Stock trading software live start gating method and related devices thereof

Abstract

The embodiment of the application provides a security transaction software real trading starting gating method and related equipment thereof, which comprises the following steps: obtaining the running mode identifier of a target transaction strategy process and configuration data to be run; when it is determined that the running mode is a real trading mode, obtaining simulation daily settlement records and detecting a verified parameter snapshot; processing the simulation daily settlement records based on preset gating rules to obtain simulation running verification results, and performing configuration consistency determination on the configuration data to be run based on the parameter snapshot detection results; generating and aggregating sub-item determination results of each gating item based on the simulation running verification results and the configuration consistency results to obtain starting gating results; and generating a starting control instruction based on the starting gating results to control the target transaction strategy process to enter or not enter a real trading main loop. Through the above method, process-level verification and interception can be implemented in the real trading starting stage, and the risk of unverified configuration entering real trading running is reduced.

Description

Technical Field

[0001] This invention relates to the field of computer software control, and in particular to a method, apparatus, electronic device and storage medium for real-time startup control of securities trading software. Background Technology

[0002] With the development of electronic trading of financial products such as securities and futures, quantitative trading software is widely used to execute automated trading strategies. Existing quantitative trading software typically supports switching the same trading strategy code between simulation and live trading modes via startup configuration, environment variables, or account identifiers. Before a trading strategy is executed in live trading, it usually needs to be verified through simulation and then the live trading process is initiated according to the configuration corresponding to the simulation verification stage.

[0003] Existing securities trading software startup programs typically select the corresponding trading interface based solely on the operating mode identifier and directly load the current operating configuration. They lack a mechanism to correlate and verify the persistent operating records and validated parameter snapshots generated during the simulation phase before entering the main live trading loop. When the operating configuration is modified, parameter snapshots are missing, or simulation operating records do not meet startup requirements, the startup program struggles to promptly identify these anomalies and block the live execution path. This may result in operating configurations that have not undergone corresponding simulation verification being loaded into the live trading strategy process. Furthermore, existing startup programs often lack a mechanism to generate separate judgment results for different verification items, making it difficult to execute appropriate startup control based on specific abnormal states.

[0004] Therefore, the technical problem that this application needs to solve is how to automatically verify the process running status and configuration to be run based on simulation running records and verified parameter snapshots before the target trading strategy process enters the live trading main loop, and control the opening or blocking of the live execution path according to the verification results. Summary of the Invention

[0005] This invention provides a gating method for live trading startup in securities trading software, which solves the problem that existing securities trading software has difficulty in automatically verifying the configuration to be run based on simulation running records and verified parameter snapshots before the trading strategy process enters the live trading main loop, and controlling the opening or blocking of the live execution path according to the verification results.

[0006] In a first aspect, embodiments of the present invention provide a method for controlling the real-time startup gate of securities trading software, the method comprising the following steps: Obtain the running mode identifier and configuration data to be run corresponding to the target trading strategy process; Based on the operating mode identifier, the target operating mode corresponding to the target trading strategy process is determined. When the target operating mode is the live trading mode, the simulation daily settlement record corresponding to the target trading strategy process is obtained, and it is checked whether there is a verified parameter snapshot corresponding to this startup. The simulation daily settlement records are processed based on preset access control rules to obtain simulation operation verification results; Based on the detection results of the verified parameter snapshot, the configuration consistency of the configuration data to be run is determined to obtain the configuration consistency result; Based on the simulation run verification results and the configuration consistency results, sub-item judgment results corresponding to each preset access control item are generated, and the sub-item judgment results are aggregated to obtain the access control activation result; Based on the startup gating result, a startup control instruction is generated, and the startup control instruction is used to control whether the target trading strategy process enters or does not enter the live trading main loop.

[0007] Optionally, the step of processing the simulation daily settlement records based on preset access control rules to obtain simulation operation verification results includes: The simulated daily settlement records are read in order of trading days. The simulated daily settlement records include at least the trading day, account identifier, plan and execution completion status, and end-of-day net value. Based on the planned and executed completion status, valid simulation daily settlement records are determined from the simulation daily settlement records; Based on the daily net value corresponding to each of the effective simulation daily settlement records, the operational risk indicators are calculated, and the operational risk indicators include at least one of the maximum drawdown and the number of consecutive loss days. The effective simulation daily settlement records and the operational risk indicators are compared with the corresponding preset access control conditions to obtain the simulation operation verification results.

[0008] Optionally, the step of determining the configuration consistency of the configuration data to be run based on the detection results of the verified parameter snapshot, to obtain a configuration consistency result, includes: When the verified parameter snapshot exists, the configuration data to be run is compared with the verified parameter snapshot to obtain the comparison result, and the configuration consistency result is determined based on the comparison result. If the verified parameter snapshot does not exist, the configuration consistency result will be determined as failing.

[0009] Optionally, comparing the configuration data to be run with the verified parameter snapshot to obtain a comparison result, and determining the configuration consistency result based on the comparison result, includes: Extract the configuration item identifier and the corresponding configuration item value from the configuration data to be run and the verified parameter snapshot, respectively; The configuration items in the configuration data to be run are matched with the configuration items in the verified parameter snapshot according to the configuration item identifier, and the configuration item values ​​corresponding to the matching configuration items are compared to obtain the difference configuration items; When no difference configuration item exists, or when all difference configuration items belong to a preset set of allowed differences, the configuration consistency result is determined to be passed. When at least one of the difference configuration items does not belong to the preset allowed difference set, the configuration consistency result is determined to be unsuccessful.

[0010] Optionally, based on the simulation run verification results and the configuration consistency results, the step of generating sub-item judgment results corresponding to each preset access control item, and aggregating the sub-item judgment results to obtain the access control activation result includes: Extract the judgment status corresponding to each simulation operation access control item from the simulation operation verification results, and determine each judgment status as the sub-item judgment result of the corresponding simulation operation access control item; The configuration consistency result is determined as the sub-item judgment result corresponding to the configuration consistency access control item; When all the aforementioned sub-item judgment results are passed, the start gating result is determined to be allowed; When at least one of the sub-item judgment results is not passed, the start gating result is determined as rejected, and a structured failure reason list is generated based on the failed sub-item judgment results. The structured failure reason list includes the failure access control item identifier, failure value or status, and the simulation daily settlement record identifier or parameter snapshot identifier associated with the failure access control item.

[0011] Optionally, the step of generating a start control instruction based on the start gating result, and controlling whether the target trading strategy process enters or does not enter the live trading main loop according to the start control instruction, includes: When the start-up gating result is allowed, a start-up permission control instruction is generated, and the target trading strategy process is controlled to enter the live trading main loop according to the start-up permission control instruction; When the startup gating result is rejected, a startup blocking control instruction is generated. According to the startup blocking control instruction, the target trading strategy process is prevented from entering the live trading main loop. The structured failure reason list is written to the operation log and sent to the operation and maintenance interface.

[0012] Optionally, after controlling the target trading strategy process to enter the live trading main loop according to the permission start control instruction, the method further includes: Within the preset initial time window after entering the main live trading loop, obtain the preset position limit and the position scaling factor which is greater than 0 and less than 1; The preset position limit is scaled based on the position scaling factor to obtain the initial position limit, and the trading position of the target trading strategy process is restricted based on the initial position limit. When the preset initial time window ends, the position limit of the target trading strategy process will be restored to the preset position limit.

[0013] Secondly, embodiments of the present invention also provide a real-time startup gate control device for securities trading software, the real-time startup gate control device for securities trading software comprising: The acquisition module is used to acquire the running mode identifier and configuration data to be run corresponding to the target trading strategy process; The determination module is used to determine the target operating mode corresponding to the target trading strategy process based on the operating mode identifier. When the target operating mode is the live trading mode, it obtains the simulation daily settlement record corresponding to the target trading strategy process and detects whether there is a verified parameter snapshot corresponding to this startup. The processing module is used to process the simulation daily settlement records based on preset access control rules to obtain simulation operation verification results; The configuration module is used to determine the configuration consistency of the configuration data to be run based on the detection results of the verified parameter snapshot, and obtain the configuration consistency result. The generation module is used to generate sub-judgment results corresponding to each preset access control item based on the simulation run verification results and the configuration consistency results, and to aggregate the sub-judgment results to obtain the start access control result; The control module is used to generate a start control command based on the start gating result, and control the target trading strategy process to enter or not enter the live trading main loop according to the start control command.

[0014] Thirdly, embodiments of the present invention provide an electronic device, including: a memory, a processor, and a computer program stored in the memory and executable on the processor. When the processor executes the computer program, it implements the steps in the real-time startup gate control method for securities trading software provided in embodiments of the present invention.

[0015] Fourthly, embodiments of the present invention provide a computer-readable storage medium storing a computer program, wherein when the computer program is executed by a processor, it implements the steps in the real-time startup gate control method for securities trading software provided in the embodiments of the present invention.

[0016] In this embodiment of the invention, the running mode identifier and configuration data to be run of the target trading strategy process are obtained; when it is determined to be in live trading mode, the simulation daily settlement record is obtained and the verified parameter snapshot is detected; the simulation daily settlement record is processed based on preset access control rules to obtain the simulation running verification result, and the configuration consistency judgment of the configuration data to be run is performed based on the parameter snapshot detection result; the sub-judgment results of each access control item are generated and aggregated according to the simulation running verification result and the configuration consistency result to obtain the start-up gating result; the start-up control command is generated according to the start-up gating result to control whether the target trading strategy process enters or does not enter the live trading main loop. The above method enables process-level verification and interception during the live trading start-up phase, reducing the risk of unverified configurations entering live trading. Attached Figure Description

[0017] To more clearly illustrate the technical solutions in the embodiments of the present invention or the prior art, the drawings used in the description of the embodiments or the prior art will be briefly introduced below. Obviously, the drawings described below are only some embodiments of the present invention. For those skilled in the art, other drawings can be obtained based on these drawings without creative effort.

[0018] Figure 1 This is a flowchart of a real-time startup gating method for securities trading software provided in an embodiment of the present invention; Figure 2 This is a schematic diagram of another securities trading software live-market startup gate control device provided in an embodiment of the present invention; Figure 3 This is a schematic diagram of the structure of an electronic device provided in an embodiment of the present invention. Detailed Implementation

[0019] The technical solutions of the embodiments of the present invention will be clearly and completely described below with reference to the accompanying drawings. Obviously, the described embodiments are only some embodiments of the present invention, and not all embodiments. Based on the embodiments of the present invention, all other embodiments obtained by those skilled in the art without creative effort are within the scope of protection of the present invention.

[0020] like Figure 1 As shown, Figure 1 This is a flowchart of a live-market startup gating method for securities trading software provided in an embodiment of the present invention. The live-market startup gating method for securities trading software includes the following steps: 101. Obtain the running mode identifier and configuration data to be run corresponding to the target trading strategy process.

[0021] In this embodiment of the invention, the above-mentioned real-time startup gating method for securities trading software can be applied to a real-time startup gating platform for securities trading software. The real-time startup gating platform for securities trading software has functions such as real-time startup gating data processing, real-time startup gating data transmission and reception, and real-time startup gating data memory storage. It can be built based on a server or server cluster, and the server or server cluster can be an electronic device with the capability of real-time startup gating data processing for securities trading software.

[0022] The aforementioned target trading strategy process can refer to the computer program process that is initiated and used to execute the securities trading strategy in this request. It can run on a general-purpose computer, server, or container environment, and can perform operations such as receiving market data, processing trading signals, and generating trading instructions according to the loaded running configuration.

[0023] The aforementioned operating mode identifier can be understood as identifier data used to indicate which operating mode the target trading strategy process is currently requesting, and can include simulation mode and live trading mode. The operating mode identifier can be expressed using Boolean values, enumerated values, character tags, or configuration field values. For example, when recording the live trading status in the startup configuration, the aforementioned securities trading software live trading startup gating platform can use the read live trading status as the operating mode identifier, and thus determine whether the current startup needs to enter live trading mode.

[0024] The aforementioned configuration data to be run may refer to the configuration data that the target trading strategy process is prepared to load and use to control its operation after this startup. It may include one or more of the following: strategy operation parameters, account configuration parameters, trading interface configuration parameters, position control parameters, and risk control parameters.

[0025] In one possible embodiment, the aforementioned securities trading software live-marketing startup gating platform can read the startup configuration file or environment variables corresponding to this startup before the target trading strategy process enters the main trading loop, and extract the running mode field and various running configuration fields from them. The field value corresponding to the running mode field can be determined as the aforementioned running mode identifier, and the running configuration fields that need to be loaded by the aforementioned target trading strategy process, excluding the running mode field, and their corresponding field values ​​can be organized into the aforementioned configuration data to be run.

[0026] It is understandable that the aforementioned operating mode identifier and the aforementioned configuration data to be run can originate from the same startup configuration file, or they can originate from startup parameters, environment variables, and configuration files respectively. When multiple data sources exist, the aforementioned securities trading software live-market startup gating platform can obtain the corresponding data according to a pre-set reading order, thereby forming the operating mode identifier and configuration data to be run corresponding to this startup.

[0027] By uniformly acquiring and checking the mode data and configuration data corresponding to this startup during the process startup phase, a clear data foundation can be provided for subsequent simulation operation verification, parameter snapshot detection, and configuration consistency judgment, reducing the possibility of the live execution path being abnormally opened due to incorrect running mode identification or incomplete configuration data acquisition.

[0028] 102. Based on the operating mode identifier, determine the target operating mode corresponding to the target trading strategy process. When the target operating mode is the live trading mode, obtain the simulation daily settlement record corresponding to the target trading strategy process and check whether there is a verified parameter snapshot corresponding to this startup.

[0029] In this embodiment of the invention, the aforementioned target operating mode may refer to the operating mode corresponding to the current startup of the aforementioned target trading strategy process, used to determine the trading environment subsequently connected to the aforementioned target trading strategy process and whether to execute live trading startup gating. The aforementioned target operating mode may include simulation mode and live trading mode. For example, when the operating mode identifier corresponds to a simulation state, the aforementioned target operating mode is simulation mode; when the operating mode identifier corresponds to a live trading state, the aforementioned target operating mode is live trading mode.

[0030] The aforementioned simulation daily settlement records can be understood as the operational records generated and saved according to the trading day after the target trading strategy process runs in simulation mode. They are primarily used to provide verification data for simulation operation before live trading begins. These simulation daily settlement records may include the trading day, account identifier, plan and execution completion status, end-of-day net value, and daily settlement record identifier.

[0031] For example, after the aforementioned target trading strategy completes a simulated trading day, a corresponding simulation daily settlement record can be generated, recording the simulation account used that day, whether the planned tasks were completed, whether the trading instructions were executed, and the net value at the end of the day. Simulation daily settlement records for multiple trading days can be saved in chronological order for subsequent statistical analysis of valid simulation trading days and calculation of operational risk indicators.

[0032] The aforementioned verified parameter snapshot refers to a copy of the configuration created by permanently saving the verified running configuration. It is primarily used to provide a configuration comparison benchmark for this live trading launch, preventing unverified configurations from being directly loaded into the main live trading loop. The aforementioned verified parameter snapshot may include the configuration item identifier, configuration item value, snapshot identifier, generation time, verification pass timestamp, and corresponding gating result.

[0033] For example, after the target trading strategy process completes simulation verification using a set of runtime configurations, this set of runtime configurations can be saved, and the generated snapshot can be associated with the verification pass time and gating results. When the target trading strategy process requests to start in live trading mode again, the live trading startup gating platform of the securities trading software can find the corresponding verified parameter snapshot based on the snapshot identifier associated with this startup.

[0034] In one possible embodiment, the aforementioned securities trading software live trading startup gating platform can parse the operating mode identifier and determine the target operating mode. When the target operating mode is simulation mode, the aforementioned securities trading software live trading startup gating platform can allow the target trading strategy process to enter the simulation trading main loop; when the target operating mode is live trading mode, the aforementioned securities trading software live trading startup gating platform can read the simulation daily settlement record corresponding to the target trading strategy process from the daily settlement data storage location, and search for the verified parameter snapshot corresponding to this startup in the parameter snapshot storage location to obtain a detection result of whether the parameter snapshot exists or not.

[0035] By following the above steps, we can obtain simulation operation evidence and configuration verification benchmarks before the start of the main live trading cycle, providing a data foundation for subsequent simulation operation verification and configuration consistency determination.

[0036] 103. Process the simulation daily settlement records based on the preset access control rules to obtain the simulation operation verification results.

[0037] In this embodiment of the invention, the aforementioned preset access control rules can be understood as a set of judgment rules used to check whether the simulation operation record meets the startup requirements before the target trading strategy process enters the main loop of live trading. These rules may include the validity judgment rules for simulation daily settlement records, the number of valid simulation trading days, the calculation rules for operational risk indicators, and the pass conditions corresponding to each operational risk indicator.

[0038] The rules for determining the validity of simulation daily settlement records can be based on the planning and execution completion status to determine whether the corresponding trading day can be used as a valid simulation trading day; the rules for calculating operational risk indicators can specify how to calculate indicators such as maximum drawdown and consecutive loss days based on the net value at the end of the day; the corresponding pass conditions can be expressed by preset thresholds or allowable ranges.

[0039] It should be noted that the above-mentioned preset access control rules are mainly used to verify whether the simulation operation evidence is complete and whether the operation status during the simulation meets the requirements for live trading. Investment indicators such as annualized rate of return and Sharpe ratio are not required as conditions for live trading to be started, thereby avoiding directly linking live trading start control with investment return targets.

[0040] In this embodiment, the aforementioned securities trading software live trading start-up gating platform can organize simulated daily settlement records according to trading day order, filter valid simulated daily settlement records based on plan and execution completion status, count the number of valid simulated trading days, and calculate operational risk indicators based on the end-of-day net value in the valid simulated daily settlement records. The platform can also compare the number of valid simulated trading days and operational risk indicators with corresponding pass conditions to determine the judgment status of each simulated operation access control item.

[0041] For example, after the aforementioned securities trading software starts the gate control platform and reads the simulated daily settlement records corresponding to multiple trading days, it can first exclude records where planned tasks were not completed or transactions were not completed, then count the number of valid simulated trading days corresponding to the remaining records, arrange the end-of-day net value according to the order of trading days, calculate the maximum drawdown and the number of consecutive loss days, and compare the calculation results with the corresponding preset gate control conditions.

[0042] The aforementioned simulation operation verification results refer to the verification data generated after valid screening, indicator calculation, and condition comparison of the simulation daily summary records. These results reflect whether the simulation operation meets the requirements for live disk startup. The simulation operation verification results may include simulation operation access control item identifiers, corresponding verification values ​​or verification statuses, pass conditions, judgment statuses, and associated simulation daily summary record identifiers. Judgment statuses may include pass and fail, and are used for subsequent access control aggregation processing.

[0043] In one possible embodiment, the above-mentioned securities trading software live trading start-up gate control platform can process the simulation daily settlement records sequentially according to the above-mentioned preset access control rules, and combine the judgment status corresponding to the number of effective simulation trading days, the maximum drawdown, and the number of consecutive loss days into the above-mentioned simulation operation verification results.

[0044] By converting the daily simulation records into machine-readable verification results, omissions caused by manual inspection can be reduced, and subsequent start-up gating decisions can have repeatable and traceable simulation operation basis.

[0045] 104. Based on the detection results of the verified parameter snapshot, perform a configuration consistency judgment on the configuration data to be run, and obtain the configuration consistency result.

[0046] In this embodiment of the invention, the aforementioned detection result may refer to the status data generated by the securities trading software's live-market startup gating platform after searching for the verified parameter snapshot corresponding to this startup. This data is used to determine the verification path adopted for configuration consistency judgment and may include the existence status of the parameter snapshot, as well as the snapshot identifier, generation time, and verification pass timestamp read when the parameter snapshot exists. The existence status of the parameter snapshot can be divided into existence and non-existence; if the parameter snapshot does not exist, it means that there is no comparable verified configuration benchmark for this startup.

[0047] In this embodiment, the configuration data saved in the verified parameter snapshot can be used as a benchmark to determine whether the configuration data to be run is still within the verified configuration range. The aforementioned securities trading software live-start gating platform can extract the configuration item identifier and configuration item value from the configuration data to be run and the verified parameter snapshot, respectively, match the configuration items according to the configuration item identifier, and compare the configuration item values ​​of the matching configuration items.

[0048] Configuration items that cannot be matched or whose values ​​are different can be recorded as discrepancies. The aforementioned securities trading software's live trading startup gating platform can also compare discrepancies with a preset set of allowed discrepancies to distinguish between allowed discrepancies that do not affect the validity of the verification and non-allowed discrepancies that require re-verification.

[0049] The aforementioned configuration consistency result can refer to the judgment data characterizing whether the configuration data to be run has passed the consistency check, including a pass or fail status, and may also include snapshot identifiers, difference configuration item identifiers, difference values, and whether the difference is allowed. It should be noted that when there are no difference configuration items, or all difference configuration items belong to the preset allowed difference set, the configuration consistency result is pass; when at least one difference configuration item does not belong to the preset allowed difference set, or there is no verified parameter snapshot corresponding to this startup, the configuration consistency result is fail.

[0050] In one possible embodiment, the aforementioned securities trading software live-start gating platform can first confirm the existence of a verified parameter snapshot based on the detection results. If the verified parameter snapshot exists, the platform performs item-by-item matching and difference judgment between the configuration data to be run and the verified parameter snapshot; if the verified parameter snapshot does not exist, the platform directly determines the configuration consistency result as failing.

[0051] This prevents unverified configurations or configurations that have undergone unauthorized changes after verification from entering the main live trading loop, reducing the risk of abnormal trading caused by misconfigurations.

[0052] 105. Based on the simulation operation verification results and configuration consistency results, generate the sub-item judgment results corresponding to each preset access control item, and aggregate the sub-item judgment results to obtain the start access control result.

[0053] In this embodiment of the invention, the aforementioned preset access control items can be understood as the start conditions that need to be verified separately before the target trading strategy process enters the main loop of live trading. These can include access control items such as valid simulated daily settlement records, maximum drawdown, consecutive loss days, and configuration consistency.

[0054] The aforementioned sub-judgment results can refer to the pass or fail status generated by the live trading startup gate control platform of the aforementioned securities trading software for each preset gate access item. The aforementioned live trading startup gate control platform can extract data such as the number or status of valid simulation daily settlement records, maximum drawdown, and number of consecutive loss days from the simulation operation verification results, compare the extracted data with the corresponding preset gate access conditions, and form the sub-judgment results corresponding to each simulation operation gate access item.

[0055] For configuration consistency access control items, the aforementioned securities trading software's live trading startup gate control platform can directly use the configuration consistency result as the corresponding sub-item judgment result. The aforementioned sub-item judgment result may also include the access control item identifier, actual value or status, judgment basis, and associated simulation daily settlement record identifier or parameter snapshot identifier.

[0056] The aforementioned startup gating result can be understood as the overall startup judgment result formed by the securities trading software's live trading startup gating platform after aggregating all the sub-item judgment results, including allow and deny. When all sub-item judgment results are passed, the securities trading software's live trading startup gating platform determines the startup gating result as allowed; when at least one sub-item judgment result is failed, the securities trading software's live trading startup gating platform determines the startup gating result as denied, and generates a structured failure reason list based on the failed sub-item judgment results.

[0057] In one possible embodiment, the aforementioned securities trading software live trading startup gating platform can establish a set of sub-item judgment results according to the access control item identifier. Assuming that the maximum drawdown access control item and the configuration consistency access control item are both passed, while the consecutive loss days access control item is failed, the aforementioned securities trading software live trading startup gating platform can determine the startup gating result as a rejection, and record the actual value of the consecutive loss days access control item and the associated simulated daily settlement record identifier in the structured failure reason list.

[0058] By independently judging and uniformly aggregating each preset access control item, we can avoid the single pass result from masking other fail results, and provide a clear basis for blocking live disk startup and locating the cause of failure.

[0059] 106. Generate start control instructions based on the start gating results, and control the target trading strategy process to enter or not enter the main live trading loop according to the start control instructions.

[0060] In this embodiment of the invention, the above-mentioned start control instruction can be understood as process control data generated by the securities trading software real-time start gating platform based on the start gating result, used to change the start status of the target trading strategy process. It may include start control instructions and start control instructions, and may also carry the target trading strategy process identifier, control type and corresponding start gating result, so that the control object corresponds to the current gating determination.

[0061] The aforementioned live trading main loop can refer to the cyclical processing of the target trading strategy process continuously executing trading tasks in live trading mode, which may include reading real-time market data, calculating trading signals, generating trading instructions, and submitting trading instructions to the trading interface.

[0062] In one possible embodiment, the aforementioned securities trading software live trading startup gating platform can read the startup gating result. When the startup gating result is allowed, the aforementioned securities trading software live trading startup gating platform generates a startup allow control instruction, and releases the startup restriction of the target trading strategy process according to the startup allow control instruction, calls the program entry point corresponding to the live trading main loop, and causes the target trading strategy process to enter the aforementioned live trading main loop.

[0063] When the aforementioned startup gating result is "rejected," the live trading startup gating platform of the aforementioned securities trading software generates a blocking startup control instruction. Based on this instruction, it prohibits the invocation of the program entry point corresponding to the main live trading loop, thus keeping the target trading strategy process outside the main live trading loop. The live trading startup gating platform can also terminate the current live trading startup process, write a structured list of failure reasons to the runtime log, and send it to the operations and maintenance interface.

[0064] By converting the start gating result into a start control command that directly affects the target trading strategy process, the simulation run verification and configuration consistency determination can be used to control the entry point of the actual live trading main loop, avoiding the situation where only the gating result is recorded without blocking the target trading strategy process.

[0065] In this embodiment of the invention, the running mode identifier and configuration data to be run of the target trading strategy process are obtained; when it is determined to be in live trading mode, the simulation daily settlement record is obtained and the verified parameter snapshot is detected; the simulation daily settlement record is processed based on preset access control rules to obtain the simulation running verification result, and the configuration consistency judgment of the configuration data to be run is performed based on the parameter snapshot detection result; the sub-judgment results of each access control item are generated and aggregated according to the simulation running verification result and the configuration consistency result to obtain the start-up gating result; the start-up control command is generated according to the start-up gating result to control whether the target trading strategy process enters or does not enter the live trading main loop. The above method enables process-level verification and interception during the live trading start-up phase, reducing the risk of unverified configurations entering live trading.

[0066] Optionally, in the step of processing the simulation daily settlement records based on preset access control rules to obtain simulation operation verification results, the simulation daily settlement records can be read in the order of trading days. The simulation daily settlement records include at least the trading day, account identifier, plan and execution completion status, and end-of-day net value. Based on the plan and execution completion status, valid simulation daily settlement records are determined from the simulation daily settlement records. Based on the end-of-day net value corresponding to each valid simulation daily settlement record, the operation risk indicator is calculated. The operation risk indicator includes at least one of maximum drawdown and consecutive loss days. The valid simulation daily settlement records and operation risk indicators are compared with the corresponding preset access control conditions to obtain the simulation operation verification results.

[0067] In this embodiment of the invention, the above-mentioned plan and execution completion status can be status data used by this application to record the completion status of simulation tasks within a single trading day, used to indicate whether the running tasks specified in the simulation plan have been completed, and whether the corresponding execution process has ended normally, and can include completed, incomplete, interrupted execution, and execution abnormality.

[0068] The aforementioned valid simulation daily settlement records can be understood as simulation daily settlement records where the account identifier matches the target trading strategy progress, the plan and execution completion status meets the preset valid conditions, and the end-of-day net value can be read normally. It is understood that when the plan and execution completion status is incomplete, interrupted, or abnormal, the corresponding simulation daily settlement records will not participate in the calculation of subsequent operational risk indicators.

[0069] In one possible embodiment, the aforementioned securities trading software live trading start-up gating platform can read simulated daily settlement records from morning to evening according to the trading day, and filter out the simulated daily settlement records corresponding to the progress of the target trading strategy based on the account identifier. The platform can check the planning and execution completion status of each simulated daily settlement record, determine the simulated daily settlement records that meet preset valid conditions as valid simulated daily settlement records, and maintain the trading day order among the valid simulated daily settlement records.

[0070] The aforementioned securities trading software's live trading startup gating platform can sequentially read the end-of-day net value from each valid simulation daily closing record, forming a sequence of end-of-day net value arranged by trading day. Based on this sequence, it calculates at least one operational risk indicator, including maximum drawdown and consecutive loss days. Since the operational risk indicators are calculated solely based on valid simulation daily closing records, incomplete or abnormally executed simulation trading days will not interfere with the risk indicators.

[0071] The aforementioned securities trading software's live trading startup gating platform can also compare valid simulated daily settlement records with corresponding preset access control conditions. For example, the platform can determine whether the number of valid simulated daily settlement records has reached a preset number, and whether the trading days corresponding to the valid simulated daily settlement records meet preset continuity conditions. The platform can also compare the calculated maximum drawdown with a preset drawdown limit, and the number of consecutive losing days with a preset consecutive losing days limit.

[0072] When a valid simulation daily settlement record meets the corresponding preset access control conditions, and all the adopted operational risk indicators are within the corresponding allowable range, the aforementioned securities trading software live trading start-up gate control platform will determine the corresponding simulation operation access control item as passed; when a valid simulation daily settlement record does not meet the corresponding preset access control conditions, or any operational risk indicator exceeds the corresponding allowable range, the aforementioned securities trading software live trading start-up gate control platform will determine the corresponding simulation operation access control item as failed, and summarize the determination status of each simulation operation access control item to obtain the simulation operation verification result.

[0073] Therefore, the continuous operation and risk level of the target trading strategy can be verified based on the simulated daily settlement records that are in normal condition and have valid data, avoiding the impact of abnormal or incomplete records on the accuracy of live trading start-up gating.

[0074] Optionally, the step of determining the configuration consistency of the configuration data to be run based on the detection results of the verified parameter snapshot and obtaining the configuration consistency result further includes, when a verified parameter snapshot exists, comparing the configuration data to be run with the verified parameter snapshot to obtain the comparison result and determining the configuration consistency result based on the comparison result; when no verified parameter snapshot exists, determining the configuration consistency result as failing.

[0075] In this embodiment of the invention, the above-mentioned securities trading software live-start gating platform can read the detection results of the verified parameter snapshot and select the corresponding configuration consistency judgment branch according to the detection results.

[0076] When the above detection results indicate the existence of a verified parameter snapshot, the securities trading software's live-market startup gating platform can read the verified parameter snapshot corresponding to this startup based on the snapshot identifier, and compare the configuration data to be run with the verified parameter snapshot. The comparison can include whether the configuration items correspond and whether the configuration item values ​​of the corresponding configuration items are the same, forming a comparison result used to characterize the differences between the configuration data to be run and the verified parameter snapshot.

[0077] When the comparison result indicates that there are no different configuration items, or that all existing different configuration items belong to the preset allowed difference set, the above-mentioned securities trading software live-market startup gating platform can determine the configuration consistency result as passed; when the comparison result indicates that at least one different configuration item does not belong to the preset allowed difference set, the above-mentioned securities trading software live-market startup gating platform can determine the configuration consistency result as failed.

[0078] When the above test results indicate that there is no verified parameter snapshot, the securities trading software live start gating platform will no longer perform configuration data comparison because the configuration data to be run lacks a verified configuration benchmark. Instead, it will directly determine the configuration consistency result as failing and use the missing parameter snapshot status as the reason for the failure of the configuration consistency gating item.

[0079] The aforementioned securities trading software's live trading startup gating platform can transmit the configuration consistency results to subsequent access control aggregation processes, serving as the sub-item judgment results for the configuration consistency access control items. This avoids allowing the target trading strategy process to proceed when verified parameter snapshots are missing or when unauthorized changes exist in the configuration data to be run, ensuring that the running configuration entering the main live trading loop has corresponding verification basis.

[0080] Optionally, the steps of comparing the configuration data to be run with the verified parameter snapshot, obtaining the comparison result, and determining the configuration consistency result based on the comparison result further include extracting configuration item identifiers and corresponding configuration item values ​​from the configuration data to be run and the verified parameter snapshot, respectively; matching the configuration items in the configuration data to be run with the configuration items in the verified parameter snapshot according to the configuration item identifiers, and comparing the configuration item values ​​corresponding to the matching configuration items to obtain the difference configuration items; when there are no difference configuration items, or when all difference configuration items belong to the preset allowed difference set, the configuration consistency result is determined to be passed; when at least one difference configuration item does not belong to the preset allowed difference set, the configuration consistency result is determined to be failed.

[0081] In this embodiment of the invention, the aforementioned securities trading software live-marketing gating platform can parse the configuration data to be run and the verified parameter snapshots respectively, and extract configuration data consisting of configuration item identifiers and corresponding configuration item values. The configuration item identifier can be a parameter name, field number, or configuration path used to uniquely locate the configuration item, so as to determine the corresponding configuration items in the two sets of configuration data.

[0082] The aforementioned securities trading software's live-market startup gating platform uses the configuration item identifier in the verified parameter snapshot as a matching benchmark to search for configuration items with the same identifier in the configuration data to be run. When a matching configuration item identifier is found, the platform identifies the two corresponding configuration items as matched items and compares their configuration item values.

[0083] The aforementioned difference configuration item can refer to a matching configuration item whose value has changed. It can include the configuration item identifier, the configuration item value in the configuration data to be run, the configuration item value in the verified parameter snapshot, and the difference type. It is used to record the configuration changes that have occurred in the configuration data to be run relative to the verified parameter snapshot.

[0084] In one possible embodiment, when a configuration item identifier only exists in the configuration data to be run or in a snapshot of verified parameters, the aforementioned securities trading software live-market startup gating platform can further identify the corresponding configuration item as a difference configuration item and record the difference type as either a newly added configuration item or a missing configuration item. This avoids only comparing matching configuration items and missing newly added or missing configuration items.

[0085] The aforementioned preset set of allowed differences can be understood as pre-recording allowed changes that do not affect the validity of existing verification results. This preset set of allowed differences may include identifiers of configuration items that are allowed to change, as well as allowed value ranges or allowed change rules corresponding to each configuration item identifier. When the configuration item identifier of a difference configuration item is located in the aforementioned preset set of allowed differences, and the corresponding configuration item value meets the allowed value range or allowed change rules, the aforementioned securities trading software live-marketing startup gating platform can determine that the difference configuration item belongs to the preset set of allowed differences.

[0086] When no difference configuration item exists, it indicates that the configuration data to be run is consistent with the verified parameter snapshot, and the aforementioned securities trading software live-market startup gating platform will determine the configuration consistency result as passed. When difference configuration items exist, but all difference configuration items belong to the aforementioned preset allowed difference set, the aforementioned securities trading software live-market startup gating platform will also determine the configuration consistency result as passed. When at least one difference configuration item does not belong to the aforementioned preset allowed difference set, the aforementioned securities trading software live-market startup gating platform will determine the configuration consistency result as failed, and will use the corresponding difference configuration item as the failure basis for the configuration consistency gating item.

[0087] By matching each configuration item according to its identifier and making unified judgments on changes in configuration item values, additions, and missing configuration items, unauthorized changes to the configuration data to be run relative to the verified parameter snapshot can be identified, thus preventing unverified running parameters from entering the main loop of live trading.

[0088] Optionally, the step of generating sub-judgment results corresponding to each preset access control item based on simulation operation verification results and configuration consistency results, and aggregating the sub-judgment results to obtain the start-up gating result, further includes extracting the judgment status corresponding to each simulation operation access control item from the simulation operation verification results, and determining each judgment status as the sub-judgment result of the corresponding simulation operation access control item; determining the configuration consistency result as the sub-judgment result corresponding to the configuration consistency access control item; when all sub-judgment results are passed, determining the start-up gating result as allowed; when at least one sub-judgment result is failed, determining the start-up gating result as rejected, and generating a structured failure reason list based on the failed sub-judgment results. The structured failure reason list includes the failed access control item identifier, the failure value or status, and the simulation daily settlement record identifier or parameter snapshot identifier associated with the failed access control item.

[0089] In this embodiment of the invention, the aforementioned securities trading software live-market startup gating platform can read the access control item identifier and judgment status of each simulation operation access control item from the simulation operation verification results. The aforementioned simulation operation access control items may include at least one of the following: valid simulation daily settlement record access control item, maximum drawdown access control item, and consecutive loss days access control item. The aforementioned securities trading software live-market startup gating platform can write each judgment status into the corresponding sub-item judgment results, so that each simulation operation access control item has an independent pass or fail status.

[0090] The aforementioned securities trading software's live-market startup gating platform can establish configuration consistency access control items and write the configuration consistency results into the sub-item judgment results corresponding to the aforementioned configuration consistency access control items, thereby enabling simulation operation verification results and configuration consistency results to be converted into multiple sub-item judgment results using the same status format.

[0091] The aforementioned securities trading software's live trading startup gating platform can iterate through the results of each sub-item's judgment. When all sub-item judgment results are passed, the platform determines the startup gating result as allowed. When at least one sub-item judgment result is failed, the platform determines the startup gating result as rejected. During the aggregation process, any failed gating item will not be offset by other passed gating items.

[0092] The structured failure reason list mentioned above can be understood as a list recording each failed access control item and its associated data according to a preset field format. It is understood that each failure record in the structured failure reason list has data fields that can be recognized and read by the program, including the failed access control item identifier, the failure value or status, and the associated data identifier.

[0093] For simulation operation access control items, the aforementioned securities trading software live-market startup gating platform can treat actual values ​​exceeding preset access control conditions or states that fail to meet requirements as failure values ​​or states, and record the simulation daily settlement record identifier that generates the corresponding judgment result. For configuration consistency access control items, the aforementioned securities trading software live-market startup gating platform can record configuration consistency results, snapshot identifiers of verified parameter snapshots, and differential configuration items that cause configuration consistency judgment to fail. When there is no verified parameter snapshot, the aforementioned securities trading software live-market startup gating platform can record the missing parameter snapshot state as a failure state.

[0094] In one possible embodiment, when both the maximum drawdown threshold and the configuration consistency threshold fail, the aforementioned securities trading software live-market startup gating platform can generate corresponding failure records from the structured failure reason list. One failure record is associated with the simulated daily settlement record identifier that forms the basis for the maximum drawdown determination, and the other failure record is associated with the snapshot identifier of the verified parameter snapshot. The aforementioned securities trading software live-market startup gating platform can provide the startup gating result and the aforementioned structured failure reason list together to the subsequent startup control process.

[0095] By uniformly aggregating access control judgment results from different sources and retaining the values, statuses, and source identifiers of the failed access control items, it is possible to locate specific failed access control items and their data sources while rejecting the target trading strategy process from entering the main live trading loop, thus providing a basis for operation log recording and anomaly investigation.

[0096] Optionally, the step of generating a startup control instruction based on the startup gating result and controlling whether the target trading strategy process enters or does not enter the live trading main loop according to the startup control instruction further includes generating an allow startup control instruction when the startup gating result is allowable, and controlling the target trading strategy process to enter the live trading main loop according to the allow startup control instruction; generating a block startup control instruction when the startup gating result is denyable, preventing the target trading strategy process from entering the live trading main loop according to the block startup control instruction, and writing a structured failure reason list into the operation log and sending it to the operation and maintenance interface.

[0097] In this embodiment of the invention, the above-mentioned securities trading software live trading start-up gating platform can read the start-up gating result and generate a start-up control instruction corresponding to the target trading strategy process based on the allow or deny status corresponding to the start-up gating result.

[0098] When the aforementioned startup gating result is "allowed," the live trading startup gating platform of the aforementioned securities trading software can generate a startup permission control instruction, which may include the target trading strategy process identifier and the startup permission status. Based on the aforementioned startup permission control instruction, the live trading startup gating platform can set the gating status of the target trading strategy process to "allowed" and call the program entry point corresponding to the live trading main loop, causing the target trading strategy process to begin executing the live trading main loop.

[0099] When the aforementioned startup gating result is "rejected," the live trading startup gating platform of the aforementioned securities trading software can generate a blocking startup control instruction, which may include the target trading strategy process identifier and the blocking startup status. Based on the aforementioned blocking startup control instruction, the live trading startup gating platform can maintain or set the gating status of the target trading strategy process to "block," preventing the invocation of the program entry point corresponding to the live trading main loop. If the target trading strategy process is already in the startup preparation process, the live trading startup gating platform can terminate the current startup process, thereby preventing the target trading strategy process from entering the live trading main loop.

[0100] After preventing the target trading strategy process from entering the main live trading loop, the aforementioned securities trading software's live trading startup gating platform can write the structured list of failure reasons to the operation log. The operation log can record the failure gating item identifier, failure value or status, and associated simulation daily settlement record identifier or parameter snapshot identifier for each failure gating item, allowing the reason for the live trading startup rejection to be traced.

[0101] The aforementioned securities trading software's live startup gating platform can also send the structured failure reason list as maintenance data to the maintenance interface. Upon receiving the structured failure reason list, the maintenance interface can distinguish between simulation operation anomalies, exceeding operational risk indicators, missing parameter snapshots, or inconsistent configurations based on the failure gating item identifiers, and output the startup failure information to the corresponding maintenance processing terminal.

[0102] By converting the startup gating result into a startup control command that can directly control the entry state of the target trading strategy process, the execution of the main loop of live trading can be effectively blocked when the gating conditions are not met. At the same time, by retaining structured failure reasons through the operation log and operation and maintenance interface, the traceability and location efficiency of live trading startup anomalies can be improved.

[0103] Optionally, the steps after controlling the target trading strategy process to enter the live trading main loop according to the start control command include obtaining a preset position limit and a position scaling factor greater than 0 and less than 1 within a preset initial time window after entering the live trading main loop; scaling the preset position limit based on the position scaling factor to obtain an initial position limit, and limiting the trading position of the target trading strategy process based on the initial position limit; and restoring the position limit of the target trading strategy process to the preset position when the preset initial time window ends.

[0104] In this embodiment of the invention, the aforementioned preset initial time window can be a position limit period with the starting time of the moment when the target trading strategy process enters the main cycle of live trading and a duration of preset duration, used to apply a position limit lower than that of the normal operation phase to the target trading strategy process in the early stage of live trading.

[0105] The aforementioned securities trading software's live trading startup gating platform can record the entry time when the target trading strategy process enters the live trading main loop and start timing for the aforementioned preset initial time window. The platform can also read the preset position limit and position scaling factor from the configuration data to be run, wherein the position scaling factor is greater than 0 and less than 1.

[0106] The aforementioned initial position limit can be understood as a temporary position limit that is only effective within the aforementioned preset initial time window. The aforementioned securities trading software's live trading start gating platform can multiply the aforementioned preset position limit by the aforementioned position scaling factor to obtain the aforementioned initial position limit. Since the aforementioned position scaling factor is less than 1, the aforementioned initial position limit is lower than the aforementioned preset position limit.

[0107] In one possible embodiment, the aforementioned securities trading software live trading start-up gating platform can determine the expected trading position after the execution of a trading instruction based on the current trading position and the position change corresponding to the trading instruction to be submitted, before the target trading strategy process submits a trading instruction. The platform then compares the expected trading position with the aforementioned initial position limit. When the expected trading position does not exceed the aforementioned initial position limit, the platform allows the submission of the corresponding trading instruction; when the expected trading position exceeds the aforementioned initial position limit, the platform can reduce the number of transactions for the corresponding trading instruction or prevent trading instructions exceeding the aforementioned initial position limit from being submitted.

[0108] When the aforementioned preset initial time window ends, the live trading gating platform of the aforementioned securities trading software can stop using the aforementioned initial position limit and restore the current position limit used by the target trading strategy process to the aforementioned preset position limit. Restoring the aforementioned preset position limit only means increasing the position limit allowed for subsequent transactions, and does not mean automatically increasing the current trading position of the target trading strategy process.

[0109] By scaling the preset position limit at the initial stage of live trading, the trading position can be restricted when the target trading strategy just enters the main live trading cycle, reducing the risk impact caused by abnormal operation at the initial stage; restoring the preset position limit after the above-mentioned preset initial time window allows the target trading strategy to continue running according to normal position control requirements.

[0110] like Figure 2 As shown, this embodiment of the invention also provides a real-time startup gate control device 200 for securities trading software, which includes: The acquisition module 201 is used to acquire the running mode identifier and configuration data to be run corresponding to the target trading strategy process; The determination module 202 is used to determine the target operating mode corresponding to the target trading strategy process based on the operating mode identifier. When the target operating mode is the live trading mode, it obtains the simulation daily settlement record corresponding to the target trading strategy process and detects whether there is a verified parameter snapshot corresponding to this startup. Processing module 203 is used to process the simulation daily settlement record based on preset access control rules to obtain simulation operation verification results; The configuration module 204 is used to determine the configuration consistency of the configuration data to be run based on the detection results of the verified parameter snapshot, and obtain the configuration consistency result. The generation module 205 is used to generate sub-item judgment results corresponding to each preset access control item based on the simulation run verification results and the configuration consistency results, and to aggregate the sub-item judgment results to obtain the start access control result; The control module 206 is used to generate a start control instruction based on the start gating result, and control the target trading strategy process to enter or not enter the live trading main loop according to the start control instruction.

[0111] Optionally, the above-mentioned processing module 203 is used for: The simulated daily settlement records are read in order of trading days. The simulated daily settlement records include at least the trading day, account identifier, plan and execution completion status, and end-of-day net value. Based on the planned and executed completion status, valid simulation daily settlement records are determined from the simulation daily settlement records; Based on the daily net value corresponding to each of the effective simulation daily settlement records, the operational risk indicators are calculated, and the operational risk indicators include at least one of the maximum drawdown and the number of consecutive loss days. The effective simulation daily settlement records and the operational risk indicators are compared with the corresponding preset access control conditions to obtain the simulation operation verification results.

[0112] Optionally, the above configuration module 204 is used for: When the verified parameter snapshot exists, the configuration data to be run is compared with the verified parameter snapshot to obtain the comparison result, and the configuration consistency result is determined based on the comparison result. If the verified parameter snapshot does not exist, the configuration consistency result will be determined as failing.

[0113] Optionally, the above-mentioned configuration module 204 is also used for: Extract the configuration item identifier and the corresponding configuration item value from the configuration data to be run and the verified parameter snapshot, respectively; The configuration items in the configuration data to be run are matched with the configuration items in the verified parameter snapshot according to the configuration item identifier, and the configuration item values ​​corresponding to the matching configuration items are compared to obtain the difference configuration items; When no difference configuration item exists, or when all difference configuration items belong to a preset set of allowed differences, the configuration consistency result is determined to be passed. When at least one of the difference configuration items does not belong to the preset allowed difference set, the configuration consistency result is determined to be unsuccessful.

[0114] Optionally, the control module 206 described above is used for: Extract the judgment status corresponding to each simulation operation access control item from the simulation operation verification results, and determine each judgment status as the sub-item judgment result of the corresponding simulation operation access control item; The configuration consistency result is determined as the sub-item judgment result corresponding to the configuration consistency access control item; When all the aforementioned sub-item judgment results are passed, the start gating result is determined to be allowed; When at least one of the sub-item judgment results is not passed, the start gating result is determined as rejected, and a structured failure reason list is generated based on the failed sub-item judgment results. The structured failure reason list includes the failure access control item identifier, failure value or status, and the simulation daily settlement record identifier or parameter snapshot identifier associated with the failure access control item.

[0115] Optionally, the control module 206 described above is also used for: When the start-up gating result is allowed, a start-up permission control instruction is generated, and the target trading strategy process is controlled to enter the live trading main loop according to the start-up permission control instruction; When the startup gating result is rejected, a startup blocking control instruction is generated. According to the startup blocking control instruction, the target trading strategy process is prevented from entering the live trading main loop. The structured failure reason list is written to the operation log and sent to the operation and maintenance interface.

[0116] Optionally, the above-mentioned device is also used for: Within the preset initial time window after entering the main live trading loop, obtain the preset position limit and the position scaling factor which is greater than 0 and less than 1; The preset position limit is scaled based on the position scaling factor to obtain the initial position limit, and the trading position of the target trading strategy process is restricted based on the initial position limit. When the preset initial time window ends, the position limit of the target trading strategy process will be restored to the preset position limit.

[0117] like Figure 3 As shown, this embodiment of the invention also provides an electronic device 300, including a processor, which can execute any of the above-mentioned securities trading software live-market startup gating methods.

[0118] Specifically, it includes a processor 301 and a memory 302, as well as a computer program stored in the memory 302 and capable of running on the processor 301, which executes the live-marketing startup gating method for securities trading software, wherein: The processor 301 executes the calculator program for the live trading software start-up gate control method stored in memory 302, and performs the following steps: Obtain the running mode identifier and configuration data to be run corresponding to the target trading strategy process; Based on the operating mode identifier, the target operating mode corresponding to the target trading strategy process is determined. When the target operating mode is the live trading mode, the simulation daily settlement record corresponding to the target trading strategy process is obtained, and it is checked whether there is a verified parameter snapshot corresponding to this startup. The simulation daily settlement records are processed based on preset access control rules to obtain simulation operation verification results; Based on the detection results of the verified parameter snapshot, the configuration consistency of the configuration data to be run is determined to obtain the configuration consistency result; Based on the simulation run verification results and the configuration consistency results, sub-item judgment results corresponding to each preset access control item are generated, and the sub-item judgment results are aggregated to obtain the access control activation result; Based on the startup gating result, a startup control instruction is generated, and the startup control instruction is used to control whether the target trading strategy process enters or does not enter the live trading main loop.

[0119] Optionally, the processor 301 executes the processing of the simulation daily settlement record based on the preset access control rules to obtain the simulation operation verification results, including: The simulated daily settlement records are read in order of trading days. The simulated daily settlement records include at least the trading day, account identifier, plan and execution completion status, and end-of-day net value. Based on the planned and executed completion status, valid simulation daily settlement records are determined from the simulation daily settlement records; Based on the daily net value corresponding to each of the effective simulation daily settlement records, the operational risk indicators are calculated, and the operational risk indicators include at least one of the maximum drawdown and the number of consecutive loss days. The effective simulation daily settlement records and the operational risk indicators are compared with the corresponding preset access control conditions to obtain the simulation operation verification results.

[0120] Optionally, the processor 301 executes the detection results based on the verified parameter snapshot to perform a configuration consistency determination on the configuration data to be run, and obtains a configuration consistency result, including: When the verified parameter snapshot exists, the configuration data to be run is compared with the verified parameter snapshot to obtain the comparison result, and the configuration consistency result is determined based on the comparison result. If the verified parameter snapshot does not exist, the configuration consistency result will be determined as failing.

[0121] Optionally, the processor 301 performs the step of comparing the configuration data to be run with the verified parameter snapshot to obtain a comparison result, and determining the configuration consistency result based on the comparison result, including: Extract the configuration item identifier and the corresponding configuration item value from the configuration data to be run and the verified parameter snapshot, respectively; The configuration items in the configuration data to be run are matched with the configuration items in the verified parameter snapshot according to the configuration item identifier, and the configuration item values ​​corresponding to the matching configuration items are compared to obtain the difference configuration items; When no difference configuration item exists, or when all difference configuration items belong to a preset set of allowed differences, the configuration consistency result is determined to be passed. When at least one of the difference configuration items does not belong to the preset allowed difference set, the configuration consistency result is determined to be unsuccessful.

[0122] Optionally, the processor 301 executes the step of generating sub-item judgment results corresponding to each preset access control item based on the simulation run verification results and the configuration consistency results, and aggregates the sub-item judgment results to obtain the gate control activation result, including: Extract the judgment status corresponding to each simulation operation access control item from the simulation operation verification results, and determine each judgment status as the sub-item judgment result of the corresponding simulation operation access control item; The configuration consistency result is determined as the sub-item judgment result corresponding to the configuration consistency access control item; When all the aforementioned sub-item judgment results are passed, the start gating result is determined to be allowed; When at least one of the sub-item judgment results is not passed, the start gating result is determined as rejected, and a structured failure reason list is generated based on the failed sub-item judgment results. The structured failure reason list includes the failure access control item identifier, failure value or status, and the simulation daily settlement record identifier or parameter snapshot identifier associated with the failure access control item.

[0123] Optionally, the processor 301 executes the startup control instruction generated based on the startup gating result, and controls whether the target trading strategy process enters or does not enter the live trading main loop according to the startup control instruction, including: When the start-up gating result is allowed, a start-up permission control instruction is generated, and the target trading strategy process is controlled to enter the live trading main loop according to the start-up permission control instruction; When the startup gating result is rejected, a startup blocking control instruction is generated. According to the startup blocking control instruction, the target trading strategy process is prevented from entering the live trading main loop. The structured failure reason list is written to the operation log and sent to the operation and maintenance interface.

[0124] Optionally, after processor 301 executes the command to control the target trading strategy process to enter the live trading main loop according to the permission start control instruction, the method further includes: Within the preset initial time window after entering the main live trading loop, obtain the preset position limit and the position scaling factor which is greater than 0 and less than 1; The preset position limit is scaled based on the position scaling factor to obtain the initial position limit, and the trading position of the target trading strategy process is restricted based on the initial position limit. When the preset initial time window ends, the position limit of the target trading strategy process will be restored to the preset position limit.

[0125] This invention also provides a computer-readable storage medium storing a computer program. When executed by a processor, the computer program implements the various processes of the securities trading software real-time startup gate control method or the application-side securities trading software real-time startup gate control method provided in this invention, and achieves the same technical effect. To avoid repetition, it will not be described again here.

[0126] Those skilled in the art will understand that implementing all or part of the processes in the above embodiments can be done by a computer program instructing related hardware, and can be stored in a computer-readable storage medium. When executed, the program can include the processes of the embodiments of the above methods. The storage medium can be a magnetic disk, optical disk, read-only memory (ROM), or random access memory (RAM), etc.

[0127] The above description discloses only preferred embodiments of the present invention and should not be construed as limiting the scope of the present invention. Therefore, equivalent variations made in accordance with the claims of the present invention are still within the scope of the present invention.

Claims

1. A method for controlling the live start gate of securities trading software, characterized in that, include: Obtain the running mode identifier and configuration data to be run corresponding to the target trading strategy process; Based on the operating mode identifier, the target operating mode corresponding to the target trading strategy process is determined. When the target operating mode is the live trading mode, the simulation daily settlement record corresponding to the target trading strategy process is obtained, and it is checked whether there is a verified parameter snapshot corresponding to this startup. The simulation daily settlement records are processed based on preset access control rules to obtain simulation operation verification results; Based on the detection results of the verified parameter snapshot, the configuration consistency of the configuration data to be run is determined to obtain the configuration consistency result; Based on the simulation run verification results and the configuration consistency results, sub-item judgment results corresponding to each preset access control item are generated, and the sub-item judgment results are aggregated to obtain the access control activation result; Based on the startup gating result, a startup control instruction is generated, and the startup control instruction is used to control whether the target trading strategy process enters or does not enter the live trading main loop.

2. The real-time startup gating method for securities trading software as described in claim 1, characterized in that, The process of processing the simulation daily settlement records based on preset access control rules to obtain simulation operation verification results includes: The simulated daily settlement records are read in order of trading days. The simulated daily settlement records include at least the trading day, account identifier, plan and execution completion status, and end-of-day net value. Based on the planned and executed completion status, valid simulation daily settlement records are determined from the simulation daily settlement records; Based on the daily net value corresponding to each of the effective simulation daily settlement records, the operational risk indicators are calculated, and the operational risk indicators include at least one of the maximum drawdown and the number of consecutive loss days. The effective simulation daily settlement records and the operational risk indicators are compared with the corresponding preset access control conditions to obtain the simulation operation verification results.

3. The real-time startup gating method for securities trading software as described in claim 1, characterized in that, The step of determining the configuration consistency of the configuration data to be run based on the detection results of the verified parameter snapshot, and obtaining the configuration consistency result, includes: When the verified parameter snapshot exists, the configuration data to be run is compared with the verified parameter snapshot to obtain the comparison result, and the configuration consistency result is determined based on the comparison result. If the verified parameter snapshot does not exist, the configuration consistency result will be determined as failing.

4. The real-time startup gating method for securities trading software as described in claim 3, characterized in that, The step of comparing the configuration data to be run with the verified parameter snapshot to obtain a comparison result, and determining the configuration consistency result based on the comparison result, includes: Extract the configuration item identifier and the corresponding configuration item value from the configuration data to be run and the verified parameter snapshot, respectively; The configuration items in the configuration data to be run are matched with the configuration items in the verified parameter snapshot according to the configuration item identifier, and the configuration item values ​​corresponding to the matching configuration items are compared to obtain the difference configuration items; When no difference configuration item exists, or when all difference configuration items belong to a preset set of allowed differences, the configuration consistency result is determined to be passed. When at least one of the difference configuration items does not belong to the preset allowed difference set, the configuration consistency result is determined to be unsuccessful.

5. The real-time startup gating method for securities trading software as described in claim 1, characterized in that, Based on the simulation run verification results and the configuration consistency results, sub-item judgment results corresponding to each preset access control item are generated, and the sub-item judgment results are aggregated to obtain the access control activation result, including: Extract the judgment status corresponding to each simulation operation access control item from the simulation operation verification results, and determine each judgment status as the sub-item judgment result of the corresponding simulation operation access control item; The configuration consistency result is determined as the sub-item judgment result corresponding to the configuration consistency access control item; When all the aforementioned sub-item judgment results are passed, the start gating result is determined to be allowed; When at least one of the sub-item judgment results is not passed, the start gating result is determined as rejected, and a structured failure reason list is generated based on the failed sub-item judgment results. The structured failure reason list includes the failure access control item identifier, failure value or status, and the simulation daily settlement record identifier or parameter snapshot identifier associated with the failure access control item.

6. The real-time startup gating method for securities trading software as described in claim 5, characterized in that, The step of generating a start control instruction based on the start gating result, and controlling whether the target trading strategy process enters or does not enter the live trading main loop according to the start control instruction, includes: When the start-up gating result is allowed, a start-up permission control instruction is generated, and the target trading strategy process is controlled to enter the live trading main loop according to the start-up permission control instruction; When the startup gating result is rejected, a startup blocking control instruction is generated. According to the startup blocking control instruction, the target trading strategy process is prevented from entering the live trading main loop. The structured failure reason list is written to the operation log and sent to the operation and maintenance interface.

7. The real-time startup gating method for securities trading software as described in claim 6, characterized in that, After controlling the target trading strategy process to enter the live trading main loop according to the permission start control instruction, the method further includes: Within the preset initial time window after entering the main live trading loop, obtain the preset position limit and the position scaling factor which is greater than 0 and less than 1; The preset position limit is scaled based on the position scaling factor to obtain the initial position limit, and the trading position of the target trading strategy process is restricted based on the initial position limit. When the preset initial time window ends, the position limit of the target trading strategy process will be restored to the preset position limit.

8. A real-time start gate control device for securities trading software, characterized in that, include: The acquisition module is used to acquire the running mode identifier and configuration data to be run corresponding to the target trading strategy process; The determination module is used to determine the target operating mode corresponding to the target trading strategy process based on the operating mode identifier. When the target operating mode is the live trading mode, it obtains the simulation daily settlement record corresponding to the target trading strategy process and detects whether there is a verified parameter snapshot corresponding to this startup. The processing module is used to process the simulation daily settlement records based on preset access control rules to obtain simulation operation verification results; The configuration module is used to determine the configuration consistency of the configuration data to be run based on the detection results of the verified parameter snapshot, and obtain the configuration consistency result. The generation module is used to generate sub-judgment results corresponding to each preset access control item based on the simulation run verification results and the configuration consistency results, and to aggregate the sub-judgment results to obtain the start access control result; The control module is used to generate a start control command based on the start gating result, and control the target trading strategy process to enter or not enter the live trading main loop according to the start control command.

9. An electronic device, characterized in that, include: The system includes a memory, a processor, and a computer program stored in the memory and executable on the processor, wherein the processor executes the computer program to implement the steps in the live-market startup gating method for securities trading software as described in any one of claims 1 to 7.

10. A computer-readable storage medium, characterized in that, The computer-readable storage medium stores a computer program, which, when executed by a processor, implements the steps of the securities trading software live-marketing startup gating method as described in any one of claims 1 to 7.

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