Financial database index construction method and device, equipment and storage medium

The invention relates to a financial database index construction method which can be applied to financial science and technology and related fields. The method comprises the steps that under the condition that a data search tool for a financial database is identified as a target data search tool, the data volume of target data within the search range of the data search tool in the financial database is acquired, and data attributes contained in the target data are acquired; obtaining the number of each attribute value in each data attribute; obtaining an information gain corresponding to each data attribute based on the data volume and the quantity, and screening out a target data attribute from the data attributes based on the information gain; obtaining an information gain rate of each target data attribute according to the information gain of each target data attribute, and taking the target data attribute with the maximum information gain rate as an initial index data attribute; and searching the database