Resource exchange data processing method and device, computer equipment and readable storage medium

Abstract

The invention relates to a resource exchange data processing method and device, computer equipment and a readable storage medium in the field of data processing. The method comprises the following steps: determining a resource exchange type and a resource product type of resource exchange data; generating resource processing priority information based on the resource exchange type and the resource product type; under the condition that a preset splitting identifier exists in the instant resource exchange data, if it is detected that the resource product type is different from a preset resource product type, performing resource splitting on the instant resource exchange data according to the resource processing priority information to obtain instant resource split data; according to the resource processing priority information, splitting the long-term resource exchange data into spot resource exchange data and out-of-date resource exchange data; resource change re-estimation is carried out to obtain a plurality of re-estimated resource exchange data; and generating a resource change result. By adopting the method, resource exchange data processing can be efficiently carried out.

Description

Technical Field

[0001] The present application relates to the field of data processing technology, and in particular to a resource exchange data processing method, device, computer equipment, computer-readable storage medium and computer program product. Background Art

[0002] With the development of science and technology, there are more and more resource exchange processes. For example, enterprise A can exchange resources with enterprise B, enterprise A can also exchange resources with user C, and user C can also exchange resources with user D. As more and more resource exchange processes are generated, more and more resource exchange data is generated. Therefore, processing resource exchange data has become a topic of much concern.

[0003] In traditional technology, resource exchange data is generally processed through statistical methods. Specifically, when it is necessary to obtain resource change results of resource exchange data, it is generally done by: counting resource exchange data of different time periods, directly comparing resource exchange data of different time periods, and obtaining resource change results of different time periods.

[0004] However, the current resource exchange data processing method is not efficient enough. Summary of the invention

[0005] Based on this, it is necessary to provide an efficient resource exchange data processing method, device, computer equipment, computer readable storage medium and computer program product to address the above technical problems.

[0006] In a first aspect, the present application provides a resource exchange data processing method, comprising:

[0007] Acquire resource exchange data, and determine the resource exchange type and resource product type of the resource exchange data, wherein the resource exchange data includes immediate resource exchange data and long-term resource exchange data;

[0008] Generate resource processing priority information based on the resource exchange type and the resource product type;

[0009] In the case where there is a preset splitting identifier in the immediate resource exchange data, if it is detected that the resource product type is different from the preset resource product type, the immediate resource exchange data is resource split according to the resource processing priority information to obtain the immediate resource splitting data;

[0010] According to the resource processing priority information, the forward resource exchange data is split into spot resource exchange data and swap resource exchange data;

[0011] Revaluing resource changes on the spot resource split data, the spot resource exchange data, and the swap resource exchange data to obtain a plurality of revalued resource exchange data;

[0012] A resource change result is generated based on the plurality of revalued resource exchange data.

[0013] In one embodiment, the resource exchange data includes structured data and unstructured data, and before determining the resource exchange type and resource product type of the resource exchange data, it also includes:

[0014] Perform threshold analysis on structured data to obtain structured data within a normal threshold;

[0015] Determine the associated data of unstructured data;

[0016] Filter unstructured data or unstructured data whose associated data is in a preset blacklist database.

[0017] In one embodiment, generating resource processing priority information based on resource exchange type and resource product type includes:

[0018] Based on the resource exchange type, generating first resource processing priority information, the first resource processing priority information including a plurality of first resource processing priorities;

[0019] For the same first resource processing priority, based on the resource product type, second resource processing priority information is generated, wherein the second resource processing priority information includes a plurality of second resource processing priorities;

[0020] For the same first resource processing priority and second resource processing priority, obtaining a resource exchange time attribute of the resource exchange data, and generating third resource processing priority information based on the resource exchange time attribute;

[0021] Resource processing priority information is generated based on the first resource processing priority information, the second resource processing priority information, and the third resource processing priority information.

[0022] In one embodiment, if it is detected that the resource product type is different from the preset resource product type, resource splitting is performed on the immediate resource exchange data to obtain the immediate resource splitting data, including:

[0023] If it is detected that the resource product type is different from the preset resource product type, then obtaining a resource product exchange ratio between the resource product type and the preset resource product type;

[0024] Based on the resource-product exchange ratio, the immediate resource exchange data is split to obtain the immediate resource split data.

[0025] In one embodiment, the method further comprises:

[0026] In response to the data monitoring attribute parameter configuration operation, a data monitoring attribute configuration condition is obtained, and based on the data monitoring attribute configuration condition, the resource exchange data is monitored to obtain first resource exchange data that meets the data monitoring attribute configuration condition within a preset time period;

[0027] In response to the data display attribute parameter configuration operation, a data display attribute configuration condition is obtained, and the second resource exchange data satisfying the data display attribute configuration condition in the first resource exchange data is displayed.

[0028] In one embodiment, the method further comprises:

[0029] Split the resource exchange data in the current time period into spot resource exchange data and swap resource exchange data;

[0030] Generate swap resource circulation exposure information in the current time period based on spot resource exchange data and swap resource exchange data;

[0031] Compare the swap resource transfer exposure information in the current time period with the swap resource transfer exposure information in the previous time period to obtain the resource transfer exposure information in the current time period.

[0032] In one embodiment, after generating a resource change result based on the plurality of revalued resource exchange data, the method further includes:

[0033] Splitting the first target swap resource exchange data into remote spot resource exchange data and near-end spot resource exchange data, wherein the first target swap resource exchange data includes expired swap resource exchange data and unexpired remote swap resource exchange data but expired near-end swap resource exchange data;

[0034] If the resource exchange direction of the remote spot resource exchange data or the near-end spot resource exchange data is resource transfer-in, the quantity of the near-end spot resource exchange data is determined as the first long exposure quantity, and the quantity of the remote spot resource exchange data is determined as the second long exposure quantity, and the long average resource quantity is obtained based on the first long exposure quantity and the second long exposure quantity;

[0035] If the resource exchange direction of the remote spot resource exchange data or the near-end spot resource exchange data is resource transfer-out, the quantity of the near-end spot resource exchange data is determined as the first short exposure quantity, and the quantity of the remote spot resource exchange data is determined as the second short exposure quantity, and based on the first short exposure quantity and the second short exposure quantity, the short average resource quantity is obtained;

[0036] A realized resource change of the first target swap resource exchange data is generated based on the first long exposure quantity, the first short exposure quantity, the second long exposure quantity, the second short exposure quantity, the long average resource quantity, and the short average resource quantity.

[0037] In one embodiment, after generating a resource change result based on the plurality of revalued resource exchange data, the method further includes:

[0038] Based on the near-end swap resource exchange data and the far-end swap resource exchange data corresponding to the second target swap resource exchange data, generating an initial resource change result of the second target swap resource exchange data, wherein the second target swap resource exchange data includes the near-end swap resource exchange data that has expired but the far-end has not expired, and the near-end and far-end swap resource exchange data that has not expired;

[0039] The initial resource change results of the second target swap resource exchange data are accumulated to obtain the unrealized resource change amount of the second target swap resource exchange data.

[0040] In a second aspect, the present application further discloses a resource exchange data processing device, the device comprising:

[0041] A resource acquisition module, used to acquire resource exchange data and determine the resource exchange type and resource product type of the resource exchange data, wherein the resource exchange data includes immediate resource exchange data and long-term resource exchange data;

[0042] A priority processing module, used to generate resource processing priority information based on the resource exchange type and the resource product type;

[0043] A first resource splitting module is used for, when there is a preset splitting identifier in the immediate resource exchange data, if it is detected that the resource product type is different from the preset resource product type, to split the immediate resource exchange data according to the resource processing priority information to obtain the immediate resource splitting data;

[0044] A second resource splitting module, configured to split the forward resource exchange data into spot resource exchange data and swap resource exchange data according to the resource processing priority information;

[0045] A resource revaluation module, used for revaluing the resource changes of the spot resource split data, the spot resource exchange data and the swap resource exchange data, respectively, to obtain a plurality of revalued resource exchange data;

[0046] The change result generating module is used to generate a resource change result based on the plurality of revalued resource exchange data.

[0047] In one of the embodiments, the resource exchange data includes structured data and unstructured data, and the resource exchange data processing device also includes an exception analysis module, which is used to perform threshold analysis on the structured data to obtain structured data within a normal threshold; determine the associated data of the unstructured data; and filter the unstructured data or the unstructured data whose associated data is in a preset blacklist database.

[0048] In one of the embodiments, the priority processing module is also used to generate first resource processing priority information based on the resource exchange type, the first resource processing priority information including multiple first resource processing priorities; for the same first resource processing priority, based on the resource product type, generate second resource processing priority information, the second resource processing priority information including multiple second resource processing priorities; for the same first resource processing priority and second resource processing priority, obtain the resource exchange time attribute of the resource exchange data, and generate third resource processing priority information based on the resource exchange time attribute; generate resource processing priority information based on the first resource processing priority information, the second resource processing priority information and the third resource processing priority information.

[0049] In one of the embodiments, the first resource splitting module is also used to obtain a resource product exchange ratio between the resource product type and the preset resource product type if it is detected that the resource product type is different from the preset resource product type; based on the resource product exchange ratio, perform resource splitting on the immediate resource exchange data to obtain the immediate resource splitting data.

[0050] In one of the embodiments, the resource exchange data processing device also includes a monitoring module, which is used to respond to a data monitoring attribute parameter configuration operation, obtain a data monitoring attribute configuration condition, and monitor the resource exchange data based on the data monitoring attribute configuration condition to obtain the first resource exchange data that meets the data monitoring attribute configuration condition within a preset time period; respond to a data display attribute parameter configuration operation, obtain the data display attribute configuration condition, and display the second resource exchange data that meets the data display attribute configuration condition in the first resource exchange data.

[0051] In one of the embodiments, the resource exchange data processing device also includes a circulation exposure information acquisition module, which is used to split the resource exchange data in the current time period into spot resource exchange data and swap resource exchange data; generate swap resource circulation exposure information in the current time period based on the spot resource exchange data and the swap resource exchange data; compare the swap resource circulation exposure information in the current time period with the swap resource circulation exposure information in the previous time period to obtain the resource circulation exposure information in the current time period.

[0052] In one of the embodiments, the resource exchange data processing device further includes a first variation generating module, the first variation generating module being used to split the first target swap resource exchange data into remote spot resource exchange data and near-end spot resource exchange data, the first target swap resource exchange data including expired swap resource exchange data and remote unexpired but near-end expired swap resource exchange data; if the resource exchange direction of the remote spot resource exchange data or the near-end spot resource exchange data is resource transfer-in, the quantity of the near-end spot resource exchange data is determined as the first long exposure quantity, the quantity of the remote spot resource exchange data is determined as the second long exposure quantity, and based on the first The first long exposure quantity and the second long exposure quantity are used to obtain the long average resource quantity; if the resource exchange direction of the remote spot resource exchange data or the near-end spot resource exchange data is resource transfer-out, the quantity of the near-end spot resource exchange data is determined as the first short exposure quantity, and the quantity of the remote spot resource exchange data is determined as the second short exposure quantity, and based on the first short exposure quantity and the second short exposure quantity, the short average resource quantity is obtained; based on the first long exposure quantity, the first short exposure quantity, the second long exposure quantity, the second short exposure quantity, the long average resource quantity and the short average resource quantity, the realized resource change of the first target swap resource exchange data is generated.

[0053] In one of the embodiments, the resource exchange data processing device also includes a second change amount generating module, which is used to generate an initial resource change result of the second target swap resource exchange data based on the proximal swap resource exchange data and the distal swap resource exchange data corresponding to the second target swap resource exchange data, the second target swap resource exchange data including the proximal swap resource exchange data that has expired but the distal swap resource exchange data that has not expired, and the proximal swap resource exchange data that has not expired both at the distal and the distal ends; accumulate the initial resource change results of the second target swap resource exchange data to obtain the unrealized resource change amount of the second target swap resource exchange data.

[0054] In a third aspect, the present application further provides a computer device, including a memory and a processor, wherein the memory stores a computer program, and when the processor executes the computer program, the following steps are implemented:

[0055] Acquire resource exchange data, and determine the resource exchange type and resource product type of the resource exchange data, wherein the resource exchange data includes immediate resource exchange data and long-term resource exchange data;

[0056] Generate resource processing priority information based on resource exchange type and resource product type;

[0057] In the case where there is a preset splitting identifier in the immediate resource exchange data, if it is detected that the resource product type is different from the preset resource product type, the immediate resource exchange data is split according to the resource processing priority information to obtain the immediate resource splitting data;

[0058] According to the resource processing priority information, the forward resource exchange data is split into spot resource exchange data and swap resource exchange data;

[0059] Revaluate the resource changes of the spot resource split data, the spot resource exchange data and the swap resource exchange data respectively, and obtain multiple revalued resource exchange data;

[0060] Generate resource change results based on multiple revalued resource exchange data.

[0061] In a fourth aspect, the present application further provides a computer-readable storage medium having a computer program stored thereon, and when the computer program is executed by a processor, the following steps are implemented:

[0062] Acquire resource exchange data, and determine the resource exchange type and resource product type of the resource exchange data, wherein the resource exchange data includes immediate resource exchange data and long-term resource exchange data;

[0063] Generate resource processing priority information based on resource exchange type and resource product type;

[0064] In the case where there is a preset splitting identifier in the immediate resource exchange data, if it is detected that the resource product type is different from the preset resource product type, the immediate resource exchange data is split according to the resource processing priority information to obtain the immediate resource splitting data;

[0065] According to the resource processing priority information, the forward resource exchange data is split into spot resource exchange data and swap resource exchange data;

[0066] Revaluate the resource changes of the spot resource split data, the spot resource exchange data and the swap resource exchange data respectively, and obtain multiple revalued resource exchange data;

[0067] Generate resource change results based on multiple revalued resource exchange data.

[0068] In a fifth aspect, the present application further provides a computer program product, including a computer program, which implements the following steps when executed by a processor:

[0069] Acquire resource exchange data, and determine the resource exchange type and resource product type of the resource exchange data, wherein the resource exchange data includes immediate resource exchange data and long-term resource exchange data;

[0070] Generate resource processing priority information based on resource exchange type and resource product type;

[0071] In the case where there is a preset splitting identifier in the immediate resource exchange data, if it is detected that the resource product type is different from the preset resource product type, the immediate resource exchange data is split according to the resource processing priority information to obtain the immediate resource splitting data;

[0072] According to the resource processing priority information, the forward resource exchange data is split into spot resource exchange data and swap resource exchange data;

[0073] Revaluate the resource changes of the spot resource split data, the spot resource exchange data and the swap resource exchange data respectively, and obtain multiple revalued resource exchange data;

[0074] Generate resource change results based on multiple revalued resource exchange data.

[0075] The above-mentioned resource exchange data processing method, device, computer equipment, computer-readable storage medium and computer program product, during the whole process, the resource processing priority information generated by the resource exchange type and the resource product type improves the efficiency of resource exchange data processing, that is, it realizes efficient resource splitting of forward resource exchange data and spot resource exchange data, and the efficiency of obtaining spot resource splitting data, spot resource exchange data and swap resource exchange data is improved. Furthermore, instead of the complex process of directly processing the resource exchange data, by re-evaluating the resource changes of the spot resource splitting data, the spot resource exchange data and the swap resource exchange data, a plurality of re-evaluated resource exchange data is obtained. Based on the plurality of re-evaluated resource exchange data, the process of obtaining the resource change result is more efficient. BRIEF DESCRIPTION OF THE DRAWINGS

[0076] In order to more clearly illustrate the technical solutions in the embodiments of the present application or the related technologies, the drawings required for use in the embodiments of the present application or the related technical descriptions will be briefly introduced below. Obviously, the drawings described below are some embodiments of the present application. For ordinary technicians in this field, other related drawings can be obtained based on these drawings without paying any creative work.

[0077] Figure 1 An application environment diagram of a resource exchange data processing method in an embodiment;

[0078] Figure 2 A schematic diagram of a process flow of a resource exchange data processing method in one embodiment;

[0079] Figure 3 is a schematic diagram of a real-time exposure monitoring interface in one embodiment;

[0080] Figure 4 A schematic diagram of a profit and loss analysis query interface in an embodiment;

[0081] Figure 5 It is a schematic diagram of monitoring resource transfer exposure information in each time period in an embodiment;

[0082] Figure 6 A schematic diagram of a flow chart of a resource exchange data processing method in another embodiment;

[0083] Figure 7 A schematic diagram of real-time profit and loss query in an embodiment;

[0084] Figure 8 A schematic diagram of historical profit and loss query in an embodiment;

[0085] Fig. 9 is a structural block diagram of a resource exchange data processing device in one embodiment;

[0086] Fig.10 FIG. 4 is a diagram showing the internal structure of a computer device in one embodiment. DETAILED DESCRIPTION

[0087] In order to make the purpose, technical solutions and advantages of the present application clearer, the present application is further described in detail below in conjunction with the accompanying drawings and embodiments. It should be understood that the specific embodiments described herein are used to explain the present application and are not used to limit the present application. It should be noted that in the embodiments of the present application, certain software, components, models and other existing solutions in the industry may be mentioned, which should be considered as exemplary, and their purpose is to illustrate the feasibility of the implementation of the technical solution of the present application, but it does not mean that the applicant has or will necessarily use the solution.

[0088] 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 used 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, and the collection, use and processing of relevant data must comply with relevant regulations. The acquisition, storage, use, and processing of data in the technical solution of this application are in compliance with relevant provisions of national laws and regulations.

[0089] The resource exchange data processing method provided in the embodiment of the present application can be applied to Figure 1 In the application environment shown, the terminal 102 communicates with the server 104 through a network. The data storage system can store data that the server 104 needs to process. The data storage system can be integrated on the server 104, or placed on the cloud or other network servers.

[0090] The terminal 102 responds to the resource exchange data processing request uploaded by the user, obtains the resource exchange data uploaded by the user, and forwards the resource exchange data uploaded by the user to the server 104. The server 104 obtains the resource exchange data and determines the resource exchange type and resource product type of the resource exchange data, wherein the resource exchange data includes immediate resource exchange data and forward resource exchange data; based on the resource exchange type and the resource product type, generates resource processing priority information; in the case where there is a preset splitting mark in the immediate resource exchange data, if it is detected that the resource product type is different from the preset resource product type, then according to the resource processing priority information, the immediate resource exchange data is resource split to obtain the immediate resource splitting data; according to the resource processing priority information, the forward resource exchange data is split into spot resource exchange data and swap resource exchange data; resource changes are revalued for the immediate resource splitting data, the spot resource exchange data, and the swap resource exchange data, respectively, to obtain a plurality of revalued resource exchange data; based on the plurality of revalued resource exchange data, a resource change result is generated. Furthermore, the server 104 may also send the resource change result to the terminal 102 , which will then display it to the user.

[0091] Among them, the terminal 102 can be, but is not limited to, various personal computers, laptops, smart phones, tablet computers, Internet of Things devices and portable wearable devices. The Internet of Things devices can be smart speakers, smart TVs, smart air conditioners, smart car devices, projection devices, etc. Portable wearable devices can be smart watches, smart bracelets, head-mounted devices, etc. Head-mounted devices can be virtual reality (VR) devices, augmented reality (AR) devices, smart glasses, etc. The server 104 can be an independent physical server, or a server cluster or distributed system composed of multiple physical servers, or a cloud server that provides cloud computing services.

[0092] In an exemplary embodiment, Figure 2 As shown, a resource exchange data processing method is provided, and the method is applied to Figure 1 The server 104 in FIG. 1 is used as an example for explanation. Among them:

[0093] S100, acquiring resource exchange data, and determining a resource exchange type and a resource product type of the resource exchange data.

[0094] Among them, resource exchange data refers to resource data transferred from a resource transfer-out object to a resource transfer-in object. The resource transfer-out object or the resource transfer-in object can be an enterprise or an individual. The resource exchange type can be a resource exchange type divided in a variety of types. For example, when the type division method is resource exchange duration division, the resource exchange type can be divided into long-term resource exchange type and short-term resource exchange type; when the type division method is resource exchange product division, different resource exchange types can be divided according to different resource exchange products. In this embodiment, the resource exchange data includes but is not limited to immediate resource exchange data and long-term resource exchange data. Resource product type refers to the type of product exchanged during the resource exchange process, such as currency, metal and other products.

[0095] Specifically, the terminal responds to the resource exchange data processing request uploaded by the user, obtains the resource exchange data uploaded by the user, and forwards the resource exchange data uploaded by the user to the server. The server obtains the resource exchange data, analyzes the resource exchange data, and obtains the resource exchange type and resource product type of the resource exchange data.

[0096] S200, generating resource processing priority information based on the resource exchange type and the resource product type.

[0097] Specifically, based on the resource exchange type and the resource product type, resource processing priority information of the resource exchange data is generated, that is, the priority information for processing the resource exchange data. Subsequently, the resource exchange data can be processed in sequence according to the resource processing priority information to improve the efficiency of resource exchange data processing.

[0098] S300, when there is a preset splitting mark in the immediate resource exchange data, if it is detected that the resource product type is different from the preset resource product type, the immediate resource exchange data is split according to the resource processing priority information to obtain the immediate resource splitting data.

[0099] Among them, the spot resource exchange data refers to the resource exchange data of the resource exchange type of the spot resource exchange type. The spot resource exchange type refers to the type of spot resource exchange that is delivered immediately after the transaction between the two parties of the resource exchange or within two business days. The resource exchange process belonging to the spot resource exchange type includes but is not limited to the following types of resource exchanges: precious metal spot resource exchange, precious metal futures resource exchange, personal physical gold resource exchange, account precious metal resource exchange, account precious metal two-way resource exchange, precious metal consignment purchase resource exchange, location swap resource exchange, accumulated gold to customer resource exchange, gold exchange deferred delivery resource exchange, etc.

[0100] Resource exchange data is exposure detail data. Exposure refers to the position held by the resource exchange formed by the resource exchange. Generally speaking, resource transfer-in is recorded as positive exposure, and resource transfer-out is recorded as negative exposure. Resource splitting means splitting the exposure generated by a resource exchange into two resource exchange data according to certain splitting rules and splitting parameters. The main fields recorded in the exposure detail data include but are not limited to: resource exchange number, resource exchange type, resource exchange status, resource exchange direction, exposure quantity, exposure amount, cost price, currency pair used in resource exchange, account number, resource exchange handler number, etc.

[0101] Specifically, according to the resource processing priority information, the resource exchange data is split in sequence. For example, when the resource exchange types include type 1 and type 2, and the resource product type 2 includes type A and type B, the generated resource processing priority information includes: resource exchange data of type 1A>resource exchange data of type 1B>resource exchange data of type 2A>resource exchange data of type 2B. Then, when the resource exchange data is split, the resource exchange data of type 1A is first split, and then the resource exchange data of type 1B, the resource exchange data of type 2A and the resource exchange data of type 2B are split in sequence, until all the resource exchange data are split and the immediate resource split data is obtained.

[0102] Taking the resource exchange data including both immediate resource exchange data and forward resource exchange data as an example, for the immediate resource exchange data, first, according to the splitting mark pre-set by the user, it is determined whether the immediate resource exchange data needs to be split, that is, whether the resource exchange data contains a pre-set splitting mark. If there is a preset splitting mark, it means that resource splitting can be performed. At this time, the immediate resource exchange data is split according to the resource splitting rules to generate two immediate resource splitting data. If there is no preset splitting mark, it means that resource splitting is not required, and a corresponding exposure data is directly generated based on the resource exchange data.

[0103] Furthermore, the immediate resource exchange data is split according to the resource splitting rule to generate two immediate resource splitting data, which also includes: according to the resource product type, further judging whether the immediate resource exchange data needs to be split; if the resource product type is different from the preset resource product type, the immediate resource exchange data is split to obtain the immediate resource splitting data.

[0104] For example, when the resource product type is the currency used by the resource exchange, the preset resource product type is the default direct currency for resource exchange, such as the US dollar. When the currency used by the resource exchange is not the US dollar, the spot resource exchange data needs to be split.

[0105] In an exemplary embodiment, the resource exchange status of the resource exchange data can also be obtained, and then the exposure detail data record is generated according to the resource exchange status. If the resource exchange status = add, the current resource split data is the exposure detail data record; if the resource exchange status = cancel or reverse, it is necessary to find the current resource split data to be canceled or reversed as the exposure detail data record according to the resource exchange number, and generate an exposure detail data record with the exposure quantity and exposure amount opposite to the record to be canceled or reversed; if the resource exchange status = modify, it is necessary to perform the above-mentioned operation of canceling and reversing first and then adding. Examples are shown in Figures 1-3 below:

[0106] Table 1 New exposure details data records

[0107] Currency Pair (Currency 1 / Currency 2) Resource exchange status Exposure Quantity Cost Price Exposure amount AUB / CNY Added -1000.00 371.23 371230.00

[0108] Table 2: Cancellation or correction of exposure details data records

[0109] Currency Pairs Resource exchange status Exposure Quantity Cost Price Exposure amount AUB / CNY Added -1000.00 371.23 371230.00 AUB / CNY Revocation 1000.00 371.23 -371230.00

[0110] Table 3 Modification of exposure details data records

[0111] Currency Pairs Resource exchange status Exposure Quantity Cost Price Exposure amount AUB / CNY Added -1000.00 371.23 371230.00 AUB / CNY Revocation 1000.00 371.23 -371230.00 AUB / CNY Revise -800.00 371.23 296984.00

[0112] In an exemplary embodiment, taking precious metals as an example, the spot resource exchange data for splitting precious metal resources is mainly divided into three categories. The first category is customer resource exchange, which mainly refers to the resource exchange between branches and customers, including: personal physical gold trading resource exchange, account precious metal resource exchange, account precious metal two-way resource exchange, accumulated gold customer resource exchange, and the resource exchange method is recorded as system-entered resource exchange; the second category is proprietary or flat-rate resource exchange, which mainly refers to the resource exchange between the head office and the counterparty, including: precious metal spot resource exchange, precious metal futures resource exchange, precious metal consignment purchase resource exchange, location swap resource exchange, gold exchange deferred delivery resource exchange, foreign exchange spot resource exchange, and the resource exchange method is recorded as manually entered resource exchange; the third category is the precious metal spot resource exchange split from forward transactions, the resource exchange type is precious metal spot resource exchange, and the resource exchange method is recorded as system-split resource exchange.

[0113] S400, splitting the forward resource exchange data into spot resource exchange data and swap resource exchange data according to the resource processing priority information.

[0114] Among them, the forward resource exchange data is the resource exchange data whose resource exchange type is the forward resource exchange type, and the swap resource exchange data is the resource exchange data whose resource exchange type is the swap resource exchange type.

[0115] The forward resource exchange type refers to the type of resource exchange between the two parties of the resource exchange for a certain amount of resources at a later date based on the resource quantity of the resource varieties agreed upon by both parties. The swap resource exchange type can be understood as a combination of a spot resource exchange and a forward resource exchange. Taking loans as an example, for the lender, the swap resource exchange is to transfer the spot contract into the forward contract, and for the borrower, the swap resource exchange is to transfer the spot contract into the forward contract. The resource exchange direction of the spot resource exchange is consistent with the direction of the forward resource exchange. The proximal direction of the swap resource exchange is opposite to that of the forward resource exchange, and the distal direction is consistent with that of the forward resource exchange. Spot resource exchange data refers to resource exchange data with the resource exchange type of spot resource exchange.

[0116] Specifically, for the forward resource exchange data, after the forward resource exchange is reached, the forward resource exchange data needs to be split into one immediate resource exchange data + one swap resource exchange data. If the resource product type of the immediate resource exchange data is different from the preset resource product type (non-direct resource exchange), the immediate resource exchange data needs to be split into two direct immediate resource exchange data.

[0117] For forward resource exchange data with the direction of resource exchange being transfer-in, it is necessary to split out a spot transfer-in resource exchange settled at T+0 / T+1 / T+2 + a gold swap resource exchange with near-end transfer-out and far-end transfer-in; for forward resource exchange data with the direction of resource exchange being transfer-out, it is necessary to split out a spot transfer-out resource exchange settled at T+0 / T+1 / T+2 + a gold swap resource exchange with near-end transfer-in and far-end transfer-out, and the original resource exchange still exists. The status of the original resource exchange is generally captured or imported, and the status of the split spot resource split data is generated. The following are scenarios for resource splitting:

[0118] 1. Split the spot resource exchange data from the forward resource exchange data, and generate the spot resource exchange data through the spot resource exchange data. According to the price in the spot resource exchange process, the spot market price is determined with the resource exchange date and the interest date as the current day, and the spot spread price is obtained in the market. Based on the spread price, the spot market price is processed to generate the split spot price. The expression is: split spot price = spot market price + spread; the split spot price and forward resource exchange data are processed to generate the spot resource exchange data.

[0119] 2. Split the swap resource exchange data from the forward resource exchange data. The near-end value date is the current day, the far-end value date is the forward delivery date, the near-end price = split spot price, the far-end price = near-end price + spot price * swap rate / 360 * swap term, and the swap resource exchange data = resource exchange price * resource exchange weight.

[0120] 3. Forward resource exchange settlement and delivery. Based on the split spot resource exchange data and swap resource exchange data, the reverse forward resource exchange data is generated, wherein the reverse forward resource exchange data is simultaneously split to generate reverse split spot resource exchange data and split swap resource exchange data.

[0121] 4. Modification and cancellation of forward resource exchange. It is necessary to simultaneously cancel / modify the spot resource exchange data and swap resource exchange data of the forward resource exchange data split.

[0122] In an exemplary embodiment, the following is an example of splitting the future resource exchange data:

[0123] One forward resource exchange data can generate one spot resource exchange data + one swap resource exchange data. For example, if a forward transaction of 50kgAUY / CNY sold to Shandong Branch on February 21, 2020 is directly entered in the account HOAUFWDCNP on January 20, 2020, with a forward price of 350 and a corresponding spot price of 340, the system will be able to query three resource exchange data as shown in Table 4: (spot and forward in the same direction)

[0124] Table 4 Three resource exchange data in the split example of long-term resource exchange data

[0125]

[0126] There are two situations for settlement price delivery: manually input difference delivery forward resource exchange; or change from physical delivery to difference delivery forward transaction resource exchange with input settlement price.

[0127] From the time the settlement price is entered, a forward resource exchange data, a spot resource exchange data and a swap resource exchange data are automatically generated. For example, on January 20, 2020, a forward transaction of 50kgAUY / CNY sold to Shandong Branch on February 21, 2020 was directly entered in the account HOAUFWDCNP. The forward price was 350, corresponding to the spot price of 340. If the delivery method is changed and the settlement price is 360, the system will be able to query the three resource exchange data as shown in Table 5:

[0128] Table 5 Three resource exchange data queried after changing the delivery method

[0129]

[0130] Furthermore, by adopting different resource splitting methods for resource exchange data of different resource exchange types, it is more accurate. Furthermore, by presetting the splitting identifier and resource product type, the spot resource exchange data is split to obtain two split spot resource splitting data, and then by splitting the forward resource exchange data into spot resource exchange data and swap resource exchange data, the subsequent resource exchange data processing is more accurate and efficient.

[0131] S500, revaluing resource changes of the spot resource split data, the spot resource exchange data and the swap resource exchange data respectively to obtain a plurality of revalued resource exchange data.

[0132] Among them, resource change revaluation refers to estimating the latest resource quantity after resource splitting within a preset time period. That is to say, the resource quantity on the previous day may be one value, and after a day of market changes, the resource quantity on the second day may be another value. Therefore, it is necessary to re-evaluate the resource change of the exchange data after resource splitting. Generally, the preset time period refers to a time period defined by the user, for example, it can be the same day or within a week.

[0133] Specifically, within a preset time period, the exchange data after resource splitting is revalued according to resource changes, that is, the spot resource splitting data, the spot resource exchange data and the swap resource exchange data are revalued according to resource changes, and the actual resource quantities of the spot resource splitting data, the spot resource exchange data and the swap resource exchange data within the preset time period are determined to obtain a plurality of revalued resource exchange data. Taking the spot exchange of precious metals as an example, the value of precious metals is 100 on October 16. After a day of market changes, the value of precious metals is 200 on October 17, and the revalued resource exchange data is also 200.

[0134] S500, generating a resource change result based on a plurality of revalued resource exchange data.

[0135] Among them, the resource change result refers to the changing trend of the resource quantity.

[0136] Specifically, based on the revalued resource exchange data and the original spot resource split data, a resource change result is generated. More specifically, based on the difference between the revalued resource exchange data and the original exchange data after resource splitting, a resource change result is generated, that is, based on the difference between the spot resource split data and the revalued resource exchange data corresponding to the spot resource split data, a first resource change result is generated, based on the difference between the spot resource exchange data and the revalued resource exchange data corresponding to the spot resource exchange data, a second resource change result is generated, based on the difference between the swap resource exchange data and the revalued resource exchange data corresponding to the swap resource exchange data, a third resource change result is generated, and then the three resource change results are summarized to generate the final resource change result. Among them, the resource change result is directional, a positive resource change result represents a loss, and a negative resource change result represents a gain.

[0137] Still taking the spot exchange of precious metals as an example, the revalued resource exchange data of precious metals is 200, and the initial spot resource split data of precious metals is 100. The generated resource change result is -100, which means that the precious metal has gained 100 within the preset time period.

[0138] In the above-mentioned resource exchange data processing method, during the whole process, the resource processing priority information generated by the resource exchange type and the resource product type improves the efficiency of resource exchange data processing, that is, it realizes efficient resource splitting of forward resource exchange data and spot resource exchange data, and the efficiency of obtaining spot resource splitting data, spot resource exchange data and swap resource exchange data is improved. Furthermore, instead of the complex process of directly processing the resource exchange data, by revaluing the resource changes of the spot resource splitting data, the spot resource exchange data and the swap resource exchange data, a plurality of revalued resource exchange data are obtained. Based on the plurality of revalued resource exchange data, the process of obtaining the resource change result is more efficient.

[0139] In an exemplary embodiment, the resource exchange data includes structured data and unstructured data. Before determining the resource exchange type and resource product type of the resource exchange data, the following steps are further included:

[0140] Perform threshold analysis on structured data to obtain structured data within a normal threshold, determine associated data of unstructured data, and filter unstructured data or unstructured data whose associated data is in a preset blacklist database.

[0141] Among them, structured data is also called quantitative data, which is information that can be represented by data or a unified structure, such as numbers, symbols, etc. Unstructured data is essentially all data other than structured data. It does not conform to any predefined model, so it is stored in a non-relational database and queried using NoSQL. It may be text or non-text, and may be human-generated or machine-generated. Simply put, unstructured data is data with variable fields.

[0142] Specifically, resource exchange data includes structured data and unstructured data.

[0143] For structured data, since structured data is quantitative data, threshold analysis can be performed on the structured data to obtain structured data within a normal threshold and filter out structured data that is not within the normal threshold.

[0144] For unstructured data, since unstructured data is not quantitative data, it is not possible to use threshold analysis for unstructured data. The present application sets a preset blacklist database, filters the unstructured data in the preset blacklist database, further determines the associated data of the unstructured data, and filters the unstructured data whose associated data is in the preset blacklist database. For example, if the unstructured data is a user name and the associated data of the unstructured data is a mobile phone number, the user names in the preset blacklist database are filtered, and the user names whose corresponding mobile phone numbers are in the preset blacklist database are filtered.

[0145] In this embodiment, by processing structured data and unstructured data differently, accurate abnormality analysis is performed on the resource exchange data, and abnormal data in the resource exchange data is filtered out, thereby improving the accuracy of subsequent resource exchange processing.

[0146] In an exemplary embodiment, generating resource processing priority information based on resource exchange type and resource product type includes:

[0147] Based on the resource exchange type, the first resource processing priority information is generated. For the same first resource processing priority, based on the resource product type, the second resource processing priority information is generated. For the same first resource processing priority and second resource processing priority, the resource exchange time attribute of the resource exchange data is obtained, and based on the resource exchange time attribute, the third resource processing priority information is generated. Based on the first resource processing priority information, the second resource processing priority information and the third resource processing priority information, the resource processing priority information is generated.

[0148] The first resource processing priority information includes multiple first resource processing priorities, and the second resource processing priority information includes multiple second resource processing priorities. The resource exchange time attribute refers to the exchange time of the resource exchange, which can be the time to establish the resource exchange process or the exchange completion time of the resource exchange.

[0149] Specifically, based on the resource exchange type, first resource processing priority information is generated. For example, when the resource exchange type includes resource exchange type 1 and resource exchange type 2, first resource processing priority information is generated. The first resource processing priority information includes multiple first resource processing priorities, such as first resource processing priority Y - resource exchange data of resource exchange type 1, first resource processing priority Y' - resource exchange data of resource exchange type 2.

[0150] For the same first resource processing priority, the second resource processing priority information is generated based on the resource product type. For example, in the case of the first resource processing priority Y, the second resource processing priority information belonging to the first resource processing priority Y is generated based on the resource product type. Assume that in the resource exchange data belonging to the first resource processing priority Y, the resource product type includes resource product type A and resource product type B, and the generated second resource processing priority information is: second resource processing priority E-resource exchange data of resource product type A, second resource processing priority E'-resource exchange data of resource product type A.

[0151] For the same first resource processing priority and second resource processing priority, the resource exchange time attribute of the resource exchange data is obtained, and the third resource processing priority information is generated according to the early or late resource exchange time attribute. For example, in the resource exchange data belonging to the first resource processing priority Y and the second resource processing priority information E, the third resource processing priority information is generated according to the early or late resource exchange time attribute. The earlier the resource exchange time attribute, the earlier the third resource processing priority corresponding to the resource exchange data. Furthermore, the resource exchange time attribute includes the time to establish the resource exchange process or the time to complete the resource exchange. In the process of generating the resource processing priority information, the resource exchange time attribute needs to be unified.

[0152] Finally, based on the first resource processing priority information, the second resource processing priority information and the third resource processing priority information, the resource processing priority information is generated. It can be understood that, first, the priority order of the resource exchange data is divided by resource exchange type, and in the resource exchange data corresponding to each resource exchange type, the priority order of the resource exchange data corresponding to the same resource exchange type is divided by resource product type, and finally, by the resource exchange time attribute, the priority order of the resource exchange data corresponding to the same resource exchange type and resource product type is divided to obtain the resource processing priority order of the divided resource processing data.

[0153] In this embodiment, accurate resource processing priority information is generated by comprehensively and more deeply detecting the resource processing priority information of the resource exchange data based on the resource exchange type, resource product type and resource exchange time attribute.

[0154] In an exemplary embodiment, if it is detected that the resource product type is different from the preset resource product type, resource splitting is performed on the immediate resource exchange data to obtain the immediate resource splitting data, including:

[0155] If it is detected that the resource product type is different from the preset resource product type, the resource product exchange ratio between the resource product type and the preset resource product type is obtained, and based on the resource product exchange ratio, the immediate resource exchange data is resource split to obtain the immediate resource split data.

[0156] Specifically, taking the spot resource exchange data of precious metals as an example, the spot resource exchange data of precious metals is split into resources, including:

[0157] 1. Based on the weight conversion coefficient of the exposure before and after the split, such as the conversion coefficient of the RMB precious metal exposure and the US dollar precious metal exposure, that is, 1 ounce = 31.1034768 grams, based on the weight conversion coefficient, obtain the resource exchange ratio of the exposure amount currency and the direct currency pair currency at the time of the resource exchange transaction, such as the US dollar to RMB exchange rate, and perform the exposure split operation based on the resource exchange ratio. The example is as follows:

[0158] The current Bid (transfer in) price of AUB / CNY is 370.73 yuan / gram, and the Ask (transfer out) price is 371.23 yuan / gram; the current Bid price of USD (metal code) / CNY is 7.034, and the Ask price is 7.036; 1 ounce = 31.1034768 grams.

[0159] (1) The exposure breakdown of 500 grams of AUB is shown in Table 6 below: (where exposure quantity*cost price=exposure amount) Table 6: Exposure breakdown of 500 grams of AUB

[0160] Before split Currency Pairs Exposure Quantity Cost Price Exposure amount AUB / CNY 500.00 370.73 -185365.00 Splitting Currency Pairs Exposure Quantity Cost Price Exposure amount XAU / USD 16.0754 USD / CNY 7.034 -185365.00 After split Currency Pairs Exposure Quantity Cost Price Exposure amount XAU / USD 16.0754 1639.32 -26352.72 USD / CNY 26352.72 7.034 -185365.00

[0161] (2) The split of the open position of 1000 grams of AUB is shown in Table 7:

[0162] Table 7: Split of exposure of 1000g AUB

[0163]

[0164] In this embodiment, based on the resource product exchange ratio between the resource product type and the preset resource product type, the immediate resource exchange data can be more accurately split, so that the obtained immediate resource split data is accurate.

[0165] In an exemplary embodiment, the method further comprises:

[0166] In response to a data monitoring attribute parameter configuration operation, a data monitoring attribute configuration condition is obtained, and based on the data monitoring attribute configuration condition, the resource exchange data is monitored to obtain first resource exchange data that meets the data monitoring attribute configuration condition within a preset time period; in response to a data display attribute parameter configuration operation, a data display attribute configuration condition is obtained, and second resource exchange data that meets the data display attribute configuration condition in the first resource exchange data is displayed.

[0167] Specifically, a data exposure monitoring module is also provided, which provides users with the functions of real-time query, monitoring and management of data exposure, and is divided into a real-time exposure monitoring module and an incremental exposure monitoring module.

[0168] For the real-time exposure monitoring module, users can configure data monitoring attribute parameters in real time on the terminal, for example, configure resource exchange accounts, resource exchange handlers, resource exchange types, resource exchange time, etc. The terminal pushes the configured parameters to the server, and the server responds to the data monitoring attribute parameter configuration operation, obtains the data monitoring attribute configuration conditions, and saves the configured parameters into the database to monitor the resource exchange data in real time according to the configured data monitoring attribute parameters, that is, to filter the data related to the configured data monitoring attribute parameters from the resource exchange data to obtain the first resource exchange data that meets the data monitoring attribute configuration conditions within the preset time period.

[0169] Table 8 Real-time exposure monitoring field description and calculation formula

[0170]

[0171] Furthermore, the user can also configure the data display attribute parameters in the terminal, such as display fields or display currency pairs, etc. The display fields include but are not limited to realized profit and loss, unrealized profit and loss, long-term related parameters, short-term related parameters, transfer-in average price, transfer-in resource volume, transfer-out average price, transfer-out resource volume, etc. The server responds to the data display attribute parameter configuration operation, obtains the data display attribute configuration conditions, and displays the second resource exchange data that meets the data display attribute configuration conditions in the first resource exchange data. Furthermore, after the user completes the configuration of the data monitoring attribute parameters and the data display attribute parameters, it is also necessary to record whether the configured parameters are in a valid state and the front-end synchronization time. If the user closes the exposure monitoring interface, the terminal will push the configuration parameter invalid flag to the server. In addition, the terminal also has a heartbeat mechanism, which pushes the heartbeat information of each monitoring window to the server at regular intervals, and the server updates the front synchronization time. If the front-end synchronization time is not updated for more than 4 hours, the effective state of the configured parameters is invalid.

[0172] In an exemplary embodiment, the server-side real-time exposure monitoring high-frequency service queries the data monitoring attribute parameters for which real-time exposure monitoring is effective, filters out duplicate or irrelevant conditions, queries and filters the exposure detail data generated on the day that has not been revalued and carried forward, as well as the current latest revaluation and carryforward result data, and then calculates the summary exposure data. The calculation results are pushed to the terminal according to the data display attribute parameters for display to the user.

[0173] In an exemplary embodiment, taking the monitoring of relevant parameters of a currency pair as an example, a real-time exposure monitoring interface such as Figure 3 As shown, the net position, average price, net amount, market price, profit and loss and other parameters of the currency pair can be monitored. The real-time exposure monitoring field description and calculation formula are shown in Table 8 above.

[0174] In this embodiment, by configuring data monitoring attribute parameters, specific parameters in the resource exchange data can be monitored without monitoring the entire resource exchange data, thereby improving the convenience of monitoring. In addition, data display attribute parameters can also be configured to select the fields that need to be displayed in the monitored resource exchange data for accurate display, thereby eliminating the impact of data that does not need to be displayed on user reading.

[0175] In an exemplary embodiment, the present application is also configured with an exposure revaluation carryforward function.

[0176] Table 9: Exposure revaluation carryforward measurement expression

[0177]

[0178] That is, the exposure data is valued and measured at the revaluation price, and the profit and loss amount after the revaluation is carried forward is calculated. The carried-forward profit and loss data is retained as historical data for users to analyze and query the daily profit and loss situation. The revalued exposure amount needs to be refreshed at the revaluation price and included in the real-time exposure monitoring of the next day at the refreshed cost price. Among them, the precious metal exposure revaluation carry-forward processing flow: query the exposure details data generated on the day that have not been revalued and carried forward and the current latest revaluation carry-forward result data to perform revaluation measurement. The exposure revaluation carry-forward measurement expression is shown in Table 9.

[0179] The data generated by the revaluation carry-forward records the current latest data identifier, records the exposure details data generated on the day as revaluation carry-forward, and records the carry-forward time. The user selects the current resource exchange profit and loss query condition in the terminal to perform the profit and loss analysis query operation. Taking the configured data monitoring attribute parameters as the resource exchange account combination, resource exchanger, currency pair in the resource exchange process, and resource exchange date as an example, the profit and loss analysis query interface is as follows: Figure 4 shown.

[0180] In an exemplary embodiment, the method further comprises:

[0181] The resource exchange data in the current time period is split into spot resource exchange data and swap resource exchange data. Based on the spot resource exchange data and the swap resource exchange data, the swap resource circulation exposure information in the current time period is generated. The swap resource circulation exposure information in the current time period is compared with the swap resource circulation exposure information in the previous time period to obtain the resource circulation exposure information in the current time period.

[0182] Among them, the spot resource exchange data is the resource exchange data whose resource exchange type is the spot resource exchange type, and the swap resource exchange data is the resource exchange data whose resource exchange type is the swap resource exchange type.

[0183] Specifically, the present application also provides a swap resource flow calculation function. The aggregated swap cash flow is calculated based on factors such as the interest payment date (maturity date) of the resource exchange, the source of the resource exchange, the resource exchange type, the currency and the resource exchange account, and the resource exchange data within the specified period is aggregated and calculated. At the same time, monthly / annual resource flow data can be generated.

[0184] In order to meet the speed requirement of real-time calculation, the system needs to save the daily exposure details to the database at the end of each day. When the system is initialized, it will obtain the exposure details of the previous day's account dimension, that is, the swap resource circulation exposure information in the previous time period, and then split the resource exchange data in the current time period into spot resource exchange data and swap resource exchange data. Based on the spot resource exchange data and swap resource exchange data, the swap resource circulation exposure information in the current time period is generated, and the swap resource circulation exposure information in the current time period is compared with the swap resource circulation exposure information in the previous time period to obtain the resource circulation exposure information in the current time period. In this process, the transmission of resource circulation exposure information is realized through the service publishing and subscription mode, and all resource circulation exposure information is transmitted at one time.

[0185] Resource exchange handlers can select multiple account dimensions to form account combinations. If the accounts in the same account combination have the same resource types, they need to be accumulated and displayed. Regardless of whether it is a trial transaction or a formal transaction, when the exposure value changes, the font color of the corresponding monitoring window will also change accordingly.

[0186] like Figure 5 The following is a schematic diagram of resource transfer exposure information monitoring for each time period, where the term is listed by month. The current first item is November 2019, which lasts up to 5 years. Click the plus sign before each term to display the daily resource transfer exposure information under the term distribution. The swap resource exchange data is with volume and direction, and it is necessary to mark one entry at both the spot and forward ends. For example, CCB (company name) B / S (near-end transfer in / far-end transfer out) 500ozs (500 ounces) XAU (gold) val 2019 / 11 / 8 (near-end time) N 2019 / 11 / 20 (far-end time) at 1760 / 1800 (price), then +500XAU&-880000USD is marked on November 8, 2019, and -500XAU&+900000USD is marked on November 20, 2019. Under the daily and monthly aggregated currencies, click on the aggregated number to check which transactions affect the value. For example, click on the value displayed for XAU in June 2020 to check all XAU swap resource exchange data that affect the value. It can be seen that the swap resource circulation exposure information refers to the calculation of the near-end resource exchange amount and far-end resource exchange amount of the swap based on the near-end price, far-end price and swap weight of the swap.

[0187] In this embodiment, by comparing the swap resource transfer exposure information in the current time period with the swap resource transfer exposure information in the previous time period, the resource transfer exposure information in each time period can be accurately obtained to accurately judge the trend of resource transfer.

[0188] In an exemplary embodiment, Figure 6 As shown, after S600, it also includes:

[0189] S620: Split the first target swap resource exchange data into remote immediate resource exchange data and local immediate resource exchange data.

[0190] S640, if the resource exchange direction of the remote spot resource exchange data or the near-end spot resource exchange data is resource transfer-in, the quantity of the near-end spot resource exchange data is determined as the first long exposure quantity, the quantity of the remote spot resource exchange data is determined as the second long exposure quantity, and based on the first long exposure quantity and the second long exposure quantity, the long average resource quantity is obtained.

[0191] S660, if the resource exchange direction of the remote spot resource exchange data or the near-end spot resource exchange data is resource transfer out, the quantity of the near-end spot resource exchange data is determined as the first short exposure quantity, and the quantity of the remote spot resource exchange data is determined as the second short exposure quantity, and based on the first short exposure quantity and the second short exposure quantity, the short average resource quantity is obtained.

[0192] S680, based on the first long exposure quantity, the first short exposure quantity, the second long exposure quantity, the second short exposure quantity, the long average resource quantity and the short average resource quantity, generate the realized resource change of the first target swap resource exchange data.

[0193] The first target swap resource exchange data includes swap resource exchange data that has expired and swap resource exchange data that has not expired at the far end but has expired at the near end. Expired swap resource exchange data refers to the delivery date of the far end ≤ the current date, and the swap resource exchange data that has not expired at the far end but has expired at the near end refers to the delivery date of the near end ≤ the current date.

[0194] Specifically, for the swap resource exchange data that has expired and the swap resource exchange data that has not expired at the far end but has expired at the near end, the corresponding resource change amount can be calculated. The resource change amount at this time is the realized profit or loss.

[0195] The swap resource exchange data that has expired and the swap resource exchange data that has not expired at the far end but has expired at the near end are both treated as spot resource exchanges. The processing steps are as follows:

[0196] The first step is to group swap resource data by currency pair. Separate the far-end and near-end and calculate them as two spot transactions. If the end (near-end or far-end) has not expired, the statistics will be abandoned, otherwise go to the second step;

[0197] In the second step, if the direction of the near-end or far-end resource exchange is resource transfer-in, the quantity of the near-end spot resource exchange data is determined as the first long exposure quantity amount1, and the quantity of the far-end spot resource exchange data is determined as the second long exposure quantity amount2, and based on the first long exposure quantity and the second long exposure quantity, the average long resource quantity is obtained, that is, the average long resource quantity = amount2 / amount1; if the direction of the near-end or far-end resource exchange is resource transfer-out, the quantity of the near-end spot resource exchange data is determined as the first short exposure quantity amount11, and the quantity of the far-end spot resource exchange data is determined as the second short exposure quantity amount22, and based on the first short exposure quantity and the second short exposure quantity, the average short resource quantity is obtained, that is, the average short resource quantity = amount22 / amount11.

[0198] The third step is to calculate the realized profit and loss. Based on the first long exposure quantity, the first short exposure quantity, the second long exposure quantity, the second short exposure quantity, the long average resource quantity and the short average resource quantity, the resource change result of the first target swap resource exchange data is generated. The resource change result at this time is the realized profit and loss = (short average resource quantity - long average resource quantity) * (long exposure quantity - short exposure quantity), where the short exposure quantity = the first short exposure quantity + the second short exposure quantity, and the long exposure quantity = the first long exposure quantity + the second long exposure quantity.

[0199] In this embodiment, by deeply analyzing the swap resource exchange data that has expired and the swap resource exchange data that has not expired at the far end but has expired at the near end, the realized resource change amount of the swap resource exchange data can be accurately obtained.

[0200] In an exemplary embodiment, the method further comprises:

[0201] Based on the proximal swap resource exchange data and the distal swap resource exchange data corresponding to the second target swap resource exchange data, an initial resource change result of the second target swap resource exchange data is generated, and the initial resource change results of the second target swap resource exchange data are accumulated to obtain the unrealized resource change amount of the second target swap resource exchange data.

[0202] Among them, the second target swap resource exchange data includes swap resource exchange data that has expired at the near end and has not expired at the far end, and swap resource exchange data that has not expired at both the near end and the far end. The swap resource exchange data that has expired at the near end and has not expired at the far end means that the delivery date of the near end is ≤ the current date, and the delivery date of the far end is greater than the current date. The swap resource exchange data that has not expired at both the near end and the far end means that the delivery date of the near end is greater than the current date.

[0203] Specifically, if you want to calculate the unrealized resource change, that is, the unrealized profit and loss, you only need to count the swap resource exchange data that has expired at the near end and has not expired at the far end, and the swap resource exchange data that has not expired at both the near end and the far end. The calculation steps are as follows:

[0204] Step 1: Group the swap data of the second target swap resource by currency pairs;

[0205] Step 2: By using the swap curve, the near end and the far end of each swap resource exchange data in each group are discounted and added together to generate the initial unrealized profit and loss of the second target swap resource exchange data;

[0206] Step 3: Convert the initial unrealized gains and losses into RMB amounts based on the current resource exchange ratio, i.e. the exchange rate;

[0207] Step 4: Accumulate the unrealized gains and losses of each swap resource exchange data in step 3 to obtain the resource change results and group them by currency pairs.

[0208] In this embodiment, by processing the swap resource exchange data that has expired at the near end and has not expired at the far end, as well as the swap resource exchange data that has not expired at both the near end and the far end, the unrealized resource change amount in the resource data processing process can be accurately calculated based on the near-end swap resource exchange data and the far-end swap resource exchange data.

[0209] In an exemplary embodiment, the process of carrying forward profit and loss based on resource change results includes:

[0210] Step 1: Calculate the realized profit and loss CCY2, unrealized profit and loss CCY2, and unrealized profit and loss CNY of each account at the end of each day;

[0211] Step 2: Then save the profit and loss of the day in the database. The saved fields are shown in Table 10 below:

[0212] The exchange rate for converting unrealized gains and losses into RMB is the midpoint rate at 17:10 on the day.

[0213] In addition, you can also add accounts that need to monitor profit and loss by selecting accounts to monitor real-time profit and loss. After the account settings to be monitored are completed, the system generates a small window for each setting to subscribe and display the corresponding profit and loss of each currency pair in the account, as shown below Figure 7 shown.

[0214] Table 10 Fields for saving the profit and loss of the day

[0215] Field Name describe Folder Folder name Currency Pairs Currency pairs exchanged by swap resources Carry-forward date The date of profit and loss carryforward, i.e. today Realized profit or loss CCY2 Realized profit or loss calculated on the carry-forward date, measured in the original currency Unrealized profit and loss CCY2 Unrealized gains and losses calculated on the carry-forward date, measured in the original currency Unrealized profit and loss CNY On the carry-forward date, unrealized gains and losses CCY2 are converted into RMB amounts.

[0216] Furthermore, if Figure 8As shown, the resource exchange handler can also select a historical time period and an account number to query the historical profit and loss of any historical time period under the account number.

[0217] In a detailed embodiment, taking the processing of precious metals transaction data as an example, this application provides an efficient and comprehensive transaction data processing method based on the characteristics of precious metals business, and realizes the following functions:

[0218] 1. Realize unified precious metal exposure management function and improve exposure management efficiency through centralized exposure management.

[0219] 2. Include all precious metal transactions in exposure management to ensure the efficiency and integrity of exposure management.

[0220] 3. Manage precious metal exposure by currency pair, and provide multi-dimensional exposure management by traders, trader groups, accounts, account groups, etc. to improve exposure management capabilities.

[0221] 4. Realize the precious metal transaction splitting function, and split the exposure generated by a precious metal transaction into two exposure data according to certain splitting rules and splitting parameters.

[0222] 5. Transaction splitting: Precious metal forward transactions will be split into a spot transaction and a swap transaction, which will be included in the management of spot and swap exposures respectively. When the difference is delivered, a reverse transaction will also be generated and split. It is difficult to find a suitable counterparty for precious metal forward transactions in the market. Precious metal spot and swap transactions are active in the market and are easier to close.

[0223] 6. Exposure splitting: Some exposures generated by domestic precious metal transactions need to be offset in the international market. The exposure splitting function can convert RMB precious metal exposure into USD precious metal exposure according to certain rules and parameters.

[0224] 7. It realizes functions such as profit and loss revaluation carry-forward, profit and loss analysis, capital situation analysis, and cash flow exposure analysis, enriching the functions of precious metal exposure management.

[0225] 8. Automatically connect the exposures generated by foreign exchange settlement and sale transactions to the system and incorporate them into unified exposure management to ensure the efficiency and integrity of exposure management. Foreign exchange settlement and sale transactions refer to the settlement or sale of non-local currency exposures generated by precious metal transactions with the foreign exchange trading desk.

[0226] In order to achieve the above functions, this application adopts the following technical means:

[0227] 1. This application is provided with a precious metal exposure data analysis function, which performs an abnormal analysis on the initially acquired precious metal exposure data, filters structured data within abnormal thresholds, filters unstructured data or unstructured data whose associated data is in a preset blacklist database, and generates transaction processing priority information based on the transaction type to which the precious metal exposure data belongs, the currency type used by the exchange, and the transaction time. According to the transaction processing priority information, the precious metal exposure data is sequentially split into precious metal exposures.

[0228] 2. This application is equipped with a precious metal exposure data splitting function. The process of splitting precious metal exposure data is as follows:

[0229] For spot transactions of precious metals, it is possible to determine whether the spot transaction data needs to be split based on the splitting parameters pre-set by the user. If no splitting is required, a corresponding exposure data is directly generated based on the spot transaction data. If splitting is required, it is further determined whether splitting is required based on the currency parameters of the direct currency pair and the exposure amount currency of the current exposure details. If the direct currency pair parameters are different from the exposure amount currency, the exposure weight conversion coefficient before and after the split is used, generally referring to the conversion coefficient of RMB precious metal exposure and USD precious metal exposure, that is, 1 ounce = 31.1034768 grams, and then the exchange rate between the exposure amount currency and the direct currency pair currency at the time of the transaction is obtained, generally referring to the USD / RMB exchange rate, and finally the exposure splitting operation is performed.

[0230] For precious metal forward transactions, the forward transaction data can be split into one spot transaction data and one swap transaction data. If the spot transaction is also a non-straight transaction, the spot transaction data needs to be split into two straight spot transaction data. Furthermore, spot transaction data is generated based on the split spot transaction data.

[0231] 3. This application is equipped with a precious metal exposure monitoring function, which provides users with the functions of real-time query, monitoring and management of exposure.

[0232] Users can configure monitoring subscription conditions in the terminal, such as investment portfolio, trader, transaction type and transaction time, etc. In addition, users can also configure display fields and currency pair data to be displayed in the terminal. The terminal is also equipped with a heartbeat mechanism, which can regularly push the heartbeat information of each monitoring window to the backend and update the front-end synchronization time. If the front-end synchronization time is not updated for more than 4 hours, the corresponding monitoring subscription conditions will be set to invalid.

[0233] 4. This application is equipped with a precious metal exposure revaluation carry-forward function, which uses the revaluation price to value and measure the precious metal exposure data, and calculates the profit and loss amount after the revaluation carry-forward. The carry-forward profit and loss data is retained as historical data for users to analyze and query the daily profit and loss situation. The revalued exposure amount needs to be refreshed with the revaluation price, and the refreshed cost price is included in the next day's precious metal real-time exposure monitoring.

[0234] Specifically, A. Query the detailed exposure data generated on the day that has not been revalued and carried forward, as well as the latest revaluation and carryforward result data, and then re-estimate the amount according to the calculation formula.

[0235] B. The data generated by the revaluation and carryforward record the current latest data mark, record the exposure detail data generated on the day and the revaluation and carryforward as revalued and carryforward, and record the carryforward time.

[0236] C. The user selects the spot transaction profit and loss query conditions in the client, and then performs the profit and loss analysis query operation.

[0237] 5. This application is equipped with a swap cash flow calculation function. The aggregated swap cash flow is calculated based on the transaction elements such as the transaction value date (maturity date), transaction source, transaction type, currency and transaction account to calculate the daily cash flow data within the specified period, and can also generate monthly / annual cash flow data. In order to meet the speed requirements of real-time calculation, the system needs to save the daily exposure to the database at the end of each day. Before the start of each trading day, the system will calculate the exposure of the previous day's Folder (account) dimension when it is initialized, and when a transaction occurs on the same day, it will increase or decrease in real time based on the previous day's exposure. Transaction transmission is achieved through the service publishing and subscription model, and all transaction results are transmitted at one time.

[0238] 6. This application is equipped with a swap transaction profit and loss analysis function, including the calculation of unrealized profit and loss and realized profit and loss.

[0239] For unrealized gains and losses, statistics are collected for unexpired precious metal swap transactions. One type is swap transactions that have expired at the near end but not at the far end (i.e., the delivery date at the near end is <= the current date, and the delivery date at the far end is > the current date), and the other type is transactions that have not expired at both the near end and the far end (i.e., the delivery date at the near end is > the current date).

[0240] The calculation steps are as follows:

[0241] In the first step, load these two types of transactions, grouped by currency pairs;

[0242] The second step is to use the swap curve (with direction calculation) to discount the near and far ends of each transaction in each group and add them together to calculate the unrealized profit and loss of each transaction;

[0243] The third step is to add up the unrealized profit and loss of each trade, grouped by currency pair.

[0244] For realized gains and losses, the calculation of realized gains and losses requires statistics on two types of transactions: one is the swap transaction that has expired (that is, the delivery date at the far end <= the current date), and the other is the transaction that has not expired at the far end but has expired at the near end (that is, the delivery date at the near end <= the current date).

[0245] Treat both ends of these two types of swap transactions as spot transactions, that is:

[0246] The first step is to load all swaps and group them by currency pair. Separate the far and near ends and calculate them as two spot transactions. If the end (near or far end) has not expired, abandon the statistics, otherwise proceed to the second step;

[0247] Step 2: If the transaction direction of the near or far end is to buy, it is recorded as long exposure, that is, the amount of near long exposure = amount1, the amount of far long exposure = amount2, and the average cost of long = amount2 / amount1;

[0248] If the transaction direction at the near or far end is selling, it is recorded as short exposure, that is, the amount of near short exposure = amount11, the amount of far short exposure = amount22, and the average short cost = amount22 / amount11.

[0249] Step 3: Calculate realized profit or loss. Realized profit or loss = (average cost of short position - average cost of long position) * (long exposure - short exposure).

[0250] 7. This application is equipped with a swap transaction profit and loss carry-forward calculation function. The profit and loss carry-forward process includes: calculating the realized profit and loss CCY2, unrealized profit and loss CCY2, and unrealized profit and loss converted to CNY for each Folder at the end of each day, saving the profit and loss of the day in the database, and also converting the unrealized profit and loss CCY2 according to the current exchange rate, and saving the converted unrealized profit and loss in the database.

[0251] 8. This application is equipped with real-time profit and loss and historical profit and loss query functions. Traders can add accounts that need to monitor profit and loss by selecting accounts to realize real-time profit and loss query. They can also select historical time periods and accounts to query historical profit and loss of any historical time period.

[0252] It should be understood that, although the steps in the flowcharts involved in the above embodiments are displayed in sequence according to the indication of the arrows, these steps are not necessarily executed in sequence according to the order indicated by the arrows. Unless there is a clear explanation in this article, the execution of these steps is not strictly limited in order, and these steps can be executed in other orders. Moreover, at least a part of the steps in the flowcharts involved in the above embodiments may include multiple steps or multiple stages, and these steps or stages are not necessarily executed at the same time, but can be executed at different times, and the execution order of these steps or stages is not necessarily carried out in sequence, but can be executed in turn or alternately with other steps or at least a part of the steps or stages in other steps.

[0253] Based on the same inventive concept, the embodiment of the present application also provides a resource exchange data processing device for implementing the resource exchange data processing method involved above. The implementation scheme for solving the problem provided by the device is similar to the implementation scheme recorded in the above method, so the specific limitations in the one or more resource exchange data processing device embodiments provided below can refer to the above limitations on the resource exchange data processing method, and will not be repeated here.

[0254] In an exemplary embodiment, Fig. 9 As shown, a resource exchange data processing device is provided, comprising: a resource acquisition module 100, a priority processing module 200, a first resource splitting module 300, a second resource splitting module 400, a resource re-evaluation module 500 and a change result generation module 600, wherein:

[0255] The resource acquisition module 100 is used to acquire resource exchange data and determine the resource exchange type and resource product type of the resource exchange data, wherein the resource exchange data includes immediate resource exchange data and long-term resource exchange data;

[0256] The priority processing module 200 is used to generate resource processing priority information based on the resource exchange type and the resource product type;

[0257] The first resource splitting module 300 is used for, when there is a preset splitting identifier in the immediate resource exchange data, if it is detected that the resource product type is different from the preset resource product type, to split the immediate resource exchange data according to the resource processing priority information to obtain the immediate resource splitting data;

[0258] The second resource splitting module 400 is used to split the forward resource exchange data into spot resource exchange data and swap resource exchange data according to the resource processing priority information;

[0259] The resource revaluation module 500 is used to revalue the resource changes of the spot resource split data, the spot resource exchange data and the swap resource exchange data to obtain a plurality of revalued resource exchange data;

[0260] The change result generating module 600 is used to generate a resource change result based on a plurality of revalued resource exchange data.

[0261] In one of the embodiments, the resource exchange data includes structured data and unstructured data, and the resource exchange data processing device also includes an exception analysis module, which is used to perform threshold analysis on the structured data to obtain structured data within a normal threshold; determine the associated data of the unstructured data; and filter the unstructured data or the unstructured data whose associated data is in a preset blacklist database.

[0262] In one of the embodiments, the priority processing module is also used to generate first resource processing priority information based on the resource exchange type, the first resource processing priority information including multiple first resource processing priorities; for the same first resource processing priority, based on the resource product type, generate second resource processing priority information, the second resource processing priority information including multiple second resource processing priorities; for the same first resource processing priority and second resource processing priority, obtain the resource exchange time attribute of the resource exchange data, and generate third resource processing priority information based on the resource exchange time attribute; generate resource processing priority information based on the first resource processing priority information, the second resource processing priority information and the third resource processing priority information.

[0263] In one of the embodiments, the first resource splitting module is also used to obtain a resource product exchange ratio between the resource product type and the preset resource product type if it is detected that the resource product type is different from the preset resource product type; based on the resource product exchange ratio, perform resource splitting on the immediate resource exchange data to obtain the immediate resource splitting data.

[0264] In one of the embodiments, the resource exchange data processing device also includes a monitoring module, which is used to respond to a data monitoring attribute parameter configuration operation, obtain a data monitoring attribute configuration condition, and monitor the resource exchange data based on the data monitoring attribute configuration condition to obtain the first resource exchange data that meets the data monitoring attribute configuration condition within a preset time period; respond to a data display attribute parameter configuration operation, obtain the data display attribute configuration condition, and display the second resource exchange data that meets the data display attribute configuration condition in the first resource exchange data.

[0265] In one of the embodiments, the resource exchange data processing device also includes a circulation exposure information acquisition module, which is used to split the resource exchange data in the current time period into spot resource exchange data and swap resource exchange data; generate swap resource circulation exposure information in the current time period based on the spot resource exchange data and the swap resource exchange data; compare the swap resource circulation exposure information in the current time period with the swap resource circulation exposure information in the previous time period to obtain the resource circulation exposure information in the current time period.

[0266] In one of the embodiments, the resource exchange data processing device further includes a first variation generating module, the first variation generating module being used to split the first target swap resource exchange data into remote spot resource exchange data and near-end spot resource exchange data, the first target swap resource exchange data including expired swap resource exchange data and remote unexpired but near-end expired swap resource exchange data; if the resource exchange direction of the remote spot resource exchange data or the near-end spot resource exchange data is resource transfer-in, the quantity of the near-end spot resource exchange data is determined as the first long exposure quantity, the quantity of the remote spot resource exchange data is determined as the second long exposure quantity, and based on the first The first long exposure quantity and the second long exposure quantity are used to obtain the long average resource quantity; if the resource exchange direction of the remote spot resource exchange data or the near-end spot resource exchange data is resource transfer-out, the quantity of the near-end spot resource exchange data is determined as the first short exposure quantity, and the quantity of the remote spot resource exchange data is determined as the second short exposure quantity, and based on the first short exposure quantity and the second short exposure quantity, the short average resource quantity is obtained; based on the first long exposure quantity, the first short exposure quantity, the second long exposure quantity, the second short exposure quantity, the long average resource quantity and the short average resource quantity, the realized resource change of the first target swap resource exchange data is generated.

[0267] In one of the embodiments, the resource exchange data processing device also includes a second change amount generating module, which is used to generate an initial resource change result of the second target swap resource exchange data based on the proximal swap resource exchange data and the distal swap resource exchange data corresponding to the second target swap resource exchange data, the second target swap resource exchange data including the proximal swap resource exchange data that has expired but the distal swap resource exchange data that has not expired, and the proximal swap resource exchange data that has not expired both at the distal and the distal ends; accumulate the initial resource change results of the second target swap resource exchange data to obtain the unrealized resource change amount of the second target swap resource exchange data.

[0268] Each module in the resource exchange data processing device can be implemented in whole or in part by software, hardware, or a combination thereof. Each module can be embedded in or independent of a processor in a computer device in the form of hardware, or can be stored in a memory in a computer device in the form of software, so that the processor can call and execute operations corresponding to each module.

[0269] In an exemplary embodiment, a computer device is provided. The computer device may be a server, and its internal structure diagram may be as shown in FIG. Fig.10 As shown. The computer device includes a processor, a memory, an input / output interface (Input / Output, referred to as I / O) and a communication interface. The processor, the memory and the input / output interface are connected through a system bus, and the communication interface is connected to the system bus through the input / output interface. 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, a computer program and a database. The internal memory provides an environment for the operation of the operating system and the computer program in the non-volatile storage medium. The database of the computer device is used to store resource exchange data, etc. The input / output interface of the computer device is used to exchange information between the processor and an external device. The communication interface of the computer device is used to communicate with an external terminal through a network connection. When the computer program is executed by the processor, a resource exchange data processing method is implemented.

[0270] Those skilled in the art will understand that Fig.10 The structure shown in the figure is a block diagram of a partial structure related to the solution of the present application, and does not constitute a limitation on the computer device to which the solution of the present application is applied. The specific computer device may include more or fewer components than those shown in the figure, or combine certain components, or have a different arrangement of components.

[0271] In one embodiment, a computer device is further provided, including a memory and a processor, wherein a computer program is stored in the memory, and the processor implements the steps in the above method embodiments when executing the computer program.

[0272] 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-mentioned method embodiments are implemented.

[0273] In one embodiment, a computer program product is provided, including a computer program, which implements the steps in the above method embodiments when executed by a processor.

[0274] 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 used 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, and the collection, use and processing of relevant data must comply with relevant regulations.

[0275] Those skilled in the art can understand that all or part of the processes in the above-mentioned embodiment methods can be completed by instructing the relevant hardware through a computer program, and 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-mentioned methods. Among them, any reference to the memory, database or other medium used in the embodiments provided in the present application can include at least one of non-volatile memory and volatile memory. Non-volatile memory 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), magnetic random access memory (MRAM), ferroelectric random access memory (FRAM), phase change memory (PCM), graphene memory, etc. Volatile memory can include random access memory (RAM) or external cache memory, etc. As an illustration and not limitation, RAM can be in various forms, such as static random access memory (SRAM) or dynamic random access memory (DRAM). The database involved in each embodiment provided in this application may include at least one of a relational database and a non-relational database. Non-relational databases may include distributed databases based on blockchains, etc., but are not limited thereto. The processor involved in each embodiment provided in this application may be a general-purpose processor, a central processing unit, a graphics processor, a digital signal processor, a programmable logic device, a data processing logic device based on quantum computing, an artificial intelligence (AI) processor, etc., but are not limited thereto.

[0276] The technical features of the above embodiments may be combined arbitrarily. To make the description concise, 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, they should be considered to be within the scope of this application.

[0277] The above embodiments only express several implementation methods of the present application, and the descriptions thereof are relatively specific and detailed, but they cannot be understood as limiting the scope of the present application. It should be pointed out that, for a person of ordinary skill in the art, several variations and improvements can be made without departing from the concept of the present application, and these all belong to the protection scope of the present application. Therefore, the protection scope of the present application shall be subject to the attached claims.

Claims

1. A resource exchange data processing method, characterized in that: The method comprises: Acquire resource exchange data, and determine the resource exchange type and resource product type of the resource exchange data, wherein the resource exchange data includes immediate resource exchange data and long-term resource exchange data; Generate resource processing priority information based on the resource exchange type and the resource product type; In the case where there is a preset splitting identifier in the immediate resource exchange data, if it is detected that the resource product type is different from the preset resource product type, the immediate resource exchange data is resource split according to the resource processing priority information to obtain the immediate resource splitting data; According to the resource processing priority information, the forward resource exchange data is split into spot resource exchange data and swap resource exchange data; Revaluing resource changes on the spot resource split data, the spot resource exchange data, and the swap resource exchange data to obtain a plurality of revalued resource exchange data; A resource change result is generated based on the plurality of revalued resource exchange data.

2. The method according to claim 1, characterized in that The resource exchange data includes structured data and unstructured data. Before determining the resource exchange type and resource product type of the resource exchange data, the method further includes: Performing threshold analysis on the structured data to obtain structured data within a normal threshold; Determining associated data of the unstructured data; The unstructured data or the associated data is filtered out and is in a preset blacklist database.

3. The method according to claim 1, characterized in that The generating resource processing priority information based on the resource exchange type and the resource product type includes: Based on the resource exchange type, generating first resource processing priority information, wherein the first resource processing priority information includes a plurality of first resource processing priorities; For the same first resource processing priority, based on the resource product type, generating second resource processing priority information, wherein the second resource processing priority information includes a plurality of second resource processing priorities; For the same first resource processing priority and the second resource processing priority, obtaining a resource exchange time attribute of the resource exchange data, and generating third resource processing priority information based on the resource exchange time attribute; Resource processing priority information is generated based on the first resource processing priority information, the second resource processing priority information, and the third resource processing priority information.

4. The method according to claim 1, characterized in that: If it is detected that the resource product type is different from the preset resource product type, resource splitting is performed on the immediate resource exchange data to obtain the immediate resource splitting data, including: If it is detected that the resource product type is different from the preset resource product type, obtaining a resource product exchange ratio between the resource product type and the preset resource product type; Based on the resource-product exchange ratio, the immediate resource exchange data is split to obtain immediate resource split data.

5. The method according to claim 1, characterized in that The method further comprises: In response to the data monitoring attribute parameter configuration operation, a data monitoring attribute configuration condition is obtained, and based on the data monitoring attribute configuration condition, the resource exchange data is monitored to obtain first resource exchange data that meets the data monitoring attribute configuration condition within a preset time period; In response to the data display attribute parameter configuration operation, a data display attribute configuration condition is obtained, and the second resource exchange data satisfying the data display attribute configuration condition in the first resource exchange data is displayed.

6. The method according to claim 1, characterized in that The method further comprises: Splitting the resource exchange data in the current time period into spot resource exchange data and swap resource exchange data; Generate swap resource circulation exposure information in the current time period based on the spot resource exchange data and the swap resource exchange data; Compare the swap resource circulation exposure information in the current time period with the swap resource circulation exposure information in the previous time period to obtain the resource circulation exposure information in the current time period.

7. The method according to claim 1, characterized in that After generating the resource change result based on the plurality of revalued resource exchange data, the method further comprises: Splitting the first target swap resource exchange data into remote spot resource exchange data and near-end spot resource exchange data, wherein the first target swap resource exchange data includes expired swap resource exchange data and remote unexpired but near-end expired swap resource exchange data; If the resource exchange direction of the remote spot resource exchange data or the near-end spot resource exchange data is resource transfer-in, the quantity of the near-end spot resource exchange data is determined as the first long exposure quantity, the quantity of the remote spot resource exchange data is determined as the second long exposure quantity, and based on the first long exposure quantity and the second long exposure quantity, the long average resource quantity is obtained; If the resource exchange direction of the remote spot resource exchange data or the near-end spot resource exchange data is resource transfer-out, the quantity of the near-end spot resource exchange data is determined as the first short exposure quantity, the quantity of the remote spot resource exchange data is determined as the second short exposure quantity, and based on the first short exposure quantity and the second short exposure quantity, the short average resource quantity is obtained; The realized resource change of the first target swap resource exchange data is generated based on the first long exposure quantity, the first short exposure quantity, the second long exposure quantity, the second short exposure quantity, the long average resource quantity and the short average resource quantity.

8. The method according to claim 1, characterized in that After generating the resource change result based on the plurality of revalued resource exchange data, the method further includes: generating an initial resource change result of the second target swap resource exchange data based on the near-end swap resource exchange data and the far-end swap resource exchange data corresponding to the second target swap resource exchange data, wherein the second target swap resource exchange data includes the near-end swap resource exchange data that has expired but the far-end has not expired and the near-end swap resource exchange data that has not expired; The initial resource change results of the second target swap resource exchange data are accumulated to obtain the unrealized resource change amount of the second target swap resource exchange data.

9. A resource exchange data processing device, characterized in that: The device comprises: A resource acquisition module, used to acquire resource exchange data and determine the resource exchange type and resource product type of the resource exchange data, wherein the resource exchange data includes immediate resource exchange data and long-term resource exchange data; A priority processing module, used to generate resource processing priority information based on the resource exchange type and the resource product type; A first resource splitting module is used for, when there is a preset splitting identifier in the immediate resource exchange data, if it is detected that the resource product type is different from the preset resource product type, to split the immediate resource exchange data according to the resource processing priority information to obtain the immediate resource splitting data; A second resource splitting module, configured to split the forward resource exchange data into spot resource exchange data and swap resource exchange data according to the resource processing priority information; A resource revaluation module, used for revaluing the resource changes of the spot resource split data, the spot resource exchange data and the swap resource exchange data, respectively, to obtain a plurality of revalued resource exchange data; The change result generating module is used to generate a resource change result based on the plurality of revalued resource exchange data.

10. The device according to claim 9, characterized in that The resource exchange data includes structured data and unstructured data. The resource exchange data processing device further includes an abnormality analysis module, which is used to perform threshold analysis on the structured data to obtain structured data within a normal threshold; determine associated data of the unstructured data; The unstructured data or the associated data is filtered out and is in a preset blacklist database.

11. The device according to claim 9, characterized in that The priority processing module is also used to generate first resource processing priority information based on the resource exchange type, wherein the first resource processing priority information includes multiple first resource processing priorities; for the same first resource processing priority, based on the resource product type, generate second resource processing priority information, wherein the second resource processing priority information includes multiple second resource processing priorities; for the same first resource processing priority and the second resource processing priority, obtain the resource exchange time attribute of the resource exchange data, and generate third resource processing priority information based on the resource exchange time attribute; Resource processing priority information is generated based on the first resource processing priority information, the second resource processing priority information, and the third resource processing priority information.

12. The device according to claim 9, characterized in that The first resource splitting module is also used to obtain the resource product exchange ratio between the resource product type and the preset resource product type if it is detected that the resource product type is different from the preset resource product type; based on the resource product exchange ratio, the immediate resource exchange data is resource split to obtain the immediate resource splitting data.

13. The device according to claim 9, characterized in that The resource exchange data processing device further includes a monitoring module, which is used to obtain a data monitoring attribute configuration condition in response to a data monitoring attribute parameter configuration operation, and monitor the resource exchange data based on the data monitoring attribute configuration condition to obtain first resource exchange data that meets the data monitoring attribute configuration condition within a preset time period; In response to the data display attribute parameter configuration operation, a data display attribute configuration condition is obtained, and the second resource exchange data satisfying the data display attribute configuration condition in the first resource exchange data is displayed.

14. The device according to claim 9, characterized in that The resource exchange data processing device also includes a circulation exposure information acquisition module, which is used to split the resource exchange data in the current time period into spot resource exchange data and swap resource exchange data; generate swap resource circulation exposure information in the current time period based on the spot resource exchange data and the swap resource exchange data; compare the swap resource circulation exposure information in the current time period with the swap resource circulation exposure information in the previous time period to obtain the resource circulation exposure information in the current time period.

15. The device according to claim 9, characterized in that The resource exchange data processing device further includes a first variation generating module, the first variation generating module being used to split the first target swap resource exchange data into remote spot resource exchange data and near-end spot resource exchange data, the first target swap resource exchange data including expired swap resource exchange data and remote unexpired and near-end expired swap resource exchange data; if the resource exchange direction of the remote spot resource exchange data or the near-end spot resource exchange data is resource transfer-in, the quantity of the near-end spot resource exchange data is determined as the first long exposure quantity, the quantity of the remote spot resource exchange data is determined as the second long exposure quantity, and based on the first long exposure quantity and the second long exposure quantity, the long average resource quantity is obtained; If the resource exchange direction of the remote spot resource exchange data or the near-end spot resource exchange data is resource transfer-out, the quantity of the near-end spot resource exchange data is determined as the first short exposure quantity, the quantity of the remote spot resource exchange data is determined as the second short exposure quantity, and based on the first short exposure quantity and the second short exposure quantity, the short average resource quantity is obtained; The realized resource change of the first target swap resource exchange data is generated based on the first long exposure quantity, the first short exposure quantity, the second long exposure quantity, the second short exposure quantity, the long average resource quantity and the short average resource quantity.

16. The device according to claim 9, characterized in that The resource exchange data processing device also includes a second change amount generating module, which is used to generate an initial resource change result of the second target swap resource exchange data based on the proximal swap resource exchange data and the distal swap resource exchange data corresponding to the second target swap resource exchange data, wherein the second target swap resource exchange data includes swap resource exchange data that has expired at the proximal end and has not expired at the distal end, and swap resource exchange data that has not expired at both the proximal end and the distal end; accumulate the initial resource change results of the second target swap resource exchange data to obtain the unrealized resource change amount of the second target swap resource exchange data.

17. A computer device comprising a memory and a processor, wherein the memory stores a computer program, wherein: When the processor executes the computer program, the steps of the method according to any one of claims 1 to 8 are implemented.

18. A computer-readable storage medium having a computer program stored thereon, characterized in that: When the computer program is executed by a processor, the steps of the method according to any one of claims 1 to 8 are implemented.

19. A computer program product comprising a computer program, characterized in that When the computer program is executed by a processor, the steps of the method according to any one of claims 1 to 8 are implemented.

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