QuantAxis 数据平台

WHENWhen storing timestamps in MongoDB stock_day/index_day collections

ACTIONcreate both date_stamp (float Unix timestamp) and time_stamp fields for temporal queries

CONSEQUENCETemporal range queries fail or return incorrect results when date_stamp is missing, breaking data retrieval for trading strategies

WHENWhen QUANTAXIS fetches market data

ACTIONclaim the data is real-time trading data from live exchange feeds

CONSEQUENCEQUANTAXIS connects to TDX/Tushare which provide historical backfill data with delays, not live market feeds; presenting this as real-time violates regulatory disclosure requirements

WHENWhen storing simulated market data in MongoDB

ACTIONpresent stored backtest data as proof of live trading execution

CONSEQUENCEData stored during backtesting represents simulated historical scenarios, not actual trade execution; presenting it as live results misleads stakeholders