Design and Implementation of Cloud Stock Backtesting Platform

碩士 === 國立臺北科技大學 === 電機工程研究所 === 104 === Stock backtesting is to apply historical data to verify the effectiveness of trading strategy. In this thesis, we implement a cloud stock backtesting platform which possesses following features: stock backtesting, screening stock, and data visualization. Users...

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Bibliographic Details
Main Authors: Jhao-Li Tang, 唐肇利
Other Authors: Yung-Chung Wang
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/x75gj7
Description
Summary:碩士 === 國立臺北科技大學 === 電機工程研究所 === 104 === Stock backtesting is to apply historical data to verify the effectiveness of trading strategy. In this thesis, we implement a cloud stock backtesting platform which possesses following features: stock backtesting, screening stock, and data visualization. Users can set the online trading strategies and execute backtesting by the reporting trading strategy in past performance. The system is divided into server and client-side. We apply ASP.NET MVC framework and SQL Server database to implement server-side. The server daily download stock Historical Data after the end of daily Taiwan Stock Exchange, and calculate KD (stochastic oscillator), MA (Moving Average), RSI (Relative Strength index) indicator, and store the results in the database. In Client-side, we apply bootstrap, SVG (Scalable Vector Graphics) and JavaScript library D3.js (Data-Driven Documents) to render Candlestick chart and indicator graphics.