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Development of a part of a web application for testing strategies on archived data
- Publication Year :
- 2021
- Publisher :
- СанкÑ-ÐеÑеÑбÑÑгÑкий полиÑÐµÑ Ð½Ð¸ÑеÑкий ÑнивеÑÑиÑÐµÑ ÐеÑÑа Ðеликого, 2021.
-
Abstract
- С помоÑÑÑ ÐºÐ¾Ð¼Ð¿ÑÑÑеÑнÑÑ ÑÐµÑ Ð½Ð¾Ð»Ð¾Ð³Ð¸Ð¹ пÑоиÑÑ Ð¾Ð´Ð¸Ñ Ð°Ð²ÑомаÑизаÑÐ¸Ñ Ð¿ÑоÑеÑÑа ÑеÑÑиÑÐ¾Ð²Ð°Ð½Ð¸Ñ ÑÑÑаÑегий, ÑÑо в иÑоге позволÑÐµÑ Ð¿ÑовеÑÑÑÑ ÑоÑговÑе гипоÑÐµÐ·Ñ Ð¸ пÑÐµÐ´Ð¿Ð¾Ð»Ð¾Ð¶ÐµÐ½Ð¸Ñ Ð³Ð¾Ñаздо бÑÑÑÑее, а Ñакже анализиÑоваÑÑ ÐºÐ¾Ð¼Ð¿Ð»ÐµÐºÑно анализиÑоваÑÑ ÑезÑлÑÑаÑÑ. Рданной вÑпÑÑкной квалиÑикаÑионной ÑабоÑе ÑаÑÑмаÑÑиваеÑÑÑ ÑазÑабоÑка ÑеÑвеÑной ÑаÑÑи веб-пÑÐ¸Ð»Ð¾Ð¶ÐµÐ½Ð¸Ñ Ð´Ð»Ñ ÑеÑÑиÑÐ¾Ð²Ð°Ð½Ð¸Ñ ÑоÑговÑÑ ÑÑÑаÑегий на аÑÑ Ð¸Ð²Ð½ÑÑ Ð´Ð°Ð½Ð½ÑÑ . ÐнализиÑÑÑÑÑÑ ÑÑаÑÑи пÑоÑилÑной облаÑÑи и ÑÑÑеÑÑвÑÑÑие ÑеÑениÑ. РеализÑÑÑÑÑ Ð³Ð¸Ð±ÐºÐ¸Ðµ Ð¿Ð¾Ð´Ñ Ð¾Ð´Ñ Ðº поÑÑÑÐ¾ÐµÐ½Ð¸Ñ Ð°ÑÑ Ð¸ÑекÑÑÑÑ ÑеÑвеÑного пÑиложениÑ, а Ñакже вÑбиÑаÑÑÑÑ Ð½Ð°Ð¸Ð±Ð¾Ð»ÐµÐµ Ð¿Ð¾Ð´Ñ Ð¾Ð´ÑÑие инÑÑÑÑменÑÑ ÑазÑабоÑки. ÐÑновой Ð´Ð»Ñ ÑеÑвеÑной ÑаÑÑи ÑвлÑеÑÑÑ ÑзÑк Python Ñ Ð²ÐµÐ±-ÑÑеймвоÑком Django. С ÑелÑÑ Ð²Ð¾Ð·Ð¼Ð¾Ð¶Ð½Ð¾ÑÑи ÑнивеÑÑалÑного взаимодейÑÑÐ²Ð¸Ñ Ñ ÑеÑвеÑнÑм пÑиложением ÑÑÑоиÑÑÑ Ð¿ÑогÑаммнÑй инÑеÑÑейÑ, коÑоÑÑй ÑеализÑÐµÑ Ð¾Ð±Ð¼ÐµÐ½ даннÑми по пÑоÑÐ¾ÐºÐ¾Ð»Ñ HTTP Ñ Ð¸ÑполÑзованием REST API. ÐаннÑй API ÑеализÑеÑÑÑ Ñ Ð¿Ð¾Ð¼Ð¾ÑÑÑ ÑÑеймвоÑка Django Rest Framework Ð´Ð»Ñ ÑзÑка Python. Ð ÑезÑлÑÑаÑе бÑло ÑазÑабоÑано ÑеÑвеÑное пÑиложение Ð´Ð»Ñ ÑеÑÑиÑÐ¾Ð²Ð°Ð½Ð¸Ñ ÑоÑговÑÑ ÑÑÑаÑегий на аÑÑ Ð¸Ð²Ð½ÑÑ Ð´Ð°Ð½Ð½ÑÑ . Также ÑеÑвеÑÐ½Ð°Ñ ÑаÑÑÑ Ð±Ñла пÑоÑеÑÑиÑована и показала коÑÑекÑнÑÑ ÑабоÑÑ Ð²Ð¾ вÑÐµÑ ÑÑенаÑиÑÑ Ð¸ÑполÑзованиÑ.<br />With the help of computer technologies, the process of testing strategies is being automated, which ultimately allows you to test trading hypotheses and assumptions much faster, as well as analyze the results in a comprehensive manner. In this final qualifying work, the development of the server side of a web application for testing trading strategies on archived data is considered. The articles of the specialized field and existing solutions are analyzed. Flexible approaches to building the architecture of the server application are implemented, and the most appropriate development tools are selected. The back end is based on Python with the Django web framework. To enable universal interaction with the server application, a programming interface is built that implements data exchange via the HTTP protocol using the REST API. This API is implemented using the Django Rest Framework for the Python language. As a result, a server application was developed for testing trading strategies on archived data. Also, the server side was tested and showed correct operation in all scenarios of use.â
- Subjects :
- пÑовеÑка гипоÑез
flexible architecture
algorithmic trading
rest api
trading
ÑÑейдинг
алгоÑиÑмиÑеÑÐºÐ°Ñ ÑоÑговлÑ
server side
python
ÑÑÑаÑегии
Ð³Ð¸Ð±ÐºÐ°Ñ Ð°ÑÑ Ð¸ÑекÑÑÑа
http
json
strategies
hypothesis testing
авÑомаÑизаÑиÑ
ÑеÑвеÑÐ½Ð°Ñ ÑаÑÑÑ
django
automation
Subjects
Details
- Language :
- Russian
- Database :
- OpenAIRE
- Accession number :
- edsair.doi...........eeca1ad500c0534d5c7e16db7b5db5fd
- Full Text :
- https://doi.org/10.18720/spbpu/3/2021/vr/vr21-1050