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A Quantitative Transaction State Restoration Method

A recovery method and technology of transaction status, applied in data processing applications, finance, instruments, etc., can solve problems such as low efficiency, inability to save system status, and inability to backtest, avoid information loss, reduce system operation and maintenance complexity, The effect of reducing external storage pressure

Active Publication Date: 2021-01-26
深圳米筐科技有限公司
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  • Summary
  • Abstract
  • Description
  • Claims
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AI Technical Summary

Problems solved by technology

[0006] In the existing technology, during long-term backtesting, the system state cannot be saved when an error occurs, and the backtest cannot be continued from the point where the error occurred, which is inefficient

Method used

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  • A Quantitative Transaction State Restoration Method
  • A Quantitative Transaction State Restoration Method
  • A Quantitative Transaction State Restoration Method

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Embodiment Construction

[0051] In order to make the object, technical solution and advantages of the present invention clearer, the present invention will be further described in detail below in conjunction with the accompanying drawings and embodiments. It should be understood that the specific embodiments described here are only used to explain the present invention, not to limit the present invention.

[0052] In the prior art, when backtesting for a long time, the system state cannot be saved when an error occurs, and the backtest cannot be continued from the point where the error occurred, which is inefficient.

[0053] Based on the above problems, such as figure 1 , figure 1 It is a schematic flow chart of the first embodiment of a quantitative transaction state recovery method in the present invention, and a quantitative transaction state recovery method is proposed, including steps:

[0054] S1. Load the quantitative trading strategy, and determine the storage status of the quantitative tra...

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Abstract

The invention discloses a quantitative transaction state recovery method, comprising the steps of: loading a quantitative transaction strategy, determining the state preservation status of an external storage unit with respect to the quantitative transaction strategy; determining the current operating state of each module according to the state preservation situation of the external storage unit; For trading strategy events, determine whether to update the state preservation information of the external storage unit according to the operation of the quantitative trading strategy. The implementation of the present invention improves the efficiency of backtesting, reduces the complexity of system operation and maintenance, and avoids information loss. Using the method of the present invention, only when the state of each module changes, will the state be stored in an external storage unit for storage and update operation, reducing external storage pressure.

Description

technical field [0001] The invention relates to the technical field of securities quantitative trading, and more specifically, relates to a quantitative trading state recovery method. Background technique [0002] Quantitative trading refers to the method of using computer programs to conduct investment transactions. It replaces human subjective judgment with advanced mathematical models, and uses computer technology to select various "high probability" events that can bring excess returns from huge historical data to formulate strategies, which greatly reduces the impact of investor sentiment fluctuations , Avoid making irrational investment decisions when the market is extremely fanatical or pessimistic. Since quantitative trading can avoid irrational investment decisions due to personal subjectivity, more and more investment users use quantitative trading strategies to trade financial market products. [0003] However, the quality of a quantitative trading strategy is d...

Claims

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Application Information

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Patent Type & Authority Patents(China)
IPC IPC(8): G06F11/07G06Q40/04
CPCG06F11/0793G06Q40/04
Inventor 刘红章
Owner 深圳米筐科技有限公司
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