策略文档化

Lesson Overview

In "Quant Strategy Development" → "策略 validation", this lesson "策略文档化" builds knowledge you can apply immediately.

策略文档是可执行定义而非营销摘要。信号、规模、成交侧、成本、边界、停止和版本必须明确到可以独立实现。 按输入→公式→状态机→交易/不交易→风险→报告→局限编写，列每个参数的来源及冻结日期。 本课作业：把“均线上穿买入”扩写成至少六个可判定字段，不给实际投资建议。

Core Concepts

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

• ▸策略文档是可执行定义而非营销摘要。信号、规模、成交侧、成本、边界、停止和版本必须明确到可以独立实现。
• ▸按输入→公式→状态机→交易/不交易→风险→报告→局限编写，列每个参数的来源及冻结日期。
• ▸本课作业：把“均线上穿买入”扩写成至少六个可判定字段，不给实际投资建议。

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 "策略 validation"—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 策略文档化 on your own.