CAJ | 학술논문

复杂事件处理是证券量化交易的一种重要的实现算法，在金融市场应用广泛。针对传统证券交易中复杂事件处理模式的效率问题，提出一种新的策略管理服务模块的设计方案。该方案封装标准的数据传输接口便于策略与控制模块的数据传输，提供按照策略、客户和实例三个不同层次的系统管理方法，以及将策略的部分功能代码及与外围程序交互的代码抽象到策略管理服务模块中，去除了算法策略模块和控制模块的耦合。实验结果表明，所提出和实践的方案可以有效降低带宽的使用率、提高系统资源利用率，并能有效提高并发处理速度。
복잡사건처리시증권양화교역적일충중요적실현산법，재금융시장응용엄범。침대전통증권교역중복잡사건처리모식적효솔문제，제출일충신적책략관리복무모괴적설계방안。해방안봉장표준적수거전수접구편우책략여공제모괴적수거전수，제공안조책략、객호화실례삼개불동층차적계통관리방법，이급장책략적부분공능대마급여외위정서교호적대마추상도책략관리복무모괴중，거제료산법책략모괴화공제모괴적우합。실험결과표명，소제출화실천적방안가이유효강저대관적사용솔、제고계통자원이용솔，병능유효제고병발처리속도。
Complex event processing is an important implementation algorithm of quantitative trading of securities,and has been widely applied in financial markets.Aiming at the efficiency problem of complex event processing pattern in traditional securities trading,in this paper we present a new design scheme for strategy management services module.The scheme encapsulates the standard data transmission interface to facilitate the transmission of strategy and control module data,provides system management methods according to three different levels of strategy,customers and examples,and abstracts a part of the functional code of the strategy and the code in regard to periphery programs interaction to strategy management service module,in addition eliminates the coupling between the algorithm strategy module and the control module as well.Experimental results show that the scheme proposed in this paper and its practice can effectively reduce the bandwidth utilisation,improve system resource utilisation,and can effectively improve the concurrent processing speed.