Separating Market Replay Data from Auxiliary Backtest Inputs

Summary

This Chinese-language Q&A clarifies two optional inputs for BigQuant strategy backtests or simulations. Backtest historical data is the replayed market bar data and corresponds to the data argument of the trade function. Other data input supplies external data needed by a strategy and is retrieved through the context options data object’s read method.

The distinction is about data purpose and access: historical data represents the market series being replayed, while the other input provides additional datasets the strategy may consult. The page states the interface distinction but does not give the requested concrete example, discuss data alignment or timing, or explain how either input affects simulation results. It is a short platform-specific clarification rather than general guidance on backtest design.

Key ideas

• Backtest historical data supplies the replayed market bars and maps to the trade function’s data argument.
• Other data input supplies optional external data required by a strategy.
• The strategy reads that auxiliary data through the context options data interface.
• The answer distinguishes the two inputs but does not provide a concrete example.

Tags

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