Research On Financial Time Series Knowledge Graph Data Storage System

In the field of finance,data has the characteristics of temporal multi-frequency and heterogeneous high dimension,and the traditional knowledge graph is not suitable to express the temporal relationship of financial data,so the financial temporal knowledge graph has become a research hotspot recently.There are a large number of temporal edges in the financial temporal knowledge graph.The use of general graph database management system to store financial knowledge graph data has problems such as large storage scale and slow update speed,and it cannot realize the traceability function of financial data,so it cannot meet the needs of the financial field.In order to solve these problems,HyperBit,a storage system for efficient storage and management of financial data,is designed and implemented.Firstly,a sequential quad storage structure is proposed.Secondly,the Log Structured Cumulative Update(LSCU)is proposed to update financial time series data efficiently.The update log module is designed in the system.When there is data to update,it is not directly updated in the data storage of the system,but recorded in the update log,and the system updates the contents of the update log cumulatively.The system manages update logs by partition and chunk,which makes the log storage compact and independent.Besides it is convenient for parallel processing and it improves the data update speed.Thirdly,a Bidirectional Backtracking by Final and Optimal Root(BBFOR)method is proposed to meet the requirements of efficient traceability of financial data.Unlike traditional version tracing method,BBFOR adopt both the snapshot and incremental methods which balance the space and time cost of version switching,and BBROF consider the version of the access frequency characteristic and set up the final root and the optimal root.Besides,BBFOR adopt bidirectional backtracking technology to improve the efficiency of the version switching.Experimental results show that the storage cost of HyperBit system is 67.1% lower than that of TripleBit.HyperBit is 17 times more efficient in updating financial time series data than the comparison system RDF-3X.In terms of version switching,the switching efficiency based on BBROF method is improved by 36.0% compared with incremental method.