{"id":380,"date":"2025-06-13T22:48:42","date_gmt":"2025-06-13T14:48:42","guid":{"rendered":"https:\/\/khsci.com\/khQuant\/?page_id=380"},"modified":"2026-02-26T23:48:38","modified_gmt":"2026-02-26T15:48:38","slug":"chapter11","status":"publish","type":"page","link":"https:\/\/khsci.com\/khQuant\/chapter11\/","title":{"rendered":"1.11 \u4e2a\u6027\u5316\u914d\u7f6e\uff1a\u8f6f\u4ef6\u8bbe\u7f6e\u8be6\u89e3(\u9002\u7528V2\u7248\u672c\u8f6f\u4ef6)"},"content":{"rendered":"<p>&#8220;\u770b\u6d77\u91cf\u5316\u56de\u6d4b\u7cfb\u7edf&#8221;\u63d0\u4f9b\u4e86\u4e00\u4e2a\u72ec\u7acb\u7684&#8221;\u8f6f\u4ef6\u8bbe\u7f6e&#8221;\u5bf9\u8bdd\u6846\uff0c\u7528\u4e8e\u7ba1\u7406\u90a3\u4e9b\u72ec\u7acb\u4e8e\u5177\u4f53\u7b56\u7565\u3001\u5177\u6709\u5168\u5c40\u6027\u6216\u4e0d\u5e38\u53d8\u52a8\u7684\u53c2\u6570\u3002\u7406\u89e3\u5e76\u6b63\u786e\u914d\u7f6e\u8fd9\u4e9b\u9009\u9879\uff0c\u5c06\u6709\u52a9\u4e8e\u63d0\u5347\u4f7f\u7528\u4f53\u9a8c\uff0c\u5e76\u786e\u4fdd\u8f6f\u4ef6\u4e0e\u5173\u952e\u4f9d\u8d56\uff08\u5982MiniQMT\uff09\u7684\u987a\u7545\u901a\u4fe1\u3002<\/p>\n<blockquote><p>\n  \ud83d\udca1 <strong>\u7248\u672c\u8bf4\u660e<\/strong>\uff1a\u672c\u7ae0\u5185\u5bb9\u57fa\u4e8e V2 \u7248\u672c\u5236\u4f5c\u3002V3 \u7248\u672c\u7684\u8bbe\u7f6e\u754c\u9762\uff08\u5c24\u5176\u662f&#8221;\u5ba2\u6237\u7aef\u8bbe\u7f6e&#8221;\u548c\u6570\u636e\u6e90\u9009\u62e9\u90e8\u5206\uff09\u6709\u8f83\u5927\u6539\u52a8\uff0c\u5173\u4e8e V3 \u7248\u672c\u7684\u65b0\u589e\u8bbe\u7f6e\u9879\uff08\u5982 DuckDB \u6570\u636e\u6e90\u3001\u5185\u7f6e\u7f16\u8f91\u5668\u914d\u7f6e\u7b49\uff09\uff0c\u8bf7\u53c2\u9605<a class=\"wp-editor-md-post-content-link\" href=\"https:\/\/khsci.com\/khQuant\/chapter11-2\/\">V3\u7248\u672c\u8bbe\u7f6e\u8be6\u89e3<\/a>\u3002\n<\/p><\/blockquote>\n<hr \/>\n<h2>1 \u5982\u4f55\u6253\u5f00&#8221;\u8bbe\u7f6e&#8221;\u5bf9\u8bdd\u6846\uff1f<\/h2>\n<p>\u5728\u4e3b\u754c\u9762\u9876\u90e8\u5de5\u5177\u680f\uff0c\u70b9\u51fb <strong>\u8bbe\u7f6e<\/strong> \u6309\u94ae\uff0c\u5373\u53ef\u6253\u5f00&#8221;\u8f6f\u4ef6\u8bbe\u7f6e&#8221;\u5bf9\u8bdd\u6846\u3002<\/p>\n<p align=\"center\">\n    <img decoding=\"async\" src=\"https:\/\/khsci.com\/khQuant\/wp-content\/uploads\/2025\/06\/\u8f6f\u4ef6\u8bbe\u7f6e.png\" alt=\"\u8f6f\u4ef6\u8bbe\u7f6e\u5bf9\u8bdd\u6846\" \/>\n<\/p>\n<hr \/>\n<h2>2 &#8220;\u57fa\u672c\u53c2\u6570\u8bbe\u7f6e&#8221;\u4e0e&#8221;\u8d26\u6237\u8bbe\u7f6e&#8221;<\/h2>\n<ul>\n<li><strong>\u65e0\u98ce\u9669\u6536\u76ca\u7387 (Risk-Free Rate)<\/strong>:\n<ul>\n<li><strong>\u529f\u80fd<\/strong>: \u8bbe\u5b9a\u4e00\u4e2a\u5e74\u5316\u7684\u65e0\u98ce\u9669\u6536\u76ca\u7387\uff0c\u4e3b\u8981\u7528\u4e8e\u8ba1\u7b97\u590f\u666e\u6bd4\u7387\u3001\u7d22\u63d0\u8bfa\u6bd4\u7387\u7b49\u98ce\u9669\u8c03\u6574\u540e\u6536\u76ca\u6307\u6807\u3002<\/li>\n<li><strong>\u5982\u4f55\u8bbe\u7f6e<\/strong>:\u5728\u5b9e\u9645\u7814\u7a76\u4e2d\uff0c\u901a\u5e38\u4f7f\u7528\u5341\u5e74\u671f\u56fd\u503a\u6536\u76ca\u7387\u4f5c\u4e3a\u65e0\u98ce\u9669\u5229\u7387\u7684\u4ee3\u7406\u3002\u60a8\u53ef\u4ee5\u6839\u636e\u5f53\u524d\u5e02\u573a\u60c5\u51b5\u8fdb\u884c\u8c03\u6574\uff0c\u53ef\u70b9\u51fb\u6b64\u5904\u67e5\u770b\uff1a<a class=\"wp-editor-md-post-content-link\" href=\"https:\/\/cn.investing.com\/rates-bonds\/china-10-year-bond-yield\"><ins>\u4e2d\u56fd\u5341\u5e74\u671f\u56fd\u503a\u6536\u76ca\u7387\u884c\u60c5<\/ins><\/a>\u3002<\/li>\n<\/ul>\n<\/li>\n<li><strong>\u5ef6\u8fdf\u663e\u793a\u65e5\u5fd7 (Delay Log Display)<\/strong>:\n<ul>\n<li><strong>\u529f\u80fd<\/strong>: \u52fe\u9009\u6b64\u9879\u540e\uff0c\u5728\u7b56\u7565\u9ad8\u901f\u56de\u6d4b\u671f\u95f4\uff0c\u7cfb\u7edf\u4f1a\u5c06\u6240\u6709\u65e5\u5fd7\u5148\u7f13\u5b58\u8d77\u6765\uff0c\u5f85\u56de\u6d4b\u7ed3\u675f\u540e\u518d\u4e00\u6b21\u6027\u663e\u793a\u5728\u53f3\u4fa7\u65e5\u5fd7\u9762\u677f\u3002<\/li>\n<li><strong>\u4f18\u52bf<\/strong>: \u5bf9\u4e8e\u8fd0\u884c\u65f6\u95f4\u957f\u3001\u65e5\u5fd7\u8f93\u51fa\u91cf\u5927\u7684\u56de\u6d4b\uff0c\u5f00\u542f\u6b64\u529f\u80fd\u53ef\u4ee5\u907f\u514d\u56e0\u754c\u9762\u9891\u7e41\u5237\u65b0\u800c\u5bfc\u81f4\u7684UI\u5361\u987f\uff0c\u4ece\u800c\u663e\u8457\u63d0\u5347\u56de\u6d4b\u6027\u80fd\u548c\u754c\u9762\u6d41\u7545\u5ea6\u3002<\/li>\n<\/ul>\n<\/li>\n<li><strong>\u521d\u59cb\u5316\u884c\u60c5\u6570\u636e (Initialize Market Data)<\/strong>:\n<ul>\n<li><strong>\u529f\u80fd<\/strong>: \u7528\u4e8e\u63a7\u5236\u6bcf\u6b21<strong>\u542f\u52a8\u56de\u6d4b\u65f6<\/strong>\uff0c\u662f\u5426\u81ea\u52a8\u68c0\u67e5\u5e76\u8865\u5145\u672c\u5730\u7f3a\u5931\u7684\u5386\u53f2\u6570\u636e\u3002<\/li>\n<li><strong>\u5de5\u4f5c\u539f\u7406<\/strong>:<br \/>\n> &#8211; <strong>\u52fe\u9009\u65f6<\/strong>: \u56de\u6d4b\u542f\u52a8\u524d\u4f1a\u81ea\u52a8\u68c0\u6d4b\u7b56\u7565\u6240\u9700\u7684\u5386\u53f2\u6570\u636e\uff0c\u5982\u53d1\u73b0\u7f3a\u5931\u4f1a\u81ea\u52a8\u4ece\u670d\u52a1\u5668\u4e0b\u8f7d\u8865\u5145<br \/>\n> &#8211; <strong>\u4e0d\u52fe\u9009\u65f6<\/strong>: \u76f4\u63a5\u4f7f\u7528\u672c\u5730\u5df2\u6709\u6570\u636e\u8fdb\u884c\u56de\u6d4b\uff0c\u4e0d\u4f1a\u81ea\u52a8\u4e0b\u8f7d\u7f3a\u5931\u6570\u636e<\/li>\n<li><strong>\u6027\u80fd\u5f71\u54cd<\/strong>:<br \/>\n> &#8211; <strong>\u4f18\u70b9<\/strong>: \u80fd\u591f\u81ea\u52a8\u8865\u5145\u7f3a\u5931\u7684\u6570\u636e\uff0c\u786e\u4fdd\u56de\u6d4b\u6570\u636e\u5b8c\u6574\u6027<br \/>\n> &#8211; <strong>\u7f3a\u70b9<\/strong>: \u4f1a\u663e\u8457\u62d6\u6162\u56de\u6d4b\u542f\u52a8\u901f\u5ea6\uff0c\u7279\u522b\u662f\u5728\u6570\u636e\u7f3a\u5931\u8f83\u591a\u65f6<\/li>\n<li><strong>\u4f7f\u7528\u5efa\u8bae<\/strong>:<br \/>\n> &#8211; <strong>\u63a8\u8350\u505a\u6cd5<\/strong>: \u4fdd\u6301\u6b64\u9009\u9879<strong>\u4e0d\u52fe\u9009<\/strong>\uff0c\u5728\u56de\u6d4b\u524d\u5148\u901a\u8fc7&#8221;\u6570\u636e\u4e2d\u5fc3&#8221;\u7684&#8221;\u6570\u636e\u8865\u5145&#8221;\u529f\u80fd\u624b\u52a8\u8865\u5145\u6240\u9700\u6570\u636e<br \/>\n> &#8211; <strong>\u9002\u7528\u573a\u666f<\/strong>: \u4ec5\u5728\u5076\u5c14\u9700\u8981\u5feb\u901f\u6d4b\u8bd5\u4e14\u4e0d\u4ecb\u610f\u7b49\u5f85\u65f6\u95f4\u7684\u60c5\u51b5\u4e0b\u4e34\u65f6\u52fe\u9009<br \/>\n> &#8211; <strong>\u6700\u4f73\u5b9e\u8df5<\/strong>: \u517b\u6210\u5b9a\u671f\u4f7f\u7528\u6570\u636e\u4e2d\u5fc3\u8865\u5145\u6570\u636e\u7684\u4e60\u60ef\uff0c\u8fd9\u6837\u65e2\u80fd\u4fdd\u8bc1\u6570\u636e\u5b8c\u6574\uff0c\u53c8\u80fd\u83b7\u5f97\u6700\u4f73\u7684\u56de\u6d4b\u6027\u80fd<\/li>\n<\/ul>\n<\/li>\n<li><strong>\u8d26\u6237\u8bbe\u7f6e (Account Settings)<\/strong>:\n<ul>\n<li><strong>\u529f\u80fd<\/strong>: \u6b64\u4e3a\u5b9e\u76d8\/\u6a21\u62df\u76d8\u529f\u80fd\u9884\u7528\u9009\u9879\uff0c\u7528\u4e8e\u914d\u7f6e\u4ea4\u6613\u8d26\u6237\u4fe1\u606f\u3002<\/li>\n<li><strong>\u8bf4\u660e<\/strong>: <strong>\u7531\u4e8e\u5f53\u524d\u7248\u672c\u4e13\u6ce8\u4e8e\u56de\u6d4b\u529f\u80fd\uff0c\u6b64\u5904\u7684\u8d26\u6237\u8bbe\u7f6e\u4e0d\u4f1a\u5bf9\u56de\u6d4b\u4ea7\u751f\u5f71\u54cd\uff0c\u6682\u65f6\u65e0\u9700\u7406\u4f1a\u3002<\/strong><\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<hr \/>\n<h2>3 &#8220;\u80a1\u7968\u5217\u8868\u7ba1\u7406&#8221;<\/h2>\n<ul>\n<li><strong>\u66f4\u65b0\u6210\u5206\u80a1\u5217\u8868 (Update Constituent Stocks)<\/strong>:\n<ul>\n<li><strong>\u529f\u80fd<\/strong>: \u70b9\u51fb\u6b64\u6309\u94ae\uff0c\u7cfb\u7edf\u4f1a\u8fde\u63a5\u5230\u7f51\u7edc\uff0c\u4e0b\u8f7d\u5e76\u66f4\u65b0\u672c\u5730\u5b58\u50a8\u7684A\u80a1\u4e3b\u8981\u6307\u6570\uff08\u5982\u6caa\u6df1300\u3001\u4e2d\u8bc1500\u7b49\uff09\u7684\u6700\u65b0\u6210\u5206\u80a1\u5217\u8868\u6587\u4ef6\u3002\u8fd9\u4e9b\u6587\u4ef6\u4fdd\u5b58\u5728\u8f6f\u4ef6\u6839\u76ee\u5f55\u4e0b\u7684 <code>data<\/code> \u6587\u4ef6\u5939\u4e2d\u3002<\/li>\n<li><strong>\u4f7f\u7528\u5efa\u8bae<\/strong>: \u5f53\u60a8\u53d1\u73b0\u6307\u6570\u6210\u5206\u80a1\u53d1\u751f\u8f83\u5927\u8c03\u6574\uff0c\u6216\u8005\u957f\u65f6\u95f4\u672a\u66f4\u65b0\u65f6\uff0c\u53ef\u4ee5\u6267\u884c\u6b64\u64cd\u4f5c\u3002\u8fc7\u7a0b\u9700\u8981\u4e00\u5b9a\u65f6\u95f4\uff0c\u8bf7\u8010\u5fc3\u7b49\u5f85\uff0c\u65e0\u9700\u9891\u7e41\u70b9\u51fb\u3002<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<hr \/>\n<h2>4 &#8220;\u5ba2\u6237\u7aef\u8bbe\u7f6e&#8221;<\/h2>\n<p>\u8fd9\u662f\u6574\u4e2a\u8bbe\u7f6e\u5bf9\u8bdd\u6846\u4e2d<strong>\u81f3\u5173\u91cd\u8981<\/strong>\u7684\u90e8\u5206\uff0c\u5b83\u8d1f\u8d23\u5efa\u7acb\u672c\u8f6f\u4ef6\u4e0eMiniQMT\u4e4b\u95f4\u7684\u8fde\u63a5\u3002<\/p>\n<ul>\n<li><strong>miniQMT\u5ba2\u6237\u7aef\u8def\u5f84 (miniQMT Client Path)<\/strong>:\n<ul>\n<li><strong>\u529f\u80fd<\/strong>: \u6307\u5411\u60a8\u7535\u8111\u4e0aMiniQMT\u5ba2\u6237\u7aef\u7684\u4e3b\u7a0b\u5e8f\u6587\u4ef6 (<code>XtItClient.exe<\/code>)\u3002<\/li>\n<li><strong>\u5982\u4f55\u8bbe\u7f6e<\/strong>: \u70b9\u51fb <strong>\u6d4f\u89c8&#8230;<\/strong> \u6309\u94ae\uff0c\u627e\u5230\u60a8\u7684MiniQMT\u5b89\u88c5\u76ee\u5f55\uff0c\u5e76\u8fdb\u5165 <code>bin.x64<\/code> \u6587\u4ef6\u5939\uff0c\u9009\u62e9 <code>XtItClient.exe<\/code> \u6587\u4ef6\u3002<\/li>\n<\/ul>\n<\/li>\n<li><strong>QMT\u8def\u5f84 (QMT Path)<\/strong>:\n<ul>\n<li><strong>\u529f\u80fd<\/strong>: \u6307\u5411MiniQMT\u7684\u7528\u6237\u6570\u636e\u6587\u4ef6\u5939 (<code>userdata_mini<\/code>)\u3002\u6846\u67b6\u9700\u8981\u4ece\u6b64\u6587\u4ef6\u5939\u8bfb\u53d6\u8d26\u6237\u914d\u7f6e\u3001\u65e5\u5fd7\u7b49\u4fe1\u606f\u3002<\/li>\n<li><strong>\u5982\u4f55\u8bbe\u7f6e<\/strong>: \u70b9\u51fb <strong>\u6d4f\u89c8&#8230;<\/strong> \u6309\u94ae\uff0c\u627e\u5230\u60a8\u7684MiniQMT\u5b89\u88c5\u76ee\u5f55\uff0c\u5e76\u9009\u62e9 <code>userdata_mini<\/code> \u6587\u4ef6\u5939\u3002<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<hr \/>\n<h2>5 &#8220;\u7248\u672c\u4fe1\u606f&#8221;\u4e0e&#8221;\u95ee\u9898\u53cd\u9988&#8221;<\/h2>\n<ul>\n<li><strong>\u7248\u672c\u4fe1\u606f (Version Info)<\/strong>:\n<ul>\n<li><strong>\u529f\u80fd<\/strong>: \u6b64\u533a\u57df\u4f1a\u6e05\u6670\u5730\u5c55\u793a\u60a8\u5f53\u524d\u4f7f\u7528\u7684&#8221;\u770b\u6d77\u91cf\u5316\u56de\u6d4b\u7cfb\u7edf&#8221;\u7684<strong>\u7248\u672c\u53f7<\/strong>\u3001<strong>\u6784\u5efa\u65e5\u671f<\/strong>\u548c<strong>\u66f4\u65b0\u901a\u9053<\/strong>\uff08\u5982<code>stable<\/code>\u7a33\u5b9a\u7248\uff09\u3002\u5f53\u60a8\u9700\u8981\u53cd\u9988\u95ee\u9898\u6216\u5bfb\u6c42\u5e2e\u52a9\u65f6\uff0c\u63d0\u4f9b\u8fd9\u4e9b\u7248\u672c\u4fe1\u606f\u5c06\u975e\u5e38\u6709\u5e2e\u52a9\u3002<\/li>\n<\/ul>\n<\/li>\n<li><strong>\u53cd\u9988\u95ee\u9898 (Feedback)<\/strong>:\n<ul>\n<li><strong>\u529f\u80fd<\/strong>: \u70b9\u51fb\u6b64\u6309\u94ae\uff0c\u4f1a\u76f4\u63a5\u8df3\u8f6c\u5230\u4f5c\u8005\u7684\u5b98\u65b9\u5728\u7ebf\u53cd\u9988\u9875\u9762\u3002\u5982\u679c\u60a8\u5728\u4f7f\u7528\u4e2d\u9047\u5230\u4efb\u4f55Bug\u3001\u6709\u529f\u80fd\u5efa\u8bae\u6216\u60f3\u8fdb\u884c\u4ea4\u6d41\uff0c\u6b22\u8fce\u901a\u8fc7\u6b64\u6e20\u9053\u8054\u7cfb\u3002<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<hr \/>\n<p>\u5b8c\u6210\u6240\u6709\u8bbe\u7f6e\u540e\uff0c\u8bf7\u52a1\u5fc5\u70b9\u51fb\u53f3\u4e0b\u89d2\u7684 <strong>\u4fdd\u5b58\u8bbe\u7f6e<\/strong> \u6309\u94ae\uff0c\u60a8\u7684\u6240\u6709\u66f4\u6539\u624d\u80fd\u751f\u6548\u3002<\/p>\n","protected":false},"excerpt":{"rendered":"<p>&#8220;\u770b\u6d77\u91cf\u5316\u56de\u6d4b\u7cfb\u7edf&#8221;\u63d0\u4f9b\u4e86\u4e00\u4e2a\u72ec\u7acb\u7684&#8221;\u8f6f\u4ef6\u8bbe\u7f6e&#8221;\u5bf9\u8bdd\u6846\uff0c\u7528\u4e8e\u7ba1 [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"template\/caidan.php","meta":{"_acf_changed":false,"footnotes":""},"class_list":["post-380","page","type-page","status-publish","hentry"],"acf":[],"_links":{"self":[{"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/pages\/380","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/comments?post=380"}],"version-history":[{"count":13,"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/pages\/380\/revisions"}],"predecessor-version":[{"id":995,"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/pages\/380\/revisions\/995"}],"wp:attachment":[{"href":"https:\/\/khsci.com\/khQuant\/wp-json\/wp\/v2\/media?parent=380"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}