A trading simulation backtesting framework and system
By designing a layered transaction simulation backtesting framework, the problem that existing trading software does not support trading strategy verification and identification is solved, effective verification and identification of trading strategies is achieved, and transaction efficiency and accuracy of strategy recognition are improved.
CN119739607AInactive Publication Date: 2025-04-01CHINA GREAT WALL SECURITIES CO LTD
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Patent Information
- Application Number
- CN202510244188.2
- Authority / Receiving Office
- CN · China
- Patent Type
- Applications(China)
- Current Assignee / Owner
- Filing Date
- 2025-03-03
- Publication Date
- 2025-04-01
- Estimated Expiration
- Not applicable · inactive patent
AI Technical Summary
Technical Problem
Existing trading software does not support verification and identification of trading strategies, making it difficult for users to verify the effectiveness of the strategy before trading.
Method used
A transaction simulation backtesting framework is designed, adopting a layered design, including the backtesting strategy layer, the market service layer, the backtesting execution layer and the strategy identification layer, through these levels, the loading, verification, execution and identification of trading strategies are realized.
Benefits of technology
It realizes effective verification and identification of trading strategies, improves trading efficiency, and improves the accuracy and efficiency of strategy identification through machine learning technology.
✦ Generated by Eureka AI based on patent content.
Abstract
The present invention relates to the field of software development technology, and discloses a trading simulation backtesting framework and system. The trading simulation backtesting framework adopts a layered design, including: a backtesting strategy layer, a market service layer, a backtesting execution layer, and a strategy verification and identification layer; the backtesting strategy layer is used to load a strategy configuration file for trading backtesting, and perform trading backtesting based on the strategy parameters in the strategy configuration file; the market service layer is used to provide user account management services and market transaction data services; the backtesting execution layer is used to realize communication between the backtesting strategy module and the market service module; the strategy verification and identification layer is used to verify and identify the trading strategy for the market transaction data provided by the market service module. The present invention realizes a general framework for trading simulation backtesting, which not only supports the operation of different trading strategies to meet the needs of different users, but also can verify the configured trading strategies and identify the trading strategies adopted by users.
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