---
excalidraw-plugin: parsed
tags: [excalidraw, quants, A股, quant-architecture, Qlib, JoinQuant, QMT]
---
==⚠  Switch to EXCALIDRAW VIEW in the MORE OPTIONS menu of this document. ⚠==

# Excalidraw Data

## Text Elements
个人 A 股量化 Baseline：研究、交易与证据反馈闭环 ^title

Forecast ≠ Target ≠ Order ≠ Fill｜本地保存事实，聚宽负责复核，QMT 负责真实订单 ^subtitle

研究平面｜本地为事实源 ^researchTitle

授权数据源
JoinQuant / JQData ^sourceText

PIT Canonical
Parquet + DuckDB ^storeText

UniverseSnapshot
FeatureSnapshot ^snapshotText

AlphaForecast
LightGBM + Ridge ^alphaText

RiskForecast
行业 + 风格 + 收缩 ^riskText

CostForecast
费率 + 价差 + 冲击 ^costText

受约束组合优化
Alpha − 风险 − 成本
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Qlib：研究与模型 workflow｜MLflow：实验版本 ^researchNote

聚宽：发布前双引擎复核，不进入实盘在线依赖 ^jqNote

交易平面｜QMT / 券商事实 ^tradeTitle

PreTrade Gate
规则 / 现金 / 可卖量 ^pretradeText

ExecutionPlan / OMS
幂等父单 + 子单节奏 ^omsText

QMT / Broker
异步委托与查询 ^brokerText

OrderEvent / Fill
部分成交 / 撤单 / 拒单 ^fillText

三本账 + 日终对账
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TargetPortfolio ^targetLabel

券商回报是成交事实 ^brokerFact

归因 / TCA / 漂移 / 对账证据
反馈到数据、Alpha、风险、成本与版本治理 ^feedbackText

硬门失败：NO_TRADE / SAFE_MODE ^gateText

校准 / 回滚 ^feedbackLabel

%%
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