首个完整策略

Lesson Overview

In "Python Quant Trading Lab" → "本地研究引擎与接口边界", this lesson "首个完整策略" builds knowledge you can apply immediately.

完整策略由数据、特征、信号、规模、执行、成本与报告串联。每步输出要能追溯到输入，不把任何一步跳过后还称端到端。 冻结CSV和参数→提取SMA→已收盘信号→下一开盘调整→累计费用与现金→期末估值→写报告限制。 本课作业：画七步流程图，标注每步消费的时间戳；说明为何把训练标签与信号放同一表仍需防泄漏。

Core Concepts

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

• ▸完整策略由数据、特征、信号、规模、执行、成本与报告串联。每步输出要能追溯到输入，不把任何一步跳过后还称端到端。
• ▸冻结CSV和参数→提取SMA→已收盘信号→下一开盘调整→累计费用与现金→期末估值→写报告限制。
• ▸本课作业：画七步流程图，标注每步消费的时间戳；说明为何把训练标签与信号放同一表仍需防泄漏。

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 "本地研究引擎与接口边界"—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 首个完整策略 on your own.