量化交易-彻悟科技

量化交易-彻悟科技


(废弃)交易V2.0-事件、场景、订单号前缀规范

<h2>适用版本</h2> <ul> <li>量化交易新增事件使用新场景号定义</li> </ul> <h2>注意</h2> <p>代码中获取场景工具类:com.lz.risk.modules.arc.common.utils.SceneUtil</p> <h2>场景号类型及长度:</h2> <ul> <li>类型:字符串</li> <li>长度:8位</li> </ul> <h2>场景号各位功能定义:</h2> <table> <thead> <tr> <th>位数</th> <th>功能</th> </tr> </thead> <tbody> <tr> <td>首位</td> <td>事件类型</td> </tr> <tr> <td>2-3位</td> <td>接口功能位</td> </tr> <tr> <td>4-6位</td> <td>接口产品位,如消费贷,工头帮等</td> </tr> <tr> <td>7-8位</td> <td>同一事件类型+产品的多个场景号序列,按顺序递增</td> </tr> </tbody> </table> <h2>事件类型定义(首位):</h2> <table> <thead> <tr> <th>数值</th> <th>描述</th> <th>标识符</th> </tr> </thead> <tbody> <tr> <td>1</td> <td>审核事件接口</td> <td>SYNC</td> </tr> <tr> <td>2</td> <td>通知事件接口</td> <td>ASYNC</td> </tr> <tr> <td>3</td> <td>风控调用业务接口(操作action)</td> <td>BIZ</td> </tr> <tr> <td>4</td> <td>美股交易事件</td> <td>TRADE_MSG</td> </tr> <tr> <td>5</td> <td>美股模型事件</td> <td>MODEL_MSG</td> </tr> </tbody> </table> <h2>模型事件功能位定义(2-3位数值):</h2> <table> <thead> <tr> <th>数值</th> <th>描述</th> <th>标识符</th> <th>订单号前缀(1-2位)</th> </tr> </thead> <tbody> <tr> <td>01</td> <td>日间开盘事件</td> <td>DAY_OPEN</td> <td>do</td> </tr> <tr> <td>02</td> <td>日间收盘事件</td> <td>DAY_CLOSE</td> <td>dc</td> </tr> <tr> <td>03</td> <td>日内事件</td> <td>INDAY</td> <td>id</td> </tr> </tbody> </table> <h2>交易事件功能位定义(2-3位数值):</h2> <table> <thead> <tr> <th>数值</th> <th>描述</th> <th>标识符</th> <th>订单号前缀(1-2位 和 7-8位)</th> </tr> </thead> <tbody> <tr> <td>10</td> <td>模型结果事件</td> <td>MODEL_RESULT</td> <td>mres</td> </tr> <tr> <td>11</td> <td>建仓事件</td> <td>CREATE</td> <td>cret</td> </tr> <tr> <td>12</td> <td>补仓事件</td> <td>SUPP</td> <td>supp</td> </tr> <tr> <td>13</td> <td>止盈事件</td> <td>STOP</td> <td>stpw</td> </tr> <tr> <td>14</td> <td>止损事件</td> <td>STOP_LOSS</td> <td>stpl</td> </tr> <tr> <td>15</td> <td>定时触发事件</td> <td>TIMING_TRIGGER</td> <td>ttri</td> </tr> </tbody> </table> <h2>模型事件产品位定义(4-6位数值):</h2> <table> <thead> <tr> <th>数值</th> <th>描述</th> <th>订单号前缀(3-6位)</th> <th>渠道</th> </tr> </thead> <tbody> <tr> <td>000</td> <td>测试模型</td> <td>test</td> <td>usa</td> </tr> <tr> <td>001</td> <td>NVDA</td> <td>nvda</td> <td>usa</td> </tr> <tr> <td>002</td> <td>AMD</td> <td>amdx</td> <td>usa</td> </tr> <tr> <td>003</td> <td>AAPL</td> <td>aapl</td> <td>usa</td> </tr> </tbody> </table> <h2>交易事件产品位定义(4-6位数值):</h2> <table> <thead> <tr> <th>数值</th> <th>描述</th> </tr> </thead> <tbody> <tr> <td>000</td> <td>捞鱼策略0</td> </tr> <tr> <td>001</td> <td>捞鱼策略1</td> </tr> <tr> <td>002</td> <td>捞鱼策略2</td> </tr> <tr> <td>003</td> <td>捞鱼策略3</td> </tr> <tr> <td>004</td> <td>定时触发策略1</td> </tr> <tr> <td>005</td> <td>定时触发策略2</td> </tr> <tr> <td>006</td> <td>定时触发策略3</td> </tr> <tr> <td>007</td> <td>定时触发策略4</td> </tr> <tr> <td>008</td> <td>定时触发策略5</td> </tr> <tr> <td>009</td> <td>ZZQ网格AMD</td> </tr> <tr> <td>010</td> <td>CLL网格AMD</td> </tr> <tr> <td>011</td> <td>ZHP网格AMD</td> </tr> <tr> <td>012</td> <td>DYL1网格AMD</td> </tr> <tr> <td>013</td> <td>DYL1网格AAPL</td> </tr> <tr> <td>014</td> <td>ZZQ网格AAPL</td> </tr> <tr> <td>015</td> <td>HHH网格AAPL</td> </tr> <tr> <td>016</td> <td>HYY网格AAPL</td> </tr> <tr> <td>017</td> <td>ZHP网格AAPL</td> </tr> <tr> <td>018</td> <td>FQQ网格AAPL</td> </tr> <tr> <td>019</td> <td>CLL网格AAPL</td> </tr> <tr> <td>020</td> <td>DYL1网格BABA</td> </tr> <tr> <td>021</td> <td>ZZQ网格BABA</td> </tr> <tr> <td>022</td> <td>HHH网格BABA</td> </tr> <tr> <td>023</td> <td>HYY网格BABA</td> </tr> <tr> <td>024</td> <td>ZHP网格BABA</td> </tr> <tr> <td>025</td> <td>FQQ网格BABA</td> </tr> <tr> <td>026</td> <td>CLL网格BABA</td> </tr> <tr> <td>027</td> <td>DYL1网格CSIQ</td> </tr> <tr> <td>028</td> <td>ZZQ网格CSIQ</td> </tr> <tr> <td>029</td> <td>HHH网格CSIQ</td> </tr> <tr> <td>030</td> <td>HYY网格CSIQ</td> </tr> <tr> <td>031</td> <td>ZHP网格CSIQ</td> </tr> <tr> <td>032</td> <td>FQQ网格CSIQ</td> </tr> <tr> <td>033</td> <td>CLL网格CSIQ</td> </tr> <tr> <td>034</td> <td>FQQ网格JD</td> </tr> <tr> <td>035</td> <td>DYL1网格JD</td> </tr> <tr> <td>036</td> <td>HHH网格JD</td> </tr> <tr> <td>037</td> <td>ZHP网格JD</td> </tr> <tr> <td>038</td> <td>HYY网格JD</td> </tr> <tr> <td>039</td> <td>CLL网格JD</td> </tr> <tr> <td>040</td> <td>ZZQ网格JD</td> </tr> <tr> <td>041</td> <td>FQQ网格AMD</td> </tr> <tr> <td>042</td> <td>HHH网格NFLX</td> </tr> <tr> <td>043</td> <td>ZHP网格NFLX</td> </tr> <tr> <td>044</td> <td>HYY网格NFLX</td> </tr> <tr> <td>045</td> <td>CLL网格NFLX</td> </tr> <tr> <td>046</td> <td>ZZQ网格NFLX</td> </tr> <tr> <td>047</td> <td>DYL1网格NFLX</td> </tr> <tr> <td>048</td> <td>FQQ网格NFLX</td> </tr> <tr> <td>049</td> <td>HHH网格AMD2</td> </tr> <tr> <td>050</td> <td>ZHP网格AMD2</td> </tr> <tr> <td>051</td> <td>HYY网格AMD2</td> </tr> <tr> <td>052</td> <td>CLL网格AMD2</td> </tr> <tr> <td>053</td> <td>ZZQ网格AMD2</td> </tr> <tr> <td>054</td> <td>DYL1网格AMD2</td> </tr> <tr> <td>055</td> <td>FQQ网格AMD2</td> </tr> <tr> <td>056</td> <td>通用网格AMD</td> </tr> <tr> <td>057</td> <td>通用网格NFLX</td> </tr> <tr> <td>058</td> <td>通用网格AAPL</td> </tr> <tr> <td>059</td> <td>通用网格JD</td> </tr> <tr> <td>060</td> <td>通用网格CSIQ</td> </tr> <tr> <td>061</td> <td>HHH网格NEE</td> </tr> <tr> <td>062</td> <td>ZHP网格NEE</td> </tr> <tr> <td>063</td> <td>HYY网格NEE</td> </tr> <tr> <td>064</td> <td>CLL网格NEE</td> </tr> <tr> <td>065</td> <td>ZZQ网格NEE</td> </tr> <tr> <td>066</td> <td>DYL1网格NEE</td> </tr> <tr> <td>067</td> <td>FQQ网格NEE</td> </tr> <tr> <td>068</td> <td>LDS网格NEE</td> </tr> </tbody> </table> <h2>同一股票的多个版本(7-8位数值):</h2> <p>模型事件:同一股票的多个版本 从 01 开始按顺序递增</p> <h2>示例:</h2> <p>场景号:</p> <ul> <li>彻悟量化Tick实时数据通知事件为:41000113</li> <li>首位 :4表示【交易通知事件】</li> <li>2-3位:10表示【建仓事件】</li> <li>4-6位:001表示捞鱼策略2</li> <li>7-8位:13 表示止盈事件</li> </ul> <table> <thead> <tr> <th>场景号</th> <th>描述</th> <th>订单号前缀(3-6位)</th> </tr> </thead> <tbody> <tr> <td>261601</td> <td>日间开盘模型场景</td> <td>dolhus</td> </tr> </tbody> </table> <p>订单号前缀:</p> <ul> <li>彻悟量化Tick实时数据订单号前缀为:tdlhus</li> <li>1-2位(td): 表示【Tick实时数据】</li> <li>3-6位(lhus):表示【彻悟量化】</li> </ul>

页面列表

ITEM_HTML