Paper Trading Failure from a Numeric Order Key

Summary

The post describes a Chinese A-share strategy that runs on its first day of simulated trading but fails during the next day’s scheduled run. The author suspects the strategy callback is not reached, while the supplied log shows the run progressed through account settlement and planned-order handling. The exception identifies a request validation failure: the order_key field was expected to be a string, but an integer value was supplied. This points to an order-data type mismatch in the failure shown, rather than establishing that the strategy’s date parameters or callback setup caused it.

The log provides diagnostic evidence but the post does not include a confirmed repair or a complete account of how the problematic key was created. It therefore serves as a troubleshooting example, not a general paper-trading method. The strategy itself selects Chinese stocks and creates planned orders, but no performance evidence is provided. The author also notes uncertainty about using live-run date parameters, which the displayed exception alone does not resolve.

Key ideas

• The second-day run reaches settlement and planned-order processing before failing.
• The validation error reports an integer supplied where the order_key field requires a string.
• The shown exception does not establish that callback entry or date parameters caused the failure.
• The post supplies a diagnostic log but no confirmed fix or strategy performance evidence.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.