Method and device for running quantitative trading strategy

Through the graphical interface, users can create and run quantitative trading strategies without writing code, solving the problems of poor user experience and high threshold in the existing technology, and achieving a more efficient operation experience.

CN114793456BActive Publication Date: 2025-05-23FUTU NETWORK TECH (SHENZHEN) CO LTD
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Patent Information

Application Number
CN202180006298.5
Authority / Receiving Office
CN · China
Patent Type
Patents(China)
Current Assignee / Owner
Filing Date
2021-11-15
Publication Date
2025-05-23
Estimated Expiration
2041-11-15

AI Technical Summary

Technical Problem

In the prior art, users need to have the ability to write program code in order to create and run quantitative trading strategies, resulting in poor user experience and high threshold.

Method used

By providing a graphical interface, users can create and run quantitative trading strategies through intuitive interactive ways without writing code. The graphical interface includes a running area, where users can enter instructions, obtain quantitative trading strategies, and view the running information of the strategy through the running records.

Benefits of technology

It realizes that quantitative trading strategies can be run without writing code, improves user experience and operation efficiency, and lowers technical thresholds.

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Abstract

The embodiment of the present application provides a method and device for running a quantitative trading strategy, which can realize the running of a quantitative trading strategy through a graphical interface without requiring the user to have the ability to write program code, thereby improving the user experience. The method for running a quantitative trading strategy includes: displaying a graphical interface, the graphical interface including an operation area; obtaining a first instruction input by a user; in response to the first instruction, obtaining a first quantitative trading strategy, wherein the first quantitative trading strategy includes at least one parameter related to real-time operation; adding the first quantitative trading strategy to the operation area to form a first operation record corresponding to the first quantitative trading strategy; through the first operation record, running the first quantitative trading strategy, and obtaining the operation information of the first quantitative trading strategy.
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Description

Technical Field

[0001] Embodiments of the present application relate to the field of software technology, and more specifically, to a method and device for running a quantitative trading strategy. Background Art

[0002] Quantitative trading strategies are increasingly used in financial markets. Quantitative trading strategies can directly affect the loss of investment users or teams. Therefore, quantitative trading strategies are particularly important.

[0003] When users create and run quantitative trading strategies, they often call the Application Programming Interface (API) to implement quantitative trading by writing codes in programming languages. In this way, users need to have the ability to write program code, such as manually configuring the trading environment, downloading the corresponding API interface, and connecting the interface in the corresponding programming software. Finally, by learning the functions of the API interface, calling the trading function to realize automated trading, and understanding the complex concepts of variables, functions, classes, and Transmission Control Protocol (TCP) connections in programming, reading heavy API documents, the professional threshold is high. In addition, since all operations are performed through code, users can only monitor account, market information and other information through the values ​​returned by the interface, and the user experience is poor.

[0004] Therefore, there is an urgent need for a simple way to run quantitative trading strategies to meet user needs. Summary of the invention

[0005] The embodiments of the present application provide a method and device for running a quantitative trading strategy, which can implement the running of a quantitative trading strategy through a graphical interface without requiring the user to have the ability to write program code, thereby improving the user experience.

[0006] In a first aspect, a method for running a quantitative trading strategy is provided, comprising:

[0007] Displaying a graphical interface, wherein the graphical interface includes an operation area;

[0008] Get the first instruction input by the user;

[0009] In response to the first instruction, obtaining a first quantitative trading strategy, wherein the first quantitative trading strategy includes at least one parameter related to real-time operation;

[0010] Adding the first quantitative trading strategy to the operation area to form a first operation record corresponding to the first quantitative trading strategy;

[0011] The first quantitative trading strategy is run through the first running record to obtain the running information of the first quantitative trading strategy.

[0012] In a second aspect, a device for running a quantitative trading strategy is provided, comprising:

[0013] A display unit, used to display a graphical interface, wherein the graphical interface includes an operation area;

[0014] An acquisition unit, used for acquiring a first instruction input by a user;

[0015] A processing unit, configured to obtain a first quantitative trading strategy in response to the first instruction, wherein the first quantitative trading strategy includes at least one parameter related to real-time operation;

[0016] The processing unit is further configured to add the first quantitative trading strategy to the operation area to form a first operation record corresponding to the first quantitative trading strategy;

[0017] The processing unit is further configured to run the first quantitative trading strategy through the first running record and obtain running information of the first quantitative trading strategy.

[0018] In a third aspect, an electronic device is provided, comprising a processor and a memory, wherein the memory is used to store a computer program, and the processor is used to call and run the computer program stored in the memory to execute the method in the first aspect.

[0019] In a fourth aspect, a computer-readable storage medium is provided for storing a computer program, wherein the computer program enables a computer to execute the method in the above-mentioned first aspect and any implementation manner of the first aspect.

[0020] In a fifth aspect, a computer program product is provided, comprising computer program instructions, wherein the computer program instructions enable a computer to execute the method in the above-mentioned first aspect and any implementation manner of the first aspect.

[0021] In a sixth aspect, a computer program is provided, which, when executed on a computer, enables the computer to execute the method in the above-mentioned first aspect and any implementation manner of the first aspect.

[0022] The embodiment of the present application displays a graphical interface including an operation area, and in response to the instruction input by the user, adds the first quantitative trading strategy to the operation area to form a first operation record, and runs the first quantitative trading strategy through the first operation record to obtain the operation information of the first quantitative trading strategy. Therefore, the embodiment of the present application can realize the operation of the quantitative trading strategy through a graphical interface that interacts intuitively with the user, without requiring the user to have the ability to write program code, thereby improving the user experience. BRIEF DESCRIPTION OF THE DRAWINGS

[0023] Figure 1 It is a schematic diagram of an application scenario of an embodiment of the present application;

[0024] Figure 2 It is a schematic flow chart of a method for creating a quantitative trading strategy provided by an embodiment of the present application;

[0025] Figure 3 It is a specific example of the graphical interface provided in the embodiment of the present application;

[0026] Figure 4 It is a specific example of a navigation bar of a graphical interface provided in an embodiment of the present application;

[0027] Figure 5 It is a specific example of the strategy canvas of the graphical interface provided in the embodiment of the present application;

[0028] Figure 6 This is an example of a parameter setting interface provided in an embodiment of the present application;

[0029] Fig. 7A is another example of the parameter setting interface provided in the embodiment of the present application;

[0030] Figure 7B is another example of the parameter setting interface provided in the embodiment of the present application;

[0031] Fig. 8A is an example of a running list provided in an embodiment of the present application;

[0032] Figure 8B is another example of the running list provided in the embodiment of the present application;

[0033] Fig. 9 It is an example of a transaction password window provided in an embodiment of the present application;

[0034] Fig.10 is a schematic block diagram of a device for running a quantitative trading strategy according to an embodiment of the present application;

[0035] Fig.11 It is a schematic block diagram of an electronic device provided in an embodiment of the present application. DETAILED DESCRIPTION

[0036] The following will describe the technical solutions in the embodiments of the present application in conjunction with the drawings in the embodiments of the present application. Obviously, the described embodiments are part of the embodiments of the present application, not all of the embodiments. For the embodiments in the present application, all other embodiments obtained by ordinary technicians in this field without creative work are within the scope of protection of this application.

[0037] It should be understood that in the embodiment of the present application, "B corresponding to A" means that B is associated with A. In one implementation, B can be determined based on A. However, it should also be understood that determining B based on A does not mean determining B based only on A, and B can also be determined based on A and / or other information.

[0038] In the description of the present application, unless otherwise specified, "at least one" means one or more, and "plurality" means two or more than two. In addition, "and / or" describes the association relationship of associated objects, indicating that three relationships may exist. For example, A and / or B can represent: A exists alone, A and B exist at the same time, and B exists alone, where A and B can be singular or plural. The character " / " generally indicates that the associated objects before and after are in an "or" relationship. "At least one of the following" or similar expressions refers to any combination of these items, including any combination of single or plural items. For example, at least one of a, b, or c can represent: a, b, c, ab, ac, bc, or abc, where a, b, c can be single or multiple.

[0039] It should also be understood that the first, second, etc. descriptions appearing in the embodiments of the present application are only used for illustration and distinction of the description objects, without any distinction of order, nor do they indicate any special limitation on the number of devices in the embodiments of the present application, and cannot constitute any limitation on the embodiments of the present application.

[0040] It should also be understood that the specific features, structures or characteristics related to the embodiments in the specification are included in at least one embodiment of the present application. In addition, these specific features, structures or characteristics can be combined in one or more embodiments in any suitable manner.

[0041] In addition, the terms "including" and "having" and any variations thereof are intended to cover non-exclusive inclusions. For example, a process, method, system, product, or device that includes a series of steps or units is not necessarily limited to those steps or units explicitly listed, but may include other steps or units not explicitly listed or inherent to such process, method, product, or device.

[0042] Figure 11 is a schematic diagram of an application scenario provided by an embodiment of the present application. The application scenario involves an electronic device 101, which can be various terminal devices, such as smart phones (such as Android phones, iOS phones, Windows Phone phones, etc.), tablet computers, PDAs, laptops, mobile Internet devices (mobile Internet devices), wearable devices, vehicle-mounted devices, etc., without limitation. The terminal device can also be called user equipment (UE), terminal or user device, etc., without limitation.

[0043] Optionally, the electronic device 101 can transmit data to a server (eg, a market information server) via wireless communication technology. Figure 1 The electronic device 101 shown can be a client / server (C / S) mode, and the client can pull data from the service end (such as a server). As a specific example, the client can adopt the MVP (Model-View-Presenter) architecture, so that the interface, data operation, data warehouse, etc. are separated from each other.

[0044] In an embodiment of the present application, exemplarily, the electronic device can display a graphical interface including an operation area, which includes an operation record corresponding to at least one quantitative trading strategy, and operation information of the quantitative trading strategy corresponding to the operation record. The user can add the first graphical quantitative trading strategy to the operation area by operating the electronic device 101 to form a first operation record corresponding to the first quantitative trading strategy, and then can run the first quantitative trading strategy through the first operation record to obtain the operation information of the first quantitative trading strategy.

[0045] For example, the subject of quantitative trading in the embodiments of the present application may be futures, stocks, funds and other products, without limitation.

[0046] It should be noted that Figure 1 The application scenarios shown in are only used to illustrate the embodiments of the present application and are not intended to be limiting. In specific implementation, the technical solutions provided in the embodiments of the present application can be flexibly applied according to actual needs.

[0047] Figure 2 200 is a schematic flow chart of a method 200 for running a quantitative trading strategy provided by an embodiment of the present application. The method 200 may be Figure 1 The electronic device 101 in the embodiment, or a circuit or chip arranged in the electronic device 101 is executed. Figure 2 As shown, method 200 includes steps 210 to 240 .

[0048] 210, displaying a graphical interface, wherein the graphical interface includes an operation area.

[0049] Exemplarily, the operation area includes an operation record corresponding to at least one quantitative trading strategy, and operation information of the quantitative trading strategy corresponding to the operation record.

[0050] For example, a graphical interface can be displayed on the interface of an application (APP) installed on a terminal device for a user to create a quantitative trading strategy. The APP can be a desktop APP or a mobile APP, without limitation.

[0051] Exemplarily, the quantitative trading strategy may include at least one graphical control, such as a start control, a condition control, or an event control, etc., without limitation. The user may obtain the quantitative trading strategy by editing the attribute parameters of the at least one graphical control.

[0052] The process of creating a graphical quantitative trading strategy is described in detail below in conjunction with the display interface of the APP. It should be understood that the interface diagrams in the following embodiments are only for the purpose of facilitating the understanding of the technical solutions provided by the embodiments of the present application, and do not constitute a limitation on the technical solutions of the present application.

[0053] Figure 3 1 shows a specific example of a graphical interface, which includes an operation area 300, and the operation area 300 may include an operation list 310 and operation information 320. Figure 3 As shown, the operation list 310 may include an operation record of at least one quantitative trading strategy, and the operation information 320 is used to display the operation information of the quantitative trading strategy corresponding to the operation record in the operation list.

[0054] For example, Figure 3As shown, each operation record may include relevant information of a quantitative trading strategy, such as at least one of the serial number, strategy name, status, target, account, operation duration and target frequency, so that the customer can obtain relevant information of the strategy operation. Among them, the serial number can indicate the order in which the operation record is added to the operation list, such as 1, 2, 3, 4, etc.; the strategy name indicates the name of the quantitative trading strategy corresponding to the operation record, such as strategy 1, strategy 2, strategy 4, etc.; the status indicates the operation status of the quantitative trading strategy corresponding to the operation record, such as including the two states of running and stopped; the target indicates the target involved in the quantitative trading strategy corresponding to the operation record, such as Tencent Holdings, Alibaba, etc.; the account indicates the account used for the quantitative trading strategy corresponding to the real-time trading operation record, such as the Hong Kong stock margin trading account (9856), etc.; the operation duration is used to indicate the operation duration of the quantitative trading strategy corresponding to the operation record; the target frequency is used to indicate the frequency of the target involved in the quantitative trading strategy corresponding to the operation record, such as daily K, etc.

[0055] For example, see Figure 3 For example, the operation area 320 may include at least four areas, namely, at least one of the positions and order status 321, the profit overview 322, the operation log 323 and the trend chart 324. Among them, each area shows the operation of the quantitative trading strategy from different angles. Exemplarily, the positions and order status 321 is used to display the positions and order status of the account of the quantitative trading strategy corresponding to the operation record, the profit overview 322 is used to display the profit-risk performance of the quantitative trading strategy corresponding to the operation record in the form of quantitative indicators, the operation log 323 is used to convey the quantitative trading strategy corresponding to the operation record to the user in vernacular, helping the user to monitor the operation of the strategy, and the trend chart 324 is used to display the K-line chart of the target involved in the quantitative trading strategy corresponding to the operation record, so that the user can compare the buying and selling points of the strategy and attribute the profit risk.

[0056] Optionally, each area in the operation area can display the operation information of the quantitative trading strategy corresponding to the operation record selected in the operation list. In some embodiments, the operation information in the operation area can change with the switching of the operation record in the operation list.

[0057] For example, the profit indicators of the corresponding strategy may be displayed in the form of a list in the profit summary 322. This list may be switched as the user switches the running records in the running list. The profit indicators may include at least one of the total profit, the daily profit, the total rate of return, the daily rate of return, and the Sharpe ratio.

[0058] Exemplarily, the running target displayed in the trend chart 324 and the target appearing in the event control. When the user enters and starts running, the K-line can be dynamically generated according to the real disk. The quote-K-line chart area in the client can be reused here. In addition, unlike the quote-K-line chart area in the original client, the line drawing function, indicator management, etc. can be deleted here without limitation. Optionally, two types of buying and selling points such as order dotting and transaction dotting can be displayed in the K-line simulation in different styles without limitation. For example, for order dotting, the time point when the user places an order can be displayed, and for transaction dotting, the time point when the user places an order can be displayed. Optionally, the K-line cycle can be switched in the upper bar of the K-line simulation, such as time-sharing, multi-day, daily K, weekly K, quarterly K, annual K, 1 minute K, 3 minute K, 5 minute K, 15 minute K, 30 minute K, 1 hour K, 2 hour K, 4 hour K, Tick, etc., without limitation. After switching the K-line cycle, the curve changes accordingly. The default K-line period can be switched with the frequency of the strategy. For example, when the strategy period is daily K, the displayed K-line period is daily K. Optionally, it can be displayed according to the number of targets selected by the user. The displayed arrangement can be arranged up and down by default. If the arrangement is not enough, it can be expanded through the scroll bar. In addition, multiple charts can be combined without limitation.

[0059] For example, the position and order status 321 can switch accounts. Optionally, the account corresponding to the strategy can be displayed by default. In addition, the position list or historical order list can be switched, and data export and order query can be supported, without limitation.

[0060] In some optional embodiments, see Figure 4 The graphical interface may also include a navigation bar 330. Figure 4 As shown, the navigation bar 310 can display at least one quantitative trading strategy (such as Strategy 1, Strategy 2, Strategy 3, New Strategy, New Strategy 1, New Strategy 2, etc.). Optionally, the navigation bar 310 can also display the status of the quantitative trading strategy, such as backtesting. Optionally, the navigation bar can also display an icon for a newly created quantitative trading strategy, such as "+".

[0061] In some optional embodiments, see Figure 5 The graphical interface may further include a navigation bar 340. The strategy canvas 340 may be used to establish a quantitative trading strategy. For example, a user may add at least one graphical control to the strategy canvas to form a corresponding box, and connect the controls through connecting lines to establish a quantitative trading strategy. Optionally, the graphical interface may further include a property box for editing property parameters of the controls in the strategy canvas.

[0062] 220, obtaining a first instruction input by a user. The first instruction may be used to instruct to join a real-time quantitative trading strategy, such as a first quantitative trading strategy.

[0063] As a first possible implementation manner, the first instruction may be obtained through the first entry of the first quantitative trading strategy in the navigation bar.

[0064] See also Figure 4 , the user operates on a specific example of the first quantitative trading strategy (such as strategy 3) button in the navigation bar 330, such as clicking, long pressing, hovering the mouse, or clicking the right button of the mouse, etc., and a first entry, such as the add to run button 41, can be displayed. By operating the add to run button 41, such as clicking, long pressing, or clicking the right button of the mouse, the user can input the above-mentioned first instruction to instruct to add strategy 3 to the real disk operation. Accordingly, the electronic device can obtain the first instruction input by the user through the add to run button 41, and then determine to add strategy 3 to the real disk operation.

[0065] Optionally, after operating the button of strategy 3, other buttons such as rename, delete, copy, etc. may be displayed. The electronic device may obtain the corresponding operation instructions of strategy 3 input by the user from these buttons, without limitation.

[0066] As a second possible implementation manner, the first instruction may be obtained through a second entry of the first quantitative trading strategy in the strategy canvas.

[0067] See also Figure 5 When the first quantitative trading strategy is displayed in the strategy canvas 340, the user operates the strategy execution button in the strategy canvas 340, such as clicking, long pressing, floating the mouse, or clicking the right button of the mouse, etc., and a second entry, such as the real-time button 42, can be displayed. By operating the real-time button 42, such as clicking, long pressing, or clicking the right button of the mouse, the user can input the above-mentioned first instruction to instruct to add the first quantitative trading strategy displayed in the strategy canvas 340 to the real-time operation. Accordingly, the electronic device can obtain the first instruction input by the user through the real-time button 42, and then determine to add the first quantitative trading strategy displayed in the strategy canvas 340 to the real-time operation.

[0068] Optionally, after operating the strategy execution button, other buttons such as backtesting may also be displayed. The electronic device may obtain the user input instructions for corresponding operations on the first quantitative trading strategy in the strategy canvas 340 from these buttons, without limitation.

[0069] As a third possible implementation manner, the first instruction may be obtained through a third entry displayed in the running area.

[0070] Continue to see Figure 3The user can operate the Add+ button 43 in the running list 310 by clicking, long pressing, or right-clicking the mouse, and the user can enter the above-mentioned first instruction to indicate that the quantitative trading strategy needs to be added to the real-time operation.

[0071] As a fourth possible implementation manner, the first instruction can be obtained through a fourth entry displayed in the navigation bar 330.

[0072] Continue to see Figure 4 The user can operate the run+ button 43 in the navigation bar 330 by clicking, long pressing, or right-clicking the mouse, and the user can enter the above-mentioned first instruction to indicate that the quantitative trading strategy needs to be added to the real-time operation.

[0073] In the embodiment of the present application, different entries (such as button tabs) are set in the navigation bar, run list, and strategy canvas to obtain the first instruction input by the user, which helps to reduce the frequency of unnecessary tab switching by the user, improve user operation efficiency, and thus improve user experience.

[0074] It should be noted that the method of obtaining the first instruction is described here through the above four methods, but the embodiments of the present application are not limited to this. For example, the user can also input the first instruction through other entrances in the graphical interface, or through other modules or units of the electronic device, such as a voice input unit, to input the first instruction. The present application does not limit this.

[0075] 230. In response to the first instruction, obtain a first quantitative trading strategy, wherein the first quantitative trading strategy includes at least one parameter related to real-time operation.

[0076] In some optional embodiments, in response to the first instruction, a parameter setting interface of the first quantitative trading strategy may be displayed, and then the parameters related to the real disk operation input by the user may be obtained through the parameter setting interface. Exemplarily, the parameter setting interface may be a pop-up window, for example, in response to the first instruction, a parameter setting interface pop-up window may be popped up for the user to input the parameters related to the real disk operation of the quantitative trading strategy.

[0077] Therefore, in the embodiment of the present application, the user can use the parameter setting interface to personalize the corresponding parameters according to their own situation to improve the user experience.

[0078] Exemplarily, the parameters related to the real-time operation include: at least one of the strategy name, trading account, and frequency parameter, wherein the frequency parameter includes the running target and / or the running frequency. Here, the strategy name is the name of the quantitative trading strategy that the user needs to add to the real-time operation. Optionally, the user can join the corresponding strategy according to their own needs. The trading account is the account where the strategy is running. Optionally, the user can select a suitable account based on the account fund status, brokerage and other information. The frequency parameter may include an operation parameter group (also referred to as a target group), for example, including the running target and the frequency. The running target means that when the running target has data push at the set frequency, the strategy is triggered to run once.

[0079] In some optional embodiments, see Figure 6 , shows an example of the parameter setting interface 350. Figure 6 As shown, you can select a strategy through a drop-down option, such as an enumeration drop-down menu. Here, the enumeration option can be a quantitative trading strategy in the navigation bar.

[0080] Optionally, the strategy name may present different default values ​​according to different ways of entering the operation parameter settings. For example, for the first possible implementation method of obtaining the first instruction, the default value of the strategy name may be strategy 3; for another example, for the second possible implementation method of obtaining the first instruction, the default value of the strategy name may be the first quantitative trading strategy selected in the strategy canvas; for another example, for the third or fourth possible implementation method of obtaining the first instruction, the default value of the strategy name may be empty.

[0081] Continue to see Figure 6 After the strategy is selected, the user needs to select an account for real trading. For example, the account can be selected through a drop-down option, such as an enumeration drop-down menu. The enumeration option here can be all accounts owned by the user, or part of them, without limitation. The default value of the account can be determined according to the following three situations:

[0082] Case 1: There is 1 corresponding account

[0083] For example, the corresponding account logic can be to detect the market corresponding to the subject in the first trading event (such as placing an order or cancelling an order) in the canvas, and use the account using this market as the corresponding account. At this time, the default value of the account shows the account consistent with the strategy selection, for example, see Fig. 7A When selecting stocks for the strategy applicable target in the start box 360, the stock account is selected by default, such as account 1.

[0084] Case 2: There are 2 or more corresponding accounts

[0085] At this time, the account default value is displayed as empty.

[0086] Case 3: The user has not opened a relevant account

[0087] At this time, the account default value is displayed as empty, but other accounts can be seen by pulling down.

[0088] In an embodiment of the present application, the number of operating parameter groups may be one, two or more, each operating parameter group corresponds to the same strategy, each operating parameter group may include one, two or more targets, and the operating parameter group includes targets and frequency parameters corresponding to the targets. Each target may correspond to a frequency parameter, and the frequency parameters corresponding to each target may be the same or different.

[0089] Continue to see Figure 6 , after the user selects the account, he can fill in the frequency-related parameters. Exemplarily, the user can create a new set of operating parameter groups through the new button 61 in the parameter setting interface 350, which includes at least one target and the operating frequency corresponding to each target, so as to substitute the quantitative trading strategy for operation and transaction processing, such as operating parameter group 62 and operating parameter group 63. Optionally, multiple groups of parameters can be brought in and packaged as parameters of an operation record, for example, operating parameter group 62 and operating parameter group 63 are packaged as parameters of an operation record, which is equivalent to substituting multiple groups of parameters (such as parameter group 62 and parameter group 63) into the same strategy and packaging them as the same investment portfolio. Therefore, the embodiment of the present application can help to monitor multiple groups of targets using a set of codes on the one hand by setting multiple groups of operating parameter groups, and on the other hand, it can help to reduce the number of repeated operations of adding operation areas.

[0090] As an example, the number of operating parameter groups can be limited, for example, a quantitative trading strategy can correspond to a maximum of 5 operating parameter groups, which is not limited in this application. In some embodiments, when the number of operating parameter groups reaches the upper limit, the new button 61 can be grayed out, and the hover text "The number of operating parameter groups has reached the upper limit" can be displayed, which is not limited in this application.

[0091] Continue to see Figure 6 In this embodiment, the name of the operating parameter group can also be set to improve the recognition of each operating parameter group. The name of the operating parameter group can be written by a serial number, can be set by the user, or can be determined by the name of the operating target. For example, when there is only one operating target in the operating parameter group 62 and the operating parameter group 63, the name of the operating parameter group 62 can be named operating target 1, and the name of the operating parameter group 63 can be named operating target 2. Figure 7BThe name of the trigger operation target can be displayed in the same way as the name in the trigger operation target parameter set in Start 360, such as operation target 1, or operation target 2, etc., which is not limited in this application. Optionally, in the operation parameter setting, the name of the operation target does not support modification. If you need to modify it, you can do it in the Start box.

[0092] Optionally, the operation parameter group may include the target name and the operation frequency. Figure 6 As shown, the name of the target can be determined by searching for enumeration. Optionally, the default value can be displayed as empty, or modified according to user needs, for example, the running target 1 is set to "Tencent Holdings" or "Ping An of China" through the drop-down option. Here, the target represents the target that triggers the operation, that is, when the running target has data pushed at the set frequency, the entire strategy is triggered to run once. Optionally, the number of targets is consistent with the number set in the start box 360, and modification is not supported.

[0093] Continue to see Figure 6 , the frequency can be set as a drop-down option, such as an enumeration type drop-down menu to select the frequency. Exemplary, the frequency can be daily K, 1 minute K, 3 minute K, 5 minute K, 15 minute K, 30 minute K, 60 minute K, Tick, only once, etc., without limitation. Optionally, the default value can be 1 minute K. Here, the frequency is set as the frequency setting of the running target, and the data of the running target at this frequency is subscribed. If there are multiple running targets, you can subscribe multiple times.

[0094] Optionally, the parameter optional data in the parameter setting interface can be obtained based on the current user. Exemplarily, when the parameter setting interface (such as a pop-up window) is initialized, the user's policy list data can be obtained, which includes basic information of the policy (such as target group, start time, continuous operation time, remaining unlocking time, etc.), and basic information of the operation parameter group corresponding to the policy (such as signal target, frequency, etc.), and the user's account list data can be obtained, which includes basic account information, etc., without limitation. In other embodiments, the data acquisition time can be postponed to the time when the data is needed, and this application does not limit this.

[0095] Optionally, the policy selection item can be changed through the policy selection control, triggering a change in the basic information of the current operating parameter group, and the entire operating parameter group display area can be cleared. When used to add an operating parameter group, an overall control containing the contents of the operating parameter group can be generated based on the basic information of the current operating parameter group. When a user deletes an operating parameter group, the overall control of the corresponding operating parameter group can be deleted. In some embodiments, after changing the policy option, the operating parameter group data of the previous policy can be retained so that the operating parameter group data can be redisplayed when switching back to the originally selected policy.

[0096] Specifically, in this embodiment, the operating parameters can be tested before running, and based on the parameter values ​​filled in by the user and the parameter ranges pre-set according to the parameters, it is determined whether the parameters are reasonable. And based on the abnormal conditions of the parameter values, corresponding alarm displays are given. The details are as follows:

[0097]

[0098] In this embodiment, lev represents the alarm level. When it is equal to 1, it represents the normal level. When it is equal to 2, it represents a general alarm. When it is equal to 3, it represents a serious alarm. The specific presentation method of each alarm mode is different. par_value represents the parameter value actually filled in by the user, par_min represents the minimum value in the preset parameter range, and par_max represents the maximum value in the preset parameter range. α and β represent preset abnormal calculation factors. η and μ represent preset abnormal thresholds and η<μ. Through the above-mentioned parameter detection and alarm display methods, problems in trading strategies can be detected very efficiently and intelligently, improving the operating efficiency of quantitative trading.

[0099] In some optional embodiments, the record description of the first quantitative trading strategy can be displayed through the parameter setting interface. Wherein, in the case where the first quantitative trading strategy has been backtested, the record description is used to describe the backtest results of the first quantitative trading strategy. In the case where the first quantitative trading strategy has not been backtested, the record description is used to describe that the first quantitative trading strategy has not been backtested, and / or, is used to recommend backtesting the first quantitative trading strategy. In the case where the first quantitative trading strategy has been updated after backtesting, the record description is used to describe the backtest results before the first quantitative trading strategy is updated, and recommends backtesting the updated first quantitative trading strategy.

[0100] Continue to see Figure 6 For example, after selecting a strategy in the parameter setting interface, if the selected strategy has not been detected, a text message may appear to remind the user to detect it, and the confirmation button may be grayed out. When the selected strategy has been detected, the record description of the selected strategy may be displayed in the interface. The record description may show relevant information about the selected strategy, such as whether backtesting is performed, how much profit is, etc. There are three specific situations:

[0101] Case 1: Not backtested

[0102] Specifically, if the user has not backtested the strategy added to the real market, there is an operational risk, and the user can be reminded to backtest. For example, the copy can be displayed as "This strategy has not been backtested historically, and it is recommended to backtest to check the performance of the strategy."

[0103] Case 2: Backtested the current version (i.e. the latest version)

[0104] Specifically, the user has backtested the latest version of the strategy, and the backtest results can be displayed at this time. Exemplarily, the backtest results can include at least one of annualized return, interval return, volatility, and backtest interval.

[0105] Furthermore, after backtesting the quantitative trading strategy, this embodiment can adjust the quantitative trading strategy based on the backtesting results.

[0106] Case 3: Backtested non-current version

[0107] Specifically, if the user has backtested the strategy, but subsequently modified the strategy and did not backtest it after the modification, the last backtest result can be displayed at this time, and the user can be reminded that the strategy was not backtested after the modification, and the user is advised to backtest the current version.

[0108] Optionally, the backtesting information of the strategy can be included in the strategy list data obtained when the parameter setting interface (such as a pop-up window) is initialized, and the backtesting display content can be changed by changing the strategy options through the strategy selection control. Exemplarily, for strategies that have not been backtested, the backtesting reminder area can be displayed, the backtesting data area can be hidden, and the content of the backtesting reminder area can be changed to remind users to backtest; for strategies that have been backtested in the current version, the backtesting reminder area can be displayed, the backtesting data area can be displayed, the content of the backtesting reminder area can be changed to the strategy type text, and the backtesting data can be changed to the backtesting data of the selected strategy; for strategies that have been backtested in a non-current version, the backtesting reminder area can be displayed, the backtesting data area can be displayed, and the content of the backtesting reminder area can be changed to suggest that users backtest.

[0109] In some optional embodiments, in the parameter operation setting interface, the user can also be reminded of risks, such as reminding the user to check the legal terms to disclose the transaction risks so that the user can understand the risk points of the real operation. Figure 6 , below the parameter box, you can require the user to check and agree to "I have read and accepted the API Developer License Agreement and Disclaimer" before proceeding to the next step. Optionally, if the user has checked once, the system can automatically check it next time to improve the user experience. Optionally, you can set the text as a hyperlink, and the user can jump out of the detailed legal terms or disclaimer after clicking it. Optionally, when the legal terms are not checked, the confirmation button in the parameter setting interface can be grayed out to disable the confirmation button control.

[0110] In some optional embodiments, after the user completes the operation parameter setting, the strategy parameters related to the real-time operation may also be tested, or the market authority of the user's trading account may be tested.

[0111] Exemplarily, testing the parameters of the strategy related to the real-time operation may include testing the strategy, account, and target group, so as to help users identify errors in advance. Optionally, users can be reminded to modify the strategy to avoid errors when the strategy enters the real-time operation, reducing or avoiding unnecessary losses of user property. When the strategy test fails, the quantitative component can prompt the user to modify the strategy, otherwise the strategy will not be added to the running list, which means that the strategy cannot be added to the real-time operation.

[0112] As a possible implementation method, you can check between strategies and accounts. For example, the strategy type needs to be consistent with the account type. For example, securities strategies can only be run under securities accounts, not under futures accounts. Similarly, futures strategies can only be run under futures accounts. Otherwise, a text error reminder may appear, and the confirmation button can be grayed out.

[0113] As a specific example, the type of the first quantitative trading strategy configured by the user in the start box is securities, but the user selects a futures account in the operation parameter setting interface, resulting in inconsistency between the strategy type and the account type. At this time, an error may be reported and the user may be reminded, for example, a text reminder may be provided saying "The account is inconsistent with the strategy type, please select a futures account, or modify the strategy type in the start box."

[0114] As another possible implementation method, the account and the target can be detected. For example, the account and the target need to be consistent. For example, a futures account can only trade futures targets, but not stocks, options, etc., while a securities account can only trade stocks, options, etc., but not futures. For another example, if the user uses a running target in a trading event in the strategy canvas (such as placing an order or canceling an order), it is necessary to detect whether the type of the running target is consistent with the account type. Otherwise, a text error reminder may appear, and the confirmation button can be grayed out.

[0115] As a specific example, if the user selects a futures account in the operating parameter setting interface and the underlying asset is Tencent Holdings, an inconsistency may occur and an error may be reported to remind the user. For example, a text reminder may be provided saying "The account type is inconsistent with the underlying asset. Please select the underlying asset of the futures account."

[0116] For example, after the parameter configuration is completed, the user account can also be tested for market permissions to ensure that during the actual operation of the strategy, the user's existing market permissions are sufficient to cover the market permissions required by the strategy. As a specific example, assuming that the user's existing permissions are Hong Kong stock BMP market permissions, and the strategy uses 10-level panning (LV2 permissions), the user can be reminded to purchase market permissions or modify the strategy.

[0117] In some optional embodiments, parameter detection can be completed in two interactive processes. The two interactive processes are described below.

[0118] An interactive process, after the corresponding parameter settings are completed, can detect whether the parameter content is valid, for example, it can include at least one of the following tests:

[0119] 1. When the account selection framework changes the account selection item, it will check whether the type matches the basic data of the selected account and the basic data of the selected strategy when the strategy is selected;

[0120] 2. When the target selection control changes the target selection item, it will detect whether the required permissions are included in the data of the selected target and the basic data of the target group corresponding to the selected policy. When a policy has been selected, it will detect whether the type matches the basic data of the selected target and the selected policy.

[0121] Another interactive process, when the parameter setting is completed and confirmed, can detect whether the parameter content is complete, for example, it can include at least one of the following detections:

[0122] 1. Detect the selected effective strategy;

[0123] 2. Check that a valid account has been selected and that the account type matches the strategy type;

[0124] 3. Check that each target in the target group has selected valid data, and that the target has corresponding permissions and the target type matches the policy type;

[0125] 4. The legal clauses for testing have been checked.

[0126] 240. Add the first quantitative trading strategy to the operation area to form a first operation record corresponding to the first quantitative trading strategy.

[0127] Exemplarily, after completing the parameter detection of the first quantitative trading strategy related to the real-time operation, the first quantitative trading strategy can be added to the operation list to form an operation record corresponding to the first quantitative trading strategy, that is, the first operation record. For example, by clicking the OK button in the operation parameter setting interface, the strategy after the detection can be added to the operation list, and an operation record can be added to the operation list.

[0128] 250. Run the first quantitative trading strategy through the first running record to obtain running information of the first quantitative trading strategy.

[0129] Exemplarily, a second instruction input by a user can be obtained through an entry provided by the first operation record; in response to the second instruction, the operation state of the first quantitative trading strategy is controlled, for example, the first quantitative trading strategy is started and the operation information of the first quantitative trading strategy is obtained.

[0130] Optionally, the first quantitative trading strategy may be stopped through the first operation record. For example, a third instruction input by the user may be obtained through the entry provided by the first operation record, and the first quantitative trading strategy may be stopped in response to the third instruction.

[0131] That is, the running state of the first quantitative trading strategy includes running or stopped. Optionally, it can support running multiple strategies at the same time.

[0132] As a possible implementation, see Fig. 8A The operation record in the operation list 310 may also include an operation bar 64, which may include a "start" or "stop" button, and the user may switch the operation status of the corresponding strategy by clicking the "start" or "stop" button.

[0133] As another possible implementation, see Figure 8B By operating (for example, clicking, right-clicking, or hovering the mouse, etc.) the running record of the strategy, an operation box 65 can be displayed, in which a button for switching the state of the strategy can be displayed. Figure 8B In the example, for the running strategy 1, a stop button can be popped up by right-clicking the mouse, and the strategy 1 can be stopped by this button. In addition, for the stopped strategy, a start button can be popped up by operation, and the strategy can be started by this button. Optionally, when displaying the button for switching the status of the strategy, other buttons can also be displayed, such as edit, delete, or other buttons, without limitation.

[0134] In some optional embodiments, if an error occurs during the execution of a policy, the state of the policy can be automatically switched to stopped. Optionally, a pop-up window can be used to remind the user, or a log can be used to remind the user.

[0135] In some optional embodiments, the content of the run list can be managed by the framework. Exemplarily, when the "Start" or "Stop" button is clicked, the content in the run list can be saved to the data interface, and when the "Delete" or "Stop" button is right-clicked, the content can be saved to the data interface. Similarly, when the data interface is modified, the run list can be notified through an event, and the content therein can be updated in real time.

[0136] In some optional embodiments, when the first quantitative trading strategy is added to the running list for the first time, or when the validity period of the first quantitative trading strategy in the running list ends, or when the first quantitative trading strategy is restarted after being stopped, the trading password interface is displayed, for example Fig. 9 The transaction password window shown in the figure is displayed, and then the transaction password entered by the user is obtained through the transaction password interface. In other words, in these three cases, the user is required to unlock the device, which can help protect the user's funds and reduce the risk of others taking advantage of the terminal device (such as a computer, smart phone, etc.) to trade because the screen is not locked.

[0137] For example, when the first quantitative trading strategy is added to the running list for the first time, after the user completes the running parameter setting interface, it can be detected whether the user has unlocked it. If it is detected that it is not unlocked, a pop-up Fig. 9 The trading password window is shown. The user can only successfully unlock the transaction after entering the correct trading password. The quantitative trading strategy can be added to the running list after the transaction is successfully unlocked, otherwise it cannot be added. Optionally, after the unlocking is successful, you can close the window and return to the running parameter setting interface.

[0138] Optionally, multiple operation records in the quantitative component can be unlocked separately according to the brokerage firm in terms of user performance, that is, the unlocking of operation records of different brokerage firms does not interfere with each other. In addition, the operation records of the same brokerage firm and in operation can share the same unlocking market, for example, the latest one can be used as the basis.

[0139] In some embodiments, the unlocking status of the quantification component may not be shared with the unlocking status of the manual order on the APP. For example, if the user unlocks in other modules, it will not affect the unlocking status of a single running record of the quantification component.

[0140] In some embodiments, an unlocking duration can be set for each running record in the running list as the validity period corresponding to the running record. For example, when the policy is in a state of continuous operation, the validity period can be 14 days; when the policy is in a stopped state, the validity period can be 15 minutes. Optionally, the client can automatically initiate a renewal request before the ticket is about to expire to extend the unlocking duration. Optionally, if the user re-enters the password within the validity period (for example, other policies have been started, or a suspended policy on the running record has been restarted, etc.), the validity period can be reset. If the continuous renewal reaches the upper limit, the user's script can be stopped according to the error code returned by the server, for example, the running record status can be changed to stopped, and the user can be reminded through text in the running log. If the unlocking duration in the running state is less than 1 day, the user can be reminded of the upcoming expiration.

[0141] For example, when the strategy is running continuously, the user can click "Unlock" to manually update the validity period, and a window for entering the trading password will pop up. After the password is entered correctly, the validity period of the running records of the same brokerage company and in operation is updated to 14 days. When the strategy is in a stagnant state, the Unlock button can be grayed out, and the user cannot manually update the validity period.

[0142] For example, in the case where the first quantitative trading strategy has been stopped and then restarted, when the user restarts the operation record in the stopped state and the unlocking validity period has expired, a pop-up window for running parameter settings can be displayed. After the user completes the filling and clicks confirm, a trading password window pops up for the user to unlock again.

[0143] In some optional embodiments, the validity period and renewal behavior of unlocking can be managed by the platform. When the renewal period is about to expire, the user can be reminded (for example, through a running log or a pop-up window) to renew. In addition, if the validity period has expired or the renewal fails midway, the user can also be reminded in the running log or pop-up window to unlock again.

[0144] Optionally, the operation record may also include the remaining unlocking time, the button to update the unlocking status, etc., without limitation. Exemplarily, the remaining unlocking time in the operation list may be obtained through the data interface. As an example, the remaining password unlocking time is obtained when the policy is first created, or when the validity period is subsequently updated through operations such as unlocking. After obtaining the remaining time, the remaining time may be calculated by a timer. Optionally, the remaining unlocking time in the operation list may be updated every full minute.

[0145] Therefore, the embodiment of the present application displays a graphical interface including an operation area, and in response to the instruction input by the user, adds the first quantitative trading strategy to the operation area to form a first operation record, and runs the first quantitative trading strategy through the first operation record to obtain the operation information of the first quantitative trading strategy. Therefore, the embodiment of the present application can realize the operation of the quantitative trading strategy through a graphical interface that interacts intuitively with the user, without requiring the user to have the ability to write program code, thereby improving the user experience.

[0146] In addition, when automated trading is achieved through the method of running quantitative trading strategies provided in the embodiments of the present application, the operation information of the quantitative trading strategies corresponding to the operation records can be displayed in the operation area, such as profit overview, K-line charts, positions, historical orders, operation logs, etc., which can help users analyze the effectiveness of the strategies and further improve the user experience.

[0147] In some optional embodiments, the policy can be modified in the policy canvas. Correspondingly, the operation record can be updated in real time according to the update of the policy in the policy canvas. Exemplarily, it can be divided into the following two situations.

[0148] Case 1: Modify the running strategy

[0149] At this time, the running records are not affected, that is, the running records related to the policy are not affected by the user's modification in the policy canvas, and the parameters set at runtime and the policy operation are kept. Optionally, the user can be reminded in the canvas that the policy is running and that modifying the policy has no effect on the operation. If you need to run the updated policy, you can pause the policy and then start it again.

[0150] When the running record of the modified strategy is restarted after stopping, the running parameter setting interface can be popped up to allow the user to fill in the parameters. At the same time, the parameter setting interface can remind the user that this strategy has been modified and the parameters need to be reconfigured.

[0151] Case 2: Modify the stopped strategy

[0152] At this time, the operation record is affected, that is, the operation record can be updated to the latest policy. For example, for the operation record that has been stopped and then restarted with the modified policy, an operation parameter setting interface can be popped up to allow the user to fill in the parameters. At the same time, the parameter setting interface can remind the user that this policy has been modified and the parameters need to be reconfigured.

[0153] In some optional embodiments, when a row in the running list is selected, other modules in the running area may be switched to the running information of the strategy corresponding to the selected running record.

[0154] In some optional embodiments, operations such as editing and deleting are supported in the running list. For example, for a selected running record, you can right-click the mouse to pop up an edit or delete button. When the user chooses to edit, an operation parameter setting interface may pop up to allow the user to modify the parameters. Optionally, when the policy is in the running state, the right-click may not pop up the edit button. In addition, the policies and accounts in the operation parameter setting interface may not support modification, for example, set to gray.

[0155] The specific implementation modes of the present application are described in detail above in conjunction with the accompanying drawings. However, the present application is not limited to the specific details in the above implementation modes. Within the technical concept of the present application, the technical solution of the present application can be subjected to a variety of simple modifications, and these simple modifications all belong to the protection scope of the present application. For example, the various specific technical features described in the above specific implementation modes can be combined in any suitable manner without contradiction. In order to avoid unnecessary repetition, the present application will not further explain various possible combinations. For another example, the various different implementation modes of the present application can also be arbitrarily combined, and as long as they do not violate the ideas of the present application, they should also be regarded as the contents disclosed in the present application.

[0156] It should also be understood that in the various method embodiments of the present application, the size of the sequence number of the above-mentioned processes does not mean the order of execution, and the execution order of each process should be determined by its function and internal logic, and should not constitute any limitation on the implementation process of the embodiments of the present application. It should be understood that these sequence numbers can be interchanged where appropriate, so that the embodiments of the present application described can be implemented in an order other than those shown or described.

[0157] Combined with the following Figure 10 to Figure 11 , describe in detail the device embodiments of the present application.

[0158] Fig.10 4 is a schematic block diagram of an apparatus 400 for running a quantitative trading strategy according to an embodiment of the present application. Fig.10 As shown, the device 400 may include a display unit 410 , an acquisition unit 420 , and a processing unit 430 .

[0159] A display unit 410, configured to display a graphical interface, wherein the graphical interface includes an operation area;

[0160] An acquisition unit 420 is used to acquire a first instruction input by a user;

[0161] The processing unit 430 is configured to obtain a first quantitative trading strategy in response to the first instruction, wherein the first quantitative trading strategy includes at least one parameter related to real trading operation;

[0162] The processing unit 430 is further configured to add the first quantitative trading strategy to the operation area to form a first operation record corresponding to the first quantitative trading strategy;

[0163] The processing unit 430 is further configured to run the first quantitative trading strategy through the first running record and obtain running information of the first quantitative trading strategy.

[0164] Optionally, the processing unit 430 is specifically configured to:

[0165] In response to the first instruction, displaying a parameter setting interface for the first quantitative trading strategy;

[0166] The parameters related to the real disk operation input by the user are obtained through the parameter setting interface.

[0167] Optionally, the display unit 410 is further used to: display a record description of the first quantitative trading strategy through the parameter setting interface;

[0168] Wherein, when the first quantitative trading strategy is backtested, the record description is used to describe the backtest result of the first quantitative trading strategy;

[0169] In the case where the first quantitative trading strategy has not been backtested, the record description is used to describe that the first quantitative trading strategy has not been backtested, and / or is used to suggest backtesting the first quantitative trading strategy;

[0170] In the case where the first quantitative trading strategy is updated after backtesting, the record description is used to describe the backtesting results of the first quantitative trading strategy before the update, and recommends backtesting the updated first quantitative trading strategy.

[0171] Optionally, the processing unit 430 is further configured to:

[0172] The parameters related to the real-time operation are tested, or the market authority of the user's trading account is tested.

[0173] Optionally, the parameters related to the real-time operation include: at least one of: a strategy name, a trading account, and a frequency parameter, wherein the frequency parameter includes an operation target and / or an operation frequency.

[0174] Optionally, the graphical interface further includes a navigation bar. The acquisition unit 420 is specifically used for:

[0175] The first instruction is obtained through the first entry of the first quantitative trading strategy in the navigation bar.

[0176] Optionally, the graphical display interface further includes a strategy canvas, and the strategy canvas is used to establish a quantitative trading strategy.

[0177] The acquisition unit 420 is specifically used for:

[0178] The first instruction is obtained through the second entry of the first quantitative trading strategy in the strategy canvas.

[0179] Optionally, the acquiring unit 420 is specifically configured to:

[0180] The first instruction is obtained through a third entry displayed in the running area.

[0181] Optionally, the processing unit 430 is further configured to:

[0182] The first quantitative trading strategy is stopped through the first operation record.

[0183] Optionally, the display unit 410 is further used for:

[0184] When the first quantitative trading strategy is added to the running area for the first time, or when the validity period of the first quantitative trading strategy in the running area ends, or when the first quantitative trading strategy is stopped and then restarted, a trading password interface is displayed;

[0185] The acquisition unit 420 is further used to: acquire the transaction password input by the user through the transaction password interface.

[0186] Optionally, the operation information of the first quantitative trading strategy includes at least one of the positions and order status, profit overview, operation log, and trend chart of the first quantitative trading strategy.

[0187] It should be understood that the device embodiment and the method embodiment may correspond to each other, and similar descriptions may refer to the method embodiment. To avoid repetition, no further description is given here. Specifically, in this embodiment, the device 400 may correspond to the corresponding subject of the method 200 of the embodiment of the present application, and the aforementioned and other operations and / or functions of each module in the device 400 are respectively for implementing Figure 2 For the sake of brevity, the corresponding processes in each method are not repeated here.

[0188] The above describes the device and system of the embodiment of the present application from the perspective of the functional module in conjunction with the accompanying drawings. It should be understood that the functional module can be implemented in hardware form, can be implemented by instructions in software form, and can also be implemented by a combination of hardware and software modules. Specifically, the steps of the method embodiment in the embodiment of the present application can be completed by the hardware integrated logic circuit and / or software form instructions in the processor, and the steps of the method disclosed in the embodiment of the present application can be directly embodied as a hardware decoding processor to perform, or a combination of hardware and software modules in the decoding processor to perform. Optionally, the software module can be located in a mature storage medium in the field such as a random access memory, a flash memory, a read-only memory, a programmable read-only memory, an electrically erasable programmable memory, a register, etc. The storage medium is located in a memory, and the processor reads the information in the memory, and completes the steps in the above method embodiment in conjunction with its hardware.

[0189] like Fig.11It is a schematic block diagram of an electronic device 800 provided in an embodiment of the present application.

[0190] like Fig.11 As shown, the electronic device 800 may include:

[0191] The memory 810 and the processor 820, the memory 810 is used to store the computer program and transmit the program code to the processor 820. In other words, the processor 820 can call and run the computer program from the memory 810 to implement the method in the embodiment of the present application.

[0192] For example, the processor 820 may be configured to execute steps in the method 200 according to instructions in the computer program.

[0193] In some embodiments of the present application, the processor 820 may include but is not limited to:

[0194] General-purpose processor, digital signal processor (DSP), application-specific integrated circuit (ASIC), field programmable gate array (FPGA) or other programmable logic device, discrete gate or transistor logic device, discrete hardware components, etc.

[0195] In some embodiments of the present application, the memory 810 includes but is not limited to:

[0196] Volatile memory and / or non-volatile memory. Among them, the non-volatile memory can be read-only memory (ROM), programmable ROM (PROM), erasable programmable read-only memory (EPROM), electrically erasable programmable read-only memory (EEPROM) or flash memory. The volatile memory can be random access memory (RAM), which is used as an external cache. By way of example and not limitation, many forms of RAM are available, such as static random access memory (SRAM), dynamic random access memory (DRAM), synchronous dynamic random access memory (SDRAM), double data rate synchronous dynamic random access memory (DDR SDRAM), enhanced synchronous dynamic random access memory (ESDRAM), synchronous link DRAM (SLDRAM), and direct RAM bus random access memory (DR RAM).

[0197] In some embodiments of the present application, the computer program may be divided into one or more modules, which are stored in the memory 810 and executed by the processor 820 to complete the coding method provided by the present application. The one or more modules may be a series of computer program instruction segments capable of completing specific functions, and the instruction segments are used to describe the execution process of the computer program in the electronic device 800.

[0198] Optional, such as Fig.11 As shown, the electronic device 800 may further include:

[0199] The transceiver 830 may be connected to the processor 820 or the memory 810 .

[0200] The processor 820 may control the transceiver 830 to communicate with other devices, specifically, to send information or data to other devices, or to receive information or data sent by other devices. The transceiver 830 may include a transmitter and a receiver. The transceiver 830 may further include an antenna, and the number of antennas may be one or more.

[0201] It should be understood that the various components in the electronic device 800 are connected via a bus system, wherein the bus system includes not only a data bus but also a power bus, a control bus and a status signal bus.

[0202] According to one aspect of the present application, a communication device is provided, including a processor and a memory, wherein the memory is used to store a computer program, and the processor is used to call and run the computer program stored in the memory, so that the encoder executes the method of the above method embodiment.

[0203] According to one aspect of the present application, a computer storage medium is provided, on which a computer program is stored, and when the computer program is executed by a computer, the computer can perform the method of the above method embodiment. In other words, the present application embodiment also provides a computer program product containing instructions, and when the instructions are executed by a computer, the computer can perform the method of the above method embodiment.

[0204] According to another aspect of the present application, a computer program product or computer program is provided, the computer program product or computer program includes computer instructions, the computer instructions are stored in a computer-readable storage medium. A processor of a computer device reads the computer instructions from the computer-readable storage medium, and the processor executes the computer instructions, so that the computer device executes the method of the above method embodiment.

[0205] In other words, when implemented using software, it can be implemented in whole or in part in the form of a computer program product. The computer program product includes one or more computer instructions. When the computer program instructions are loaded and executed on a computer, the process or function according to the embodiment of the present application is generated in whole or in part. The computer may be a general-purpose computer, a special-purpose computer, a computer network, or other programmable device. The computer instructions may be stored in a computer-readable storage medium, or transmitted from one computer-readable storage medium to another computer-readable storage medium. For example, the computer instructions may be transmitted from a website site, a computer, a server, or a data center by wired (e.g., coaxial cable, optical fiber, digital subscriber line (digital subscriber line, DSL)) or wireless (e.g., infrared, wireless, microwave, etc.) mode to another website site, computer, server, or data center. The computer-readable storage medium may be any available medium that a computer can access or a data storage device such as a server or a data center that includes one or more available media integrated. The available medium may be a magnetic medium (e.g., a floppy disk, a hard disk, a tape), an optical medium (e.g., a digital video disc (digital video disc, DVD)), or a semiconductor medium (e.g., a solid state drive (solid state disk, SSD)), etc.

[0206] Those of ordinary skill in the art will appreciate that the units and algorithm steps of each example described in conjunction with the embodiments disclosed herein can be implemented in electronic hardware, or a combination of computer software and electronic hardware. Whether these functions are performed in hardware or software depends on the specific application and design constraints of the technical solution. Professional and technical personnel can use different methods to implement the described functions for each specific application, but such implementation should not be considered to be beyond the scope of this application.

[0207] Those skilled in the art can clearly understand that, for the convenience and brevity of description, the specific working processes of the systems, devices and units described above can refer to the corresponding processes in the aforementioned method embodiments and will not be repeated here.

[0208] In the several embodiments provided in the present application, it should be understood that the disclosed systems, devices and methods can be implemented in other ways. For example, the device embodiments described above are only schematic. For example, the division of the units is only a logical function division. There may be other division methods in actual implementation, such as multiple units or components can be combined or integrated into another system, or some features can be ignored or not executed. Another point is that the mutual coupling or direct coupling or communication connection shown or discussed can be through some interfaces, indirect coupling or communication connection of devices or units, which can be electrical, mechanical or other forms.

[0209] The units described as separate components may or may not be physically separated, and the components shown as units may or may not be physical units, that is, they may be located in one place or distributed on multiple network units. Some or all of the units may be selected according to actual needs to achieve the purpose of the solution of this embodiment.

[0210] In addition, each functional unit in each embodiment of the present application may be integrated into one processing unit, or each unit may exist physically separately, or two or more units may be integrated into one unit.

[0211] If the functions are implemented in the form of software functional units and sold or used as independent products, they can be stored in a computer-readable storage medium. Based on this understanding, the technical solution of the present application can be essentially or partly embodied in the form of a software product that contributes to the prior art. The computer software product is stored in a storage medium and includes several instructions for a computer device (which can be a personal computer, a server, or a network device, etc.) to perform all or part of the steps of the methods described in each embodiment of the present application. The aforementioned storage medium includes: various media that can store program codes, such as a USB flash drive, a mobile hard disk, a read-only memory (ROM), a random access memory (RAM), a magnetic disk or an optical disk.

[0212] The above is only a specific implementation of the present application, but the protection scope of the present application is not limited thereto. Any person skilled in the art who is familiar with the present technical field can easily think of changes or substitutions within the technical scope disclosed in the present application, which should be included in the protection scope of the present application. Therefore, the protection scope of the present application should be based on the protection scope of the claims.

Claims

1. A method of running a quantitative trading strategy, It is characterized in that include: Displaying a graphical interface, wherein the graphical interface includes an operation area; Get the first instruction input by the user; In response to the first instruction, obtaining a first quantitative trading strategy, wherein the first quantitative trading strategy includes at least one parameter related to real-time operation; Detecting the parameters related to the real-time operation, or detecting the market authority of the user's trading account, and issuing an alarm when an abnormality is detected; When no abnormality is detected, adding the first quantitative trading strategy to the operation area to form a first operation record corresponding to the first quantitative trading strategy; Running the first quantitative trading strategy through the first running record to obtain running information of the first quantitative trading strategy; Wherein, in response to the first instruction, obtaining a first quantitative trading strategy includes: In response to the first instruction, displaying a parameter setting interface for the first quantitative trading strategy; Acquiring the parameters related to the real disk operation input by the user through the parameter setting interface; The detecting of the parameters related to the real disk operation includes: Based on the parameter value input by the user and the parameter range pre-set according to the parameter, it is judged whether the parameter is reasonable, and based on the abnormal situation of the parameter value, a corresponding alarm is displayed, as follows: Among them, lev represents the alarm level. When it is equal to 1, it represents the normal level; when it is equal to 2, it represents a general alarm; when it is equal to 3, it represents a serious alarm; par_value represents the parameter value entered by the user, par_min represents the minimum value in the preset parameter range, and par_max represents the maximum value in the preset parameter range; α and β represent the preset abnormal calculation factors; η and μ represent the preset abnormal thresholds and η<μ.

2. The method according to claim 1, It is characterized in that Also includes: Displaying a record description of the first quantitative trading strategy through the parameter setting interface; Wherein, when the first quantitative trading strategy is backtested, the record description is used to describe the backtest result of the first quantitative trading strategy; In the case where the first quantitative trading strategy has not been backtested, the record description is used to describe that the first quantitative trading strategy has not been backtested, and / or is used to suggest backtesting the first quantitative trading strategy; In the case where the first quantitative trading strategy is updated after backtesting, the record description is used to describe the backtesting results of the first quantitative trading strategy before the update, and recommends backtesting the updated first quantitative trading strategy.

3. The method according to claim 1 or 2, It is characterized in that The parameters related to the real-time operation include: at least one of a strategy name, a trading account, and a frequency parameter, wherein the frequency parameter includes an operation target and / or an operation frequency.

4. The method according to claim 1 or 2, It is characterized in that The graphical interface also includes a navigation bar; The step of obtaining a first instruction input by a user includes: The first instruction is obtained through the first entry of the first quantitative trading strategy in the navigation bar.

5. The method according to claim 1 or 2, It is characterized in that The graphical display interface also includes a strategy canvas, which is used to establish a quantitative trading strategy; The step of obtaining a first instruction input by a user includes: The first instruction is obtained through the second entry of the first quantitative trading strategy in the strategy canvas.

6. The method according to claim 1 or 2, It is characterized in that The step of obtaining a first instruction input by a user includes: The first instruction is obtained through a third entry displayed in the running area.

7. The method according to claim 1 or 2, It is characterized in that Also includes: The first quantitative trading strategy is stopped through the first operation record.

8. The method according to claim 1 or 2, It is characterized in that Also includes: When the first quantitative trading strategy is added to the running area for the first time, or when the validity period of the first quantitative trading strategy in the running area ends, or when the first quantitative trading strategy is stopped and then restarted, a trading password interface is displayed; The transaction password input by the user is obtained through the transaction password interface.

9. The method according to claim 1 or 2, It is characterized in that The operation information of the first quantitative trading strategy includes at least one of the positions and order status, profit overview, operation log, and trend chart of the first quantitative trading strategy.

10. A device for running a quantitative trading strategy, It is characterized in that include: A display unit, used to display a graphical interface, wherein the graphical interface includes an operation area; An acquisition unit, used for acquiring a first instruction input by a user; A processing unit, configured to obtain a first quantitative trading strategy in response to the first instruction, wherein the first quantitative trading strategy includes at least one parameter related to real-time operation; A detection unit, used to detect the parameters related to the real-time operation, or to detect the market authority of the user's trading account, and to issue an alarm when an abnormality is detected; The processing unit is further configured to add the first quantitative trading strategy to the operation area when no abnormality is detected, so as to form a first operation record corresponding to the first quantitative trading strategy; The processing unit is further configured to run the first quantitative trading strategy through the first running record, and obtain running information of the first quantitative trading strategy; Wherein, the processing unit is specifically used for: In response to the first instruction, displaying a parameter setting interface for the first quantitative trading strategy; Acquiring the parameters related to the real disk operation input by the user through the parameter setting interface; Wherein, the detection unit is specifically used for: Based on the parameter value input by the user and the parameter range pre-set according to the parameter, it is judged whether the parameter is reasonable, and based on the abnormal situation of the parameter value, a corresponding alarm is displayed, as follows: Wherein, lev represents the alarm level. When it is equal to 1, it represents the normal level. When it is equal to 2, it represents a general alarm. When it is equal to 3, it represents a severe alarm; par_value represents the parameter value input by the user, par_min represents the minimum value in the preset parameter range, and par_max represents the maximum value in the preset parameter range; α and β represent preset abnormal calculation factors; η and μ represent preset abnormal thresholds and η < μ.

11. An electronic device, characterized in that, it includes a processor and a memory. Instructions are stored in the memory. When the processor executes the instructions, the processor executes the method according to any one of claims 1-9.

12. A computer-readable storage medium, characterized in that, it is used to store a computer program, and the computer program causes a computer to execute the method according to any one of claims 1-9.

13. A computer program product, characterized in that, it includes computer program code. When the computer program code is run by a communication device, the communication device executes the method according to any one of claims 1-9.

Citation Information

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