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Financial data storage method and system based on GPU

A financial data and data storage technology, applied in the field of GPU-based financial data storage, can solve problems such as troubles, improve computing efficiency, meet analysis requirements, and meet the effect of analysis

Active Publication Date: 2021-01-22
ANHUI UNIVERSITY OF TECHNOLOGY +1
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  • Summary
  • Abstract
  • Description
  • Claims
  • Application Information

AI Technical Summary

Problems solved by technology

For example, when calculating the panic index of the market, multiple types of data are required, and it will be very troublesome to use the array structure to calculate

Method used

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  • Financial data storage method and system based on GPU
  • Financial data storage method and system based on GPU

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Experimental program
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Embodiment 1

[0029] combine figure 1 Shown, a kind of financial data storage method based on GPU of the present invention comprises the following steps:

[0030] 1) read data

[0031] Read the financial data, the financial data includes asset data, and download the financial data through the network in this embodiment.

[0032] 2) Data preprocessing

[0033] The preprocessing data is obtained by preprocessing the financial data; the preprocessing data includes data of different assets; specifically, the specific process of preprocessing the financial data is: data cleaning of the financial data, that is, removing abnormalities in the financial data values ​​and invalid values, and fill in missing data.

[0034] 3) Copy data

[0035] Preprocessed data is stored in an array, specifically, the preprocessed data is stored in an array structure, and the array stored with the preprocessed data is copied to the display memory. In this embodiment, the array is transferred from Copy from memor...

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Abstract

The invention discloses a financial data storage method and system based on a GPU, and belongs to the technical field of data storage. The method comprises the following steps: reading financial data,and preprocessing the financial data to obtain preprocessed data, wherein the preprocessed data comprises data of different assets; storing the preprocessed data into an array; reading the preprocessed data from the array and creating data blocks, wherein an ID attribute and a DATE attribute are stored in each data block, the ID attribute is an asset code, and the DATE attribute is a data generation date; and constructing the data blocks into a spatial data structure for storage according to the ID attributes and the DATE attributes. The system comprises a memory and a processor, wherein theprocessor is connected with the memory. According to the method, the defect that in the prior art, financial data are stored through an array structure, and consequently the calculation efficiency islow is overcome, the financial data can be stored in a spatial three-dimensional structure mode, the calculation efficiency can be improved, and the operation capacity of a GPU is effectively utilized.

Description

technical field [0001] The invention belongs to the technical field of data storage, and more specifically relates to a GPU-based financial data storage method and system. Background technique [0002] With the popularization of the Internet and the advancement of computer technology, optimizing asset allocation through quantitative analysis is becoming more and more popular among the public. In the field of quantitative investment, in the face of massive asset transaction data and an increasingly complex market environment, the data analysis model is also more complicated. In order to make quick decisions, higher requirements are placed on computing technology. How to quickly and effectively conduct model analysis has become an urgent need in the field of quantitative investment. [0003] Graphics Processing Unit (GPU) has been gradually enhanced in function and performance, and its floating-point calculation performance and storage bandwidth have far exceeded that of CPU....

Claims

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Application Information

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Patent Type & Authority Applications(China)
IPC IPC(8): G06F3/06G06F16/901G06T1/60
CPCG06F3/064G06F3/0629G06T1/60G06F16/901
Inventor 邰伟鹏路遥钟亮申元霞
Owner ANHUI UNIVERSITY OF TECHNOLOGY
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