Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.
8 documents
This documentation explains how to run a TqSdk strategy over historical data without changing its core logic, and how to retrieve trade logs and account statistics when the simulation ends. It describes catching a backtest-finished event, accessing summary…
This reference distinguishes local simulation accounts from remote Quick simulated accounts for futures and stocks. It describes TqSim as a local futures simulation option for development and backtests, TqKq as a Quick linked futures account, and…
This report utility converts daily account snapshots and trade records into tables, then calculates summary statistics for simulated futures accounts or stock accounts. For both account types it derives daily profit and returns, cumulative profit and loss…
This stock-selection idea combines a technical condition, an industry filter, and recent positive returns. It proposes screening for Chinese beverage and alcohol import-export companies with a 14-period RSI below 65 and a positive return, while also…
This reference compares direct order placement, cancellation, target-position control, scheduled execution, and TWAP tools for futures and stock workflows. Manual orders suit cases requiring explicit price selection, cancellation decisions, partial-fill…
This reference explains how TqSdk identifies contracts across Chinese exchanges and describes available quote, K-line, and tick data. It gives examples of futures, options, spread contracts, continuous contracts, indices, stocks, and exchange warehouse…
This reference describes how to retrieve account balances, positions, orders, and trades through TqSdk, and how those returned objects update as the API processes market and account events. It distinguishes futures-style objects from stock-style objects and…
This reference explains commonly used fields in market data objects and in futures and stock trading objects. For quotes, K-lines, and ticks, it identifies prices, timestamps, volume, open interest, and other session or contract details. Separate tables…