JP2002269343A - Book value / realized profit / loss real-time calculation system - Google Patents

Abstract

(57) [Summary] [PROBLEMS] To provide a book value / realized profit / loss real-time calculation system capable of calculating book value / realized profit / loss in real time even when a large number of transactions are performed. SOLUTION: A data processing unit 2 for processing transaction data.
And a data storage unit 4 and a communication control unit 6 for storing data of calculation results obtained by calculating the purchase quantity, the remaining quantity, the total sales amount, the total book value, the total book value, and the realized profit and loss by the data processing unit 2. And a real-time book value / realized profit / loss calculation system connected to the stock exchange system 8 via the communication control unit 6, wherein a newly generated transaction is stored immediately before being stored in the data storage unit 4. The purchase quantity, the remaining quantity, the total sales, the total book value, the total book value, and the realized profit and loss are calculated using the purchase quantity, the remaining quantity, the total sales and the total book value of the transaction.

Description

DETAILED DESCRIPTION OF THE INVENTION

[0001]

BACKGROUND OF THE INVENTION 1. Field of the Invention The present invention relates to a real-time book price / realized profit / loss calculation system for calculating book price / realized profit / loss in securities transactions in real time.

[0002]

2. Description of the Related Art In general, calculation of book value and realized profit / loss is performed by using "gross intra-day average / daily moving average". Here, the intra-day gross average / daily moving average is the book value / realized gain / loss of transactions that occurred on a certain day (T day). Calculate the book value and realized profit / loss (intra-day gross average), and the balance carried over to the next day (T + 1 day) (T + 1 day) and the calculation (daily moving average).

[0003]

By the way, if a transaction performed on a day is classified into a buy transaction and a sell transaction as in the prior art and calculated, the book value and the realized profit and loss are calculated once and then the transaction is additionally performed. (Especially a buy transaction),
All transactions must be calculated for book value and realized gains and losses. However, when trading is performed frequently, such as in securities trading, and it is necessary to calculate book values and realized gains and losses in real time during the day, the calculation load increases with the passage of time and the calculation takes time. There was such a problem. Also,
With the transition from the traditional T + 3 settlement, a system that performs settlement three days after the contract date, to T + 1 settlement, which performs settlement the day after the contract date, there is an increasing need to find book values and realized profits and losses in real time. .

An object of the present invention is to provide a book price / realized profit / loss real-time calculation system which can calculate a book price / realized profit / loss in real time even when a large amount of transactions are performed.

[0005]

According to the book value / realized profit / loss real-time calculation system according to claim 1, a receiving means for receiving transaction data in a securities transaction, and a receiving means for receiving the transaction data received by the receiving means. A remaining quantity calculating means for calculating the remaining quantity, a remaining quantity storing means for storing the remaining quantity calculated by the remaining quantity calculating means, and a buying quantity when the transaction data received by the receiving means is buying data. Means for cumulatively adding
A buying quantity storing means for storing the buying quantity calculated by the buying quantity accumulating means; and a buying section for calculating the total buying book price based on the buying data received by the receiving section and the total book value of the previous transaction. Book value calculation means;
When the purchase book price storage means which stores the purchase book price calculated by the purchase book price calculation means, and when the transaction data received by the receiving means is selling data,
A total sales amount calculating means for calculating the total sales amount based on the selling data and the total sales amount of the immediately preceding transaction; a total sales amount storing means for storing the total sales amount calculated by the total sales amount calculating means; Book value calculation means for calculating a book value based on the stored purchase quantity, the remaining quantity stored by the remaining quantity storage means, and the purchase book value stored by the purchase book value storage means. A book value storage means for storing the book value calculated by the book value calculation means; a purchase quantity stored by the purchase quantity storage means; a remaining quantity stored by the remaining quantity storage means. Calculating the realized profit and loss based on the total book value stored by the total purchase price storage means and the total sales amount stored by the total sales price storage means. And realized gains calculation means, characterized in that it comprises a realized gains storing means for storing realized gains calculated by the realized gain calculating means.

According to the book value / realized profit / loss real-time calculation system of the first aspect, the remaining quantity is calculated and stored based on the received transaction data, and when the received transaction data is the purchase data, Accumulates and stores the purchase quantity, and calculates and stores the total purchase price based on the received purchase data and the total purchase price of the immediately preceding transaction. Further, when the received transaction data is selling data, the total sales is calculated and stored based on the selling data and the total sales of the immediately preceding transaction. Then, the book value is calculated and stored based on the stored purchase quantity, the remaining quantity, and the total book value, and the realized profit and loss is calculated based on the purchase quantity, the remaining quantity, the total book value, and the total sales. And memorize. In other words, since the items to be calculated for calculating the book value and the realized profit / loss, the buy quantity, the remaining quantity, the buy book value and the total sales are held for each transaction, the first transaction of the day for each transaction occurs Therefore, the calculation can be performed from the transaction immediately before the newly generated transaction without performing all the calculations, and the amount of calculation and the calculation time can be greatly reduced.

Further, the real-time book price / realized profit / loss calculation system according to claim 2 is characterized in that, when one day's securities transaction is completed, the purchase price calculated in the last transaction of the day and stored by the purchase quantity storage means is stored. Overwriting the remaining quantity stored for the quantity by the remaining quantity storage means,
The overwriting of the book value stored by the book value storage means with respect to the book value stored by the purchase price storage means and the total sales value stored by the total sales value storage means On the other hand, the method further comprises closing processing means for performing closing processing by overwriting the realized profit and loss stored by the realized profit / loss storage means.

According to the book value / realized profit / loss real-time calculation system according to the second aspect of the present invention, when a day's securities transaction is completed, the remaining quantity calculated in the last transaction of the day is used as the purchase quantity, and the book value is calculated. Is overwritten to the total book value and the realized profit and loss to the total sales, respectively. By carrying out this closing process, when the balance of the transaction is carried over to the next day, the balance is considered to have been transacted with the total average of the book values calculated in the transaction of the previous day and is calculated together with the transaction of the next day. The book value and realized profit / loss can be calculated based on the average.

In addition, in the case of adding a transaction on the day, a transaction is added immediately before the closing process, and the added transaction data and the data immediately before the addition are added. The purchase quantity stored by the buy quantity storage means, the remaining quantity stored by the remaining quantity storage means, the total purchase price stored by the total purchase price storage means, and the total The system further comprises a transaction addition means for calculating the purchase quantity, the remaining quantity, the total book value, the total sales, the total book value, and the realized profit and loss based on the stored total sales and performing the closing process. .

According to the book value / realized profit / loss real-time calculation system according to the third aspect, when adding a transaction, the transaction is added immediately before the closing process, and the added transaction data and the added transaction data are stored immediately before the addition. Based on the purchased quantity, the remaining quantity, the total book value, and the total sales, the purchase quantity, the remaining quantity, the total book value, the total sales, the total book value, and the realized profit / loss are calculated and closed. Therefore, it is possible to add a transaction by adding a transaction to be added irrespective of the order in which the transactions were performed as the last transaction of the day immediately before the closing process. There is no need to recalculate every transaction made on that day. Therefore, the calculation amount and the calculation time can be significantly reduced.

[0011] In the real-time book value / realized profit / loss calculation system according to claim 4, when a transaction is added on an unfair date, and when a transaction is added by the transaction addition means, the closing processing means Difference calculation means for obtaining a difference in the remaining quantity between the performed closing processing before the transaction addition and the closing processing after the addition of the transaction, a difference in the book value, and a difference in the realized profit and loss; The difference addition of adding the difference between the remaining quantity to the purchase quantity on the day after the difference between the book value and the realized profit / loss is calculated, the difference between the book value to the book value, and the realized gain / loss to the total sales. Means is further provided.

According to the book value / realized profit / loss real-time calculation system according to the fourth aspect, when a transaction is added on an unjust day, if a transaction is added on the unjust day by the transaction adding means, the transaction is added first. Calculate the difference between the closing before the transaction addition and the closing after the transaction addition on the day, and calculate the difference between the calculated remaining volume, book value and realized profit / loss Respectively. Then, the closing after the addition of the difference is performed, and the differences between the remaining amount, the book value, and the realized profit and loss between the closing before the addition of the difference and the closing after the addition of the difference are calculated. Next, the difference between the calculated remaining quantity, the book value, and the realized profit / loss is added to the purchase quantity, the purchase book value, and the sales amount, respectively, on the day after the difference is calculated. Then, the closing process is performed again, the difference between the closing before adding the difference and the closing after adding the difference is calculated, and the process of adding the difference on the day after the difference is calculated is repeated until the trading day, so that the transaction is performed on the improper day. Calculate the book value and realized gain or loss when adding. Therefore, even if a transaction is added on an unjust day, there is no need to recalculate all transactions after the transaction addition date, and the closing process for each date is recalculated, and the closing process before and after the transaction is added. By calculating the difference, the transaction can be added on an unjust day. Therefore, the amount of calculation and the calculation time when a transaction is added on an unjust day are greatly reduced.

[0013] Further, in the book value / realized profit / loss real-time calculation system according to claim 5, when a transaction is deleted, a transaction corresponding to the transaction to be deleted is added before the closing process, and the added transaction data and The buy quantity stored by the buy quantity storage means immediately before the added transaction,
Based on the remaining quantity stored by the remaining quantity storage means, the total book value stored by the total purchase price storage means, and the total sales stored by the total sales quantity storage means, The present invention is further characterized by further comprising a transaction deleting means for calculating the quantity, the total book value, the total sales, the total book value and the realized profit and loss and performing the closing process.

According to the book value / realized profit / loss real-time calculation system according to the fifth aspect of the present invention, when a transaction is deleted, a transaction corresponding to the transaction to be deleted is added before the closing processing, whereby a transaction adding process is performed. A transaction deletion process can be performed in the same manner as described above. Therefore, even when a transaction is deleted, it is not necessary to recalculate all the transactions from the time when the transaction is deleted, and the amount of calculation and the calculation time can be greatly reduced.

[0015] Further, the book value / realized profit / loss real-time calculation system according to claim 6 is a system for calculating a remaining quantity based on conversion sale transaction data relating to a source product when a conversion transaction in a securities transaction is performed. Calculating means, remaining quantity storing means for storing the remaining quantity calculated by the remaining quantity calculating means, buying quantity storing means for storing the buying quantity, and buying book total amount storing means for storing the total buying book price, The total sales amount calculating means for calculating the total sales amount so that the realized profit and loss does not change based on the total sales amount of the immediately preceding transaction and the conversion selling transaction data, and the total sales amount calculated by the total sales amount calculating means are stored. The total sales amount storage means, the purchase quantity stored by the purchase quantity storage means, the remaining quantity stored by the remaining quantity storage means, and the purchase book value. Book value calculating means for calculating the book value based on the book value stored by the value storing means; and book value storing means for storing the book value calculated by the book value calculating means. The purchase quantity stored by the purchase quantity storage means, the remaining quantity stored by the remaining quantity storage means, the total purchase price stored by the total purchase price storage means, and the total A realized profit / loss calculating means for calculating a realized profit / loss based on the stored total sales, a realized profit / loss storage means for storing the realized gain / loss calculated by the realized profit / loss calculating means, and Adjusting means for setting the total book value of the product.

According to the book value / realized profit / loss real-time calculation system according to claim 6, when the conversion transaction is performed, the total sales is calculated so that the realized profit / loss of the conversion sales transaction does not change, and the conversion sales transaction is performed. In order to maintain consistency with convertible selling transactions, the value of the book value is adjusted for convertible buy transactions corresponding to. Therefore, even if the conversion transaction is conducted in parallel with the ordinary securities trading transaction, the book value and realized profit / loss will not be divided into the conversion transaction and the ordinary trading transaction after the day's trading is completed. Can be calculated.

[0017]

BRIEF DESCRIPTION OF THE DRAWINGS FIG. 1 is a block diagram showing a real-time book price / realized profit / loss calculation system according to an embodiment of the present invention.

FIG. 1 is a block diagram of a book value / realized profit / loss real-time calculation system according to an embodiment of the present invention. As shown in FIG. 1, a real-time book value / realized profit / loss calculation system (securities company system) 10 installed in a securities company or the like is processed by the data processing unit 2 for processing transaction data and the data processing unit 2. It is composed of a data storage unit 4 for storing the received data and a communication control unit 6, and is mutually connected to a stock exchange system 8 installed on a stock exchange via the communication control unit 6. Here, the data storage unit 4 is constituted by a database, and as shown in FIG. 2, a date for each transaction, a type of transaction, a transaction quantity, a transaction unit price, a purchase quantity, a remaining quantity, a total book value,
It stores total sales, book value and realized gains and losses.

FIG. 3 is a flowchart for explaining the book value / realized profit / loss calculation process performed by the securities company system 10. The transaction data processed by the book value / realized profit / loss real-time calculation system is shown in FIG. Calculation processing is performed for each transaction as shown in FIG.
Is stored.

That is, when transaction data is received from the stock exchange system 8 (step S10), the remaining quantity of securities is calculated based on the transaction data (step S1).
1) The calculated remaining quantity is stored (step S12).
That is, as shown in FIG. 4, when a trade is made for the first time on a specific issue on September 1, the quantity of securities of the issue held by the securities company by the first purchase transaction is [10]. Therefore, [10] is stored as the remaining quantity.

Next, it is determined whether the received transaction data is data of a buying transaction or data of a selling transaction (step S13). Here, if it is determined that the received transaction data is data of a buying transaction, the total number of securities purchased on that day is cumulatively added to calculate a total value (step S14). It is stored (step S15). That is, as shown in FIG. 4, since September 1 is the day when the transaction was started, the data of the purchase quantity was not stored before the first buy transaction on that day, and the purchase was made by the first buy transaction. The quantity [10] is stored as it is as the purchase quantity.

Next, the total purchase price of the immediately preceding transaction is extracted from the data storage unit 4 (step S16), and the purchase price is determined based on the extracted total purchase price, the purchase quantity and the purchase transaction unit price of the transaction data. Calculate the total amount (Step S1
7), and store the calculation result (step S18). That is,
As shown in FIG. 4, in the first buying transaction, since the transaction was not performed immediately before, the total book value is not stored. Therefore, [1] is determined by the quantity [10] and the unit price [50].
[500] which is the product of [0] and [50] is calculated, and [500] is stored as the total book value.

Next, the total book value is calculated based on the total book value, the remaining quantity and the purchase quantity (step S22), and the calculated total book value is stored (step S23). Specifically, the total book value is calculated based on Equation 1 below.

[0024]

[Equation 1] Book value = Total book value × Remaining quantity / Buy quantity That is, as shown in FIG. 4, the book value in the first transaction is such that the total book value is [500], the remaining quantity is [10], Since the purchase quantity is [10], the calculation result is [500], and [500] is stored as the total book value.

Next, the realized profit and loss is calculated based on the total sales, the total book value, the purchase quantity and the remaining quantity (step S2).
4), storing the calculated realized profit and loss (step S2)
5). The realized profit and loss is specifically calculated based on the following equation (2).

[0026]

## EQU2 ## Realized profit / loss = total sales−total book value × (buy quantity−remaining quantity) / buy quantity That is, as shown in FIG. 4, the buy quantity [10] and the remaining quantity [1]
0] and the total book value [500]. Since no sales have occurred in the first purchase transaction, the total sales is [0].
Since the buy quantity and the remaining quantity are equal, [0] is calculated, and [0] is stored as the realized profit and loss.

On the other hand, if the received transaction data is sales transaction data, the total sales data of the immediately preceding transaction is extracted from the data storage unit 4 (step S19), and the extracted total sales and the sales transaction of the sales data are taken out. The total sales is calculated based on the unit price and the transaction quantity (step S20), and the calculated total sales is stored (step S21). That is,
As shown in FIG. 4, in the first selling transaction, [0] is stored as the total sales because no sales have occurred before that. Therefore, the stored [0] is replaced with the unit price [6].
[480] calculated by adding [480] which is the product of [0] and the transaction quantity [8] is stored as the total sales.

Next, based on the total book value, the remaining quantity, and the purchase quantity, the total book value is calculated using Equation 1 (step S).
22), storing the calculated total book value (step S2)
3). That is, as shown in FIG.
0], the remaining quantity [2] and the purchase quantity [10] are applied to Equation 1 to calculate [100], and the total book value is [10].
0] is stored.

Next, based on the total sales, the total book value, the purchase quantity, and the remaining quantity, the realized profit and loss is calculated by using Equation 2 (step S24), and the calculated realized profit and loss is stored (step S25). That is, as shown in FIG.
0], the remaining quantity [2], the total book value [500], and the total sales [480] are applied to Expression 2 to calculate [80], and [80] is stored as the realized profit and loss.

For transactions that have occurred after the above-mentioned transaction, the calculation items such as the purchase quantity are calculated using the buy quantity, the remaining quantity, the total book value, and the total sales calculated and stored in the immediately preceding transaction. Calculate and calculate book value and realized profit / loss.

According to the book price / realized profit / loss real-time calculation system, the purchase quantity, the remaining quantity, the total book value, and the total sales, which are the calculation items used to calculate the book price / realized profit / loss, are stored for each transaction. Therefore, when a new transaction occurs, the book value and realized profit / loss can be calculated using those calculation items calculated in the immediately preceding transaction. Therefore, it is not necessary to perform the calculation from the first transaction of the day every time a transaction occurs, and the calculation load can be reduced, and the amount of calculation and the calculation time can be greatly reduced.

Further, since it is not necessary to classify transactions performed on one day into buy transactions and sell transactions, it is necessary to calculate book values and realized profits and losses regardless of the order in which buy transactions and sell transactions are performed. It is possible to calculate book value and realized profit and loss in real time for each transaction. Furthermore, since the book value is calculated based on the purchase quantity, the remaining quantity, and the book value as shown in Formula 1, as shown in FIG. Makes it possible to calculate the book value at any time in real time even before the end of the day's transaction. Similarly, since the realized profit and loss is calculated based on the purchase quantity, the remaining quantity, the total book value, and the total sales as shown in Formula 2, the realized profit and loss is optional even if the day's transaction is not completed. Can be calculated in real time.

In this embodiment, the book value / realized profit / loss calculation processing has been described by taking as an example a case where a buy transaction is ahead, but a sell transaction may be ahead. In such a case, it is possible to cope by swapping “buy” and “sell” and inverting the sign of the realized profit and loss. Specifically, instead of "Buy quantity", "Sell quantity" is replaced by "Sell quantity" and "Sell transaction price". Instead of calculating the "total purchase price" from the "buy quantity" and the "buy transaction unit price".

FIG. 5 shows that when a day's transaction is completed, the balance at the end of the transaction is considered to have been traded at the book value average for that day, and the book value and realized profit and loss are calculated by the daily moving average for the next day's transaction. It is a flowchart for demonstrating the closing process implemented by the securities company system 10 for calculation. FIG. 6 is a diagram illustrating data stored in the data storage unit 4 when the closing process is performed.

First, it is determined whether or not the transaction on that day has been completed (step S30). If it is determined that the transaction has been completed, a closing process is performed. Specifically, as shown in FIG. 5, overwriting the remaining quantity of the final transaction with respect to the buying quantity of the final transaction on that day (step S31), similarly, Overwriting of the total value (Step S3
2), the closing process is performed by overwriting the realized profit and loss of the final transaction (step S33) with respect to the total sales of the final transaction. That is, as shown in FIG. 6, the remaining quantity [6] calculated in the final transaction of the day is overwritten to the buying quantity, the buying quantity is set to [6], and the book value is calculated as the book value [ 321] is overwritten with respect to the total book value, and the total book value is set as [321]. [-29].

According to the book value / realized profit / loss real-time calculation system, the balance carried over the next day is overwritten by overwriting the purchase quantity, the total book value, and the total sales with the remaining quantity, the book value, and the realized gain / loss, respectively. Can calculate book values and realized gains and losses on securities transactions by using a daily moving average, which is calculated based on the book value given by the previous day's total average and calculated together with the next day's transactions.

FIG. 7 is a flowchart for explaining a transaction addition process performed by the securities company system 10 when transaction data is added in a transaction on the day.

First, it is determined whether or not there is additional input of transaction data (step S40). If it is determined that there is additional input of transaction data, an additional transaction is inserted immediately before the closing process of the day. And the remaining quantity is cumulatively added (step S4).
1) The calculated remaining quantity is stored (step S42).
That is, as shown in FIG. 8, since the added transaction is a buying transaction, the remaining quantity is obtained by adding the quantity purchased in the added transaction [2] to the remaining quantity [6] stored in the immediately preceding transaction [ 8], and the calculated [8] is stored as the remaining quantity. The additional input of the transaction data is performed by the data processing unit 2 via the input control unit (not shown) of the securities company system 10.
Is input to

Next, it is determined whether the added transaction data is data of a buying transaction or data of a selling transaction (step S43). Here, when it is determined that the added transaction data is the data of the buying transaction, the buying quantity of the securities performed on that day is cumulatively added (step S44),
The calculated purchase quantity is stored (step S45). Next, the total purchase price of the immediately preceding transaction is extracted from the data storage unit 4 (step S46), and the total purchase price is calculated based on the extracted total purchase price, the purchase quantity, and the purchase transaction unit price (step S47). ), And store the calculation result (step S48). That is, since the added transaction is a buying transaction as shown in FIG. 8, the newly purchased quantity [2] is added to the stored buying quantity [20], and the buying quantity is stored as [22]. , The book value of the last transaction [1
070], the purchase price [10] of the quantity [2] and the unit price [50].
[0170] and [1170] calculated as the total book value.

Next, based on the total book value, the remaining quantity, and the purchase quantity, the total book value is calculated using Equation 1 (step S52), and the calculated total book value is stored (step S5).
3). That is, the remaining quantity calculated by adding the buy transaction is [8], the buy quantity [22], and the total book value [1170].
Therefore, when these numerical values are applied to Expression 1, the total book value is calculated to be [425.45], and the calculated value is stored as the total book value.

Next, based on the total sales, the total book value, the purchase quantity, and the remaining quantity, the realized profit and loss is calculated by using Equation 2 (step S54), and the calculated realized profit and loss is stored (step S55). That is, the buying quantity [22], the remaining quantity [8], and the total book value [11] calculated by adding the buying transaction.
70] and the total amount of sales [720] are applied to Equation 2 to calculate the realized profit and loss as [−24.55], and store the calculated value as the realized profit and loss.

Then, the remaining quantity calculated again after the transaction is added to the purchase quantity, the book value calculated again after the transaction is added to the total book value, and the book value calculated again after the transaction is added to the total sales value are calculated again. A closing process for overwriting and storing the realized profits and losses is performed (step S56). That is, FIG.
As shown in the above, the remaining quantity [8] calculated by adding transactions is used as the purchase quantity, the book value [425.45] is used as the purchase book value, and the realized profit / loss [−24.55] is used as the total sales value. The closing process is performed by overwriting.

On the other hand, if the added transaction data is data of a selling transaction (step S43), the total sales data of the immediately preceding transaction is extracted from the data storage unit 4 (step S49), and the extracted total sales and the sales The total sales is calculated based on the transaction unit price and the remaining quantity (step S5).
0), and store the calculated total sales (step S5).
1).

Next, based on the total book value, the remaining quantity, and the purchase quantity, the total book value is calculated using Equation 1 (step S52), and the calculated total book value is stored (step S5).
3) Subsequently, based on the total sales, the total book value, the purchase quantity, and the remaining quantity, the realized profit and loss is calculated using Expression 2 (step S54), and the calculated realized profit and loss is stored (step S55).

Then, the remaining quantity calculated again after adding the transaction to the purchase quantity, the book value calculated again after adding the transaction to the book value, and the calculation again after adding the transaction to the total sales value are calculated again. A closing process for overwriting and storing the realized profits and losses is performed (step S56).

According to the book price / realized profit / loss real-time calculation system, the purchase quantity, the remaining quantity, the total book value, the total sales, the total book value, and the realized profit / loss are calculated for each transaction. Book value and realized profit / loss can be calculated without dependence. Therefore, even if omission of transaction data has occurred, additional transactions have occurred, or if there is an error in the input data content and it needs to be corrected, all calculations need not be restarted from the beginning, Transactions can be added by adding additional transaction data immediately before the closing process, calculating the added transaction data, and performing the closing process again. Therefore, it is not necessary to add a transaction and calculate from the beginning for all transactions performed on that day, which can greatly reduce the calculation time and quickly calculate the book value and realized profit / loss after the transaction is added. can do.

FIG. 9 shows a securities company system 1 in the case where transaction data is added on an unfair day (Fujitsu: a day before the previous day).
9 is a flowchart for explaining an additional process performed by 0. When adding a transaction on an unjust day, it is necessary to consider the calculation of the closing process because it extends over the closing process.

Therefore, it is first determined whether or not transaction data has been additionally input on an unjust day (step S6).
0). If it is determined that the transaction data is added on the unjust day, a process of adding the transaction data immediately before the closing process of the day is performed as the final transaction on the transaction addition day (step S6).
1). That is, as shown in FIG. 10, since the added transaction is a buying transaction, the remaining quantity is obtained by adding the purchased quantity [2] to the remaining quantity [6] stored in the immediately preceding transaction [8]. ], And the calculated [8] is stored as the remaining quantity. [22] obtained by adding the newly purchased quantity [2] to the stored buying quantity [20] is stored as the buying quantity, and the total book value [107] of the immediately preceding transaction is stored.
0] to the purchase price [100] of quantity [2] and unit price [50]
[1170] calculated by adding is stored as the total purchase book value. If the added transaction is a selling transaction, the total sales is calculated. Further, the additional input of the transaction data is input to the data processing unit 2 via the input control unit (not shown) of the securities company system 10.

Next, since the remaining quantity is [8], the buying quantity [22] and the total book value [1170], these numerical values are applied to Equation 1 to determine that the total book value is [425.45]. The calculated value is stored as the book value. Further, since the purchase quantity [22], the remaining quantity [8], the total book value [1170] and the total sales [720],
By applying these figures to Equation 2, the realized profit and loss is [-2
4.55] and the calculated value is stored as realized gain or loss.

Next, the closing process is performed again to perform the closing after adding the transaction (step S62). That is, FIG.
As shown in FIG. 7, the remaining quantity [8] is converted to the purchase quantity, the book value [425.45] is converted to the purchase book value, and the realized profit and loss [−2].
4.55] is overwritten to the total sales amount, thereby performing the closing process.

Next, as shown in FIG. 10, the data stored in the closing process performed before the addition of the transaction data is set as the pre-addition closing, and the remaining closing amount changed by adding the transaction data; The difference between the total book value and the realized profit and loss and the remaining quantity of the closing processing data before addition, the book value and the realized profit and loss are calculated respectively (step S63). That is, FIG.
As shown in the figure, the difference [2] between the remaining quantity [6] of the closing before the addition and the remaining quantity [8] after the addition, the book value [321] of the book closing before addition, and the book value of the closing after addition [ 425.45]
[104.45] and the realized profit and loss before the addition [-
29] and the realized profit / loss [−24.55] after the addition [4.465] are calculated as the respective differences.

Next, the difference between the remaining quantity, book value, and realized profit / loss on the day when the transaction was added is added to the purchase quantity, purchase book value, and total sales amount before the closing process on the day following the transaction addition day (step S64). , The same processing as in steps S60 to S63 is performed. That is, as shown in FIG. 10, the closing before the addition of the transaction and the closing of the remaining volume after the addition of the transaction (September 1) are added to the purchase quantity of the transaction data on the next day (September 2) after the transaction is added. Is added to the total book value, and the difference [104.45] is added to the total book value, and the difference [4.45] is added to the total sales amount. The remaining quantity, book value, and realized profit and loss in the transaction are calculated, and the closing process is performed based on the calculated result. The same process is repeated for transactions after September 2 until the day of the current transaction. That is, the difference between the closing before the addition of the difference and the closing after the addition of the difference is calculated, the difference is added on the next day of the day on which the difference is calculated, and the difference is calculated again until the transaction day.

According to the book price / realized profit / loss real-time calculation system, even if a transaction is added on an unjust day, there is no need to recalculate all transactions after the transaction addition date, and the closing process of each date is re-executed. By calculating and calculating the difference, it is possible to calculate the book value and the realized profit or loss when a transaction is added on an unjust day. Therefore, the amount of calculation when a transaction is added on an unjust day is significantly reduced.

FIG. 11 is a flowchart for explaining a transaction deletion process performed by the securities company system 10 when deleting a transaction. In this embodiment, the transaction deletion processing will be described by taking as an example the case of deleting the transaction on the day.

First, it is determined whether there is transaction data to be deleted (step S70). If it is determined that there is transaction data to be deleted, transaction data corresponding to the data to be deleted is additionally input (step S70). S71). here,
The transaction data corresponding to the deletion target data indicates virtual transaction data in which the sign of the quantity of the deletion target data is inverted.
Therefore, the sign of the quantity 4 of the third buying transaction performed on September 1, which is the transaction data to be deleted, is inverted to [-
4], and the virtual transaction leaving other transaction contents as it is becomes virtual transaction data corresponding to the deletion target data.
This virtual transaction is added, and the same processing as the normal addition processing is performed, that is, the purchase quantity, the remaining quantity, the total book value, the total sales, the total book value, and the realized profit and loss are calculated, and the calculation results are stored. The additional input of the virtual transaction data corresponding to the deletion target data is input to the data processing unit 2 via the input control unit (not shown) of the securities company system 10.

That is, as shown in FIG. 12, the buy quantity [16] is calculated by adding the buy quantity [-4] to the buy quantity [20] calculated and stored in the immediately preceding transaction.
Since the remaining quantity is a virtual buying transaction, [-4] is added to the remaining quantity [6] stored in the immediately preceding transaction to calculate the remaining quantity [2]. Similarly, the total book value is [-
4] and the transaction unit price [60], so that [-240] is added to [1070] stored in the immediately preceding transaction.
[830] by adding [240]. The total amount of sales does not change because the added virtual transaction is a buying transaction,
When the added virtual transaction is a selling transaction, the total sales is calculated instead of the cumulative addition of the buying quantity and the calculation of the book value. Next, the total book value calculated based on Equation 1 is [103.75], and Equation 2
Is calculated as [−6.25], and the respective calculation results are stored.

Next, a closing process is performed based on the calculated remaining quantity, book value, and realized profit and loss (step S73).
That is, as shown in FIG. 12, the remaining quantity [2] calculated by adding the virtual transaction corresponding to the transaction to be deleted is used as the purchase quantity, and the book value [103.75] is used as the purchase book value.
The realized profit / loss [−6.25] is stored as the total sales.

According to the book price / realized profit / loss real-time calculation system, the purchase quantity, the remaining quantity, the total book value, the total sales, the book value, and the realized gain / loss are calculated for each transaction. Book value and realized profit / loss can be calculated without dependence. Therefore, when deleting transaction data, the virtual transaction added by adding the transaction data with the sign of the volume of the transaction to be deleted reversed without removing the data to be deleted and starting all calculations again from the beginning. Transactions can be deleted only by performing calculation and closing processing on data. Therefore, the calculation time can be greatly reduced, and the book value and realized profit / loss after the addition of the transaction can be quickly calculated. In addition, even in the case of deleting a transaction on an improper day, the transaction can be deleted by performing a process of adding a virtual transaction in which the sign of the quantity data of the transaction to be deleted is inverted on the improper date.

FIG. 13 is a flowchart for explaining a book value / realized profit / loss calculation process performed by the securities company system 10 when a security conversion transaction is performed.

First, it is determined whether or not conversion sale transaction data in the conversion transaction has been input (step S8).
0), when it is determined that there is conversion sale transaction data, the remaining quantity is calculated based on the input conversion sale transaction data (step S81), and the calculated remaining quantity is stored (step S82). That is, when [10] is stored as the remaining quantity as shown in FIG. 14, since [8] is converted to a different product by the conversion selling transaction, [8] is subtracted from [10]. The value [2] is stored as the remaining quantity. In addition, the conversion sales transaction data input,
The data is input to the data processing unit 2 via an input control unit (not shown) of the securities company system 10.

Next, the total sales data of the immediately preceding transaction is extracted from the data storage unit 4 (step S83), and the value of the realized profit and loss is the same as the value of the immediately preceding transaction based on the extracted total sales, transaction quantity, and transaction unit price. The total sales is calculated so as to be a value (step S84), and the calculated total sales is stored (step S85). That is, as shown in FIG. 14, there is no cash transfer in the convertible selling transaction, and the transaction unit price is [0], so that the total sales would not normally occur. However, if the total sales have not occurred, the realized profit and loss is calculated by Equation 1, and therefore, even though there is no actual cash movement, a negative realized profit and loss occurs. Therefore, the total sales is calculated to be the same value as the value subtracted from the total sales when calculating the realized profit and loss. Therefore, the total sales amount is obtained by adding the product of the transaction quantity [8] and the transaction unit price [0] to the sum of the purchase book value minus the purchase quantity and the remaining quantity divided by the remaining quantity. That is, as shown in FIG. 14, since the buy quantity is [10], the remaining quantity is [2], and the total book value is [500], the calculated value is [400], and the total sales is [400]. It is memorized.

Next, based on the total book value, the purchase quantity, and the remaining quantity, the total book value is calculated by using Equation 1 (step S86), and the calculated value is stored (step S87).
That is, as shown in FIG. 14, the total book value is [500],
Since the purchase quantity is [10] and the remaining quantity is [2], the calculation result is [200], and [200] is stored as the total book value.

Next, based on the total sales, the total book value, the purchase quantity, and the remaining quantity, the realized profit and loss is calculated using Expression 2 (step S88), and the calculated realized profit and loss is stored (step S89). That is, as shown in FIG. 14, the total sales [400], the total book value [500], the purchase quantity [1]
0] and the remaining quantity [2], the realized profit and loss is the same as the numerical value of the immediately preceding transaction [0].

Next, an adjustment process is performed assuming that a conversion buying transaction has occurred in which the conversion source transaction has been purchased, assuming that the converted product has been purchased (step S90). That is, as shown in FIG. 15, the book value and the realized profit / loss are calculated for the corresponding securities transaction on the assumption that the conversion buying transaction has newly occurred. Here, since the unit price is [0] in the conversion buying transaction, the total book value is not originally generated, but the value of the total sales is adjusted in order to keep the realized profit and loss value unchanged in the corresponding conversion selling transaction. ing. Therefore, in the conversion buying transaction, if the total book value does not change from the immediately preceding transaction, the conversion transaction cannot be consistent. Therefore, the same calculation as the total sales amount of the conversion sale transaction is performed so that the same numerical value as the total sales amount adjusted in the conversion sale transaction is obtained, thereby calculating the total book value of the conversion buying transaction. As a result, FIG. 14 and FIG.
As shown in (1), both the total sales in the conversion selling transaction and the total book value in the conversion buying transaction are [400].

According to the book value / realized profit / loss real-time calculation system, it is not necessary to calculate the book value / realized profit / loss separately for the conversion transaction and the normal sales transaction after one day's transaction is completed. The value / realized profit / loss can be calculated, and the book value / realized profit / loss can be calculated efficiently.

[0066]

According to the present invention, since the purchase quantity, the remaining quantity, the total purchase price and the total sales, which are the calculation items for calculating the total book value and the total sales, are held for each transaction, Each time a transaction occurs, the calculation may be performed from the transaction immediately before the newly generated transaction without performing all calculations from the first transaction of the day, and the amount of calculation and the calculation time can be significantly reduced.

When one day of securities trading is completed,
The closing balance is calculated by overwriting the remaining quantity calculated in the last transaction on that day with the buying quantity, the book value with the buying value, and the realized profit and loss on the total sales. When carrying forward, it is possible to calculate the book value and realized profit / loss using the daily moving average, which is calculated based on the total average of the book values calculated in the previous day's transaction and calculated together with the next day's transaction. it can.

When adding a transaction, the transaction is added immediately before the closing process, and the added transaction data and the purchase quantity, the remaining quantity, the total book value and the total sales stored immediately before the addition are added to the transaction data. Based on the purchase quantity, the remaining quantity, the total book value, the total sales value, the total book value, and the realized profit / loss based on the purchase amount, the closing process is performed, so the transactions to be added regardless of the order in which the transactions were performed are added. A transaction can be added by adding it as the last transaction of the day immediately before the closing process, and even if a transaction is added, it is not necessary to recalculate all transactions performed on that day. Therefore, the calculation amount and the calculation time can be significantly reduced.

Also, when a transaction is added on an unjust day,
Transactions are added on the unfair date by the transaction addition means, the difference between the closing before adding the transaction and the closing after adding the transaction on the adding day is added, and the difference between the calculated remaining quantity, book value and realized profit / loss is added to the transaction. It is added to the purchase quantity, total book value and total sales of the day after the day. Then, the closing after the addition of the difference is performed, and the differences between the remaining amount, the book value, and the realized profit and loss between the closing before the addition of the difference and the closing after the addition of the difference are calculated. Then, the calculated difference is added to the day following the day on which the difference was calculated, the closing before adding the difference and the closing after adding the difference are calculated, and the difference calculated in the same manner is added the day after the day on which the difference was calculated. By repeating this process until the day of the transaction, the book value and realized gain or loss are calculated when the transaction is added on the unfair date. Therefore, even if a transaction is added on an unjust day, there is no need to recalculate all transactions after the transaction addition date, and the closing process for each date is recalculated, and the closing process before and after the transaction is added. By calculating the difference, the transaction can be added on an unjust day. Therefore, the amount of calculation and the calculation time when a transaction is added on an unjust day can be greatly reduced.

When a transaction is to be deleted, a transaction corresponding to the transaction to be deleted is added before the closing process, so that the transaction can be deleted in the same manner as the transaction adding process. You do not need to recalculate all transactions since the transaction was deleted,
Significant calculation amount and calculation time can be reduced.

Further, when the conversion transaction is performed, the total sales is calculated so that the realized profit and loss does not change for the conversion sale transaction, and the conversion purchase transaction corresponding to the conversion sale transaction is kept consistent with the conversion sale transaction. Therefore, even if a conversion transaction is performed in parallel with a regular securities trading transaction, the conversion Book value and realized profit / loss can be calculated without being divided into purchase and sale transactions.

[Brief description of the drawings]

FIG. 1 is a block diagram of a book value / realized profit / loss real-time calculation system according to an embodiment of the present invention.

FIG. 2 is a diagram showing contents of a database constituting a data storage unit according to the embodiment of the present invention.

FIG. 3 is a flowchart illustrating a book value / realized profit / loss calculation process performed by the securities company system according to the embodiment of the present invention;

FIG. 4 is a diagram showing a specific example of book value / realized profit / loss calculation processing performed by the securities company system according to the embodiment of the present invention;

FIG. 5 is a flowchart illustrating a closing process performed by the securities company system according to the embodiment of the present invention;

FIG. 6 is a diagram showing a specific example of a closing process performed by the securities company system according to the embodiment of the present invention;

FIG. 7 is a flowchart illustrating a transaction addition process performed by the securities company system according to the embodiment of the present invention;

FIG. 8 is a diagram showing a specific example of a transaction addition process performed by the securities company system according to the embodiment of the present invention.

FIG. 9 is a flowchart for explaining a transaction addition process on an unjust day performed by the securities company system according to the embodiment of the present invention;

FIG. 10 is a diagram showing a specific example of a transaction addition process on an unjust day performed by the securities company system according to the embodiment of the present invention;

FIG. 11 is a flowchart illustrating a transaction deletion process performed by the securities company system according to the embodiment of the present invention.

FIG. 12 is a diagram showing a specific example of a transaction deletion process performed by the securities company system according to the embodiment of the present invention;

FIG. 13 is a flowchart for explaining a book value / realized profit / loss calculation process in a conversion transaction executed by the securities company system according to the embodiment of the present invention;

FIG. 14 is a diagram showing a specific example of a calculation process of a book value and a realized profit and loss of a conversion sale transaction in a conversion transaction performed by the securities company system according to the embodiment of the present invention.

FIG. 15 is a diagram showing a specific example of a calculation process of a book value and a realized profit and loss of a conversion purchase transaction in a conversion transaction performed by the securities company system according to the embodiment of the present invention.

[Explanation of symbols]

2 Data processing unit, 4 Data storage unit, 6 Communication control unit, 8 Stock exchange system, 10 Securities company system.

Claims (6)

[Claims] 1. Receiving means for receiving transaction data in a securities transaction; remaining quantity calculating means for calculating a remaining quantity based on the transaction data received by the receiving means; and a remaining quantity calculated by the remaining quantity calculating means. When the transaction data received by the receiving means is the buy data, the remaining quantity storing means for storing the quantity, the buy quantity cumulative adding means for cumulatively adding the buy quantity, and the buy quantity cumulative add means are calculated. Buy quantity storage means for storing a buy quantity; buy book price calculation means for calculating a buy book price based on the buy data received by the receiving means and the buy book price of the immediately preceding transaction; A total book price storage means for storing the total purchase price calculated by the total price calculation means, and the transaction data received by the receiving means is selling data. In this case, the total sales amount calculating means for calculating the total sales amount based on the selling data and the total sales amount of the immediately preceding transaction; the total sales amount storing means for storing the total sales amount calculated by the total sales amount calculating means; Buying quantity stored by the storage means,
Book value calculation means for calculating a book value based on the remaining quantity stored by the remaining quantity storage means and the book value stored by the purchase value storage means, and the book value calculation A book value storage means for storing the book value calculated by the means, the buying quantity stored by the buying quantity storage means,
The realized profit and loss is calculated based on the remaining quantity stored by the remaining quantity storage means, the total book value stored by the total purchase price storage means, and the total sales stored by the total sales quantity storage means. A book value / realized profit / loss real-time calculation system comprising: realized gain / loss calculating means; and realized gain / loss storing means for storing the realized gain / loss calculated by the realized profit / loss calculating means. 2. When a day's securities transaction is completed, the remaining quantity calculated by the last transaction of the day and stored by the remaining quantity storage means with respect to the purchase quantity stored by the purchase quantity storage means. Overwriting of the quantity, overwriting of the book value stored by the book value storage means with respect to the book value stored by the purchase value storage means, and stored by the total sales value storage means. 2. The system according to claim 1, further comprising closing processing means for performing closing processing by overwriting the realized profit and loss stored in the realized profit and loss storing means with respect to the total sales amount.
Real-time calculation system of book value and realized profit and loss described. 3. In the case of adding a transaction on the day, a transaction is added immediately before the closing processing, and the added transaction data and the buying quantity stored by the buying quantity storage means immediately before the addition are added. Based on the remaining quantity stored by the remaining quantity storage means, the total purchase price stored by the total purchase price storage means, and the total sales quantity stored by the total sales quantity storage means, 3. The real-time book price / realized profit / loss calculation system according to claim 2, further comprising a transaction adding unit that calculates the total book value, the total sales, the total book value, and the realized gain / loss and performs the closing process. 4. In the case of adding a transaction on an unfair day,
In the case where a transaction is added by the transaction adding unit, the difference in the remaining quantity, the difference in the book value, and the realization between the closing process before adding the transaction and the closing process after adding the transaction performed by the closing processing unit. A difference calculating means for obtaining a difference between profit and loss, and a difference between the remaining quantity to the buying quantity on the day after the difference between the remaining quantity, the book value and the realized profit and loss calculated by the difference calculating means, and the book value to the total buying book value. 4. The real-time book price / realized profit / loss calculation system according to claim 3, further comprising: difference adding means for adding the difference of the realized profit / loss to the difference of the total value and the total amount of sales, respectively. 5. In the case of deleting a transaction, a transaction corresponding to the transaction to be deleted is added before the closing processing, and the transaction data added and stored by the buying quantity storage means immediately before the added transaction. Purchase quantity, the remaining quantity stored by the remaining quantity storage means, the total purchase price stored by the total purchase price storage means, and the total sales quantity stored by the total sales quantity storage means. 5. The system according to claim 2, further comprising a transaction deletion unit that calculates the purchase quantity, the remaining quantity, the total book value, the total sales, the total book value, and the realized profit and loss and performs the closing process. Real-time book value / realized profit / loss calculation system described in section. 6. A remaining quantity calculating means for calculating a remaining quantity based on conversion selling transaction data on a conversion source product when a conversion transaction in securities trading is performed, and a remaining quantity calculated by the remaining quantity calculating means. Means for storing the remaining quantity, storing means for storing the buying quantity, storing means for storing the total book value, and realizing based on the total sales and convertible transaction data of the immediately preceding transaction. Total sales amount calculating means for calculating the total sales amount so that the profit and loss does not change; total sales amount storing means for storing the total sales amount calculated by the total sales amount calculating means; Buy quantity,
Book value calculation means for calculating a book value based on the remaining quantity stored by the remaining quantity storage means and the book value stored by the purchase value storage means, and the book value calculation A book value storage means for storing the book value calculated by the means, the buying quantity stored by the buying quantity storage means,
The realized profit and loss is calculated based on the remaining quantity stored by the remaining quantity storage means, the total book value stored by the total purchase price storage means, and the total sales stored by the total sales quantity storage means. Realized profit and loss calculation means, Realized profit and loss storage means for storing the realized profit and loss calculated by the realized profit and loss calculation means, and adjustment means for setting the total sales amount of the conversion source product to the total book value of the converted products Book value characterized by
Realized profit and loss real-time calculation system.