风控规则编码

Lesson Overview

In "Quant Risk Framework" → "回撤约束", this lesson "风控规则编码" builds knowledge you can apply immediately.

风控编码必须测阈值边界、错误类型与fail-closed。函数异常若默认允许，会把数据故障变成无限风险。 先列正常/等于/超限/NaN/负值/过期/未知→实现纯函数→断言原因→确认拒绝不会发送订单。 本课作业：编写纸面测试表：风险100与上限100、100.01、−1和NaN；注明比较规则为≤且风险非负有限。

Core Concepts

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

• ▸风控编码必须测阈值边界、错误类型与fail-closed。函数异常若默认允许，会把数据故障变成无限风险。
• ▸先列正常/等于/超限/NaN/负值/过期/未知→实现纯函数→断言原因→确认拒绝不会发送订单。
• ▸本课作业：编写纸面测试表：风险100与上限100、100.01、−1和NaN；注明比较规则为≤且风险非负有限。

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 "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 风控规则编码 on your own.