What is the relationship between the fully automated quantitative system and the trading day?

1. First of all, we need to know that after the night market is opened every day, it is assumed that the date of the current trading day is not the trading day of the day, and this depends on the specific day of the day?
2. If the current day is Monday, Tuesday, Wednesday, Thursday, then the night session is, the current transaction is postponed by one day;
3. If the current day is Friday, then the trading day will be postponed to the next Monday;
4. If the above 2 3 In both cases, if there is a holiday after the postponed day or n days, then the trading day will be postponed to the next day.
Many people ask, why make the trading day so clear? Because the automatic operation of the quantitative system, a lot of data must be recalculated every time a trading day is switched. After the current trading day is switched, such as the most basic average data of the historical closing price of 20 days, should it also correspond? Update?
Therefore, if even the most basic trading day is switched, switch to a trading system that is not known on that day, no one dares to use it. It may be that even the average of the historical closing price of the 20th is not accurate, you dare to use such a system ? Therefore, with the change of time, to realize automatic unattended operation, you must update the current trading day before night, so that only the system knows that the trading day is switched, and all data will naturally know to update.

Published 19 original articles · Likes0 · Visits 383

Guess you like

Origin blog.csdn.net/qinchun/article/details/105400254