RQAlpha CN Backtest
RQAlpha CN Backtest: RQAlpha CN Backtest: specialized toolkit for 3+ finance workflows covered in the triggers section.
Overview
Constraints
Evidence Quality
Medium confidence — review before critical use
66 non-negotiable constraints
WHENWhen looking up an instrument by order_book_id or symbol
ACTIONreturn the same Instrument object with matching metadata
CONSEQUENCEInconsistent instrument lookup causes incorrect trading decisions, as strategies may retrieve different instrument objects for the same security code
WHENWhen getting trading dates between start_date and end_date
ACTIONreturn only dates that fall on exchange trading days excluding weekends and holidays
CONSEQUENCEStrategy executes on non-trading days causing order failures and incorrect backtest results that don't match real market conditions
WHENWhen retrieving history_bars with adjust_type parameter
ACTIONapply correct price and volume adjustments for splits and dividends based on the specified adjustment type
CONSEQUENCEIncorrect adjustment causes historical returns to be miscalculated, leading to flawed strategy performance evaluation and wrong position sizing
FAQ
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Changelog
v0.1.0: Initial release on Doramagic.ai. Auto-generated batch-v1 metadata and FAQs based on zvtvz/zvt.