Quantitative Strategy Monitoring Method, Device, Computer Equipment and Storage Medium
By obtaining and parsing log messages of quantitative trading strategies, real-time monitoring of the strategy is achieved, and the problem of slow launch cycle of quantitative trading strategies in traditional technology is solved, reducing R&D costs and time, and improving efficiency and agility.
Patent Information
- Application Number
- CN202210492349.6
- Authority / Receiving Office
- CN · China
- Patent Type
- Patents(China)
- Current Assignee / Owner
- Filing Date
- 2022-05-07
- Publication Date
- 2025-07-01
- Estimated Expiration
- 2042-05-07
AI Technical Summary
In traditional technology, the online cycle of quantitative trading strategies is slow, mainly because it requires a lot of work to develop real-time monitoring pages outside the core logic of the strategy.
It provides a quantitative strategy monitoring method. By obtaining the policy operation log messages corresponding to the monitoring component, using the log analysis method in the target log message format, analyzing the target monitoring data, and updating the display content in the monitoring interface to realize real-time monitoring of quantitative transaction strategies.
This method can shorten the launch cycle of quantitative trading strategies, reduce the cost of real-time monitoring of R&D and launch time, and improve the efficiency and agility of strategy R&D.
Smart Images

Figure CN114841811B_ABST
Abstract
Description
Technical Field
[0001] The present application relates to the field of computer technologies, and particularly to a method and device for monitoring a quantization strategy, a computer device, a storage medium, and a computer program product. Background Art
[0002] A quantization trading strategy refers to replacing human subjective judgment with an advanced mathematical model. By modeling historical data, trading timing selection, trading variety selection, etc. can be carried out to formulate a quantization strategy. Since the quantization trading strategy can overcome the influence of investors' subjective emotions, it occupies a very important position in the financial trading market.
[0003] In order to better improve the quantization trading strategy, it is necessary to monitor trading detail data during the operation of the quantization trading strategy. However, in traditional technologies, a large amount of work is required outside the core logic of the strategy for each quantization trading strategy launched, that is, in addition to developing the core logic of the strategy, developing a real-time monitoring page for the strategy accounts for a large proportion of the workload, resulting in a slow launch cycle of the quantization trading strategy.
[0004] Therefore, in traditional technologies, there is a problem of a slow launch cycle of the quantization trading strategy. Summary of the Invention
[0005] Based on this, in view of the above technical problems, it is necessary to provide a method and device for monitoring a quantization strategy, a computer device, a computer-readable storage medium, and a computer program product that can shorten the launch cycle of the quantization trading strategy.
[0006] In a first aspect, the present application provides a method for monitoring a quantization strategy, which is applied to a quantization strategy monitoring terminal.
[0007] The method includes:
[0008] For at least one monitoring component corresponding to a target quantization strategy at the quantization strategy monitoring terminal, obtain a strategy operation log message corresponding to the monitoring component; the strategy operation log message is obtained by the quantization strategy operation terminal recording the service data corresponding to the template component generated when the quantization strategy operation terminal executes the target quantization strategy according to the log recording method corresponding to the target log message format; the target log message format is the message format corresponding to the monitoring component; the monitoring component is the component corresponding to the template component in the preset strategy template; the preset strategy template is used to develop the target quantization strategy;
[0009] Parse the strategy operation log message by using the log parsing method corresponding to the target log message format to obtain target monitoring data;
[0010] Update the display content of the display area corresponding to the monitoring component in the monitoring interface according to the target monitoring data, so as to monitor the target quantitative strategy.
[0011] In one embodiment, when the monitoring component is an order monitoring component, the updating the display content of the display area corresponding to the monitoring component in the monitoring interface according to the target monitoring data includes:
[0012] Determine the current order status of the target order in the target monitoring data; the target order is the order generated when the quantitative strategy running end executes the target quantitative strategy;
[0013] If the current order status meets the preset status condition, then in the display area corresponding to the order monitoring component, update the status description information of the target order according to the current order status.
[0014] In one embodiment, when the monitoring component is an indicator monitoring component, the updating the display content of the display area corresponding to the monitoring component in the monitoring interface according to the target monitoring data includes:
[0015] Determine the target template indicator data corresponding to the preset strategy template in the target monitoring data; the target template indicator data is determined by the quantitative strategy running end according to the indicator identifier corresponding to the preset strategy template in the target database;
[0016] Fully update the indicator data in the template indicator display area corresponding to the indicator monitoring component according to the target template indicator data;
[0017] And, determine the target strategy indicator data corresponding to the target quantitative strategy in the target monitoring data;
[0018] Fully update the indicator data in the strategy indicator display area corresponding to the indicator monitoring component according to the target strategy indicator data.
[0019] In one embodiment, the monitoring interface further includes a display area corresponding to a strategy parameter monitoring component; the method further includes:
[0020] Obtain the strategy start / stop parameters corresponding to the target quantitative strategy in the target database, and determine the target data type corresponding to each of the strategy start / stop parameters;
[0021] Determine the front-end controls corresponding to each of the strategy start / stop parameters according to the target front-end control type corresponding to each of the target data types;
[0022] Load the policy start / stop parameters and the corresponding front-end controls in the display area corresponding to the policy parameter monitoring component.
[0023] In one embodiment, the method further includes:
[0024] Determine the parameter limit conditions corresponding to each of the policy start / stop parameters in the target database;
[0025] In response to the input operations of the user on each of the front-end controls, determine the input values in each of the front-end controls;
[0026] If the input value in the front-end control meets the corresponding parameter limit condition, use the input value as the target input value in the front-end control.
[0027] In one embodiment, the policy operation log message carries a message type identifier corresponding to the target log message format; the obtaining of the policy operation log message corresponding to the monitoring component includes:
[0028] Determine the target message type identifier corresponding to the monitoring component;
[0029] Obtain, in a target message queue, a policy operation log message that matches the target message type identifier as the policy operation log message corresponding to the monitoring component; the target message queue is used to receive the policy operation log messages generated by the quantitative policy operation end.
[0030] In a second aspect, the present application further provides a quantitative policy monitoring method, which is applied to a quantitative policy operation end. The method includes:
[0031] Obtain service data corresponding to a template component in a preset policy template when executing a target quantitative policy; the preset policy template is used to develop the target quantitative policy;
[0032] Determine the monitoring component corresponding to the template component in the quantitative policy monitoring end, and determine the target log message format corresponding to the monitoring component;
[0033] Record the service data corresponding to the template component according to the log recording method corresponding to the target log message format to obtain the policy operation log message corresponding to the monitoring component; the policy operation log message is used for the quantitative policy monitoring end to update the display content of the display area corresponding to the monitoring component in the monitoring interface to monitor the target quantitative policy.
[0034] In one embodiment, the policy operation log message carries a message type identifier corresponding to the target log message format; after the step of recording the service data corresponding to the template component according to the log recording method corresponding to the target log message format to obtain a policy operation log message corresponding to the monitoring component, the method further includes:
[0035] Sending the policy operation log message to a target message queue through a log collection device; the target message queue is used for the quantitative policy monitoring end to obtain a policy operation log message matching the target message type identifier as the policy operation log message corresponding to the monitoring component; the target message type identifier is the message type identifier corresponding to the monitoring component.
[0036] In a third aspect, the present application further provides a quantitative policy monitoring device, which is applied to a quantitative policy monitoring end. The device includes:
[0037] A first acquisition module, configured to acquire, for at least one monitoring component corresponding to a target quantitative policy at the quantitative policy monitoring end, a policy operation log message corresponding to the monitoring component; the policy operation log message is obtained by the quantitative policy operation end recording the service data corresponding to the template component generated when the quantitative policy operation end executes the target quantitative policy according to the log recording method corresponding to the target log message format; the target log message format is the message format corresponding to the monitoring component; the monitoring component is a component corresponding to the template component in a preset policy template; the preset policy template is used to develop the target quantitative policy;
[0038] A parsing module, configured to parse the policy operation log message by using a log parsing method corresponding to the target log message format to obtain target monitoring data;
[0039] An updating module, configured to update the display content of the display area corresponding to the monitoring component in the monitoring interface according to the target monitoring data to monitor the target quantitative policy.
[0040] In a fourth aspect, the present application further provides a quantitative policy monitoring device, which is applied to a quantitative policy operation end. The device includes:
[0041] A second acquisition module, configured to acquire service data corresponding to a template component in a preset policy template generated when executing a target quantitative policy; the preset policy template is used to develop the target quantitative policy;
[0042] A determination module, configured to determine the monitoring component corresponding to the template component in the quantitative policy monitoring end and determine the target log message format corresponding to the monitoring component;
[0043] A recording module, configured to record the service data corresponding to the template component according to the log recording method corresponding to the target log message format, so as to obtain a policy operation log message corresponding to the monitoring component; the policy operation log message is used for the quantitative policy monitoring end to update the display content of the display area corresponding to the monitoring component in the monitoring interface, so as to monitor the target quantitative policy.
[0044] In a fifth aspect, the present application further provides a computer device. The computer device includes a memory and a processor, the memory stores a computer program, and when the processor executes the computer program, the steps of the above method are implemented.
[0045] In a sixth aspect, the present application further provides a computer-readable storage medium. The computer-readable storage medium stores a computer program thereon, and when the computer program is executed by a processor, the steps of the above method are implemented.
[0046] In a seventh aspect, the present application further provides a computer program product. The computer program product includes a computer program, and when the computer program is executed by a processor, the steps of the above method are implemented.
[0047] The above-mentioned quantization strategy monitoring method, device, computer device, storage medium, and computer program product obtain policy operation log messages corresponding to at least one monitoring component corresponding to the target quantization strategy at the quantization strategy monitoring end; wherein, the policy operation log messages are obtained by the quantization strategy operation end recording the service data corresponding to the template component generated when the target quantization strategy is executed according to the log recording method corresponding to the target log message format; wherein, the target log message format is the message format corresponding to the monitoring component; the monitoring component is the component corresponding to the template component in the preset policy template; the preset policy template is used to develop the target quantization strategy; then, the policy operation log messages are parsed using the log parsing method corresponding to the target log message format to obtain the target monitoring data; finally, according to the target monitoring data, the display content of the display area corresponding to the monitoring component in the monitoring interface is updated to monitor the target quantization strategy; thus, various target quantization strategies can be developed through the preset policy template. When the quantization strategy operation end generates service data corresponding to the template component in the preset policy template, since there is a corresponding relationship between the template component and the monitoring component at the monitoring end, the monitoring component corresponding to the template component at the monitoring end can be determined, and the policy operation log messages can be obtained based on the log message format corresponding to the monitoring component, so that the monitoring end can obtain the policy operation log messages corresponding to the monitoring component and parse to obtain the target monitoring data; thereby, the quantization strategy monitoring end can monitor various target quantization strategies obtained based on the preset policy template, and display the information of the target quantization strategy in real time in the monitoring interface, ensuring the generality of the quantization strategy monitoring end; furthermore, when conducting quantization strategy research and development, only the implementation of the policy logic needs to be focused on, without spending a lot of time developing a separate monitoring interface for each quantization strategy, reducing the research and development cost of real-time monitoring of quantization strategies and the research and development and online time cost of quantization strategies, and shortening the online cycle of quantization strategies. BRIEF DESCRIPTION OF THE DRAWINGS
[0048] Figure 1 It is a schematic flowchart of a quantization strategy monitoring method in an embodiment.
[0049] Figure 2 It is a schematic flowchart of another quantization strategy monitoring method in an embodiment.
[0050] Figure 3 It is a schematic flowchart of a quantization strategy monitoring method in another embodiment.
[0051] Figure 4 It is a schematic diagram of the corresponding relationship between some template components and monitoring components in an embodiment.
[0052] Figure 5Schematic diagram of the interaction between a quantization strategy running end and a quantization strategy monitoring end in an embodiment;
[0053] Figure 6 Schematic diagram of a monitoring interface in an embodiment;
[0054] Figure 7 Structural block diagram of a quantization strategy monitoring device in an embodiment;
[0055] Figure 8 Structural block diagram of a quantization strategy monitoring device in another embodiment;
[0056] Figure 9 Internal structure diagram of a computer device in an embodiment. Detailed implementation manners
[0057] In order to make the objectives, technical solutions, and advantages of the present application clearer and more understandable, the present application will be further described in detail below with reference to the accompanying drawings and embodiments. It should be understood that the specific embodiments described herein are only used to explain the present application and are not used to limit the present application.
[0058] In one embodiment, as Figure 1 shown, a quantization strategy monitoring method is provided, which is applied to a quantization strategy monitoring end. In practical applications, the quantization strategy monitoring end can be, but is not limited to, various personal computers, laptop computers, smart phones, tablet computers, Internet of Things devices, and portable wearable devices. In this embodiment, the method includes the following steps:
[0059] Step S110: For at least one monitoring component corresponding to a target quantization strategy on the quantization strategy monitoring end, obtain a policy operation log message corresponding to the monitoring component.
[0060] Among them, the policy operation log message is obtained by the quantization strategy running end recording the service data corresponding to the template component generated when the quantization strategy running end executes the target quantization strategy according to the log recording method corresponding to the target log message format.
[0061] Among them, the target log message format is the message format corresponding to the monitoring component.
[0062] Among them, the monitoring component is a component corresponding to the template component in the preset policy template.
[0063] Among them, the preset policy template is used to develop the target quantization strategy.
[0064] Among them, the target quantization strategy can be, but is not limited to, a strategy for quantitative trading of financial market products.
[0065] In specific implementation, when the quantization strategy running end executes the target quantization strategy developed according to the preset strategy template, it will generate service data corresponding to each template component in the preset strategy template, and determine the monitoring component corresponding to the template component in the quantization strategy monitoring end and the target log message format corresponding to the monitoring component. According to the log recording method corresponding to the target log message format, the service records corresponding to each template component are recorded to obtain the strategy running log message corresponding to the monitoring component, and the strategy running log message is sent to the target message queue, so that the quantization strategy monitoring end can subscribe and obtain the strategy running log message corresponding to the monitoring component in the target message queue according to the log message format corresponding to the monitoring component for at least one monitoring component corresponding to the target quantization strategy in the quantization strategy monitoring end.
[0066] Step S120: Parse the strategy running log message by using the log parsing method corresponding to the target log message format to obtain the target monitoring data.
[0067] In specific implementation, after the quantization strategy monitoring end obtains the strategy running log message corresponding to the monitoring component, it can parse the strategy running log message corresponding to the monitoring component by using the log parsing method corresponding to the target log message format to obtain the target monitoring data corresponding to the monitoring component. For example, the target monitoring data corresponding to the order monitoring component may include the current order status of the target order; the target monitoring data corresponding to the metric monitoring component may include the target template metric data and the target strategy metric data.
[0068] Step S130: Update the display content of the display area corresponding to the monitoring component in the monitoring interface according to the target monitoring data to monitor the target quantization strategy.
[0069] In specific implementation, each monitoring component has a corresponding display area in the monitoring interface, and each display area has corresponding display content; when the quantization strategy monitoring end obtains the target monitoring data corresponding to the monitoring component, it can update the display content of the display area corresponding to the monitoring component in the monitoring interface according to the target monitoring data corresponding to the monitoring component to implement the monitoring of the target quantization strategy.
[0070] In the above-mentioned method for monitoring a quantization strategy, at least one monitoring component corresponding to the target quantization strategy on the quantization strategy monitoring end is used to obtain a policy operation log message corresponding to the monitoring component. Among them, the policy operation log message is obtained by the quantization strategy operation end recording the service data corresponding to the template component generated when the target quantization strategy is executed according to the log recording method corresponding to the target log message format. Among them, the target log message format is the message format corresponding to the monitoring component. The monitoring component is a component corresponding to the template component in the preset policy template. The preset policy template is used to develop the target quantization strategy. Then, the log parsing method corresponding to the target log message format is used to parse the policy operation log message to obtain the target monitoring data. Finally, according to the target monitoring data, the display content of the display area corresponding to the monitoring component is updated in the monitoring interface to monitor the target quantization strategy. In this way, each target quantization strategy can be developed through the preset policy template. When the quantization strategy operation end generates service data corresponding to the template component in the preset policy template when executing the target quantization strategy, since there is a corresponding relationship between the template component and the monitoring component on the monitoring end, the monitoring component corresponding to the template component on the monitoring end can be determined, and the policy operation log message can be obtained based on the log message format corresponding to the monitoring component, so that the monitoring end can obtain the policy operation log message corresponding to the monitoring component and parse it to obtain the target monitoring data. Therefore, the quantization strategy monitoring end can monitor each target quantization strategy obtained based on the preset policy template, and display the information of the target quantization strategy in real time in the monitoring interface, ensuring the generality of the quantization strategy monitoring end. Furthermore, when developing a quantization strategy, only the implementation of the policy logic needs to be focused on, and there is no need to spend a lot of time developing a separate monitoring interface for each quantization strategy, reducing the research and development cost of real-time monitoring of quantization strategies and the research and development time cost of quantization strategy online, and shortening the online cycle of quantization strategies.
[0071] In one embodiment, when the monitoring component is an order monitoring component, updating the display content of the display area corresponding to the monitoring component in the monitoring interface according to the target monitoring data includes: determining the current order status of the target order in the target monitoring data; if the current order status meets the preset status condition, then in the display area corresponding to the order monitoring component, update the status description information of the target order according to the current order status.
[0072] Among them, the target order is the order generated when the quantization strategy operation end executes the target quantization strategy.
[0073] In practical applications, the order monitoring component can be named as the in-transit order monitoring component; the target order can be named as the in-transit order; among them, the in-transit order refers to the order that has been generated and not ended when the quantization strategy operation end executes the target quantization strategy.
[0074] In a specific implementation, when the monitoring component is an order monitoring component, during the process of the quantitative strategy monitoring end updating the display content of the display area corresponding to the monitoring component in the monitoring interface according to the target monitoring data, the quantitative strategy monitoring end will determine the current order status of the target order generated when the quantitative strategy running end executes the target quantitative strategy from the target monitoring data corresponding to the order monitoring component, and judge whether the current order status meets the preset status condition. If so, in the display area corresponding to the order monitoring component, the status description information of the target order will be updated according to the current order status.
[0075] In practical applications, the preset status condition can be that the current order status is "pending_new", indicating that the quantitative strategy running end sends a pending order instruction; the preset status condition can be that the current order status is "pending_cancel", indicating that the quantitative strategy running end sends a cancel order instruction; the preset status condition can be that the current order status is "new", indicating that the quantitative strategy running end receives a successful pending order return; the preset status condition can be that the current order status is "cancel_failed", indicating that the quantitative strategy running end receives a cancel order failure return; the preset status condition can be that the current order status is "partial_filled", indicating that the quantitative strategy running end receives a partial execution return; among them, the return refers to the message returned by the exchange to the quantitative strategy running end after receiving the pending order instruction and cancel order instruction sent by the quantitative strategy running end.
[0076] Specifically, when the quantitative strategy running end sends a pending order instruction, the pending order instruction component in the preset strategy template, and the monitoring component corresponding to the quantitative strategy monitoring end is the order monitoring component. The quantitative strategy running end will record the in-transit order log with the newly added pending_new status according to the corresponding log recording method. After the quantitative strategy monitoring end obtains the in-transit order log with the newly added pending_new status, it will use this in-transit order log as the strategy running log message corresponding to the order monitoring component. After parsing, a new in-transit order will be added in the display area corresponding to the order monitoring component, and the corresponding current order status is pending_new.
[0077] When the quantitative strategy running end sends a cancel order instruction, the cancel order instruction component in the preset strategy template, and the monitoring component corresponding to the quantitative strategy monitoring end is the order monitoring component. The quantitative strategy running end will record the in-transit order log with the current order status updated to the pending_cancel status according to the corresponding log recording method. After the quantitative strategy monitoring end obtains this in-transit order log, it will use this in-transit order log as the strategy running log message corresponding to the order monitoring component. After parsing, a new in-transit order will be added in the display area corresponding to the order monitoring component, and the corresponding current order status is pending_cancel.
[0078] When the quantitative strategy running end receives the successful order placement return, the monitoring component corresponding to the successful order placement return component in the preset strategy template at the quantitative strategy monitoring end is the order monitoring component. The quantitative strategy running end will record and update the in-transit order log with the current order status being the new status according to the corresponding logging method. After the quantitative strategy monitoring end obtains this in-transit order log, it takes this in-transit order log as the strategy running log message corresponding to the order monitoring component. After parsing, it updates the current order status of the corresponding in-transit order to new in the display area corresponding to the order monitoring component.
[0079] When the quantitative strategy running end receives the failed order placement return or the successful order cancellation return, the monitoring components corresponding to the failed order placement return component and the successful order cancellation return component in the preset strategy template at the quantitative strategy monitoring end are both the order monitoring component. The quantitative strategy running end will record and delete the in-transit order log of the corresponding in-transit order. After the quantitative strategy monitoring end obtains this in-transit order log, it takes this in-transit order log as the strategy running log message corresponding to the order monitoring component. After parsing, the relevant information of the corresponding in-transit order is no longer displayed in the display area corresponding to the order monitoring component.
[0080] When the quantitative strategy running end receives the failed order cancellation return, the monitoring component corresponding to the failed order cancellation return component in the preset strategy template at the quantitative strategy monitoring end is the order monitoring component. The quantitative strategy running end will record and update the in-transit order log with the current order status being the cancel_failed status according to the corresponding logging method. After the quantitative strategy monitoring end obtains this in-transit order log, it takes this in-transit order log as the strategy running log message corresponding to the order monitoring component. After parsing, it updates the current order status of the corresponding in-transit order to cancel_failed in the display area corresponding to the order monitoring component.
[0081] When the quantitative strategy running end receives the partial fill return, the monitoring component corresponding to the partial fill return component in the preset strategy template at the quantitative strategy monitoring end is the order monitoring component. The quantitative strategy running end will record and update the in-transit order log with the current order status being the partial_filled status and the in-transit order log for updating the order amount according to the corresponding logging method. After the quantitative strategy monitoring end obtains the above two in-transit order logs, it takes the above two in-transit order logs as the strategy running log message corresponding to the order monitoring component. After parsing, it updates the current order status of the corresponding in-transit order to partial_filled in the display area corresponding to the order monitoring component and updates the order amount of the corresponding in-transit order.
[0082] When the execution end of the quantitative strategy receives a full execution return, the corresponding monitoring component of the full execution return component in the preset strategy template in the quantitative strategy monitoring end is the order monitoring component. The quantitative strategy execution end will record the in-transit order log of the corresponding in-transit order to be deleted. After the quantitative strategy monitoring end obtains this in-transit order log, it takes this in-transit order log as the strategy execution log message corresponding to the order monitoring component. After parsing, the relevant information of the corresponding in-transit order will no longer be displayed in the display area corresponding to the order monitoring component.
[0083] In the technical solution of this embodiment, when the monitoring component is an order monitoring component, the current order status of the target order is determined from the target monitoring data; if the current order status meets the preset status condition, then in the display area corresponding to the order monitoring component, the status description information of the target order is updated according to the current order status; in this way, the current order status of the target order can be monitored in real time, and the target order is the order generated when the quantitative strategy execution end executes the target quantitative strategy, thus ensuring the monitoring effect of the target quantitative strategy.
[0084] In one embodiment, when the monitoring component is an indicator monitoring component, according to the target monitoring data, the display content of the display area corresponding to the monitoring component in the monitoring interface is updated, including: determining the target template indicator data corresponding to the preset strategy template from the target monitoring data; performing a full update of the indicator data in the template indicator display area corresponding to the indicator monitoring component according to the target template indicator data; and determining the target strategy indicator data corresponding to the target quantitative strategy from the target monitoring data; performing a full update of the indicator data in the strategy indicator display area corresponding to the indicator monitoring component according to the target strategy indicator data.
[0085] Among them, the target template indicator data is determined by the quantitative strategy execution end according to the indicator identifier corresponding to the preset strategy template in the target database.
[0086] Among them, the display area corresponding to the indicator monitoring component includes a template indicator display area and a strategy indicator display area.
[0087] In specific implementation, when the monitoring component is an indicator monitoring component, in the process of the quantitative strategy monitoring end updating the display content of the display area corresponding to the monitoring component in the monitoring interface according to the target monitoring data, the quantitative strategy monitoring end will determine the target template indicator data corresponding to the preset strategy template from the target monitoring data corresponding to the indicator monitoring component, and perform a full update of the indicator data in the template indicator display area corresponding to the indicator monitoring component according to the target template indicator data, so as to display the target template indicator data in real time in the template indicator display area.
[0088] In practical applications, the target template index data is calculated by a preset policy template. The user only needs to configure the index identifiers to be calculated in the target database, and the indexes supported by each preset policy template can be determined through preset list items. Thus, the quantitative strategy operation end can obtain the target template index data in the target database according to the index identifiers corresponding to the preset policy template. The monitoring component corresponding to the index component in the preset policy template in the quantitative strategy monitoring end is the index monitoring component, which can record the target template index data according to the corresponding logging method to generate a policy operation log message corresponding to the index monitoring component.
[0089] Meanwhile, when the quantitative strategy monitoring end updates the display content of the display area corresponding to the monitoring component in the monitoring interface according to the target monitoring data, the quantitative strategy monitoring end will determine the target strategy index data corresponding to the target quantitative strategy in the target monitoring data corresponding to the index monitoring component, and perform a full update on the index data in the strategy index display area corresponding to the index monitoring component according to the target strategy index data, so as to display the target strategy index data in real time in the strategy index display area.
[0090] In practical applications, the user can customize one or more target strategy index data corresponding to the target quantitative strategy for the quantitative strategy operation end to obtain. The monitoring component corresponding to the index component in the preset policy template in the quantitative strategy monitoring end is the index monitoring component, which can record the target strategy index data according to the corresponding logging method to generate a policy operation log message corresponding to the index monitoring component.
[0091] In practical applications, index data can be classified into overall index data and market index data according to whether it is related to the market. The overall index data is index data unrelated to the market, and the market index data is index data belonging to a certain market trend. Specifically, since a certain market trend is uniquely identified by the fmic code within the system, after the quantitative strategy monitoring end parses the policy operation log message corresponding to the index monitoring component, it can determine the market index data in the target monitoring data according to the fmic code value corresponding to the fmic code.
[0092] For the technical solution of this embodiment, when the monitoring component is the index monitoring component, the target template index data corresponding to the preset policy template is determined in the target monitoring data; the index data in the template index display area corresponding to the index monitoring component is fully updated according to the target template index data; and, the target strategy index data corresponding to the target quantitative strategy is determined in the target monitoring data; the index data in the strategy index display area corresponding to the index monitoring component is fully updated according to the target strategy index data; in this way, the index data can be displayed in the display area corresponding to the index monitoring component to accurately evaluate the effectiveness of the target quantitative strategy.
[0093] In one embodiment, the monitoring interface further includes a display area corresponding to the policy parameter monitoring component; the method further includes: obtaining policy start / stop parameters corresponding to the target quantitative policy in the target database, and determining the target data types corresponding to the respective policy start / stop parameters; determining the front-end controls corresponding to the respective policy start / stop parameters according to the target front-end control types corresponding to the respective target data types; and loading the policy start / stop parameters and the corresponding front-end controls in the display area corresponding to the policy parameter monitoring component.
[0094] Among them, the policy start / stop parameters corresponding to the target quantitative policy are used to control the start and stop of the target quantitative policy.
[0095] In a specific implementation, the monitoring interface further includes a display area corresponding to the policy parameter monitoring component. The quantitative policy monitoring terminal can obtain the policy start / stop parameters corresponding to the target quantitative policy in the target database according to the policy identifier corresponding to the target quantitative policy, and determine the target data types corresponding to the respective policy start / stop parameters. At the same time, the quantitative policy monitoring terminal can obtain the mapping relationship between the data type and the front-end control type, so as to query the target front-end control type corresponding to each target data type in this mapping relationship, and determine the front-end controls corresponding to the respective policy start / stop parameters according to the target front-end control types corresponding to the respective target data types, so that the policy start / stop parameters and the corresponding front-end controls can be loaded in the display area corresponding to the policy parameter monitoring component.
[0096] For the convenience of those skilled in the art to understand, Table 1 provides the mapping relationship between the data type and the front-end control type.
[0097] Table 1 Mapping Relationship between Data Type and Front-end Control Type
[0098]
[0099] The technical solution of this embodiment obtains the policy start / stop parameters corresponding to the target quantitative policy in the target database, and determines the target data types corresponding to the respective policy start / stop parameters; determines the front-end controls corresponding to the respective policy start / stop parameters according to the target front-end control types corresponding to the respective target data types; and loads the policy start / stop parameters and the corresponding front-end controls in the display area corresponding to the policy parameter monitoring component. In this way, the policy start / stop parameters corresponding to the target quantitative policy can be obtained in the database, and front-end controls matching the target data types can be generated according to the target data types corresponding to the policy start / stop parameters, so as to efficiently configure the display area corresponding to the policy parameter monitoring component in the monitoring interface.
[0100] In one embodiment, the method further includes: determining, in a target database, parameter limit conditions corresponding to each policy start / stop parameter; in response to an input operation of a user on each front-end control, determining an input value in each front-end control; and if the input value in the front-end control meets the corresponding parameter limit condition, using the input value as the target input value in the front-end control.
[0101] In a specific implementation, the user can configure, in the target database, parameter limit conditions corresponding to each policy start / stop parameter, so that the quantitative policy monitoring end can obtain, in the target database, the parameter limit conditions corresponding to each policy start / stop parameter, and in response to an input operation of the user on the front-end control, determine the input value in the front-end control corresponding to each policy start / stop parameter, perform a legality check on the input value in each front-end control. If the input value in the front-end control meets the corresponding parameter limit condition, it is determined that the input value passes the legality check, and the input value is used as the target input value in the corresponding front-end control; if the input value in the front-end control does not meet the corresponding parameter limit condition, it is determined that the input value fails the legality check, and a re-entry prompt message is generated in the monitoring interface to prompt the user to re-enter the corresponding value in the front-end control.
[0102] The technical solution of this embodiment determines, in the target database, parameter limit conditions corresponding to each policy start / stop parameter; in response to an input operation of the user on each front-end control, determines the input value in each front-end control; and if the input value in the front-end control meets the corresponding parameter limit condition, uses the input value as the target input value in the front-end control. In this way, it is ensured that the target input value corresponding to each front-end control passes the verification, and the rationality of the input value corresponding to the policy start / stop parameter in the monitoring interface is ensured.
[0103] In one embodiment, obtaining a policy operation log message corresponding to a monitoring component includes: determining a target message type identifier corresponding to the monitoring component; obtaining, in a target message queue, a policy operation log message that matches the target message type identifier as the policy operation log message corresponding to the monitoring component; the target message queue is used to receive policy operation log messages generated by a quantitative policy operation end.
[0104] Wherein, the policy operation log message carries a message type identifier corresponding to a target log message format;
[0105] In a specific implementation, the policy operation log message carries a message type identifier corresponding to the target log message format. After generating the policy operation log message, the quantitative policy operation end can send the policy operation log message to the target message queue. During the process of the quantitative policy monitoring end obtaining the policy operation log message corresponding to the monitoring component, the quantitative policy monitoring end can determine the target message type identifier corresponding to the monitoring component according to the target log message format corresponding to the monitoring component, so that it can subscribe to and obtain the policy operation log message matching the target message type identifier in the target message queue based on the target message type identifier corresponding to the monitoring component, and obtain the policy operation log message corresponding to the monitoring component.
[0106] In practical applications, the target message queue can be a message queue in a distributed publish-subscribe message system, such as the Kafka message system.
[0107] The technical solution of this embodiment determines the target message type identifier corresponding to the monitoring component; obtains the policy operation log message matching the target message type identifier in the target message queue as the policy operation log message corresponding to the monitoring component; wherein, the target message queue is used to receive the policy operation log message generated by the quantitative policy operation end; thus, since the policy operation log message carries the message type identifier corresponding to the target log message format, the policy operation log message corresponding to the monitoring component can be accurately obtained in the message queue storing a large number of policy operation log messages based on the target message type identifier corresponding to the monitoring component.
[0108] In another embodiment, as Figure 2 shown, a quantitative policy monitoring method is provided. Taking the application of this method to the quantitative policy monitoring end as an example, it includes the following steps:
[0109] Step S210, for at least one monitoring component corresponding to the target quantitative policy in the quantitative policy monitoring end, determine the target message type identifier corresponding to the monitoring component.
[0110] Step S220, obtain the policy operation log message matching the target message type identifier in the target message queue as the policy operation log message corresponding to the monitoring component.
[0111] Step S230, use the log parsing method corresponding to the target log message format to parse the policy operation log message to obtain the target monitoring data.
[0112] Step S240, when the monitoring component is an index monitoring component, determine the target template index data corresponding to the preset policy template and the target policy index data corresponding to the target quantitative policy in the target monitoring data; when the monitoring component is an order monitoring component, determine the current order status of the target order in the target monitoring data.
[0113] Step S250: Update all the index data in the index display area corresponding to the index monitoring component according to the target template index data; update all the index data in the policy index display area corresponding to the index monitoring component according to the target policy index data; if the current order status meets the preset status condition, update the status description information of the target order in the display area corresponding to the order monitoring component according to the current order status.
[0114] It should be noted that the specific limitations of the above steps can refer to the specific limitations of a quantitative strategy monitoring method described above.
[0115] In another embodiment, a quantitative strategy monitoring method is provided. Taking the application of this method to the quantitative strategy running end as an example, as Figure 3 shown, it includes the following steps:
[0116] Step S310: Obtain the business data corresponding to the template components in the preset policy template generated when executing the target quantitative strategy.
[0117] Among them, the preset policy template is used to develop the target quantitative strategy.
[0118] Among them, the template components may include but are not limited to market components, index components, order placement instruction components, order cancellation instruction components, order placement success return components, order placement failure return components, order cancellation success return components, order cancellation failure return components, partial execution return components, and full execution return components.
[0119] In specific implementation, the quantitative strategy running end can obtain the business data corresponding to the template components in the preset policy template generated when executing the target quantitative strategy.
[0120] Step S320: Determine the monitoring components corresponding to the template components in the quantitative strategy monitoring end, and determine the target log message format corresponding to the monitoring components.
[0121] In specific implementation, the quantitative strategy running end can determine the monitoring components corresponding to the template components in the quantitative strategy monitoring end, and determine the target log message format corresponding to the monitoring components.
[0122] Step S330: Record the business data corresponding to the template components according to the log recording method corresponding to the target log message format to obtain the policy running log message corresponding to the monitoring components.
[0123] Among them, the policy running log message is used for the quantitative strategy monitoring end to update the display content in the display area corresponding to the monitoring components in the monitoring interface to monitor the target quantitative strategy.
[0124] In a specific implementation, the quantization strategy running end can call the policy log module to obtain the log recording method corresponding to the target log message format, and record the service data corresponding to the template component according to the log recording method corresponding to the target log message format, so as to obtain the policy running log message corresponding to the monitoring component. The policy running log message carries the message type identifier corresponding to the target log message format. Therefore, the quantization strategy monitoring end can determine the target message type identifier corresponding to the monitoring component according to the target log message format corresponding to the monitoring component, so as to obtain the policy running log message matching the target message type identifier as the policy running log message corresponding to the monitoring component. Thus, the quantization monitoring end can update the display content of the display area corresponding to the monitoring component in the monitoring interface to monitor the target quantization strategy.
[0125] For the convenience of those skilled in the art to understand, Figure 4 a schematic diagram of the correspondence between some template components and monitoring components is provided. Among them, Figure 4 the some template components include: market component, order success return component, order failure return component, order cancellation success return component, order cancellation failure return component, partial execution return component, full execution return component; the monitoring components include: order monitoring component (which can also be named in-transit order monitoring component in actual application), index monitoring component (which can also be named real-time index monitoring component in actual application), policy parameter monitoring component (which can also be named policy parameter monitoring component in actual application), transaction details monitoring component, and custom monitoring component.
[0126] Among them, the display area corresponding to the transaction details monitoring component is used to display the transaction details data of the target order. Specifically, when the quantization strategy running end receives a partial execution return, the partial execution return component in the preset policy template corresponds to the transaction details monitoring component in the quantization strategy monitoring end. The quantization strategy running end will record the transaction details log of the partial transaction details data of the target order according to the corresponding log recording method. After the quantization strategy monitoring end obtains the transaction details log, it will use the transaction details log as the policy running log message corresponding to the transaction details monitoring component. After parsing, it will display the partial transaction details data of the corresponding target order in the display area corresponding to the transaction details monitoring component. After the target quantization strategy runs to completion, the user can query the historical transaction details data in the monitoring interface.
[0127] When the execution end of the quantitative strategy receives the full execution return, the corresponding monitoring component of the full execution return component in the preset strategy template at the quantitative strategy monitoring end is the transaction details monitoring component. The execution end of the quantitative strategy will record the transaction details log of the full execution details data of the target order according to the corresponding logging method. After the quantitative strategy monitoring end obtains this transaction details log, it takes this transaction details log as the strategy execution log message corresponding to the transaction details monitoring component. After parsing, it displays the full execution details data of the corresponding target order in the display area corresponding to the transaction details monitoring component.
[0128] The display area corresponding to the custom monitoring component is used to display the remaining log messages other than the log messages corresponding to the above 4 monitoring components. These log messages are custom log messages that need to be displayed, and the display level of the log messages can be configured on the monitoring page.
[0129] In the above quantitative strategy monitoring method, business data corresponding to the template components in the preset strategy template is obtained during the execution of the target quantitative strategy; among them, the preset strategy template is used to develop the target quantitative strategy; the monitoring components corresponding to the template components in the quantitative strategy monitoring end are determined, and the target log message format corresponding to the monitoring components is determined; the business data corresponding to the template components is recorded according to the logging method corresponding to the target log message format to obtain the strategy execution log message corresponding to the monitoring components; among them, the strategy execution log message is used for the quantitative strategy monitoring end to update the display content in the display area corresponding to the monitoring components on the monitoring interface to monitor the target quantitative strategy; thus, each target quantitative strategy can be developed through the preset strategy template. When the execution end of the quantitative strategy generates business data corresponding to the template components in the preset strategy template during the execution of the target quantitative strategy, since there is a corresponding relationship between the template components and the monitoring components of the monitoring end, the monitoring components corresponding to the template components in the monitoring end can be determined, and the strategy execution log message can be obtained based on the log message format corresponding to the monitoring components, so that the monitoring end can obtain the strategy execution log message corresponding to the monitoring components and parse to obtain the target monitoring data; thus, the quantitative strategy monitoring end can monitor each target quantitative strategy obtained based on the preset strategy template, and display the information of the target quantitative strategy in real time on the monitoring interface, ensuring the generality of the quantitative strategy monitoring end; furthermore, when conducting quantitative strategy research and development, only the implementation of the strategy logic needs to be focused on, without spending a lot of time developing a separate monitoring interface for each quantitative strategy, reducing the real-time monitoring research and development cost of the quantitative strategy and the research and development time cost of the quantitative strategy going online, and shortening the online cycle of the quantitative strategy.
[0130] In one embodiment, after the step of recording the service data corresponding to the template component according to the log recording method corresponding to the target log message format to obtain the policy operation log message corresponding to the monitoring component, the method further includes: sending the policy operation log message to the target message queue through a log collection device; the target message queue is used for the quantitative policy monitoring end to obtain the policy operation log message matching the target message type identifier as the policy operation log message corresponding to the monitoring component.
[0131] Among them, the policy operation log message carries the message type identifier corresponding to the target log message format.
[0132] Among them, the target message type identifier is the message type identifier corresponding to the monitoring component.
[0133] In a specific implementation, after the step of recording the service data corresponding to the template component according to the log recording method corresponding to the target log message format to obtain the policy operation log message corresponding to the template component, the quantitative policy operation end can send the policy operation log message to the target message queue through the log collection device. The policy operation log message carries the message type identifier corresponding to the target log message format. The quantitative policy monitoring end can determine the target message type identifier corresponding to the monitoring component according to the target log message format corresponding to the monitoring component, so as to subscribe and obtain the policy operation log message matching the target message type identifier in the target message queue and obtain the policy operation log message corresponding to the monitoring component.
[0134] In practical applications, the target message queue can be a message queue in a distributed publish-subscribe message system, such as a Kafka message system.
[0135] For the convenience of those skilled in the art to understand, Figure 5 an interaction schematic diagram between the quantitative policy operation end and the quantitative policy monitoring end is provided. As Figure 5 shown, the quantitative policy operation end includes a policy log module; the target database can store index data for the quantitative policy operation end to obtain, and store policy start / stop parameters, that is, the corresponding parameter limit conditions, and the mapping relationship between the data type and the front-end control type for the quantitative policy monitoring end to obtain.
[0136] In the technical solution of this embodiment, a log collection device is used to send policy operation log messages to a target message queue; wherein, the policy operation log messages carry message type identifiers corresponding to a target log message format; the target message queue is used for a quantitative policy monitoring end to obtain policy operation log messages matching the target message type identifier as the policy operation log messages corresponding to a monitoring component; wherein, the target message type identifier is the message type identifier corresponding to the monitoring component; thus, since the policy operation log messages carry message type identifiers corresponding to the target log message format, the policy operation log messages corresponding to the monitoring component can be accurately obtained from the message queue storing a large number of policy operation log messages through the target message type identifier corresponding to the monitoring component.
[0137] For the convenience of those skilled in the art to understand, Figure 6 a schematic diagram of a monitoring interface is provided. As Figure 6 shown, start parameters are displayed in the display area corresponding to the policy parameter monitoring component: term, currency pair, order quantity, low buy price (unit: BP, where BP is one ten-thousandth), high buy price (unit: BP, where BP is one ten-thousandth), profit target (unit: BP, where BP is one ten-thousandth), loss target (unit: BP, where BP is one ten-thousandth), number of cycles; stop parameters are also displayed: automatic stop time; and there are front-end controls of "Start Policy" and "Stop Policy".
[0138] The display area corresponding to the indicator monitoring component includes a template indicator display area and a policy indicator display area, and the corresponding indicator data can be collapsed and expanded by clicking the arrow in the upper right corner of the area.
[0139] The monitoring area includes the display area corresponding to the order monitoring component (equivalent to Figure 6 the "market-making in-transit order" display area in Figure 6 ), and the display area corresponding to the transaction details monitoring component (equivalent to
[0140] the "transaction details" display area in
[0141] The policy operation log messages used for interaction between the quantitative strategy operation end and the quantitative strategy monitoring end may include, but are not limited to: policy start messages, policy stop messages, metric update messages, in-transit order update messages, trade detail update messages, order placement instruction messages, order cancellation instruction messages, error messages, warning messages, and custom messages that need to be displayed.
[0142] In this way, through a general and reusable monitoring component, and by designing a supporting interactive policy operation log message for the quantitative strategy operation end and the quantitative strategy monitoring end, a monitoring device can be automatically generated based on component configuration, realizing the non-coding of real-time monitoring of the target quantitative strategy. This monitoring device enables policy research and development to only focus on the implementation of policy logic, maximizing the reduction of real-time monitoring research and development costs, greatly reducing the policy research and development and online costs, quickly responding to new quantitative strategy requirements, and iteratively improving, with high agility.
[0143] It should be noted that in addition to being flexibly selectable and configurable, the component library in this application supports expansion. New components can be shared after being coded once, and can support different types of quantitative strategy operation monitoring, with high scalability.
[0144] It should be understood that although the steps in the flowcharts involved in the above-described embodiments are shown in sequence according to the arrows, these steps are not necessarily executed in the order indicated by the arrows. Unless there is a clear indication in this article, the execution of these steps has no strict order limit, and these steps can be executed in other orders. Moreover, at least a part of the steps in the flowcharts involved in the above-described embodiments may include multiple steps or multiple stages. These steps or stages are not necessarily executed at the same moment, but can be executed at different moments. The execution order of these steps or stages is not necessarily sequential, but can be executed alternately or in turn with at least a part of other steps or steps in other steps.
[0145] Based on the same inventive concept, the embodiments of this application also provide a quantitative strategy monitoring device for implementing the above-mentioned quantitative strategy monitoring method. The solution provided by this device to solve the problem is similar to the solution described in the above method. Therefore, the specific limitations in one or more embodiments of the following quantitative strategy monitoring device can refer to the limitations on a quantitative strategy monitoring method in the above text, and will not be repeated here.
[0146] In one embodiment, as Figure 7 shown, a quantitative strategy monitoring device is provided, including: a first acquisition module 710, a parsing module 720, and an update module 730, where:
[0147] The first acquisition module 710 is configured to acquire, for at least one monitoring component corresponding to the target quantization policy at the quantization policy monitoring end, a policy operation log message corresponding to the monitoring component; the policy operation log message is obtained by the quantization policy operation end recording service data corresponding to the template component when executing the target quantization policy according to a log recording method corresponding to the target log message format; the target log message format is the message format corresponding to the monitoring component; the monitoring component is a component corresponding to the template component in the preset policy template; the preset policy template is used to develop the target quantization policy.
[0148] The parsing module 720 is configured to parse the policy operation log message by using a log parsing method corresponding to the target log message format to obtain target monitoring data.
[0149] The update module 730 is configured to update the display content of the display area corresponding to the monitoring component in the monitoring interface according to the target monitoring data, so as to monitor the target quantization policy.
[0150] In one embodiment, when the monitoring component is an order monitoring component, the update module 730 is specifically configured to determine the current order status of the target order in the target monitoring data; the target order is an order generated when the quantization policy operation end executes the target quantization policy; if the current order status meets a preset status condition, in the display area corresponding to the order monitoring component, update the status description information of the target order according to the current order status.
[0151] In one embodiment, when the monitoring component is an indicator monitoring component, the update module 730 is specifically configured to determine the target template indicator data corresponding to the preset policy template in the target monitoring data; the target template indicator data is determined by the quantization policy operation end according to the indicator identifier corresponding to the preset policy template in the target database; perform a full update on the indicator data in the template indicator display area corresponding to the indicator monitoring component according to the target template indicator data; and, determine the target policy indicator data corresponding to the target quantization policy in the target monitoring data; perform a full update on the indicator data in the policy indicator display area corresponding to the indicator monitoring component according to the target policy indicator data.
[0152] In one embodiment, the monitoring interface further includes a display area corresponding to the policy parameter monitoring component; the device further includes: a parameter acquisition module, configured to acquire policy start / stop parameters corresponding to the target quantization policy in a target database, and determine target data types corresponding to the policy start / stop parameters; a control determination module, configured to determine front-end controls corresponding to the policy start / stop parameters according to target front-end control types corresponding to the target data types; and a loading module, configured to load the policy start / stop parameters and corresponding front-end controls in the display area corresponding to the policy parameter monitoring component.
[0153] In one embodiment, the device further includes: a condition determination module, configured to determine parameter limit conditions corresponding to the policy start / stop parameters in the target database; a response module, configured to determine input values in the front-end controls in response to input operations of a user on the front-end controls; and an input value determination module, configured to use the input values as target input values in the front-end controls if the input values in the front-end controls meet the corresponding parameter limit conditions.
[0154] In one embodiment, the policy operation log message carries a message type identifier corresponding to the target log message format; the first acquisition module 710 is specifically configured to determine a target message type identifier corresponding to the monitoring component, and acquire, in a target message queue, a policy operation log message that matches the target message type identifier as the policy operation log message corresponding to the monitoring component; the target message queue is used to receive policy operation log messages generated by the quantization policy operation end.
[0155] In another embodiment, as Figure 8 shown, a quantization policy monitoring device is provided, including: a second acquisition module 810, a determination module 820, and a recording module 830. Among them:
[0156] The second acquisition module 810 is configured to acquire service data corresponding to template components in a preset policy template when executing a target quantization policy; the preset policy template is used to develop the target quantization policy.
[0157] The determination module 820 is configured to determine a monitoring component corresponding to the template component in the quantization policy monitoring end, and determine a target log message format corresponding to the monitoring component.
[0158] A recording module 830, configured to record the service data corresponding to the template component according to the log recording method corresponding to the target log message format, so as to obtain a policy operation log message corresponding to the monitoring component; the policy operation log message is used for the quantitative policy monitoring end to update the display content of the display area corresponding to the monitoring component in the monitoring interface, so as to monitor the target quantitative policy.
[0159] In one embodiment, the policy operation log message carries a message type identifier corresponding to the target log message format; the apparatus further includes: a sending module, configured to send the policy operation log message to a target message queue through a log collection device; the target message queue is used for the quantitative policy monitoring end to obtain a policy operation log message matching the target message type identifier as the policy operation log message corresponding to the monitoring component; the target message type identifier is the message type identifier corresponding to the monitoring component.
[0160] Each module in the above-mentioned quantitative policy monitoring device can be implemented in whole or in part by software, hardware, and their combination. The above-mentioned modules can be embedded in the processor in the computer device in hardware form or independent of the processor, or stored in the memory in the computer device in software form, so that the processor can call and execute the operations corresponding to the above-mentioned modules.
[0161] In one embodiment, a computer device is provided. The computer device may be a terminal, and its internal structure diagram may be as Figure 9 shown. The computer device includes a processor, a memory, a communication interface, a display screen, and an input device connected through a system bus. Among them, the processor of the computer device is used to provide computing and control capabilities. The memory of the computer device includes a non-volatile storage medium and an internal memory. The non-volatile storage medium stores an operating system and a computer program. The internal memory provides an environment for the operation of the operating system and the computer program in the non-volatile storage medium. The communication interface of the computer device is used to communicate with an external terminal in a wired or wireless manner, and the wireless manner can be implemented through WIFI, a mobile cellular network, NFC (Near Field Communication), or other technologies. When the computer program is executed by the processor, it implements a quantitative policy monitoring method. The display screen of the computer device may be a liquid crystal display screen or an electronic ink display screen, and the input device of the computer device may be a touch layer covered on the display screen, or a button, a trackball, or a touchpad provided on the housing of the computer device, or an external keyboard, a touchpad, or a mouse, etc.
[0162] Those skilled in the art can understand, Figure 9The structure shown is only a block diagram of some structures related to the solution of this application, and does not constitute a limitation on the computer device to which the solution of this application is applied. The specific computer device may include more or fewer components than those shown in the figure, or combine some components, or have different component arrangements.
[0163] In one embodiment, a computer device is further provided, including a memory and a processor. A computer program is stored in the memory, and when the processor executes the computer program, the steps in the above method embodiments are implemented.
[0164] In one embodiment, a computer-readable storage medium is provided, on which a computer program is stored. When the computer program is executed by a processor, the steps in the above method embodiments are implemented.
[0165] In one embodiment, a computer program product is provided, including a computer program. When the computer program is executed by a processor, the steps in the above method embodiments are implemented.
[0166] It should be noted that the user information (including but not limited to user device information, user personal information, etc.) and data (including but not limited to data for analysis, stored data, displayed data, etc.) involved in this application are all information and data authorized by the user or fully authorized by all parties.
[0167] Those of ordinary skill in the art can understand that all or part of the processes in the methods of the above embodiments can be completed by instructing relevant hardware through a computer program. The computer program can be stored in a non-volatile computer-readable storage medium. When the computer program is executed, it can include the processes of the embodiments of the above methods. Among them, any reference to a memory, database, or other medium used in the embodiments provided in the present application can include at least one of non-volatile and volatile memories. Non-volatile memories can include read-only memory (ROM), magnetic tape, floppy disk, flash memory, optical memory, high-density embedded non-volatile memory, resistive random access memory (ReRAM), magnetoresistive random access memory (MRAM), ferroelectric random access memory (FRAM), phase change memory (PCM), graphene memory, etc. Volatile memories can include random access memory (RAM) or external cache memory, etc. By way of illustration and not limitation, RAM can be in various forms, such as static random access memory (SRAM) or dynamic random access memory (DRAM), etc. The databases involved in the embodiments provided in the present application can include at least one of relational databases and non-relational databases. Non-relational databases can include distributed databases based on blockchain, etc., without limitation. The processors involved in the embodiments provided in the present application can be general-purpose processors, central processing units, graphics processing units, digital signal processors, programmable logic devices, data processing logics based on quantum computing, etc., without limitation.
[0168] The technical features of the above embodiments can be combined arbitrarily. For the sake of brevity of description, not all possible combinations of the technical features in the above embodiments are described. However, as long as there is no contradiction in the combination of these technical features, it should be considered as the scope described in this specification.
[0169] The above-described embodiments only represent several implementation manners of the present application. The description is relatively specific and detailed, but it should not be construed as a limitation on the patent scope of the present application. It should be noted that for those of ordinary skill in the art, without departing from the concept of the present application, several modifications and improvements can still be made, and these all belong to the protection scope of the present application. Therefore, the protection scope of the present application should be subject to the appended claims.
Claims
1. A method for monitoring a quantization strategy, characterized in that, Applied to the quantitative strategy monitoring end, the method includes: For at least one monitoring component corresponding to the target quantitative strategy at the quantitative strategy monitoring end, obtain the policy operation log message corresponding to the monitoring component; the policy operation log message is obtained by the quantitative strategy operation end recording the service data corresponding to the template component generated when the target quantitative strategy is executed according to the log recording method corresponding to the target log message format; the target log message format is the message format corresponding to the monitoring component; the monitoring component is the component corresponding to the template component in the preset policy template; the preset policy template is used to develop the target quantitative strategy; Use the log parsing method corresponding to the target log message format to parse the policy operation log message to obtain the target monitoring data; According to the target monitoring data, update the display content of the display area corresponding to the monitoring component in the monitoring interface to monitor the target quantitative strategy; Wherein, the policy operation log message carries the message type identifier corresponding to the target log message format; the obtaining of the policy operation log message corresponding to the monitoring component includes: Determine the target message type identifier corresponding to the monitoring component; Obtain the policy operation log message matching the target message type identifier in the target message queue as the policy operation log message corresponding to the monitoring component; the target message queue is used to receive the policy operation log message generated by the quantitative strategy operation end.
2. The method according to claim 1, characterized in that When the monitoring component is an order monitoring component, the updating the display content of the display area corresponding to the monitoring component in the monitoring interface according to the target monitoring data includes: Determine the current order status of the target order in the target monitoring data; the target order is the order generated when the quantitative strategy operation end executes the target quantitative strategy; If the current order status meets the preset status condition, then in the display area corresponding to the order monitoring component, update the status description information of the target order according to the current order status.
3. The method according to claim 1, characterized in that, When the monitoring component is an indicator monitoring component, the updating the display content of the display area corresponding to the monitoring component in the monitoring interface according to the target monitoring data includes: Determine the target template indicator data corresponding to the preset policy template in the target monitoring data; the target template indicator data is determined by the quantitative strategy operation end according to the indicator identifier corresponding to the preset policy template in the target database; Fully update the indicator data in the template indicator display area corresponding to the indicator monitoring component according to the target template indicator data; And, determine the target policy indicator data corresponding to the target quantitative strategy in the target monitoring data; Fully update the indicator data in the policy indicator display area corresponding to the indicator monitoring component according to the target policy indicator data.
4. The method according to claim 1, wherein The monitoring interface further includes a display area corresponding to the policy parameter monitoring component; the method further includes: Obtain the policy start / stop parameters corresponding to the target quantization policy in the target database, and determine the target data types corresponding to the respective policy start / stop parameters; Determine the front-end controls corresponding to the respective policy start / stop parameters according to the target front-end control types corresponding to the respective target data types; Load the policy start / stop parameters and the corresponding front-end controls in the display area corresponding to the policy parameter monitoring component.
5. The method according to claim 4, wherein The method further includes: Determine the parameter limit conditions corresponding to the respective policy start / stop parameters in the target database; In response to the input operations of the user on the respective front-end controls, determine the input values in the respective front-end controls; If the input value in the front-end control satisfies the corresponding parameter limit condition, then use the input value as the target input value in the front-end control.
6. A method for monitoring a quantization strategy, characterized in that, Applied to the quantization policy running end, the method includes: Obtain the service data corresponding to the template components in the preset policy template when executing the target quantization policy; the preset policy template is used to develop the target quantization policy; Determine the monitoring components corresponding to the template components in the quantization policy monitoring end, and determine the target log message format corresponding to the monitoring components; Record the service data corresponding to the template components according to the log recording method corresponding to the target log message format, to obtain the policy running log message corresponding to the monitoring components; the policy running log message is used for the quantization policy monitoring end to update the display content of the display area corresponding to the monitoring components in the monitoring interface, so as to monitor the target quantization policy; Wherein, the policy running log message carries the message type identifier corresponding to the target log message format; after the step of recording the service data corresponding to the template components according to the log recording method corresponding to the target log message format to obtain the policy running log message corresponding to the monitoring components, the method further includes: Send the policy running log message to the target message queue through the log collection device; the target message queue is used for the quantization policy monitoring end to obtain the policy running log message matching the target message type identifier as the policy running log message corresponding to the monitoring components; the target message type identifier is the message type identifier corresponding to the monitoring components.
7. A quantization strategy monitoring device, characterized in that, Applied to the quantization policy monitoring end, the device includes: The first acquisition module is used to acquire the policy running log message corresponding to the monitoring component for at least one monitoring component corresponding to the target quantization policy in the quantization policy monitoring end; the policy running log message is obtained by the quantization policy running end recording the service data corresponding to the template components when executing the target quantization policy according to the log recording method corresponding to the target log message format; the target log message format is the message format corresponding to the monitoring component; the monitoring component is the component corresponding to the template component in the preset policy template; the preset policy template is used to develop the target quantization policy; A parsing module, configured to parse the policy operation log message by using a log parsing method corresponding to the target log message format, so as to obtain target monitoring data; An updating module, configured to update the display content of a display area corresponding to the monitoring component in a monitoring interface according to the target monitoring data, so as to monitor the target quantitative strategy; wherein, the policy operation log message carries a message type identifier corresponding to the target log message format; The first obtaining module is configured to determine a target message type identifier corresponding to the monitoring component; obtain a policy operation log message matching the target message type identifier from a target message queue as the policy operation log message corresponding to the monitoring component; the target message queue is used to receive the policy operation log message generated by the quantitative strategy running end.
8. A quantization strategy monitoring device, characterized in that, Applied to a quantitative strategy running end, the device includes: A second obtaining module, configured to obtain service data corresponding to a template component in a preset policy template when executing a target quantitative strategy; the preset policy template is used to develop the target quantitative strategy; A determining module, configured to determine a monitoring component corresponding to the template component in a quantitative strategy monitoring end, and determine a target log message format corresponding to the monitoring component; A recording module, configured to record the service data corresponding to the template component according to a log recording method corresponding to the target log message format, so as to obtain a policy operation log message corresponding to the monitoring component; the policy operation log message is used for the quantitative strategy monitoring end to update the display content of a display area corresponding to the monitoring component in a monitoring interface, so as to monitor the target quantitative strategy; wherein, the policy operation log message carries a message type identifier corresponding to the target log message format; The device further includes: a sending module, configured to send the policy operation log message to a target message queue through a log collection device; the target message queue is used for the quantitative strategy monitoring end to obtain a policy operation log message matching a target message type identifier as the policy operation log message corresponding to the monitoring component; the target message type identifier is the message type identifier corresponding to the monitoring component.
9. A computer device, comprising a memory and a processor, the memory storing a computer program, characterized in that, When the processor executes the computer program, the steps of the method according to any one of claims 1 to 6 are implemented.
10. A computer-readable storage medium having a computer program stored thereon, characterized in that, When the computer program is executed by the processor, the steps of the method according to any one of claims 1 to 6 are implemented.
11. A computer program product, comprising a computer program, characterized in that, When the computer program is executed by the processor, the steps of the method according to any one of claims 1 to 6 are implemented.
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