Method and system device for back-testing and simulating dynamic quantitative strategy operation parameter adjustment

The invention discloses a method and system device for back-testing and simulating dynamic quantitative strategy operation parameter adjustment. The method comprises the following steps of: creating astrategy template by a local strategy creation module, and defining a basic parameter and a target p...

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1. Verfasser: WANG XINMAN
Format: Patent
Sprache:chi ; eng
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Zusammenfassung:The invention discloses a method and system device for back-testing and simulating dynamic quantitative strategy operation parameter adjustment. The method comprises the following steps of: creating astrategy template by a local strategy creation module, and defining a basic parameter and a target parameter of a strategy; creating a back-testing instance by a strategy instance module, and obtaining parameter items, parameter values of which are written into the strategy; operating the strategy by a local strategy operation module; obtaining modified parameter values by the strategy instance module and sending the modified parameter values to the local strategy operation module; and continuously operating the strategy by the local strategy operation module according to the modified parameters. According to the method and system device, a dynamic parameter setting method is adopted, to-be-adjusted parameters are preset and displayed at a web side, parameter modification can be carried out at the strategy instan