TqSdk strategy: rbreaker2

Hypothesis

data_unavailable: the approved source could not be collected to quality: N1: collection failed 3 times: dukascopy request failed: https://datafeed.dukascopy.com/datafeed/XAUUSD/2021/09/18/02h_ticks.bi5 (ConnectTimeout)

Analysis

N1 requires a new tick-data ingestion path. The existing SPOTMETAL collector supports XAUUSD but fetches minute bid/ask candles and stores midpoint bars plus minute closes, not ordered quote events. Dukascopy is the best matching source because it preserves the specified dealer feed and officially offers tick history. A single hourly archive sample was attempted but shell DNS resolution failed and web access could not retrieve the binary file; earliest tick history, five-year completeness and event ordering remain not verified. No collector code, registration or purchase was performed.

Existing Dukascopy SPOTMETAL minute collector (insufficient frequency)

Dukascopy public XAUUSD quote-tick archive / Historical Data Export

Dukascopy documented AWS S3 Requester Pays export

N1: Dukascopy public XAUUSD quote-tick archive / Historical Data Export: free, public, no login, covers the need

Analysis

rbreaker2

Analysis

rbreaker2.py

R-Breaker策略（难度：初级）