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Trading Platform Notes on Numeric Precision, Futures P&L, and Errors

Article FMZ forum · Author: 发明者量化-小小梦

Summary

This collection of platform notes records practical lessons from strategy development and operation. It explains that rounding a value before later arithmetic does not necessarily round the final displayed result; rounding should be applied after the calculation whose precision matters. It also cautions that passing a numeric string where a number is expected can cause errors, and that copied strategy code may rely on interface parameters that are absent when only part of a strategy is copied.

The most directly trading-related explanation distinguishes futures position profit measured from the original entry price from mark-to-market profit measured relative to the prior settlement price. Other entries describe display-refresh behavior, a possible API whitelist issue, undefined-variable errors, and stalled operation associated with a full server disk. These are anecdotal troubleshooting observations, not systematic tests; the stated platform behaviors may depend on software versions, configuration, and environment.

Key ideas

  • Apply rounding after the arithmetic when the final result must have a specified decimal precision.
  • Check that parsed values are numeric before passing them to numeric functions.
  • Copied strategy code may depend on interface parameters declared outside the copied fragment.
  • Futures position profit uses the entry price as its reference, while mark-to-market profit uses the prior settlement price.
  • Unrefreshed logs or status displays do not by themselves prove that a strategy has stopped running.

Tags

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