Method and device for efficiently creating quantitative transaction strategy based on flow chart

Abstract

The invention discloses a method and device for efficiently creating a quantitative transaction strategy based on a flow chart. The method comprises the following steps of: preparing a precursor; stepS1, receiving policy creation requests, the method comprises the following steps of: automatically generating a highly packaged strategy code template, combining and connecting logic processes in series in a strategy callback function according to the operation of a user aiming at the packaged strategy callback function, connecting each logic process and judgment through conditional statements and recursive statements, and finally realizing the specific logic of a callback function; s2, when a conversion request is received, completely converting the graphical strategy logic into a strategy code by analyzing the logic process and the connection statement; and S3, transmitting the strategy file converted into the strategy code to a local back test platform or an online back test platform to obtain a back test result, thereby realizing creation of the whole quantitative transaction strategy.

Description

technical field [0001] The invention relates to the technical field of software development, in particular to a method and device for efficiently creating quantitative trading strategies based on flow charts. Background technique [0002] As a cross-professional cross-field between software technology and transaction business, programmatic transactions generally require relevant R&D personnel to have a certain coding foundation and a sufficiently in-depth understanding of business logic. At present, although some coding learning costs can be reduced by encapsulating commonly used APIs, in the process of writing strategies as traders or quantitative engineers, they will definitely encounter basic coding problems, which will lead to logic problems and grammar in strategy writing Errors, and consume a lot of time for learning and dealing with various errors encountered in the coding process, which increases the cost of learning and consumes a lot of research and development ene...

AI Technical Summary

Problems solved by technology

At present, although some coding learning costs can be reduced by encapsulating commonly used APIs, in the process of writing strategies as traders or quantitative engineers, they will definitely encounter basic coding problems, which will lead to logic problems and grammar in strategy writing Errors, and consume a lot of time for learning and dealing with various errors encountered in the coding process, which increases the cost of learning and consumes a lot of research and development energy

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