MT 数据导出

Lesson Overview

In "Trading Data Analysis" → "数据清洗", this lesson "MT 数据导出" builds knowledge you can apply immediately.

平台导出可能是订单、成交或已平仓统计，行的含义先于指标。部分成交、部分平仓和独立手续费会导致一单多行，不应按行数直接当交易数。 选择所需报表→记录区间/时区/币种→保留原文件→标唯一成交与订单键→脱敏后分析。 本课作业：同一订单两次部分成交，用订单ID与成交ID计数分别代表什么？

Core Concepts

These points align with the video walkthrough—take notes as you watch.

• ▸平台导出可能是订单、成交或已平仓统计，行的含义先于指标。部分成交、部分平仓和独立手续费会导致一单多行，不应按行数直接当交易数。
• ▸选择所需报表→记录区间/时区/币种→保留原文件→标唯一成交与订单键→脱敏后分析。
• ▸本课作业：同一订单两次部分成交，用订单ID与成交ID计数分别代表什么？

Practical Application

After studying, complete the companion practice lesson to move from understanding to doing.

• ▸Follow along in Jupyter or VS Code
• ▸Log how parameter changes affect backtest results
• ▸Submit a reproducible analysis notebook

FAQ

• ▸Q: How does this lesson fit the course? A: Part of "数据清洗"—follow the curriculum order.
• ▸Q: What do I need? A: Demo account and notes; quant lessons need a Python environment.
• ▸Q: How do I know I've mastered it? A: Pass the quiz and explain three key points of MT 数据导出 on your own.