基于谓词抽象的上期所异常交易监管应用研究

ON APPLICATION OF PREDICATE AbstractION-BASED UNUSUAL TRANSACTIONS SUPERVISION AT SHANGHAI FUTURES EXCHANGE

对异常交易行为的监管是期货市场强化自律监管、完善监查规则体系、规范运行秩序的客观需要。创新性地对上海期货交易所异常交易监控的交易规则进行数学抽象,并在程序设计中运用形式化的自动推演思想,为今后期货交易规则制定的理论化,期货交易系统设计的规范化、体系化提供了很好的参考范例。并且,开发的异常交易统计结果汇总数据分析系统在实际使用中操作性良好,工作效率显著提高。

Regulatory on unusual transactions is the objective needs of futures market in strengthening the self-discipline and supervision,perfecting the system of inspecting rules,and standardising the operation order.In this paper we innovatively make the mathematical Abstraction on transaction rules of unusual transactions supervision at Shanghai Futures Exchange,and apply the ideas of formal automatic deduction in programming.This provides a good reference example for the theorisation of futures transaction rulemaking afterwards,and for the standardisation and systematisation of futures transaction system design as well.Also,the developed summarised data analysis system for unusual transactions statistic results has good operability in practical application,and the working efficiency is also remarkably enhanced.