Derivative time series data manufacturing method based on dolphindb database

A time-series data and production method technology, which is applied in the computer field of the financial industry, can solve the problems of large data volume, low use efficiency, and lack of informatization, and achieve the effects of reducing the learning curve, improving production efficiency, and smoothly transitioning usage habits

Pending Publication Date: 2021-10-15
西部证券股份有限公司
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  • Application Information

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Problems solved by technology

[0006] 1. The financial industry has a large amount of data, and it is difficult for excel to store and calculate massive data
[0007] 2. Derivative data is stored in excel files. Fragmented storage leads to low usage efficiency. It is not precipitated as public data assets and shared to improve production efficiency.
Without informatization, data services cannot be provided for business applications of research

Method used

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  • Derivative time series data manufacturing method based on dolphindb database

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Embodiment Construction

[0021] The implementation of the present invention will be illustrated by specific specific examples below, and those skilled in the art can easily understand other advantages and effects of the present invention from the contents disclosed in this specification.

[0022] The drawings, structures, proportions, sizes, etc. attached to this specification are only used to match the content disclosed in the specification, for those who are familiar with this technology to understand and read, and are not used to limit the implementation of the present invention condition, so it has no technical substantive meaning, and any modification of structure, change of proportional relationship or adjustment of size shall still fall within the scope of the present invention without affecting the effect and purpose of the present invention. The disclosed technical content must be within the scope covered. At the same time, terms such as "upper", "lower", "left", "right", "middle" and "one" q...

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Abstract

The invention discloses a derivative time series data manufacturing method based on a dolphindb database. The method comprises the following steps of importing original time series data of various data sources into the dolphindb database to be stored; saving metadata of the original time series data in a relational database; querying a group of original time series data, writing a calculation formula of the derived time series data on the cross section data and the time series data by using an excel function, and making metadata of the derived time series data; and when a query request of the derivative time series data is received, calculating a result of returning the derivative time series data in real time according to the unique identifier, the starting time and the ending time of the derivative time series data. Unified data query service sharing is used, the production efficiency is improved, metadata for compiling derivative data by using an excel function is reserved, skills of researchers are not changed, learning curves are reduced, and using habits of smooth transition are achieved.

Description

technical field [0001] The invention relates to the field of computer technology in the financial industry, in particular to a method for making derived time series data based on a dolphindb database. Background technique [0002] There are massive amounts of data in the financial industry, most of which are time-series data. Organizations in the industry study these data to discover the relationship between the data and explore investment opportunities. Many data-related businesses need to calculate the original time-series data to obtain derived time-series data, and then conduct research on the derived time-series data. Most of the users of these derived data are researchers from financial institutions. At present, the methods used by most researchers to produce derived data are roughly as follows: [0003] 1. Collect original time-series data each time according to the needs of the research, usually from data service providers in the financial industry. [0004] 2. Use...

Claims

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Application Information

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Patent Type & Authority Applications(China)
IPC IPC(8): G06F16/28G06F16/2458G06F16/22
CPCG06F16/284G06F16/2477G06F16/22
Inventor 祝勇
Owner 西部证券股份有限公司
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