摘要
针对股票软件与量化平台在数据可视化方面存在的对接困难、量化平台可视化功能不完整、独立开发可视化模块缺少参考模型等问题,建立一套金融时间序列数据可视化框架,并对框架中各模块的计算模型进行详细介绍。在多个量化平台中使用回测和模拟实盘功能对框架进行测试。结果表明,在瞬时数据量大的情况下,框架可以在两种模式下稳定运行,并且能够适应不同量化平台之间的差异,满足研究员对数据可视化的需求。
In view of the difficulties in data visualization between the stock software and the quantitative trading platform,the incomplete visualization function of the quantitative platform,and the lack of reference models for independent development of visualization modules,we establish a visualization framework of financial time series data and introduce the calculation models of each module in the framework in detail.The framework was tested in multiple quantization platforms using the back-test and simulated real disk functions.The results show that the framework can operate stably in two modes in the case of a large amount of instantaneous data and can adapt to the differences between different quantitative platforms,which can meet the needs of researchers for data visualization.
作者
罗超
许红星
段然
Luo Chao;Xu Hongxing;Duan Ran(National Pilot School of Software,Yunnan University,Kunming 650504,Yunnan,China)
出处
《计算机应用与软件》
北大核心
2023年第6期1-6,共6页
Computer Applications and Software
基金
国家自然科学基金项目(61640306)。
关键词
金融时间序列数据
量化交易
数据可视化
跨平台可视化框架
Financial time series data
Quantitative trading
Data visualization
Cross-platform visualization framework
