• Title/Summary/Keyword: API Pattern

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Development of a Limit Order Book Analysis Tool for Automated Stock Trading Systems

  • Gyu-Sang Cho
    • International Journal of Internet, Broadcasting and Communication
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    • v.16 no.3
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    • pp.363-369
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    • 2024
  • In this paper, we develope a LOB(Limit Order Book) analyzing tool for an automated trading system, which features real-time and offline analysis of LOB data in conjunction with execution data. The 10-tier LOB data analyzer developed in this paper, which contains ask/bid prices and the execution data, receivs transaction requests in real-time from the Kiwoom Open API+ server. In the OnReceiveTrData event, the transaction data from the server is received and processed. The real-time data, triggered by the transaction, is received and processed in the OnReceiveRealData event. These two types of data are stored in a database and replayed in the same way as if it were a real-time situation in simulation mode. The LOB data are selectively read and analyzed in a necessary time points. The tool provides various features such as bar chart analysis and pattern analysis of the total shares on the bid side and ask side, which are used to develop a tool to accurately determine the timing of stock trading.

Comparison of Path Exploration and Model Checking Techniques for Checking Automotive API Call Safety (차량전장용 소프트웨어의 API 제약사항 위배여부 탐지를 위한 실행경로 탐색방법과 모델검증 방법의 비교)

  • Kim, Dongwoo;Choi, Yunja
    • KIPS Transactions on Software and Data Engineering
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    • v.5 no.12
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    • pp.615-622
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    • 2016
  • Automotive control software can be a source of critical safety issues when developers do not comply system constraints. However, a violation is difficult to identify in complicated source code if not supported by an automated verification tool. This paper introduces two possible approaches that check whether an automotive control software complies API call constraints to compare their performance and effectiveness. One method statically analyzes the source code and explores all possible execution paths, and the other utilizes a model checker to monitor constraint violations for a given set of constraint automata. We have implemented both approaches and performed a series of experiments showing that the approach with model-checking finds constraint violations more accurately and scales better.

DRAZ: SPARQL Query Engine for heterogeneous metadata sources (DRAZ : 이기종 메타 데이터 소스를 위한 SPARQL 쿼리 엔진)

  • Qudus, UMAIR;Hossain, Md Ibrahim;Lee, ChangJu;Khan, Kifayat Ullah;Won, Heesun;Lee, Young-Koo
    • Database Research
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    • v.34 no.3
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    • pp.69-85
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    • 2018
  • Many researches proposed federated query engines to perform query on several homogeneous or heterogeneous datasets simultaneously that significantly improve the quality of query results. The existing techniques allow querying only over a few heterogeneous datasets considering the static binding using the non-standard query. However, we observe that a simultaneous system considering the integration of heterogeneous metadata standards can offer better opportunity to generalize the query over any homogeneous and heterogeneous datasets. In this paper, we propose a transparent federated engine (DRAZ) to query over multiple data sources using SPARQL. In our system, we first develop the ontology for a non-RDF metadata standard based on the metadata kernel dictionary elements, which are standardized by the metadata provider. For a given SPARQL query, we translate any triple pattern into an API call to access the dataset of corresponding non-RDF metadata standard. We convert the results of every API call to N-triples and summarize the final results considering all triple patterns. We evaluated our proposed DRAZ using modified Fedbench benchmark queries over heterogeneous metadata standards, such as DCAT and DOI. We observed that DRAZ can achieve 70 to 100 percent correctness of the results despite the unavailability of the JOIN operations.

A Study on the Optimal Trading Frequency Pattern and Forecasting Timing in Real Time Stock Trading Using Deep Learning: Focused on KOSDAQ (딥러닝을 활용한 실시간 주식거래에서의 매매 빈도 패턴과 예측 시점에 관한 연구: KOSDAQ 시장을 중심으로)

  • Song, Hyun-Jung;Lee, Suk-Jun
    • The Journal of Information Systems
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    • v.27 no.3
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    • pp.123-140
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    • 2018
  • Purpose The purpose of this study is to explore the optimal trading frequency which is useful for stock price prediction by using deep learning for charting image data. We also want to identify the appropriate time for accurate forecasting of stock price when performing pattern analysis. Design/methodology/approach In order to find the optimal trading frequency patterns and forecast timings, this study is performed as follows. First, stock price data is collected using OpenAPI provided by Daishin Securities, and candle chart images are created by data frequency and forecasting time. Second, the patterns are generated by the charting images and the learning is performed using the CNN. Finally, we find the optimal trading frequency patterns and forecasting timings. Findings According to the experiment results, this study confirmed that when the 10 minute frequency data is judged to be a decline pattern at previous 1 tick, the accuracy of predicting the market frequency pattern at which the market decreasing is 76%, which is determined by the optimal frequency pattern. In addition, we confirmed that forecasting of the sales frequency pattern at previous 1 tick shows higher accuracy than previous 2 tick and 3 tick.

Soil Water Storage and Antecedent Precipitation Index at Gwangneung Humid-Forested Hillslope (광릉 산지사면에서의 선행강우지수와 토양저류량 비교연구)

  • Gwak, Yong-Seok;Kim, Su-Jin;Lee, Eun-Hyung;Hamm, Se-Yeong;Kim, Sang-Hyun
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.18 no.1
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    • pp.30-41
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    • 2016
  • The temporal variation of soil water storage is important in hydrological modeling. In order to evaluate an antecedent wetness state, the antecedent precipitation index (API) has been used. The aim of this article is to compare observed soil water storage with APIs calculated by widely used four equations, to configure the relationship between soil water storage and API by a regression model for one-year(2009), and to predict the soil water storage for the next two years(2010~2011). The soil water storage was evaluated from the observed soil moisture dataset in soil depths of 10, 30, 60cm at 21 locations by TDR measurement system for 3 years. As a result, API with the exponential function among the four equations can describe the variation of the observed soil water storage. Monthly optimized parameters of the API's equations seemed to be roughly related with the (potential) evapotranspiration (PET). Using revised monthly optimized parameters of APIs considering the seasonal pattern of PET, we characterize the relationship between API and the observed soil water storage for one year, which looks better than those of other researches.

Automating Quality System -New Rules for Pattern Identification in Control Charts- (품질관리 자동화 -공정의 이상 패턴 인식을 위한 법칙-)

  • Kim, Seong-In;Cho, Nam-Gil;Han, Jeong-Hee
    • IE interfaces
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    • v.8 no.3
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    • pp.249-257
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    • 1995
  • Expert system is an effective approach for quality system to be automated and thus to be an essential integrating mechanism in any move towards CIM(Computer Integrated Manufacturing). A quality control expert system is introduced and its relationship to CIM is illustrated in a case study. Process control expert system developed by Kim and Sin[6] has been improved via ODBC(Open DataBase Connectivity) for efficient information network, graph representation using Windows API for rapid response and some new rules for identification of patterns in control charts.

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Speech Synthesis System for Detected Objects by Smart Phone (스마트폰으로 검출된 객체의 음성합성 시스템)

  • Kwon, Soon-Kak
    • Journal of Korea Multimedia Society
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    • v.19 no.2
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    • pp.469-478
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    • 2016
  • This paper designs an application for detecting various objects using a smart phone with camera sensor, then implements the application that detects the number of faces in front of a user by using the Face API provided by android and generates a speech to the user. For implementing the application, the GoF strategy pattern is applied to design the application. It provides some advantages; first, the algorithm development schedule can separate the whole application development schedule; next, it makes easier to add the algorithm. For example, another detecting algorithm for the other objects (character, motion detection) that may be developed in the future, or it may be replaced by a more high-performance algorithm. With the propose method, a general smart phone can make some advantages that can provide information of various objects (such as moving people and objects, and detected character from signboards) to the person who is visually impaired.

User Interface Model Based Automatic Mobile Web Application Generation Tool for Embedded Systems (내장형 시스템을 위한 사용자 인터페이스 모델 기반 모바일 웹앱 자동 생성 도구)

  • Choi, Kibong;Kim, Saehwa
    • KIISE Transactions on Computing Practices
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    • v.23 no.1
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    • pp.13-27
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    • 2017
  • This paper presents a tool that automatically generates mobile web applications from user interface (UI) models which are based on PELUM (Pattern and Event based Logical User Interface Modeling). PELUM is a method for the effective development of UI-centered embedded systems via UI modeling. The proposed tool consists of a model editor and a code generator. The former provides an environment for modeling a Logical UI Model (LUM) and a Programming Interface Model (PIM) on the web. On the other hand, the code generator sets the screen configuration and events' behavior, according to the LUM, synthesizing a local database schema according to the PIM, and then generates an executable mobile web app. It also can produce mashup web apps by receiving an open API address via the PIM. The generated mobile web apps follow the Model-View-Controller (MVC) architecture in order for users to easily customize them. The proposed tool enables them to generate mobile web apps that can be executed on various devices by modeling logical UIs on the web.

Design of Network-based Game Using the GoF Design Patterns

  • Kim Jong-Soo;Kim Tai-Suk
    • Journal of Korea Multimedia Society
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    • v.9 no.6
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    • pp.742-749
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    • 2006
  • In the network-based game where it uses the Internet infrastructure, the implementation is possible with the various methods. Such Applications are developed in the multi-tired architecture. There are many cases for the server to be separated from the hardware or the software. In this case, a lot of applications make the distributed process possible and are made as the multi-tiered architecture to develop the reusability of the existing software module. Especially, it is mostly general to separate for the case of a database server to a new tier. One of the important points of multi-tiered server side applications is security and because of this, it is difficult to share the related data about the design skill. Using design patterns, it gives help in reusing the existing written-code for the design of the game that needs a lot of money and time. Design Patterns are related to the software reuse. For the development of more efficient games, if well-defined design patterns are provided to the developers, then it would make more easy advanced game API and make possible the framework for the game development based on the API Through the analysis of the general network-based game currently servicing in the Internet, in this paper, we discuss how to implement a business logic tier using database system among the server side architectures. The main objective of this article is to show an efficient APIs(Application Programming Interfaces) design method which can be used to manage the data that must be saved to the database system among the packets that client/server have to be exchange.

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Isolation and Identification of Protease Producing Bacteria in Kimchi (김치에서 단백질분해효소활성 균주분리 및 동정)

  • Min, Sung-Gi;Kim, Jung-Hee;Kim, Tae-Woon;Kim, Kyung-Nam
    • Korean Journal of Food Science and Technology
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    • v.35 no.4
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    • pp.666-670
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    • 2003
  • Strains producing the protease, which is essential for growth of lactic acid bacteria and fermented kimchi, were screened and identified. Among five types of selected pulmuone kimchis (Jeonlado kimchi, ripened kimchi, yeolmu kimchi, kakdugi, and baechu kimchi), nine strains of bacteria were screened and identified by whole cell protein pattern and API test. The nine strains consisted of one of Lactobacillus sp., one of Leuconostoc sp., six of Bacillus sp., and one of Brevibacillus sp. The protease activities of these strains were compared with known strains (Bac. subtilis KCCM 12248 and Bac. licheniformis KCCM 11851) producing protease. Among tested strains, K-2 (Brevibacillus sp.) showed the highest value (0.11 unit/mg) in protease activity.