Object-Oriented Time Series Generator for Market Instruments
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Solution Overview
Problem
Current analysis tools for market instruments lack flexibility in generating time series and do not allow users to specify parameters interactively, requiring users to remember various options and parameters for complex analysis across multiple instruments.
Innovation Solution
A computer-implemented process that receives user-specified expressions with a left-hand side specifying market instruments and a right-hand side specifying methods to generate time series, allowing recursive parsing and generation of time series based on user input, and displaying graphical representations in a GUI.
Engineering Contradictions & Design Principles
Engineering Contradiction Analysis
1Adaptability or versatility
If current analysis tools generate time series with fixed parameters, then the system complexity is reduced, but the adaptability and flexibility for user-specific analysis requirements deteriorate
Solution Approach 1:
The system allows users to self-configure time series generation by specifying their own parameters and expressions through an interactive interface, eliminating the need for pre-configured fixed parameters and enabling flexible, user-specific analysis without increasing system complexity
Solution Approach 2:
The system dynamically adjusts time series generation parameters based on user input expressions, allowing flexible modification of generation parameters (such as time ranges, instruments, and calculation methods) without requiring complex system reconfiguration
2Ease of operation
If users must remember all options and parameters for time series generation, then the ease of operation deteriorates, but the measurement precision of analysis requirements is improved
Solution Approach 1:
The system provides an interactive interface that gives feedback to users about available options and parameters during the time series generation process, guiding users through parameter selection without requiring them to memorize all possibilities beforehand
Solution Approach 2:
The system introduces an intermediary expression language that serves as a natural bridge between user intent and system parameters, allowing users to specify analysis requirements in a simplified format that automatically translates into the appropriate technical parameters
3Adaptability or versatility
If the system supports complex analysis across multiple market instruments, then the adaptability improves, but the device complexity increases
Solution Approach 1:
The system segments complex multi-instrument analysis into individual time series generation tasks, each handled by independent method executions that can be combined through expression evaluation, allowing complex analysis capability without proportionally increasing system complexity
Solution Approach 2:
The system implements a universal time series generation framework that handles multiple market instruments and analysis types through a single configurable interface, enabling the system to perform diverse complex analyses without requiring separate specialized components for each case
Data Source
AI summary
In one embodiment, an expression comprising a left-hand side and a right-hand side is received. The left-hand side specifies one or more market instruments, and the right-hand side specifies a method that is to be applied based on the left-hand side of the expression. The expression is parsed. A time series is generated by applying the method based on one or more sets of data values associated with the one or more market instruments. The generated time series is stored in computer data storage.