RQAlpha A 股回测

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