Tick-Driven Backtesting for Chinese Stocks in a Research Environment

Summary

This Chinese-language community post announces tick-level backtesting for stocks in a research environment. It describes the simulation as driven by market events and says the available tick-data window runs from the morning session start through the market close, covering opening call auction, continuous trading, and closing call auction. Strategy authors are advised to distinguish these phases inside their tick handler because behavior may differ across them.

The post gives no sample strategy, code, or performance results. Comments raise questions about how the feature relates to a separate T+0 API, whether it is available through other platform environments, the tick data's level of detail, and support for convertible bonds and futures; these remain unanswered in the supplied text. The announcement therefore offers a limited workflow note, not a complete implementation guide or confirmation of broader platform support.

Key ideas

• The research environment provides stock backtesting driven by tick events.
• The stated data window covers the trading day, including both call auctions and continuous trading.
• Strategy logic should distinguish among the three trading phases within the tick handler.
• The post does not provide example code, performance evidence, or answers to questions about other instruments and environments.

Tags

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