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[问题征解] 一道关于期货的建模```求解

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发表于 2010-5-30 21:48:45 | 显示全部楼层 |阅读模式
豆一指数
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日期时间开盘最高最低收盘成交持仓
2002-3-152064.1772066.232050.4832055.9173245861368444
2002-3-182058.9262064.5842054.3372059.6991648481375652
2002-3-192052.4332062.8412048.7082062.5272120021374642
2002-3-202063.8822066.1152047.0942049.4424245781377564
2002-3-212047.8652060.0892047.3632057.9022923861373090
2002-3-222058.2782062.3852052.1262055.1781932241367946
2002-3-252057.1882066.252055.3652063.7132404081357178
2002-3-262064.6022104.4932063.9582102.1176856081345156
2002-3-272104.8452125.2282096.2232106.4799675001348528
2002-3-282110.2912113.5582094.5972098.3964955641318044
2002-3-292100.682114.5452097.082104.8264257621337324
2002-4-12107.1632108.2632078.3932085.0175002461351258
2002-4-22083.9092091.0162075.1782085.0683045801360136
2002-4-32083.7472092.8552083.4292088.2821076441340364
2002-4-42081.0592098.5582080.62097.6532686641339080
2002-4-52098.7822102.792078.0392092.2974231821335712
2002-4-82093.0492096.5572087.0992090.861555981339834
2002-4-92085.5372101.4942084.3172094.5682501601328484
2002-4-102095.4342099.7012088.3612094.4442143561341264
2002-4-112092.3472095.6782045.022054.38610324641324212
2002-4-122053.0562056.7752004.8942010.53812684301330256
2002-4-152000.6722061.7732000.3362025.7978926881305366
2002-4-162023.5042040.3862019.9812034.6423506641309662
2002-4-172041.3422051.972037.0832043.123504721322560
2002-4-182051.8122054.2642036.5142048.3033166941331146
2002-4-192043.8832051.6342042.4172050.0251463661319316
2002-4-222048.2812054.7942042.3452052.1051515021315822
2002-4-232048.1262051.652038.062040.6392479861314292
2002-4-242040.9912064.2252037.3452062.0855885421318562
2002-4-252062.1742063.5922052.0582055.7732372081321578
2002-4-262050.6892053.5482042.7262050.6882236641310844
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2 F; S5 [2 `# `' A& j# Q
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4 Q, \2 B1 W# y$ M1 U3 r* p# i. ?. a* `  T2 ^: ?; \
6 g) _) E0 g* ]. Y0 g. M
6 p5 r4 b" E2 D2 e

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会员名称品种日期成交量成交增减持多仓量多仓增减持空仓量空仓增减
重庆新涪a2008-9-16
4 I, A% R4 w, s) R& C6 f0:00
250025002500250000
重庆新涪a2008-9-17
+ C  J+ i$ @* X0:00
002500000
重庆新涪a2008-9-18  j2 B) l: X* x& s4 q
0:00
002500000
重庆新涪a2008-9-19& o7 o+ `: r  @4 n0 X
0:00
002500000
重庆新涪a2008-9-22
, f4 Q) A6 J% k/ c( ?0:00
002500000
重庆新涪a2008-9-23) t9 Y3 [+ E$ a+ P
0:00
002500000
重庆新涪a2008-9-24
& o2 U  ?9 j' z' ~8 o0:00
002500000
重庆新涪a2008-9-25
" @+ N  ~. d$ g" U4 P/ P0:00
002500000
重庆新涪a2008-9-267 m8 E' G2 g  f
0:00
002500000
重庆新涪a2008-10-62 j0 d6 Y1 `% Z! W
0:00
002500000
重庆新涪a2008-10-7
. L4 o3 `" Y) T# \0:00
002500000
重庆新涪a2008-10-8
1 ]4 F& N0 y+ s$ q* |0:00
002500000
重庆新涪a2008-10-9
3 p; r+ J" T, p5 A1 ~0:00
002500000
重庆新涪a2008-10-102 n/ b) J, d3 @# [
0:00
150015001000-150000
重庆新涪a2008-10-130 t5 W' y' [3 k+ v6 P" z9 Z6 U4 [
0:00
1000-5000000
重庆新涪a2008-10-21
" Q$ P/ B5 V2 ^8 g9 E6 |, w0:00
325032500027502750
重庆新涪a2008-10-22
. H% Y$ y4 J8 m9 u. ]0 l: s0:00
000027500
重庆新涪a2008-10-23
1 r$ I/ Z9 b! i" j8 ]0:00
000027500
重庆新涪a2008-10-24
, E) b" k- p! T7 x1 W0:00
610061000042501500
重庆新涪a2008-10-27
& c# B- S: l0 q. Y2 Z0:00
000042500

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3 R- J) ^, W3 H* ?) {! W.成交活跃公司分析

  Ⅱ.成交活跃公司的分类与关联分析(时间因素)

  Ⅲ.成交活跃公司的持仓变化与价格变化关系(综合量的关系)

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