Method and apparatus for implementing quantitative trading strategies - Patents.com
A graphical interface for implementing quantitative trading strategies addresses the complexity of existing methods by allowing users to execute and monitor trading strategies visually, enhancing user experience.
Patent Information
- Application Number
- JP2024528590
- Authority / Receiving Office
- JP · JP
- Patent Type
- Applications
- Current Assignee / Owner
- Filing Date
- 2021-11-15
- Publication Date
- 2024-12-10
- Estimated Expiration
- 2041-11-15
AI Technical Summary
Existing quantitative trading strategies require users to have programming skills and manually configure APIs, leading to a complex and poor user experience.
A graphical interface is used to implement quantitative trading strategies, allowing users to input instructions without writing code, and execute and monitor trading strategies visually.
The graphical interface simplifies the implementation and execution of trading strategies, improving user experience by eliminating the need for programming expertise and enhancing interaction.
Smart Images

Figure 2024545596000001_ABST
Abstract
Description
[Technical field]
[0001] FIELD OF THE DISCLOSURE Embodiments of the present application relate to the field of software technology, and more specifically, to methods and apparatus for implementing quantitative trading strategies. [Background technology]
[0002] The application of quantitative trading strategies in financial markets is becoming more and more widespread. Quantitative trading strategies have a direct impact on the profit and loss of investors or teams. Therefore, quantitative trading strategies are particularly important.
[0003] When users create and execute quantitative trading strategies, they often call up an Application Programming Interface (API) to achieve quantitative trading, as if they were writing code in a programming language. In this way, users need to have the ability to write program code, for example, manually configure a trading environment, download the corresponding API interface, connect the interface with the corresponding programming software, and finally learn the functions of the API interface, call the trading functions to achieve automated trading, and understand complex concepts such as variables, functions, classes, and Transmission Control Protocol (TCP) connections during programming, and read the heavy API documentation, which is a high professional hurdle. In addition, since all operations are performed by code, users can only monitor information such as accounts and quotes through values returned from the interface, which is a poor user experience.
[0004] This calls for a simple method of implementing quantitative trading strategies to meet user demand. Summary of the Invention [Problem to be solved by the invention]
[0005] The embodiments of the present application provide a method and apparatus for executing a quantitative trading strategy, which can realize the execution of a quantitative trading strategy through a graphical interface, without requiring a user to have the ability to write program code, improving the user experience. [Means for solving the problem]
[0006] A first aspect provides a method for executing a quantitative trading strategy, comprising: displaying a graphical interface including an execution region; obtaining a first command input by a user; obtaining a first quantitative trading strategy in response to the first instruction, the first quantitative trading strategy including at least one parameter related to actual market execution; adding the first quantitative trading strategy to the execution domain to form a first execution record corresponding to the first quantitative trading strategy; Executing the first quantitative trading strategy according to the first execution record, and acquiring execution information of the first quantitative trading strategy.
[0007] A second aspect provides an apparatus for implementing a quantitative trading strategy, comprising: a display unit for displaying a graphical interface including an execution region; an acquisition unit for acquiring a first command input by a user; a processing unit responsive to the first instruction for obtaining a first quantitative trading strategy including at least one parameter related to actual market execution; the processing unit is also used for adding the first quantitative trading strategy to the execution domain to form a first execution record corresponding to the first quantitative trading strategy; The processing unit is also used for executing the first quantitative trading strategy according to the first execution record, and obtaining execution information of the first quantitative trading strategy.
[0008] A third aspect provides an electronic device comprising a processor and a memory, the memory being adapted to store a computer program, and the processor being adapted to execute the method of the first aspect by calling and executing the computer program stored in the memory.
[0009] A fourth aspect provides a computer-readable storage medium for storing a computer program causing a computer to implement the method of the first aspect and any implementation of the first aspect.
[0010] A fifth aspect provides a computer program product comprising computer program instructions to cause a computer to perform the method of the first aspect above and any implementation of the first aspect.
[0011] A sixth aspect provides a computer program which, when executed on a computer, causes the computer to implement the method of the first aspect and any implementation of the first aspect. Effect of the Invention
[0012] The embodiment of the present application displays a graphical interface including an execution area, and responds to an instruction input by a user to add a first quantitative trading strategy to the execution area to form a first execution record, and executes the first quantitative trading strategy through the first execution record, and obtains execution information of the first quantitative trading strategy. Thus, the embodiment of the present application realizes the execution of the quantitative trading strategy through a graphical interface that can intuitively interact with a user, and does not require the user to have the ability to write program code, improving the user experience. [Brief description of the drawings]
[0013] [Figure 1] FIG. 2 is a schematic diagram of a usage scene used in an embodiment of the present application. [Diagram 2] 1 is a schematic flow chart illustrating a method for creating a quantitative trading strategy according to an embodiment of the present application. [Diagram 3] 1 is an example of a graphical interface according to an embodiment of the present application; [Figure 4] 1 is an example illustrating a navigation bar of a graphical interface according to an embodiment of the present application. [Diagram 5] 1 illustrates an example of a strategy canvas of a graphical interface according to an embodiment of the present application. [Figure 6] 1 illustrates an example of a parameter setting interface according to an embodiment of the present application. [Figure 7A] 13 is another example illustrating a parameter setting interface according to an embodiment of the present application. [Figure 7B] 13 is another example illustrating a parameter setting interface according to an embodiment of the present application. [Figure 8A] 1 is an example of a run list according to an embodiment of the present application. [Figure 8B] 11 is another example of a run list according to an embodiment of the present application. [Figure 9] 13 is an example illustrating a transaction password window according to an embodiment of the present application. [Figure 10] FIG. 1 is a schematic block diagram illustrating an apparatus for implementing a quantitative trading strategy according to an embodiment of the present application. [Figure 11] FIG. 1 is a schematic block diagram illustrating an electronic device according to an embodiment of the present application. DETAILED DESCRIPTION OF THE PREFERRED EMBODIMENTS
[0014] The following describes the technical solutions in the embodiments of the present application in a clear and complete manner in combination with the drawings in the embodiments of the present application, and the clear and described embodiments are not all the embodiments but only some of the embodiments of the present application. Based on the embodiments of the present application, all other embodiments obtained by those skilled in the art without creative work belong to the scope of protection of the present application.
[0015] In the embodiments of the present application, "B corresponding to A" indicates that B is related to A, and it should be understood that B can be determined by A. However, it should be further understood that determining B by A does not mean that B is simply determined by A, and B can further be determined by A and / or other information.
[0016] In the description of this application, unless otherwise specified, "at least one" refers to one or more, and "multiple" means two or more. In addition, "and / or" describes a related relationship between related objects and indicates that there are three types of relationships, for example, A and / or B can indicate three cases: A exists alone, A and B exist simultaneously, and B exists alone, where A and B may be singular or plural. The character " / " generally indicates that the related objects before and after are in an "or" relationship. "At least one of the following" or similar expressions refers to any combination of these items, including any combination of single items or multiple items. For example, at least one of a, b, or c can indicate a, b, c, ab, ac, bc, or abc, where a, b, and c may be singular or plural.
[0017] It should be further understood that the descriptions such as "first," "second," etc., appearing in the embodiments of the present application are intended to indicate and distinguish the objects of description, and do not distinguish between sequential orders, do not indicate any particular limitations on the number of devices in the embodiments of the present application, and do not constitute any limitations on the embodiments of the present application.
[0018] It should be further understood that particular features, structures or characteristics associated with an embodiment in the specification can be included in at least one embodiment of the present application, and that the particular features, structures or characteristics can be combined in any suitable manner in one or more embodiments.
[0019] It should be noted that the terms "including" and "having" and any variations thereof are intended to cover a non-exclusive inclusion, e.g., a process, method, system, product or apparatus comprising a series of steps or units is not necessarily limited to those explicitly listed and may include other steps or units not explicitly listed or inherent to the process, method, product or apparatus.
[0020] 1 is a schematic diagram of a usage scene according to an embodiment of the present application. The usage scene relates to an electronic device 101, which may be various terminal devices such as, but not limited to, a smartphone (e.g., an Android mobile phone, an iOS mobile phone, a Windows Phone mobile phone, etc.), a tablet, a handheld, a notebook computer, a mobile Internet device, a wearable device, an in-vehicle device, etc. The terminal device is also called, but not limited to, a user equipment (UE), a terminal, or a user device.
[0021] Alternatively, the electronic device 101 may transfer data to a server (e.g., a quote server) via wireless communication technology. Exemplarily, the electronic device 101 shown in FIG. 1 may be in a client / server (C / S) mode, and the client may retrieve data from a service side (e.g., a server). As a specific example, the client may adopt a Model-View-Presenter (MVP) architecture, and interfaces, data operations, data warehouses, etc. may be separated from each other.
[0022] In an embodiment of the present application, for example, the electronic device may display a graphical interface including an execution area, the execution area including an execution record corresponding to at least one quantitative trading strategy and execution information of the quantitative trading strategy corresponding to the execution record, and a user may add a first graphical quantitative trading strategy to the execution area by operating the electronic device 101 to form a first execution record corresponding to the first quantitative trading strategy, and then execute the first quantitative trading strategy through the first execution record and obtain execution information of the first quantitative trading strategy.
[0023] By way of example, the target of quantitative trading in the embodiments of the present application may be, but is not limited to, a product such as a futures, stock, or fund.
[0024] It is to be noted that the use scenario as shown in Fig. 1 is only used to describe the embodiments of the present application, and is not intended to be limiting. In concrete implementation, the technical solutions according to the embodiments of the present application can be applied according to actual needs.
[0025] 2 is a schematic flow chart of a method 200 for implementing a quantitative trading strategy according to an embodiment of the present application. The method 200 may be performed by the electronic device 101 in FIG. 1, or a circuit or chip provided in the electronic device 101. As shown in FIG. 2, the method 200 includes steps 210 to 240.
[0026] 210, displaying a graphical interface, the graphical interface including an execution region.
[0027] Illustratively, the execution area includes an execution record corresponding to at least one quantitative trading strategy, and execution information for the quantitative trading strategy corresponding to the execution record.
[0028] For example, the interface of an application program (APP) installed on a terminal device can display a graphical interface for a user to create a quantitative trading strategy, and the APP can be, but is not limited to, a desktop APP or a mobile phone APP.
[0029] Exemplarily, a quantitative trading strategy may include at least one graphical control, such as, but not limited to, a start control, a condition control, or an event control, where a user can obtain the quantitative trading strategy by editing attribute parameters of the at least one graphical control.
[0030] The process of combining the display interfaces of the APP to create a graphical quantitative trading strategy is described in detail below. It should be understood that the interface diagrams in the following examples are for easily understanding the technical solutions provided by the embodiments of the present application, and do not limit the technical solutions of the present application.
[0031] 3 illustrates one embodiment of a graphical interface, which includes an execution area 300, which may include an execution list 310 and execution information 320. As shown in FIG 3, the execution list 310 may include execution records of at least one quantitative trading strategy, and the execution information 320 may be used to display execution information of the quantitative trading strategy corresponding to the execution record in the execution list.
[0032] For example, as shown in FIG. 3, each execution record may include information related to one quantitative trading strategy, such as at least one of serial number, strategy name, status, target, account, execution time, and target frequency, so that customers can know the relevant information of the strategy execution. The serial number may indicate the order in which the execution record is added to the execution list, such as 1, 2, 3, 4, etc., the strategy name may indicate the name of the quantitative trading strategy corresponding to the execution record, such as strategy 1, strategy 2, strategy 4, etc., the status may indicate the execution status of the quantitative trading strategy corresponding to the execution record, such as two states of running and stopped, the target may indicate the target for the quantitative trading strategy corresponding to the execution record, such as Tencent Holdings, Alibaba, etc., the account indicates the account for the quantitative trading strategy corresponding to the actual market trading execution record, such as Hong Kong Stock Financing Account (9856), etc., the execution time is used to indicate the execution time of the quantitative trading strategy corresponding to the execution record, and the target frequency is used to indicate the target frequency for the quantitative trading strategy corresponding to the execution record, such as daily K, etc.
[0033] 3, for example, the execution area 320 includes at least four areas, which are at least one of position and order status 321, profit summary 322, execution log 323, and trend graph 324. Each area shows the item status of the quantitative trading strategy from a different angle. For example, the position and order status 321 shows the position and order status of the account of the quantitative trading strategy corresponding to the execution record, the profit summary 322 is used to show the profit risk expression of the quantitative trading strategy corresponding to the execution record in the manner of quantitative targets, the execution log 323 is used to convey the quantitative trading strategy corresponding to the execution record to the user in the manner of white words and help the user monitor the execution status of the strategy, and the trend graph 324 is used to show the K-line diagram of the target for the quantitative trading strategy corresponding to the execution record, so that the user can compare the strategy buying and selling points and easily cause analysis of the profit risk.
[0034] Optionally, each field in the execution area may show execution information for the quantitative trading strategy corresponding to the execution record selected in the execution list. In some embodiments, the execution information in the execution area changes as the execution records in the execution list are switched.
[0035] Illustratively, the profit summary 322 may show profit indicators of the corresponding strategy in the form of a list. The list may be switched as the user switches between the execution records in the execution list. The profit indicators may include, for example, at least one of the following: total profit, same-day profit, total return, same-day return, and Sharpe ratio.
[0036] Exemplarily, what is shown in the trend graph 324 is the execution target and the target that appears in the event control. When the user enters the start execution, the K line can be dynamically generated based on the actual market. Here, the quote-K line area in the client can be reused. Also, the difference from the quote-K line area in the original client is that the line drawing function, the index management, etc. can be deleted here, and is not limited thereto. Selectively, two types of buying and selling points such as order points and transaction points can be shown in the K line simulation in different styles, and is not limited thereto. For example, for the order point, the time when the user places an order can be shown, and for the transaction point, the time when the transaction is concluded after the user places an order can be shown. Selectively, in the upper part of the K line simulation, the K line period, for example, hourly, several days, day K, week K, season K, year K, 1 minute K, 3 minutes K, 5 minutes K, 15 minutes K, 30 minutes K, 1 hour K, 2 hours K, 4 hours K, Tick, etc. can be switched, and is not limited thereto. After switching the K line period, the curve changes accordingly. The default K-line period can be switched according to the frequency of the strategy, for example, when the strategy period is day K, the displayed K-line period is day K. Selectable, the number of targets can be displayed according to the number selected by the user, the displayed arrangement can be arranged vertically by default, and may be expanded by a scroll bar if there is not enough space for the arrangement. Also, an unlimited number of combinations of multiple shapes can be formed.
[0037] For example, the Position and Order Status 321 can switch accounts, can selectably display an account corresponding to a strategy by default, and can support, but is not limited to, switching between a position list or a history order list, exporting data, and order inquiry.
[0038] In some alternative embodiments, referring to FIGURE 4, the graphical interface further includes a navigation bar 330. As shown in FIGURE 4, the navigation bar 310 may display at least one quantitative trading strategy (e.g., Strategy 1, Strategy 2, Strategy 3, New Strategy, New Strategy 1, New Strategy 2, etc.). Optionally, the navigation bar 310 may also display the status of the quantitative trading strategies, e.g., backtesting. Optionally, the navigation bar may also display an icon for a new quantitative trading strategy, e.g., a "+", etc.
[0039] 5, in some alternative embodiments, the graphical interface may further include a navigation bar 340. The strategy canvas 340 is used to create a quantitative trading strategy, for example, a user may add at least one graphical control to the strategy canvas to form a corresponding box and connect the controls via connecting lines to establish a quantitative trading strategy. Optionally, the graphical interface may include an attribute box for editing attribute parameters of the controls in the strategy canvas.
[0040] 220, receiving a first instruction input from a user, the first instruction being used to indicate adding an actual market execution quantitative trading strategy, for example, a first quantitative trading strategy;
[0041] As a first possible implementation, the first instruction can be obtained via a first entry of a first quantitative trading strategy in the navigation bar.
[0042] 4, the user can perform an operation such as clicking, long pressing, hovering over, or right-clicking the mouse on a button of one specific example of a first quantitative trading strategy (e.g., Strategy 3) in the navigation bar 330 to display a first entrance, such as an Add Execute button 41. By performing an operation such as clicking, long pressing, or right-clicking the Add Execute button 41, the user can input the first command to instruct adding Strategy 3 to the actual market execution. In response to this, the electronic device obtains the first command input by the user through the Add Execute button 41, and further determines to add Strategy 3 to the actual market execution.
[0043] Selectively, after operating the button of strategy 3, other buttons such as rename, delete, copy, etc. can be displayed. The electronic device can obtain the corresponding operation instructions for strategy 3 input by the user from these buttons, and is not limited thereto.
[0044] In a second possible implementation, the first instruction may be obtained via a second entry of the first quantitative trading strategy in the Strategy Canvas.
[0045] 5, when displaying the first quantitative trading strategy on the strategy canvas 340, the user can perform an operation such as clicking, long pressing, hovering over, or right-clicking the mouse on the strategy execution button in the strategy canvas 340 to display a second entrance, such as the actual market button 42. By performing an operation such as clicking, long pressing, or right-clicking the actual market button 42, the user inputs the first command to instruct the first quantitative trading strategy displayed on the strategy canvas 340 to be added to the actual market execution. In response, the electronic device obtains the first command input by the user through the actual market button 42 and determines to add the first quantitative trading strategy displayed on the strategy canvas 340 to the actual market execution.
[0046] Optionally, after operating the strategy execution button, other buttons such as backtesting may be displayed, from which the electronic device may obtain corresponding operating instructions for the first quantitative trading strategy in the strategy canvas 340 entered by the user, but are not limited to these.
[0047] As a third possible implementation, the first instruction can be obtained via a third entry point displayed in the execution domain.
[0048] Continuing with reference to FIG. 3, the user can click, long press, or right-click the Add+ button 43 in the execution list 310, and the user can enter the first command above, indicating that an actual market execution needs to be added to the quantitative trading strategy.
[0049] As a fourth possible implementation, the first command can be obtained via a fourth entrance displayed in the navigation bar 330 .
[0050] Continuing with reference to FIG. 4, the user can click, long press, or right click the mouse on the Execution+ button 43 in the navigation bar 330, and the user can enter the first command above, indicating that actual market execution needs to be added to the quantitative trading strategy.
[0051] In the embodiment of the present application, the navigation bar, the action list, and the strategy canvas are all provided with different entrances (e.g., button tabs) to obtain the first command input by the user, which helps reduce the frequency with which the user switches tabs unnecessarily, improves the user's operating efficiency, and further enhances the user's experience.
[0052] It should be noted that although the above four methods of obtaining the first command have been described herein, the embodiments of the present application are not limited thereto. For example, the user may also input the first command through other entrances in the graphical interface, or through other modules or units of the electronic device, such as a voice input unit, and the present application is not limited thereto.
[0053] 230, in response to the first instruction, obtaining a first quantitative trading strategy, the first quantitative trading strategy including at least one parameter related to actual market execution.
[0054] In some alternative embodiments, in response to the first instruction, a parameter setting interface for the first quantitative trading strategy is displayed, and at least one parameter related to actual market execution is then obtained from a user via the parameter setting interface. Illustratively, the parameter setting interface may be a pop-up window, such as in response to the first instruction, popping up a parameter setting interface pop-up window to allow a user to input at least one parameter related to actual market execution of the quantitative trading strategy.
[0055] Therefore, in the embodiment of the present application, the user can combine his / her own circumstances and set corresponding parameters in a personalized manner through the parameter setting interface, thereby improving the user experience.
[0056] Exemplarily, the parameters related to the actual market execution include at least one of a strategy name, a trading account, and a frequency parameter, and the frequency parameter includes an execution target and / or an execution frequency. Here, the strategy name is the name of a quantitative trading strategy that a user needs to add to the actual market execution. Optionally, a user can add a corresponding strategy according to his / her needs. The trading account is an account for the strategy execution. Optionally, a user can select an appropriate account based on information such as the account's fund status, brokerage, etc. The frequency parameter may include an execution parameter group (also called a target group), for example, including an execution target and a frequency, and the execution target indicates that the execution target triggers the strategy to execute once when data is pushed at a predetermined frequency.
[0057] In some alternative embodiments, see FIG 6, which illustrates an example of a parameter setting interface 350. As shown in FIG 6, a strategy may be selected via a drop-down option, such as an enumeration drop-down menu, where the enumeration option may be a quantitative trading strategy in a navigation bar.
[0058] Optionally, the strategy name displays different default values depending on the manner in which the execution parameter settings are entered. For example, in an implementation that obtains the first possible order of the above-mentioned first type, the default value of the strategy name may be Strategy 3, or for example, in an implementation that obtains the second possible order of the above-mentioned second type, the default value of the strategy name may be the first quantitative trading strategy selected in the strategy canvas, or for example, in an implementation that obtains the third or fourth possible order of the above-mentioned third or fourth type, the default value of the strategy name may be empty.
[0059] Continuing with reference to Figure 6, after a strategy is selected, the user needs to select an account for actual market trading. Exemplarily, the account can be selected by a drop-down option, such as an enumerated drop-down menu, where the enumerated option can be all accounts the user has, or a portion thereof, but is not limited thereto. The default value of the account can be determined according to the following three circumstances:
[0060] Situation 1: There is one corresponding account Illustratively, the corresponding account logic detects the market corresponding to the target in the first trade event (e.g., order, cancel) in the canvas, and adopts the account that used this market as the corresponding account. At this time, the default value of the account indicates the account that matches the strategy selection, e.g., see FIG. 7A, when the strategy application target selects stock in the start box 360, the account defaults to the stock account, e.g., account 1.
[0061] Situation 2: There are two and more than two corresponding accounts In this case, the default value of the account is shown as empty.
[0062] Situation 3: The user has not opened a relevant account At this time the account default value will be shown as empty, but other accounts can be seen by dropping down.
[0063] In one embodiment of the present application, the number of execution parameter groups may be one, two or more, each execution parameter group corresponds to the same strategy, each execution parameter group may include one, two or more targets, and the execution parameter group includes targets and frequency parameters corresponding to the targets, each target may correspond to one kind of frequency parameter, and the frequency parameters corresponding to each target may be the same or different.
[0064] Continuing with reference to FIG. 6, after the user selects an account, the user can fill in the frequency-related parameters. Exemplarily, the user can create a set of execution parameter groups, such as execution parameter group 62 and execution parameter group 63, by using the new button 61 in the parameter setting interface 350, and the execution parameter group includes at least one target and a corresponding execution frequency for each target, thereby substituting it for a quantitative trading strategy to execute and trade. Optionally, multiple groups of parameters can be packaged as parameters of one execution record, for example, the execution parameter group 62 and the execution parameter group 63 are packaged as parameters of one execution record, that is, multiple groups of parameters (for example, the parameter group 62 and the parameter group 63) are substituting it for a similar strategy and packaging it as the same portfolio. Thus, the embodiment of the present application is useful for monitoring multiple groups of targets using one set of code by setting multiple groups of execution parameter groups, while reducing the number of times of repeatedly adding execution area operations.
[0065] For example, the number of execution parameter groups can be limited, for example, one quantitative trading strategy can support up to five execution parameter groups, but this application is not limited thereto. In some embodiments, when the number of execution parameter groups reaches the upper limit, the new creation button 61 is disabled and text such as "The number of execution parameter groups has reached the upper limit" is hovered over, but this application is not limited thereto.
[0066] Continuing with reference to FIG. 6, in this embodiment, the name of the execution parameter group may be set to enhance the visibility of each execution parameter group. The name of the execution parameter group may be described by a serial number, may be set by the user, or may be determined by the name of the execution target. For example, if there is only one execution target in the execution parameter group 62 and the execution parameter group 63, the name of the execution parameter group 62 may be named execution target 1, and the name of the execution parameter group 63 may be named execution target 2. Referring to FIG. 7B, the execution target name may be displayed to match the name in the trigger execution target parameter set in the start box 360, such as execution target 1 or execution target 2, but the present application is not limited thereto. Optionally, in the execution parameter setting, the execution target name does not support modification. If it needs to be modified, it can be done in the start box.
[0067] Optionally, the execution parameter group may include a target name and an execution frequency. As shown in FIG. 6, the target name may be determined by searching the enumeration. Optionally, the default value may be displayed as empty or may be modified according to user's needs, for example, execution target 1 may be set to "Tencent Holdings" or "Ping An China" through a drop-down option. Here, the target indicates the target that triggers the execution, i.e., the execution target will trigger the whole strategy to execute once when data is pushed at the set frequency. Optionally, the number of targets corresponds to the number set in the start box 360 and does not support modification.
[0068] Continuing with reference to FIG. 6, a drop-down option, such as an enumerated drop-down menu, can be set for the frequency to select the frequency. Exemplarily, the frequency can be, but is not limited to, day K, 1 min K, 3 min K, 5 min K, 15 min K, 30 min K, 60 min K, Tick, run only once, etc. Selectably, the default value can be 1 min K. Here, the frequency setting is the frequency setting of the execution target, and data at the frequency of the execution target is subscribed to, and if there are multiple execution targets, multiple subscriptions can be made.
[0069] Optionally, parameter option data in the parameter setting interface can be obtained based on the current user. Exemplarily, when initializing a parameter setting interface (e.g., a pop-up window), strategy list data of the user can be obtained, including basic information of the strategy (e.g., target group, execution start time, execution duration, remaining unlock time, etc.) and basic information of the execution parameter group corresponding to the strategy (e.g., signal target, frequency, etc.), and account list data of the user can be obtained, including, but not limited to, account basic information, etc. In some other embodiments, the time of obtaining data can be delayed until the time when the data is required, and the present application is not limited thereto.
[0070] Optionally, the strategy selection control can change the strategy selection item, triggering a change in the underlying information of the current execution parameter group, and simultaneously clearing the entire execution parameter group display area. When used to add an execution parameter group, an overall control can be generated containing the execution parameter group contents based on the underlying information of the current execution parameter group. When a user deletes an execution parameter group, the overall control corresponding to the execution parameter group can be deleted. In some embodiments, after changing a strategy option, the execution parameter group data of the previous strategy can be retained, allowing the execution parameter group data to be redisplayed when returning to the originally selected strategy.
[0071] JPEG2024545596000002.jpg59170
[0072] JPEG2024545596000003.jpg61170
[0073] In some alternative embodiments, the parameter setting interface displays a record description of the first quantitative trading strategy. If the first quantitative trading strategy has been backtested, the record description is used to describe the backtest results of the first quantitative trading strategy. If the first quantitative trading strategy has not been backtested, the record description is used to describe that the first quantitative trading strategy has not been backtested and / or to recommend backtesting the first quantitative trading strategy. If the first quantitative trading strategy is updated after backtesting, the record description describes the backtest results of the first quantitative trading strategy before the update and recommends backtesting the first quantitative trading strategy after the update.
[0074] Continuing with reference to FIG. 6, for example, after selecting a strategy in the parameter setting interface, if the selected strategy is not detected, a text may appear, prompting the user to detect it, and the confirmation button may be disabled. If the selected strategy is detected, the interface may display a record description of the selected strategy. The record description may display related information of the selected strategy, such as whether to backtest, how much profit, etc. Specifically, it may be divided into three situations.
[0075] Situation 1: Not backtesting
[0076] Specifically, if a user does not backtest a strategy that is to be applied to the actual market, there is a risk of manipulation, and in this case, the user can be prompted to backtest it, for example, a text can be displayed saying "This strategy has not been backtested on history, so we recommend that you backtest it to see how the strategy performs."
[0077] Situation 2: Backtesting the current version (i.e. the latest version)
[0078] Specifically, the user backtests the latest version of the strategy, and can display the backtest results. Exemplarily, the backtest results can include at least one of annual return, interval return, volatility, and backtest interval, etc.
[0079] Furthermore, the present embodiment can back-test the quantitative trading strategy and then adjust the quantitative trading strategy based on the back-test results.
[0080] Situation 3: Backtesting a non-current version
[0081] Specifically, if a user backtests the strategy but subsequently modifies the strategy and does not backtest it after the modification, the previous backtest results can be displayed and at the same time, the user is prompted not to backtest the strategy after it has been modified, and it is recommended that the user backtest the current version.
[0082] Optionally, the backtest information of the strategy may be included in the strategy list data obtained when the parameter setting interface (e.g., a pop-up window) is initialized, and the strategy option may be changed to trigger backtesting through the strategy selection control, and the content may be changed. Exemplarily, for a strategy that has not undergone backtesting, a backtest reminder area may be displayed, a backtest data area may be hidden, and the content of the backtest reminder area may be changed to prompt the user to backtest; for a strategy that has backtested a current version, a backtest reminder area may be displayed, a backtest data area may be displayed, and the content of the backtest reminder area may be changed to strategy type text, and the backtest data may be changed to the backtest data of the selected strategy; for a strategy that has backtested a non-current version, a backtest reminder area may be displayed, a backtest data area may be displayed, and the content of the backtest reminder area may be changed to recommend the user to backtest.
[0083] In some optional embodiments, the parameter execution setting interface may prompt the user to take risks, for example, prompt the user to check the legal terms to disclose the trading risks. Allow the user to understand the risk points of the actual market execution. Referring to FIG. 6, the parameter box is then followed by a prompt to the user to “I have read and accepted the API Developer License Agreement and Disclaimer” and to check and accept the terms before proceeding to the next step. Optionally, once the user checks the box once, the system can automatically check it the next time, improving the user experience. Optionally, the text can be set as a hyperlink, and the detailed legal terms or disclaimer can be popped up after the user clicks on it. Optionally, if the legal terms are not checked, the confirmation button in the parameter setting interface can be set to be disabled, so that the confirmation button control is prohibited.
[0084] In some alternative embodiments, after a user has completed setting the execution parameters, parameters associated with the actual market execution of the strategy may be detected and / or the quote authority of the user's trading account may be detected.
[0085] Exemplarily, detecting parameters related to the actual market execution of the strategy may include detecting among the three parties of the strategy, the account, and the target group, thereby helping the user to identify errors early. Optionally, the user may be prompted to make corrections, so as to reduce or prevent errors from occurring when the strategy enters into actual market execution and the user's assets from suffering unnecessary losses. If the strategy does not pass detection, the quant component may prompt the user to correct the strategy, otherwise the strategy cannot be added to the execution list, meaning that the strategy cannot be added to actual market execution.
[0086] As one possible implementation, there can be detection between strategy and account, for example, the strategy type must match the account type, for example, a securities strategy can only be executed under a securities account and not under a futures account, similarly, a futures strategy can only be executed under a futures account, otherwise, a text prompt error will occur and the confirm button can be set to disabled.
[0087] As a specific example, the type of the first quantitative trading strategy placed by the user in the start box is securities, but the user selects a futures account in the execution parameter setting interface, so the strategy type does not match the account type, at this time, an error can be reported and the user can be prompted with a text, for example, "The account is inconsistent with the strategy type, select a futures account or modify the strategy type in the start box."
[0088] Another possible implementation can be detection between the account and the target. For example, the account needs to keep a match between the targets, e.g., a futures account smartly trades futures-type targets and cannot trade stocks, options, etc., and a securities-type account only trades stocks, options, etc. and cannot trade futures. Also, for example, when a user uses an execution target in a trading event (e.g., order, cancel) in the strategy canvas, it needs to detect whether the execution target type matches the account type. Otherwise, a text prompt error will occur and the confirm button can be disabled.
[0089] As a specific example, when a user selects a futures account in the execution parameter setting interface, and the target selection is Tencent holdings, an inconsistent situation will occur, and an error can be reported and the user can be prompted with a text, for example, "This account type is inconsistent with the target type, please select a target type for the futures account."
[0090] For example, after the parameter setting is completed, a quote authority detection may be performed on the user's account, and during the actual market execution of the strategy, whether the user's current quote authority can cover the quote authority required by the strategy. As a specific example, assume that the user's current authority is Hong Kong stock BMP quote authority, but the strategy uses 10 file quotes (LV2 authority), then the user can be prompted to purchase quote authority or modify the strategy.
[0091] In some alternative embodiments, the detection of parameters can be completed during two interactions, which are described below.
[0092] In one interaction process, after the corresponding parameter setting is completed, it can detect whether the parameter content is valid, for example, it can include at least one of the following detections: 1. When the account selection framework changes the account selection item, when a strategy is selected, it detects whether the type matches the basic data of the selected account and the basic data of the selected strategy; 2. When the target selection control changes a target selection item, it detects whether the data of the selected target and the basic data of the target group corresponding to the selected strategy contain the required permissions, and when a strategy is selected, it detects whether the data of the selected target and the basic data of the selected strategy match in type.
[0093] In the other dialogue process, after completing the confirmation of the parameter setting, it can detect whether the parameter content is complete, for example, it can include at least one of the following detections: 1. Detect the selected effective strategy; 2. Detect the selected valid accounts and ensure that the account type matches the strategy type. 3. Detect the selected valid data of each target in the target group, and the corresponding authority and target type of the target match the strategy type; 4. Detect that legal conditions have been checked.
[0094] 240, adding the first quantitative trading strategy to the execution domain to form a first execution record corresponding to the first quantitative trading strategy.
[0095] For example, after completing parameter detection related to the actual market execution of the first quantitative trading strategy, the first quantitative trading strategy is added to the execution list, and an execution record corresponding to the first quantitative trading strategy, i.e., a first execution record, is generated. For example, the detected strategy is added to the execution list by clicking a confirm button in the execution parameter setting interface, and one execution record is added to the execution list.
[0096] 250, executing the first quantitative trading strategy according to the first execution record, and obtaining execution information of the first quantitative trading strategy.
[0097] Exemplarily, a second instruction input by a user can be obtained through an entry provided by the first execution record, and the execution state of the first quantitative trading strategy can be controlled in response to the second instruction, for example, by starting the execution of the first quantitative trading strategy and obtaining execution information of the first quantitative trading strategy.
[0098] Optionally, the first execution record may cause the execution of the first quantitative trading strategy to be stopped, e.g., by receiving a third instruction input from a user via an entry provided by the first execution record, and stopping the execution of the first quantitative trading strategy in response to the third instruction.
[0099] That is, the execution state of the first quantitative trading strategy includes running or stopped. Optionally, multiple strategies may be supported for execution simultaneously.
[0100] As one possible implementation, referring to FIG. 8A, the execution record in the execution list 310 may include an operation column 64, which may include a “Start” or “Stop” button, and the user may click the “Start” or “Stop” button to toggle the execution state of the corresponding strategy.
[0101] As another possible implementation, referring to FIG. 8B, by operating (e.g., clicking, or right-clicking, or hovering the mouse, etc.) the execution record of the strategy, an operation box 65 can be displayed, where a button for switching the state of the strategy can be displayed. For example, in FIG. 8B, in the case of the strategy 1 being executed, a stop execution button can be popped up by right-clicking the mouse, and at this time, the execution strategy 1 can be stopped by the button. In addition, in the case of a strategy being stopped, a start execution button can be popped up by an operation, and at this time, the execution of the strategy can be started by the button. When the button for switching the state of the strategy is selectively displayed, other buttons such as edit, delete, or other buttons may be displayed, and are not limited thereto.
[0102] In some optional embodiments, if an error report occurs during execution of a strategy, the state of the strategy can automatically switch to stopped, optionally prompting the user via a pop-up window or execution log.
[0103] In some alternative embodiments, the contents of the run list can be managed by the framework. Illustratively, when a "Start" or "Stop" button is clicked, the contents in the run list can be stored in the data interface, and when a "Delete" or "Stop Run" button is right-clicked, the contents can be stored in the data interface. Similarly, when the data interface is modified, the run list can be notified via an event to update its contents in real time.
[0104] In some alternative embodiments, when the first quantitative trading strategy is added to the execution list for the first time, or when the validity period of the first quantitative trading strategy in the execution list expires, or when the first quantitative trading strategy is restarted after stopping execution, a trading password interface, such as a trading password window as shown in Fig. 9, is displayed, and then a trading password input by a user is obtained through the trading password interface. That is, in these three cases, the user needs to unlock, which can ensure the safety of the user's funds and reduce the risk of trading by others due to the screen of the terminal device (e.g., computer, smartphone, etc.) being unlocked.
[0105] For example, when the first quantitative trading strategy is added to the execution list for the first time, after the user completes the execution parameter setting interface, it is detected whether the user unlocks. If it is detected that the user has not unlocked, a trading password window as shown in FIG. 9 can be popped up. Only when the user enters the correct trading password can the user successfully unlock the transaction. Only after the user successfully unlocks the transaction can the quantitative trading strategy be added to the execution list, otherwise it cannot be added. Optionally, after the user successfully unlocks, the window can be closed and the user can return to the execution parameter setting interface.
[0106] Optionally, for multiple execution records in the quant component, the user may unlock them individually according to brokerage firm, i.e., unlocking execution records for different brokerage firms will not interfere with each other, and execution records for the same brokerage firm and in progress may share unlocked markets, e.g., based on the most recent.
[0107] In some embodiments, the unlock state of the Quantitative component may not be shared with the unlock state of manual orders placed in the APP, e.g., if a user unlocks in other modules, it does not affect the unlock state of a single run record in the Quantitative component.
[0108] In some embodiments, in the execution list, the unlock time can be set for each execution record as the validity period corresponding to the execution record. For example, when the strategy is continuously running, the validity period can be 14 days, and when the strategy is in a stopped state, the validity period can be 15 minutes. Optionally, the client can automatically initiate a ticket streak request before the ticket validity period expires to extend the unlock period. Optionally, the validity period can be recounted when the user re-enters the password (e.g., to start another strategy, to restart a paused strategy in the execution record, etc.) within the validity period. When the ticket streak reaches the upper limit, the user's script can be stopped based on an error code returned from the server, and the execution record state can be changed to stopped, for example, and the execution log can prompt the user with text. If the unlock time in the running state is less than one day, the user is prompted that the expiration is approaching.
[0109] For example, when the strategy is continuously running, the user can click "Unlock" to manually update the validity period, and a window for inputting trading password can be popped up. After inputting the password correctly, the validity period of the same securities company and running execution record is updated to 14 days. When the strategy is in a stopped state, the Unlock button can be set to disabled, and the user cannot manually update the validity period.
[0110] For example, when the execution of the first quantitative trading strategy is stopped and then restarted, if the user is allowed to restart the execution record that was stopped and the unlock validity period has expired, a parameter setting pop-up window may be executed, and after the user fills in and clicks confirm, a trading password window may pop up, allowing the user to unlock again.
[0111] In some alternative embodiments, the unlock validity period and duration operation can be managed by the same platform. When the duration period is approaching, the user can be prompted to continue (e.g., in a running log or a pop-up window). Also, when the validity period has expired or the continuation has failed, the user can be prompted to unlock again in a running log or a pop-up window.
[0112] Optionally, the execution record may include, but is not limited to, the remaining unlock time, an unlock status update button, etc. Exemplarily, the remaining unlock time in the execution list may be obtained through a data interface. For example, when a strategy is created for the first time, or when the validity period is updated by a subsequent operation such as unlocking, the remaining password unlock time is obtained. After obtaining the remaining time, the remaining time is calculated by a timer. Optionally, the remaining unlock time in the execution list may be updated every minute.
[0113] Thus, the embodiment of the present application can display a graphical interface including an execution area, and in response to an instruction input by a user, add a first quantitative trading strategy to the execution area to form a first execution record, execute the first quantitative trading strategy through the first execution record, and obtain execution information of the first quantitative trading strategy. Thus, the embodiment of the present application can realize the execution of the quantitative trading strategy through a graphical interface that intuitively interacts with a user, and does not require the user to have the ability to write program code, improving the user experience.
[0114] In addition, after the method for executing a quantitative trading strategy provided by the embodiment of the present application realizes automated trading, the execution area can display execution information of the quantitative trading strategy corresponding to the execution record, such as profit summary, K-line trend graph, position and history order, execution log, etc., which can help the user analyze the effectiveness of the strategy and further improve the user experience.
[0115] In some alternative embodiments, the strategy can be modified in the strategy canvas. Correspondingly, the performance record can be updated in real time according to the update of the strategy in the strategy canvas. For example, the following two situations can be distinguished:
[0116] Situation 1: Modifying a strategy during execution
[0117] In this case, the execution record is not affected, i.e., the execution record associated with the strategy is not affected by the user's modifications in the strategy canvas, and the strategy execution retains the parameters that were set when adding to the execution. Optionally, the canvas can prompt the user that the strategy is running, and the modified strategy does not affect the execution. When the updated strategy needs to be executed, the strategy can be paused and then restarted.
[0118] When restarting the execution record of the modified strategy after stopping, a execution parameter setting interface will pop up to allow the user to fill in the parameters. At the same time, the parameter setting interface can prompt the user that the strategy has been modified and the parameters need to be rearranged.
[0119] Situation 2: Correcting a Strategy that is Stopped
[0120] At this time, the execution record is affected, i.e., the execution record can be updated to the latest strategy. For example, the execution record of the modified strategy can be stopped and then restarted, and an execution parameter setting interface can be popped up to allow the user to fill in the parameters. At the same time, the parameter setting interface can prompt the user that the strategy has been modified and the parameters need to be rearranged.
[0121] In some alternative embodiments, when a row in the execution list is selected, other modules in the execution domain may accordingly switch to the execution information of the strategy corresponding to the selected execution record.
[0122] In some optional embodiments, the run list supports operations such as edit, delete, etc. For example, for a selected run record, an edit or delete button can be popped up by right-clicking the mouse. If the user selects edit, an execution parameter setting interface can be popped up to allow the user to modify the parameters. Optionally, when a strategy is in a running state, the edit button can be not popped up by right-clicking the mouse. Also, the strategies and accounts in the execution parameter setting interface may not support modification, for example, they can be set to disabled.
[0123] The above describes the specific embodiments of the present application in detail in combination with the drawings, but the present application is not limited to the specific details in the above embodiments, and various simple modifications can be made to the technical solutions of the present application within the technical concept of the present application, and all of these simple modifications belong to the scope of protection of the present application. For example, each specific technical feature described in the above specific embodiment can be combined in any suitable manner if not contradictory, and in order to avoid unnecessary duplication, the present application does not separately describe various possible combination methods. For example, various different embodiments of the present application can be arbitrarily combined, and as long as they do not deviate from the idea of the present application, they will also be considered as the contents disclosed in the present application.
[0124] Furthermore, in various method embodiments of the present application, the magnitude of the serial numbers of each of the above steps does not mean the order of execution, and the execution order of each step should be determined based on its function and inherent logic, and should not be understood to limit the implementation of the embodiments of the present application. It should be understood that these serial numbers can be interchanged where appropriate so that the described embodiments of the present application can be implemented in an order other than the order shown or described.
[0125] Hereinafter, an embodiment of the device of the present invention will be described in detail with reference to FIGS.
[0126] 10 is a schematic block diagram of an apparatus 400 for implementing a quantitative trading strategy according to an embodiment of the present application. As shown in FIG. 10, the apparatus 400 may include a display unit 410, an acquisition unit 420 and a processing unit 430.
[0127] The display unit 410 is used to display a graphical interface including the execution area; The acquiring unit 420 is used for acquiring a first command inputted by a user; a processing unit 430, in response to the first instruction, for obtaining a first quantitative trading strategy including at least one parameter related to actual market execution; the processing unit 430 is also used to add the first quantitative trading strategy to the execution space to form a first execution record corresponding to the first quantitative trading strategy; The processing unit 430 is also used for executing the first quantitative trading strategy according to the first execution record, and obtaining execution information of the first quantitative trading strategy.
[0128] Optionally, the processing unit 430 may be specifically configured to: In response to the first instruction, displaying a parameter setting interface for the first quantitative trading strategy; and obtaining parameters related to the actual market execution inputted by a user through the parameter setting interface.
[0129] Optionally, the display unit 410 is also used to display a record description of the first quantitative trading strategy through the parameter setting interface; if the first quantitative trading strategy has been backtested, the record description is used to describe results of the backtesting of the first quantitative trading strategy; if the first quantitative trading strategy has not been backtested, the record description is used to describe that the first quantitative trading strategy has not been backtested and / or to recommend backtesting the first quantitative trading strategy; When the first quantitative trading strategy is updated after being backtested, the record description is used to describe the backtest results of the first quantitative trading strategy before the update and to recommend backtesting the first quantitative trading strategy after the update.
[0130] Optionally, the processing unit 430 also It may be used to detect parameters related to the actual market execution or to detect quote authority for the user's trading account.
[0131] Optionally, the parameters related to actual market execution include at least one of a strategy name, a trading account, and a frequency parameter, the frequency parameter including an execution target and / or an execution frequency.
[0132] Optionally, the graphical interface further includes a navigation bar. The first instruction is used to obtain the first instruction via a first entry of the first quantitative trading strategy in the navigation bar.
[0133] Optionally, the graphical display interface further includes a strategy canvas for establishing a quantitative trading strategy.
[0134] The acquisition unit 420 specifically includes: The first instruction is used to obtain the first instruction via a second entry of the first quantitative trading strategy in the strategy canvas.
[0135] Optionally, the acquisition unit 420 specifically includes: The first instruction is used to obtain the first instruction via a third entry displayed in the execution area.
[0136] Optionally, the processing unit 430 also The first execution record is used to stop execution of the first quantitative trading strategy.
[0137] Optionally, the display unit 410 also includes: to display a trading password interface when the first quantitative trading strategy is added to the execution space for the first time, when the validity period of the first quantitative trading strategy in the execution space expires, or when the first quantitative trading strategy is restarted after having been stopped from executing; The acquiring unit 420 is also used for acquiring a transaction password inputted by a user through the transaction password interface.
[0138] Optionally, the performance information of the first quantitative trading strategy includes at least one of a position and order status, a profit summary, an execution log, and a trend graph of the first quantitative trading strategy.
[0139] It should be understood that the device embodiment and the method embodiment can correspond to each other, and similar descriptions can be referred to the method embodiment. In order to avoid repetition, no further description will be given here. Specifically, in this embodiment, the device 400 can correspond to each entity that executes the method 200 of the embodiment of the present application, and the above and other operations and / or functions of each module in the device 400 are respectively for realizing each flow in each method in FIG. 2, and no further description will be given here for the sake of brevity.
[0140] The above describes the apparatus and system of the embodiments of the present application in terms of functional modules with reference to the drawings. It should be understood that the functional modules may be implemented in the form of hardware, software instructions, or a combination of hardware and software modules. Specifically, each step of the method embodiment in the embodiments of the present application can be completed by an integrated logic circuit of hardware in a processor and / or instructions in the form of software, and the steps of the combination of the method disclosed in the embodiments of the present application can be directly embodied as being executed and completed by a hardware decoding processor, or executed and completed by a combination of hardware and software modules in a decoding processor. Alternatively, the software module can be located in a mature storage medium in the field, such as a random memory, a flash memory, a read-only memory, a programmable read-only memory, an electrically rewritable programmable memory, a register, etc. The storage medium is located in a memory, and the processor reads the information in the memory and combines the hardware to complete the steps in the above method embodiment.
[0141] FIG. 11 is a schematic block diagram of an electronic device 800 according to an embodiment of the present application.
[0142] As shown in FIG. 11, the electronic device 800 includes: The device may include a memory 810 and a processor 820. The memory 810 is used to store a computer program and transfer the program code to the processor 820. In other words, the processor 820 can call and execute the computer program from the memory 810 to realize the method in the embodiment of the present application.
[0143] For example, the processor 820 may be used to perform steps in the method 200 described above according to instructions in the computer program.
[0144] In some embodiments of the present application, the processor 820 may: This includes, but is not limited to, general purpose processors, Digital Signal Processors (DSPs), Application Specific Integrated Circuits (ASICs), Field Programmable Gate Arrays (FPGAs) or other programmable logic devices, discrete gate or transistor logic devices, discrete hardware components, etc.
[0145] In some embodiments of the present application, the memory 810 may include: This includes, but is not limited to, volatile and / or non-volatile memory. Non-volatile memory may be Read-Only Memory (ROM), Programmable Read-Only Memory (PROM), Erasable Programmable Read-Only Memory (EPROM), Electrically Erasable Programmable Read-Only Memory (EEPROM) or Flash memory. Volatile memory may be Random Access Memory (RAM) and is used as an external high-speed cache. By way of example and not limitation, several types of RAM may be utilized, such as static random access memory (Static RAM, SRAM), dynamic random access memory (DRAM), synchronous dynamic random access memory (Synchronous DRAM, SDRAM), double data rate synchronous dynamic random access memory (Double Data Rate SDRAM, DDR SDRAM), enhanced synchronous dynamic random access memory (Enhanced SDRAM, ESDRAM), synchronous link dynamic random access memory (synch link DRAM, SLDRAM), and direct memory bus random access memory (Direct Rambus RAM, DR RAM).
[0146] In some embodiments of the present application, the computer program may be divided into one or more modules, which may be stored in the memory 810 and executed by the processor 820 to complete the coding method provided by the present application. The one or more modules may be a series of computer program instruction segments that can complete a specific function, and the instruction segments are used to describe the execution process of the computer program in the electronic device 800.
[0147] Optionally, as shown in FIG. 11, the electronic device 800 may: The device further comprises a transceiver 830 , which may be coupled to the processor 820 or the memory 810 .
[0148] The processor 820 can control communication between the transceiver 830 and other devices, and can specifically transmit information or data to other devices and receive information or data transmitted by other devices. The transceiver 830 can include a transmitter and a receiver. The transceiver 830 can further include an antenna, and the number of antennas can be one or more.
[0149] It should be understood that each component in the electronic device 800 is connected via a bus system, which in addition to a data bus, further includes a power bus, a control bus, and a status signal bus.
[0150] According to one aspect of the present application, there is provided a communications device comprising a processor and a memory, the memory being adapted to store a computer program, the processor calling and executing the computer program stored in the memory to cause the encoder to perform the method of the method embodiment described above.
[0151] According to one aspect of the present application, a computer storage medium is provided having a computer program stored thereon, which, when executed by a computer, enables the computer to perform the method of the above method embodiment. Alternatively, an embodiment of the present application further provides a computer program product including instructions, which, when executed by a computer, cause the computer to perform the method of the above method embodiment.
[0152] According to another aspect of the present application, there is provided a computer program product or computer program, the computer program product or computer program comprising computer instructions, the computer instructions being stored in a computer readable storage medium, the computer instructions being read by a processor of a computing device from the computer readable storage medium, the processor executing the computer instructions and causing the computing device to perform the method of the method embodiment described above.
[0153] In other words, when implemented in software, it can be implemented in the form of a computer program product in whole or in part. The computer program product includes one or more computer instructions. When the computer program instructions are loaded and executed in a computer, it generates the flow or function described in the embodiments of the present application in whole or in part. The computer can be a general-purpose computer, a special-purpose computer, a computer network, or other programmable device. The computer instructions can be stored in a computer-readable storage medium or transmitted from one computer-readable storage medium to another, for example, the computer instructions can be transmitted from one website, computer, server, or data center to another website, computer, server, or data center by wired (e.g., coaxial cable, fiber optic, Digital Subscriber Line (DSL)) or wireless (e.g., infrared, wireless, microwave, etc.) methods. The computer-readable storage medium can be any available medium accessible by a computer, or includes a data storage device such as a server, data center, etc. integrated with one or more available media. The available media may be magnetic media (e.g., floppy disks, hard disks, tapes), optical media (e.g., Digital Video Discs (DVDs)), or semiconductor media (e.g., Solid State Disks (SSDs)).
[0154] Those skilled in the art can recognize that each exemplary unit and algorithm step described in the embodiments disclosed herein can be combined and realized in electronic hardware, or a combination of computer software and electronic hardware. Whether these functions are performed in hardware or software is determined by the specific application and design constraints of the technical solution. Those skilled in the art can realize the described functions in different ways for each specific application, but such realization is not considered to go beyond the scope of the present invention.
[0155] Those skilled in the art can clearly understand that for convenience and conciseness of description, the specific operating processes of the systems, devices and units described above may refer to the corresponding processes in the above method embodiments and will not be repeatedly described here.
[0156] It should be understood that in some embodiments of the present application, the disclosed system, device, and method can be realized in other ways. For example, the above device embodiments are merely exemplary, and the division of the units is only a logical function division, and there may be other division methods in actual implementation, for example, multiple units or assemblies may be combined or integrated into another system, or some features may be ignored or not implemented. In addition, the couplings or direct couplings or communication connections between each other shown or discussed may be indirect couplings or communication connections through some interfaces, devices or units, and may be electrical, mechanical, or other types of connections.
[0157] The units described above as separate components may or may not be physically separated, and the components shown as units may or may not be physical units, that is, they may be located in one place or distributed across multiple network units. Some or all of the units may be selected according to actual needs to achieve the purpose of the present embodiment.
[0158] Furthermore, each functional unit in each embodiment of the present invention may be integrated into a single processing unit, each unit may exist physically alone, or two or more units may be integrated into a single unit.
[0159] The functions can be realized in the form of a software functional unit and stored in a computer-readable storage medium when sold or used as an independent product. Based on this understanding, the technical solutions of the embodiments of the present invention, essentially or in the prior art, or the part of the technical solutions, can be expressed in the form of a software product, and the computer software product is stored in a storage medium, and includes some instructions for a computer device (such as a personal computer, a server, or a network device) to execute all or part of the methods described in the embodiments of the present invention. The aforementioned storage medium includes various media capable of storing program codes, such as U disk, mobile hard disk, Read-Only Memory (ROM), Random Access Memory (RAM), disk, or CD.
[0160] As described above, the present application only provides specific embodiments, but the scope of protection of the present application is not limited thereto, and any changes or replacements that a person skilled in the art can easily think of within the technical scope disclosed in the present application are all included in the scope of protection of the present application. Therefore, the scope of protection of the present application should be based on the scope of protection of the claims.
Claims
1. 1. A method for executing a quantitative trading strategy, comprising: displaying a graphical interface including an execution region; obtaining a first command inputted by a user; obtaining a first quantitative trading strategy in response to the first instruction, the first quantitative trading strategy including at least one parameter related to actual market execution; adding the first quantitative trading strategy to the execution space to form a first execution record corresponding to the first quantitative trading strategy; executing the first quantitative trading strategy according to the first execution record; and obtaining execution information of the first quantitative trading strategy.
2. The step of obtaining a first quantitative trading strategy in response to the first instruction includes: in response to the first instruction, displaying a parameter setting interface for the first quantitative trading strategy; and obtaining, via the parameter setting interface, the parameters related to actual market execution input from a user.
3. displaying a record description of the first quantitative trading strategy through the parameter setting interface; if the first quantitative trading strategy has been backtested, the record description is used to describe results of the backtesting of the first quantitative trading strategy; If the first quantitative trading strategy has not been backtested, the record description is used to describe that the first quantitative trading strategy has not been backtested and / or to recommend backtesting the first quantitative trading strategy; 3. The method of claim 2, wherein if the first quantitative trading strategy is updated after being backtested, the record description describes backtest results of the first quantitative trading strategy before the update and is used to recommend backtesting the first quantitative trading strategy after the update.
4. prior to adding the first quantitative trading strategy to the execution space to form a first execution record corresponding to the first quantitative trading strategy; 4. The method of claim 1, further comprising the step of detecting said parameters related to actual market execution or detecting a quote authority of said user's trading account.
5. 5. The method of claim 1, wherein the parameters related to actual market execution include at least one of a strategy name, a trading account, and a frequency parameter, the frequency parameter including an execution target and / or an execution frequency.
6. the graphical interface further comprises a navigation bar; The step of acquiring a first command inputted from a user includes:
6. The method of claim 1, further comprising obtaining the first instruction via a first entry for the first quantitative trading strategy in the navigation bar.
7. the graphical display interface further includes a strategy canvas for establishing a quantitative trading strategy; The step of acquiring a first command inputted from a user includes:
6. The method of claim 1, further comprising obtaining the first instruction via a second entry of the first quantitative trading strategy in the strategy canvas.
8. The step of acquiring a first command inputted from a user includes:
6. The method of claim 1, further comprising the step of: obtaining the first instruction via a third entry point displayed in the execution domain.
9. 9. The method of claim 1, further comprising the step of: ceasing execution of the first quantitative trading strategy due to the first execution record.
10. displaying a trading password interface when the first quantitative trading strategy is added to the execution domain for the first time, when a validity period of the first quantitative trading strategy in the execution domain expires, or when the first quantitative trading strategy is restarted after having been stopped from executing; The method according to any one of claims 1 to 9, further comprising the step of: obtaining a transaction password inputted from a user via the transaction password interface.
11. 11. The method of claim 1, wherein the execution information of the first quantitative trading strategy includes at least one of a position and order status, a profit summary, an execution log, and a trend graph of the first quantitative trading strategy.
12. 1. An apparatus for executing a quantitative trading strategy, comprising: a display unit for displaying a graphical interface including an execution region; an acquisition unit for acquiring a first command inputted by a user; a processing unit responsive to the first instruction for obtaining a first quantitative trading strategy including at least one parameter related to actual market execution; the processing unit is also used to add the first quantitative trading strategy to the execution universe to form a first execution record corresponding to the first quantitative trading strategy; 4. The apparatus for executing a quantitative trading strategy, wherein the processing unit is also used to execute the first quantitative trading strategy with the first execution record and to obtain execution information of the first quantitative trading strategy.
13. An electronic device comprising a processor and a memory, wherein instructions are stored in the memory, and the processor, when executing the instructions, causes the processor to perform a method according to any one of claims 1 to 11.
14. A computer readable storage medium, characterized in that the medium is used to store a computer program, the computer program causing a computer to carry out the method according to any one of claims 1 to 11.
15. A computer program product comprising computer program code which, when executed by a communications device, causes the communications device to perform a method according to any one of claims 1 to 11.
Citation Information
Patent Citations
Portfolio construction supporting device, portfolio construction support program, and portfolio construction supporting method
JP2009294765A
