网格原型模块划分

Lesson Overview

In "Grid & Range Strategies" → "离线网格原型验证", this lesson "网格原型模块划分" builds knowledge you can apply immediately.

离线原型分行情、水平生成、触发去重、库存、风险和报表模块。风险拒绝必须传回触发模块，防止拒绝后每tick无限重复请求。 画模块输入输出→用合成价格驱动→定义唯一层ID→以事件日志连接库存→增加拒绝/停机状态。 本课作业：给每层请求一个唯一键，并说明参数版本改变后怎样避免旧层重复被当作新层补仓。

Core Concepts

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

• ▸离线原型分行情、水平生成、触发去重、库存、风险和报表模块。风险拒绝必须传回触发模块，防止拒绝后每tick无限重复请求。
• ▸画模块输入输出→用合成价格驱动→定义唯一层ID→以事件日志连接库存→增加拒绝/停机状态。
• ▸本课作业：给每层请求一个唯一键，并说明参数版本改变后怎样避免旧层重复被当作新层补仓。

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 "离线网格原型验证"—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 网格原型模块划分 on your own.