Passing Data into Scheduled Functions and Backtests

Summary

This brief Chinese-language forum answer addresses how to use the data parameter in a quantitative trading workflow. It notes that scheduled functions receive both data and context as inputs, pointing readers toward the platform documentation for details. The answer does not explain the contents or lifecycle of either object, so it provides only a starting point for understanding scheduled-function inputs.

For calculations needed by an external backtest function, it suggests computing technical indicators in the expression engine before the backtest, then combining those results with prediction or condition data through a data-joining module. The joined dataset can be passed into the backtest module, where historical values can be retrieved. This outlines a workflow for preparing inputs outside the backtest engine, but gives no code, concrete indicator example, or performance evidence. Readers would need platform documentation and implementation-specific checks to determine how to structure the data and access historical observations correctly.

Key ideas

• Scheduled functions take data and context as input parameters.
• Technical indicators can be calculated in an expression engine before a backtest.
• Indicator results can be joined with prediction or condition data before passing them to the backtest.
• Historical values can then be accessed inside the backtest module.

Tags

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