Simulating Forced Limit-Order Fills Across Trading Platforms

Summary

The post asks how to reproduce a backtest setting from JoinQuant in another Chinese trading platform. The JoinQuant setting described allows limit orders to fill directly without checking the submitted price or quantity, which the author wants to use when simulating queue position at an exchange price limit. A commenter names a price-limit configuration function with daily and minute options as a possible alternative.

The discussion provides no explanation of that function’s behavior, example, or confirmation that it reproduces forced fills. It therefore offers a narrow lead for platform-specific research rather than a validated implementation. The post also does not explain how either simulator models order queues, available volume, or execution priority, all of which can affect the realism of a limit-up fill simulation.

Key ideas

• The JoinQuant setting described forces limit orders to fill without price or quantity checks.
• The author wants to simulate queuing to buy at an exchange price limit.
• A commenter points to a price-limit configuration function with daily and minute options.
• The thread does not establish whether that function reproduces forced matching behavior.

Tags

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