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Financial quantization analysis data transmission method

A data transmission method and quantitative analysis technology, applied in finance, data processing applications, instruments, etc., can solve problems such as binary serialization protocols that do not yet exist

Inactive Publication Date: 2018-11-23
深圳数字动能信息技术有限公司
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  • Abstract
  • Description
  • Claims
  • Application Information

AI Technical Summary

Problems solved by technology

At present, there is no binary serialization protocol that fully supports matlab, python, R and other languages ​​in the market

Method used

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  • Financial quantization analysis data transmission method
  • Financial quantization analysis data transmission method
  • Financial quantization analysis data transmission method

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Embodiment Construction

[0022] The present invention will be further described below in conjunction with the accompanying drawings and specific embodiments.

[0023] refer to figure 1 . The financial quantitative analysis data transmission method provided in this embodiment includes the following steps:

[0024] The sender describes the first data structure and generates a description file;

[0025] Wherein, the described information includes the data type and position of each member variable in the data structure;

[0026] The sender saves the description file and provides the description file to the receiver;

[0027] Here, the method for the sender to provide the description file to the receiver is: through offline physical media;

[0028] The sender generates the serialization code of the first data structure according to the description file;

[0029] The sender calculates the total memory size occupied by the serialized first data contained in the current member variables of the first data...

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Abstract

The invention relates to the technical field of computer data processing and transmission. The financial quantitative analysis data transmission method provided by the invention, comprises the following steps that the sender describes the first data structure to generate a description file; generates a serialized code of the first data structure according to the description file; calculates a total memory size occupied by serialized the first data included in each member variable of the first data structure; applies a corresponding memory according to the calculated total memory size; inputsthe first data and the memory of the application as parameters into a serialization code, serializes the first data contained in each member variable, and stores the second data generated after serialization in the memory of the application; sends the second data to a receiver; and the receiver generates a second data structure and a deserialization code according to the description file; transmits the second data as parameters into the deserialization code, analyzes out the first data after performing deserialization, and stores the analyzed first data in the second data structure. The financial quantitative analysis data transmission method is suitable for the financial field, has the advantages of being safer and more rapid, in addition, supporting the commonly used financial quantization languages such as matlab, python, R and so on.

Description

technical field [0001] The invention relates to the technical field of computer data processing and transmission, in particular to a financial quantitative analysis data transmission method. Background technique [0002] Before the data is transmitted on the Internet, it generally needs to be serialized. After the data is serialized, it is changed to the network transmission, analysis and storage. But serialization also reduces the performance of data transmission. In the application of financial quantitative analysis, the performance requirements for data transmission are extremely high, and there are also certain requirements for data security. [0003] There are two commonly used serialization methods: [0004] The first method: Serialize data into strings for transmission, such as xml and json. The advantage of this method is that the serialized data is highly readable. The disadvantage is that it is insecure due to readability. The conversion speed is very slow, and ...

Claims

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Application Information

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Patent Type & Authority Applications(China)
IPC IPC(8): G06Q40/06G06Q40/04
CPCG06Q40/04G06Q40/06
Inventor 袁德信陈亮黄嵩
Owner 深圳数字动能信息技术有限公司
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