通过对我国证券市场中的内幕交易“老鼠仓”问题的研究,力图设计一个基于遗传算法的证券内幕交易异常数据自动检索系统,用来监控股票的违规操作.系统通过将遗传算法的快速搜索与异常处理判断模块结合,对出现异常波动的股票进行实时行情数据的跟踪、分析与调查,从中找出异常数据.之后再对这些异常数据进行比较和判断,定位该股是否具有违规的“老鼠仓”交易嫌疑,以此为证监部门判断某股是否有“老鼠仓”嫌疑提供依据. Through the study of the insider trading “rat warehouse ” in the stock market of our country, trying to design an automatic retrieval system of abnormal data of securities insider trading based on genetic algorithm, which is used to monitor the illegal operation of stocks.The system, Search and abnormal processing judgment module combined with the abnormal fluctuations in the stock market real-time market data tracking, analysis and investigation, to find out the anomaly data.And then compare and judge these abnormal data to locate whether the unit has a violation “Rat warehouse ” transaction suspects, as the SFC department to determine whether a unit “rat warehouse ” suspects provide the basis.