Strategy generation system for automatic evaluation and trading

摘要

a strategy generation system for automatic evaluation and trading, in particular a strategy generation system that performs an automatic evaluation and ordering of investment products on the trading market; establishing an online link for the calculation of information between the strategy generation system and the trading system, including:a data storage module, where a signal link is established between the data storage module and the strategy generation system, using the data storage module to store raw data from transaction data sets of several investment products;an article management module where a signal link is established between the article management module and the strategy generation system;where the product management module has at least one operating interface unit, the product management module records the raw transaction data of each investment product's transaction data sets in a strategy simulation component in a specified format, where the service interface unit serves to establish a transaction status default value for the strategy generation system,a strategy generation module, establishing a signal link between the strategy generation module and the strategy generation system; where, according to the transaction status default value determined by the service interface unit, a strategy simulation component from the multiple strategy simulation components corresponds to the transaction status default value;the product management module is randomly selected, then the strategy generation module automatically generates a trade simulation parameter group using the trade simulation parameter group for the selected strategy simulation component; to control the time of entry and exit for the simulated trade according to the trade simulation parameter group,an evaluation strategy performance module, where a signal link is established between the evaluation strategy performance module and the strategy generation system, with the evaluation strategy performance module having at least a dynamic evaluation function, with the dynamic evaluation function for analysing and identifying possible Profitability of the trading simulation parameter group used serves,a strategy screening module, where a signal link is established between the strategy screening module and the strategy generation system, whereby the strategy screening module records the profitability of each strategy simulation component analysed by the evaluation strategy performance module, and Sorted in order, with the Strategy Screening module having a default replacement value to delete the strategy simulation components that do not reach the default replacement value,a strategy correlation detection module, establishing a signal link between the strategy correlation detection module and the strategy generation system and the trading system;where the Strategy Generation Module, the Evaluation Strategy Performance Module and the Strategy Screening Module are repeated in a loop optimisation method, where the profitability of theseveral strategy simulation components that have reached the default value, are approaching convergence, a group report information is generated for robust strategies, with the strategy correlation detection module receiving the group report information for robust strategies, in order to perform a strategic correlation detection in the Group Report Information for robust strategies, then an online connection according to the Group Report Information for robust strategies, where a correlation detection is performed, manufactured between the strategic correlation detection module and a trading system,to conclude an automated commercial transaction on the real trade market.