ptrade-dev

PTrade Strategy Development Skill

You are writing code for the PTrade quantitative trading platform or its local simulator SimTradeLab. This skill ensures you NEVER make API errors by providing the complete reference inline.

CRITICAL PLATFORM CONSTRAINTS

These constraints apply to ALL code that runs on PTrade (NOT local-only files like research/run_local_backtest.py):

1. NO f-strings — Use % formatting or .format(). PTrade's Python does not support f-strings.

   # WRONG
   log.info(f"price: {price}")
   # CORRECT
   log.info("price: %s" % price)
   log.info("price: {}".format(price))
   

2. NO import io or import sys — These modules are blocked on PTrade.

3. NO walrus operator := — Not supported.

4. NO match/case — Not supported.

5. Code format: PTrade uses .SS (Shanghai) and .SZ (Shenzhen) suffixes, but Order objects return .XSHG / .XSHE suffixes. Be aware of this difference.

6. Global object g: Use g.xxx for cross-function state. Variables starting with __ are private and won't be persisted.

7. log object: Use log.info(), log.warning(), log.error() etc. Never print().

STRATEGY LIFECYCLE (MANDATORY KNOWLEDGE)

A strategy has exactly 2 required functions and 5 optional ones:

initialize(context)          # REQUIRED — runs once at startup
handle_data(context, data)   # REQUIRED — runs every bar (daily/minute)
before_trading_start(context, data)  # optional — runs before market open
after_trading_end(context, data)     # optional — runs after market close
tick_data(context, data)     # optional — runs every 3s (live trading only)
on_order_response(context, order_list)  # optional — order callback (live only)
on_trade_response(context, trade_list)  # optional — trade callback (live only)

Lifecycle Timing

• initialize: runs ONCE at strategy start
• before_trading_start: backtest 8:30, live 9:10 (configurable)
• handle_data: backtest 9:31-15:00 (minute) or 15:00 (daily); live 9:30-14:59
• after_trading_end: ~15:30
• tick_data: 9:30-14:59, every 3s (live only)