Forward Test 记录

Lesson Overview

In "Backtest & Live Deployment" → "Forward Test", this lesson "Forward Test 记录" builds knowledge you can apply immediately.

Forward记录需要时间戳、版本、信号、理论执行、实际或模拟回执及异常。缺报价时不应复制上一条并称观察成功。 按固定频率记录→对账所有请求→标未触发/拒绝/未知→保留中断时间→不在期间覆盖策略版本。 本课作业：一次预定观察缺数据但系统沿用旧价产生信号，记录应怎样标注？

Core Concepts

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

• ▸Forward记录需要时间戳、版本、信号、理论执行、实际或模拟回执及异常。缺报价时不应复制上一条并称观察成功。
• ▸按固定频率记录→对账所有请求→标未触发/拒绝/未知→保留中断时间→不在期间覆盖策略版本。
• ▸本课作业：一次预定观察缺数据但系统沿用旧价产生信号，记录应怎样标注？

Practical Application

After studying, complete the practice tasks below 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 "Forward Test"—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 Forward Test 记录 on your own.