Nautilus 算法回测
Nautilus 算法回测：使用 NautilusTrader 配置驱动的 BacktestNode 运行高性能多市场回测，支持 Parquet 数据目录和外部 CSV 数据导入，策略可直接过渡到实盘交易。 含 25 条反模式约束。
晶体简介
Constraints
Evidence Quality
Medium confidence — review before critical use
68 条不可违反的约束
WHENWhen implementing bar aggregation and caching
ACTIONMaintain strictly increasing ts_event timestamps per bar type to verify correct time ordering
CONSEQUENCEStrategies would receive bars out of chronological order, causing incorrect indicator calculations, false signal generation, and corrupted backtest/live results
WHENWhen handling data requests with time ranges
ACTIONVerify request start timestamp does not exceed end timestamp before processing
CONSEQUENCEInvalid time ranges would cause assertion errors or undefined behavior in data queries, crashing backtest runs
WHENWhen implementing strategy order submission logic
ACTIONverify orders are in INITIALIZED status before calling submit_order
CONSEQUENCESubmitting orders not in INITIALIZED status causes InvalidStateTrigger exceptions, preventing order submission and potentially missing trading signals
常见问题
讨论 (0)
暂无讨论，成为第一个发言的人吧！
更新历史
v0.1.0: 首次发布到 Doramagic.ai。基于 zvtvz/zvt 的自动化 batch-v1 元数据 + 自动生成 FAQ。