Fuzzy query-based method for automatic acquisition of transaction profit and loss results

Abstract

The invention relates to a fuzzy query-based method for automatic acquisition of transaction profit and loss results. The method comprises the steps of 1) automatically acquiring settlement data through a security company interface, and standardizing the data; 2) generating a CSV file from the standardized settlement data, acquiring delegation details of a specified date, and matching the delegation details with the settlement data; 3) if matching succeeds, calculating the number of going-long transactions, the number of short-selling transactions, the number of profit transactions, the numberof loss transactions, maximum position holding time, final transaction time, a maximum transaction amount, average position holding time and an average transaction amount according to the delegationdetails, and acquiring a completion delegation record; 4) judging whether there is a zero share in the complete delegation record, and if so, calculating transaction loss and profit after the loss andprofit of the zero share is calculated, or otherwise, directly counting the transaction loss and profit; and 5) counting other summarized data to obtain final transaction profit and loss results. Compared with the prior art, the method has the advantages of reduction in labor cost and time cost, improved efficiency, improved data correctness and the like.

Description

technical field [0001] The invention relates to the technical field of transaction data processing, in particular to a method for automatically obtaining transaction profit and loss results based on fuzzy query. Background technique [0002] Stock T+0 trading is an investment trading method that is very suitable for short-term operations. No matter whether the market is rising or falling, you can find suitable trading opportunities. If you operate properly in the direction of long and short, you can basically guarantee an average daily rate of return of 5 / 10,000, annualized The return is 12%, which is a very good Alpha tool for investment strategies, which can greatly increase the rate of return of the strategy. [0003] However, when multiple traders trade the same stock in the same account, it is very difficult to calculate the trading performance. Since the calculation of profit and loss depends on the value of the handling fee, stamp duty, transfer fee and other fees cha...

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Problems solved by technology

[0003] However, when multiple traders trade the same stock in the same account, it is very difficult to calculate the trading performance. Since the calculation of profit and loss depends on the value of the handling fee, stamp duty, transfer fee and other fees charged by the securities company after settlement, it is necessary to use the local The entrustment details are matched with the delivery order after settlement by the securities company to determine the actual profit and loss of each purchase and sale

Each securities company has its own corresponding data format. Based on this situation, the current method is to manually log in to the Tongdaxin software of each account to export the file in Excel format, check in turn which trader each order belongs to, and then calculate the profit and loss data, doing so is very inefficient

It takes 3-4 hours to complete the day’s accounts by exporting the Excel data and calculating the accounts, and two people are required to do the accounts separately to check whether the data is correct. The time cost and labor cost are too high, and there is an urgent need for a A method for fully automating the process of calculating T+0 traders' profit and loss data

[0004] In addition, in the process of obtaining trading loss and profit results, it is necessary to consider the participation of odd shares. The existing method relies on personnel to guess the order of closing orders of odd shares, and the quality of data processing is low; Odd shares are stored in the same table for zero shares storage. Since the odd lot data on T+1 day depends on the data processing results on T day, if the data processing error on a certain day needs to be recalculated, this method will be equalized by default. The zero shares of the warehouse will be rolled back, and other data that does not belong to the current day will be deleted. Once deleted, the data will be lost, and then the data will be re-imported to calculate the profit and loss, which will lead to data errors caused by repeated operations, and then the profit and loss of the zero shares cannot be calculated. There is a problem with obtaining the profit and loss results of the entire transaction

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