论文标题
搜索交易系统中的偏差：结合控制流和数据观点
Searching for Deviations in Trading Systems: Combining Control-Flow and Data Perspectives
论文作者
论文摘要
交易系统是支持参与者之间证券交换（例如公司股票）的软件平台。在本文中，我们提出了一种通过检查彩色培养皿网和事件日志之间的一致性来搜索交易系统偏差的方法。有色培养皿网（CPN）是Petri Nets的扩展，这是用于建模分布式系统的形式主义。 CPN允许我们描述系统活动与域相关对象的数据属性之间的预期因果排序（例如，交易订单）必须进行转换。事件日志由与真实系统运行相对应的迹线组成。通过比较CPN和事件日志，可以检测到不同类型的偏差。使用此方法，我们报告了现实生活交易系统的验证。
Trading systems are software platforms that support the exchange of securities (e.g., company shares) between participants. In this paper, we present a method to search for deviations in trading systems by checking conformance between colored Petri nets and event logs. Colored Petri nets (CPNs) are an extension of Petri nets, a formalism for modeling of distributed systems. CPNs allow us to describe an expected causal ordering between system activities and how data attributes of domain-related objects (e.g., orders to trade) must be transformed. Event logs consist of traces corresponding to runs of a real system. By comparing CPNs and event logs, different types of deviations can be detected. Using this method, we report the validation of a real-life trading system.
