股票交易数据文件的抽取算法研究

Data Extraction Algorithm for Stock Trading Data File

目前市场上有很多股票交易软件,这些软件会根据股票交易的实际情况定期产生股票交易信息数据,并将这些信息数据写入二进制格式的文件中,如DAY文件等.由于这些文件不是文本文件,无法直接使用常规的文件读写进行数据的抽取,而必须设计一种数据抽取算法完成相应操作.对DAY文件进行了分析和研究,在此基础上设计了一种数据抽取算法,并利用JAVA语言实现了数据抽取算法程序,利用该程序完成了从DAY文件中抽取数据并写入数据库的实验.实验结果表明,该程序能够正确地从DAY文件中抽取数据,为后期的股票信息处理和数据挖掘提供了重要的基础.

Nowadays there are many stock trading softwares in the market.These softwares can generate trading information data according to the actual stock trading and write the data into the files in binary format,such as DAY files.Since these files are not text files and cannot pull data by conventionally reading or writing files,one data extraction algorithm has to be designed to complete these operations in accordance.Based on analysis and study of DAY file,this paper designs data extraction algorithm and accomplishes data extraction algorithm program by JAVA.This paper also completes the experiment which extracts the data from the files and writes the database.The experimental results show that the program can correctly extract data from DAY file,which provides important basis for the later stock information process and data mining.