VectorBT 向量回测

WHENWhen implementing Data.download_symbol or Data.update_symbol

ACTIONOverride the abstract method with source-specific implementation

CONSEQUENCEBase class raises NotImplementedError, preventing any data download operation. The plugin architecture requires subclass implementation for each data source (Yahoo Finance, Binance, CCXT, Alpaca, synthetic).

WHENWhen downloading multiple symbols into Data object

ACTIONVerify each symbols share the same temporal index after alignment

CONSEQUENCEVectorBT performs vectorized matrix operations across symbols. Misaligned indexes cause incorrect broadcast calculations, producing wrong trading signals and invalid backtest results. Matrix operations require uniform index across all symbols.

WHENWhen downloading price data for indicator computation

ACTIONInclude OHLCV columns (Open, High, Low, Close, Volume) in the downloaded data

CONSEQUENCEOHLCV accessors (pd.DataFrame.vbt.ohlcv.*) return None for missing columns, causing indicators like SMA, EMA, MACD to receive empty data and produce NaN results. Downstream portfolio simulation fails with no signals generated.