy template to generate a strategy code for quantifying the transaction strategy. According to the invention, the strategy code of the quantitative transaction strategy can be generated through a visual configuration mode, and the technical threshold of creating the quantitative transaction strategy is reduced.

Description

technical field [0001] The present invention relates to the field of software technology, in particular to a method and device for generating codes of quantitative trading strategies. Background technique [0002] This section is intended to provide a background or context to embodiments of the invention that are recited in the claims. The descriptions herein are not admitted to be prior art by inclusion in this section. [0003] As we all know, quantitative trading strategy refers to a way of investing in financial products using computers by relying on mathematical and statistical methods. Because quantitative trading strategies can overcome the influence of investors' subjective emotions, they occupy a very important position in the financial trading market. [0004] In order to realize the quantitative trading of financial product investment, investment users often use a programming language (for example, Python language) to write a code of a trading strategy. (Usually...

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Application Information

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IPC IPC(8): G06F8/34G06Q10/06G06Q40/04G06Q40/06
CPCG06F8/34G06Q10/0637G06Q40/04G06Q40/06
Inventor 金业王汇哲果峰
Owner BANK OF CHINA