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CN-121979948-A - Market visualization and analysis system of self-adaptive equivalent amplitude reference

CN121979948ACN 121979948 ACN121979948 ACN 121979948ACN-121979948-A

Abstract

The invention belongs to the technical field of market visual analysis, and discloses a market visualization and analysis system of a self-adaptive equivalent amplitude reference, which comprises a data preprocessing fluctuation calculation module, a dynamic equivalent amplitude reference generation module, an equivalent line generation maintenance module, a chip distribution dynamic calculation module and a market form analysis module, wherein the equivalent line amplitude is adaptively calculated for target market fluctuation rate adjustment based on an original market rate data set to obtain a fluctuation rate data set, equivalent amplitude reference values are calculated and adjusted based on the fluctuation rate data set to obtain a multi-amplitude equivalent line sequence data set, the equivalent line sequence data set and the chip distribution data set are obtained according to multi-amplitude equivalent lines, and the chip distribution dynamic calculation module and the market noise data analysis module comprehensively analyze data and visually show.

Inventors

  • LONG WEIMIN

Assignees

  • 龙卫民

Dates

Publication Date
20260505
Application Date
20260125

Claims (10)

  1. 1. A self-adaptive equivalent amplitude reference market visualization and analysis system is characterized by comprising a data preprocessing fluctuation calculation module, a dynamic equivalent amplitude reference generation module, an equivalent line generation maintenance module, a chip distribution dynamic calculation module and a market morphology analysis module, wherein: The data preprocessing fluctuation calculation module is used for adaptively calculating the amplitude of the equivalent line of the target market fluctuation rate adjustment based on the original market data set to obtain a fluctuation rate data set; The dynamic equivalent amplitude reference generation module is used for calculating and adjusting the equivalent amplitude reference value based on the fluctuation rate data set to obtain a reference data set; The equivalent line generating and maintaining module automatically calculates and updates equivalent line characteristic attributes of the multi-amplitude equivalent lines according to the reference data set to obtain an equivalent line sequence data set; The chip distribution dynamic calculation module is used for calculating the transaction amount distribution of each price interval by utilizing a decay algorithm based on the equivalent line sequence data set to obtain a chip distribution data set; The market form analysis module is used for distinguishing oscillation forms or trend forms by utilizing the difference of whether the equivalent lines are continuous and equidirectional, further identifying the oscillation forms and the rising/falling trend forms in rising/falling, and statistically analyzing market data of an equivalent line set aiming at various forms.
  2. 2. The adaptive equivalent amplitude benchmark market visualization and analysis system of claim 1, further comprising a base data acquisition processing module and a visual presentation interaction module, wherein: the basic data acquisition processing module is used for calling an external data API interface through a system instruction, acquiring data related to a financial market in real time, cleaning the data and storing the data to obtain an original market data set; the visual display interaction module is used for generating various visual charts based on the comprehensive analysis report and according to the graphical interface, and supporting the user to perform interaction operation.
  3. 3. The adaptive equivalent amplitude benchmark market visualization and analysis system of claim 2, wherein the step of collecting data related to the financial market in real time and performing data cleansing and data storage by calling an external data API interface via system instructions comprises: s1.1, configuring API interface parameters of U exchanges and a third party data source by a system; establishing a data source connection pool and supporting a load balancing and fault switching mechanism; Different acquisition frequencies are respectively set for the high-frequency data, the medium-frequency data and the low-frequency data to obtain preset frequencies; s1.2, executing a market data acquisition instruction, and automatically acquiring market data of a specified transaction variety according to a preset frequency by an API interface to acquire an original data set, wherein the market data comprises price, volume of transaction, warehouse holding capacity, buying and selling plates and acquisition time stamps; S1.3, carrying out data cleaning and alignment on an original data set to obtain the original market data set, wherein the data cleaning comprises outlier processing and missing value processing, and the alignment is to uniformly convert acquisition time stamps of different data sources in the original data set into a system internal time format; And S1.4, storing the original market data set into a database, generating a data ready signal and outputting the data ready signal to a data preprocessing fluctuation calculation module.
  4. 4. A market visualization and analysis system for an adaptive equivalent amplitude benchmark as claimed in claim 3, wherein the step of preprocessing the raw market data set and calculating the market fluctuation index comprises: S2.1, monitoring a data ready signal, calling an original market data set, acquiring a target historical equivalent line sequence according to an equivalent line generation and maintenance module, calculating an equivalent fluctuation rate by integrating a plurality of amplitude sequences, and calculating an equivalent line amplitude reference based on the equivalent fluctuation rate; s2.2, storing the amplitude standard of the equivalent wire into a database, and outputting the amplitude standard of the equivalent wire to an equivalent wire generating and maintaining module.
  5. 5. The adaptive equivalent amplitude reference market visualization and analysis system of claim 4, wherein the step of automatically drawing and updating the multiple amplitude equivalent lines from the reference dataset comprises: S4.1, monitoring a reference ready signal, calling a reference data set, and acquiring current price data according to an original quotation data set; s4.2, taking the price at the starting moment as a standard price, taking the current dynamic reference amplitude as a reference price, and defining a group of observation amplitudes according to the reference price; monitoring price data in a transaction event in real time; when the price data in the transaction event is larger than or equal to the standard price multiplied by an observation amplitude in brackets, generating an anode line, and replacing the initial price with the new transaction price; when the price data in the transaction event is less than or equal to the standard price multiplied by a minus observation amplitude in brackets, generating a shade line, and replacing the initial price with the new transaction price; s4.3, packaging a third generation time stamp, start-stop time, start-stop price, statistics of the transaction amount, the warehouse holding amount and the duration time to obtain equivalent line data; s4.4, storing the equivalent line data in the step S4.3 into a database, generating an equivalent line updating signal and outputting the equivalent line updating signal to a chip distribution dynamic calculation module and a market morphology analysis module; And S4.5, circulating the steps S4.1 to S4.4 to obtain a continuous equivalent line sequence data set, and maintaining and updating a plurality of equivalent line sequences generated based on different observation amplitudes in parallel.
  6. 6. The adaptive equivalent amplitude benchmarking system of claim 5, wherein the step of dynamically computing chip distributions for each price range based on equivalent line sequence datasets and using a decay algorithm includes: S5.1, retrieving an equivalent line sequence data set; s5.2, generating a price interval in an equivalent line price range; S5.3, calculating by using a decay algorithm based on price intervals according to the market characteristics of the statistical equivalent line to obtain a distribution data set of the volume of the transaction in each price interval; adjusting based on the interval weight to obtain an adjusted interval weight; S5.4, normalizing the weight of all the adjustment intervals to be in the range of 0 to 100%, and generating normalized chip distribution; s5.5, packaging the fourth generation time stamp and normalizing the chip distribution to obtain a chip distribution data set; And S5.6, storing the chip distribution data set into a database.
  7. 7. The adaptive equivalent amplitude benchmarking market visualization and analysis system of claim 5, wherein the step of automatically statistically analyzing into chip distribution datasets based on equivalent line sequence datasets and counting market feature data for each modality includes: s6.11, monitoring an equivalent line updating signal, automatically identifying the equivalent line updating signal as a market form according to the isotropy between the continuous columns, specifically, continuously marking the equivalent line updating signal as a trend form, and continuously marking the equivalent line updating signal as an oscillation form alternately; S6.12, taking a 4 th timestamp of the initial time of the acquisition of the morphological inner column subsequence as a morphological label to form a morphological sequence set; s6.13, counting the amount of traffic, the amount of bin holding, the highest price, the lowest price and analyzing the active buying and selling amount of the columns in the morphological sequence set, and adding the active buying and selling amount into the data attribute characteristics of the morphological sequence set; and S6.14, storing the morphological sequence set data characteristics into a database, and outputting the morphological sequence set data characteristics to a multi-air pressure analysis module.
  8. 8. The adaptive equivalent amplitude benchmarking market visualization and analysis system of claim 7, wherein the steps of analyzing market multi-space force contrast, support area and pressure area based on equivalent wire sequence data sets and chip distribution data sets and identifying trend reversal points include: s6.1, monitoring an equivalent line updating signal and a chip distribution ready signal, and calling an equivalent line sequence data set and a chip distribution data set; s6.2, calculating based on the equivalent line sequence data set to obtain a multi-space force index, wherein the multi-space force index comprises multi-space force intensity, multi-space force intensity and multi-space force comparison; s6.3, carrying out region identification based on the chip distribution data set, and combining the region strength to obtain a supporting pressure region list; s6.5, monitoring an equivalent line updating signal, calling an equivalent line sequence data set, and processing according to the equivalent line sequence data set to obtain a multi-space pressure report; S6.6, carrying out statistical calculation based on the multi-space pressure report to obtain a morphological data quantitative analysis report; S6.7, generating a comprehensive analysis report based on the multi-air force index, the support pressure area list, the potential reverse point set and the morphological data quantitative analysis report; And S6.8, storing the comprehensive analysis report into a database, generating an analysis report ready signal and outputting the analysis report ready signal to a visual display interaction module.
  9. 9. The adaptive equivalent amplitude benchmark market visualization and analysis system of claim 8, wherein the step of generating a plurality of visualization charts based on the analysis-by-synthesis report and in accordance with the graphical interface while supporting the user interaction comprises: S7.1, monitoring an analysis report ready signal, calling a comprehensive analysis report and a chip distribution data set, and respectively generating a multi-space quantity comparison chart, a support pressure area chart, a long-period chip distribution display chart, a multi-space pressure analysis chart and a trend inversion point labeling chart according to an interactive interface; S7.2, supporting the user to perform interactive operation based on the interactive interface, and providing a data export function; and S7.3, supporting the user to screen the highlight display area according to the form type.
  10. 10. A market visualization and analysis method for adaptive equivalent amplitude benchmarks, according to any one of claims 1-9, characterized by the following working steps: S1, calling an external data API interface through a system instruction, collecting data related to a financial market in real time, and cleaning and storing the data to obtain an original market data set; S2, adaptively calculating the amplitude of the equivalent line of the target market fluctuation rate adjustment based on the original market data set to obtain a fluctuation rate data set; s3, calculating and adjusting an equivalent amplitude reference value based on the fluctuation rate data set to obtain a reference data set; S4, automatically calculating and updating the characteristic attribute of the equivalent line of the multiple amplitudes according to the reference data set to obtain an equivalent line sequence data set; s5, calculating the volume distribution of each price interval based on the equivalent line sequence data set by using a decay algorithm to obtain a chip distribution data set; S6, automatically identifying a market form according to an equivalent line based on an equivalent line sequence data set, generating a market form sequence, and statistically analyzing market feature data of each form; And S7, generating various visual charts based on the comprehensive analysis report and according to the graphical interface, and supporting the interactive operation of the user.

Description

Market visualization and analysis system of self-adaptive equivalent amplitude reference Technical Field The invention relates to the technical field of market visualization analysis, in particular to a market visualization and analysis system of a self-adaptive equivalent amplitude reference. Background The market visualization and analysis system is a technical tool for presenting and reading abstract and complicated price and volume data in a financial market through a graphical and structural method, and mainly aims to assist traders in identifying market trends, judging multiple air forces and positioning key support and pressure areas so as to provide basis for trade decision. However, most of the conventional market visualization and analysis systems have the following defects in the use process, firstly, most of the conventional systems adopt fixed price amplitude as a basis for drawing a supporting pressure line, but the fluctuation of a financial market is obvious in time variability, and the fixed amplitude standard can lead to invalidation of the system when the market state changes, so that the identification of price trend has hysteresis, and critical turning points are missed, secondly, the conventional systems generally calculate the chip stock in a certain price interval based on all historical transaction data by single accumulation of the transaction amount, and take the calculation result as static supporting or pressure, so that the system is difficult to accurately judge the real pressure and supporting level, and further the system is difficult to sensitively respond to the changes of the recent fund flow direction and the cost structure. In view of the above, the present invention proposes a market visualization and analysis system with adaptive equivalent amplitude benchmarks to solve the above-mentioned problems. Disclosure of Invention In order to overcome the above drawbacks of the prior art, the present invention provides the following technical solutions, including: The basic data acquisition processing module is used for calling an external data API interface through a system instruction, acquiring data related to a financial market in real time, and performing data cleaning and data storage to obtain an original market data set; further, the steps of calling an external data API interface through a system instruction, collecting data related to the financial market in real time, and cleaning and storing the data comprise the following steps: s1.1, configuring API interface parameters of U exchanges and a third party data source by a system; establishing a data source connection pool and supporting a load balancing and fault switching mechanism; Different acquisition frequencies are respectively set for the high-frequency data, the medium-frequency data and the low-frequency data to obtain preset frequencies; s1.2, executing a market data acquisition instruction, and automatically acquiring market data of a specified transaction variety according to a preset frequency by an API interface to acquire an original data set, wherein the market data comprises price, volume of transaction, warehouse holding capacity, buying and selling plates and acquisition time stamps; S1.3, carrying out data cleaning and alignment on an original data set to obtain the original market data set, wherein the data cleaning comprises outlier processing and missing value processing, and the alignment is to uniformly convert acquisition time stamps of different data sources in the original data set into a system internal time format; S1.4, storing an original quotation data set into a database, generating a data ready signal and outputting the data ready signal to a data preprocessing fluctuation calculation module; The data preprocessing fluctuation calculation module is used for adaptively calculating the amplitude of the equivalent line of the target market fluctuation rate adjustment based on the original market data set to obtain a fluctuation rate data set; Further, the steps of preprocessing the original market data set and calculating the market fluctuation index include: S2.1, monitoring a data ready signal, calling an original market data set, acquiring a target historical equivalent line sequence according to an equivalent line generation and maintenance module, calculating an equivalent fluctuation rate by integrating a plurality of amplitude sequences, and calculating an equivalent line amplitude reference based on the equivalent fluctuation rate; S2.2, storing the amplitude standard of the equivalent wire into a database, and outputting the amplitude standard of the equivalent wire to an equivalent wire generating and maintaining module; The dynamic equivalent amplitude reference generation module is used for calculating and adjusting the equivalent amplitude reference value based on the fluctuation rate data set to obtain a reference data set; further, the step of calculating and adjusting