动态网格模拟

Lesson Overview

In "Grid & Range Strategies" → "动态网格设计", this lesson "动态网格模拟" builds knowledge you can apply immediately.

动态网格模拟必须同时维护现金、库存、已实现和未实现结果。只统计触发次数或回收的小利会隐藏趋势暴露。 冻结合成路径→按层唯一触发→计手续费→每步估值→碰上限停止新增→输出全部路径。 本课作业：买100/98各1，随后在100卖出一单位，假设FIFO、无费用，剩余一单位在96时的权益净变化？

Core Concepts

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

• ▸动态网格模拟必须同时维护现金、库存、已实现和未实现结果。只统计触发次数或回收的小利会隐藏趋势暴露。
• ▸冻结合成路径→按层唯一触发→计手续费→每步估值→碰上限停止新增→输出全部路径。
• ▸本课作业：买100/98各1，随后在100卖出一单位，假设FIFO、无费用，剩余一单位在96时的权益净变化？

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 "动态网格设计"—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 动态网格模拟 on your own.