Security industry index computing system and method

Abstract

This invention relates to a security industry index computing system and method. Wherein, it divides the index computing system by A / C / S structure into application, computation and storage parts that are mutual and depended with each other, whole system is realized as client / server mode with database for data share. In server, it applies Linux cluster system and parallel algorithm for real-time and back-track calculation, and uses disk array for reliable storage on important data; in client, it can query and demonstrate. Besides, it applies real-time computation program for real-time business data acquisition; in back-track computation, it makes full use of multi-node treatment capacity, and gathers result for storage in database.

Description

technical field [0001] The invention relates to the technical field of computer applications, in particular to a securities industry index calculation system and a method thereof. Background technique [0002] Index refers to the data obtained by selecting representative securities among many securities, using securities transaction price, weighted share capital, and base period and base period index (parameter) number, etc. for comprehensive calculation. situation, with a ruler function. When it is officially listed and traded as a product, it has an investment function again. The system for calculating the relevant index is the index calculation system, referred to as the index system. [0003] The calculation formula of the index Different exchanges have different calculation methods. We use the following calculation formula to calculate the index: ∑ (security price × share capital) × base period index / base period + additional index. [0004] At present, the index syst...

AI Technical Summary

Problems solved by technology

Index calculation is the main function of the index system. Before adopting the new method, the retrospective calculation of the index mainly adopts the technology of NT+PC. It often takes more than ten hours or even dozens of hours for the retroactive calculation of a certain index for one year. , unable to provide timely index historical time-sharing data, which restricts the development and launch of new index varieties

The real-time calculation of the index is completed by the trading system. Due to the special status of the trading system and considering the impact on the securities market, it is decided that the index under development cannot be released through the trading system, which also limits the importance of real-time mode calculation in index development. link study

At the same time, this kind of server is highly specific, and the index calculation system designed and developed based on this method has constraints such as strong dependence on hardware platforms, difficulty in porting, single design model, and poor flexibility.

Coupled with tens of millions or even tens of millions of hardware equipment and development investment, a large amount of training investment and later operating costs, these restrictive factors have restricted the development of the industry to some extent.

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