Pre-trade Risk Check

Lesson Overview

In "Quant Risk Framework" → "回撤约束", this lesson "Pre-trade Risk Check" builds knowledge you can apply immediately.

Pre-trade检查在请求进入执行层之前验证数据、数量、单笔与聚合限制。检查的是实际/潜在风险，不只是请求参数格式。 验有限数与非负→核报价时间→核单笔→加存量/在途→拒绝并给原因→只把合格纸面请求交下一层。 本课作业：上限250，已有180、新请求90；另一个请求数量NaN。给两条不同拒绝原因。

Core Concepts

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

• ▸Pre-trade检查在请求进入执行层之前验证数据、数量、单笔与聚合限制。检查的是实际/潜在风险，不只是请求参数格式。
• ▸验有限数与非负→核报价时间→核单笔→加存量/在途→拒绝并给原因→只把合格纸面请求交下一层。
• ▸本课作业：上限250，已有180、新请求90；另一个请求数量NaN。给两条不同拒绝原因。

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 "回撤约束"—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 Pre-trade Risk Check on your own.