网上证券交易系统的时序Petri网描述及验证  

Description and Verification of an Online Stock Trading System by Using Temporal Petri Nets

作　　者：杜玉越[1] 蒋昌俊[1] 

机构地区：[1]同济大学计算机科学与工程系

出　　处：《软件学报》2002年第8期1698-1704,共7页Journal of Software

基　　金：~~国家自然科学基金资助项目(69973029;69933020);国家重点基础研究规划973资助项目(G1998030604);中国科学院软件研究所计算机科学重点实验室资助项目(SYSKF0205)

摘　　要：基于时序Petri网对我国现行网上静态和动态证券交易系统进行了模拟、形式描述及功能正确性验证.应用时序逻辑推理规则,从形式上严格证明了证券交易系统需求规范及其时序Petri网模型动态行为的一致性.结果表明,时序Petri网能够清楚而简单地描述事件间的因果关系和时序关系以及并发系统中某些与时间有关的重要性质,如最终性和公平性.因此,时序Petri网可作为并发系统形式化描述和分析的有力工具.The modeling, formal description and correctness verification of online static and dynamic stock trading systems, based on Shanghai Stock Exchange, are shown by using temporal Petri nets in order to make online stock trading systems more effective and rational. In the temporal Petri net models of the given static and dynamic systems, two types of tokens, namely data tokens representing trading data and control tokens used for keeping trading rules, are introduced. And the temporal constraint formulae are clearly and compactly represented by means of functional requirements of stock trading systems. The consistency between the functional requirements specifications of the online static and dynamic stock trading systems and the dynamic behavior of the temporal Petri net models is formally proved by means of the temporal logic operators to express temporal assertions. Also, certain primary properties of the temporal Petri net models are described and analyzed, such as liveness, fairness and safeness properties. It is further confirmed that temporal Petri nets are a promising describing and analyzing tool of discrete-event dynamic concurrent systems, and can describe explicitly certain time-related fundamental properties of concurrent systems, such as eventuality and fairness. Finally, the further study subjects are found.

关 键 词：网上证券交易系统 时序PETRI网 时序逻辑 形式描述 正确性验证 电子商务 股票市场 

分 类 号：F830.91[经济管理—金融学]