---
excalidraw-plugin: parsed
tags: [excalidraw, quants, capability-map, decision-judgment]
---
==⚠  Switch to EXCALIDRAW VIEW in the MORE OPTIONS menu of this document. ⚠==

# Excalidraw Data

## Text Elements
个人量化多时钟运行图：不同模块运行在不同频率，架构不应被“实时”二字绑架 ^t001

你的主线是 A 股日频 / 周频：实时层只承担订单、成交、限额与安全；判断和治理可以在更慢的时钟上完成。 ^t002

事件级 / 盘中 ^t004

毫秒–分钟 ^t006

必须运行 ^t007

行情与交易状态事件 ^t009

订单 / 撤单 / 成交回报 ^t011

仓位限额与 kill switch ^t013

断线、重复订单、价格异常 ^t015

关键产物 ^t016

event_id / order_id / fill_id ^t017

当前：真实链路未验收 ^t019

日级 ^t022

收盘前后 / 每交易日 ^t024

必须运行 ^t025

数据落库与质量检查 ^t027

信号、目标权重、再平衡 ^t029

持仓 / 现金 / 费用三账对账 ^t031

PnL、暴露、成本与异常日报 ^t033

关键产物 ^t034

dataset_id / run_id / target_book ^t035

当前：主战频率，日志未闭环 ^t037

周级 ^t040

每周 ^t042

必须运行 ^t043

数据与策略健康检查 ^t045

滑点 / 成交 / 异常复盘 ^t047

漂移、相关性、容量观察 ^t049

研究待办与优先级调整 ^t051

关键产物 ^t052

health_report / incident_review ^t053

当前：以人工复盘为主 ^t055

月级 ^t058

每月 ^t060

必须运行 ^t061

PnL 与因子 / 风格归因 ^t063

资本分配、风险预算、容量 ^t065

继续 / 修复 / 降权 / 暂停 ^t067

模型和成本假设偏差检查 ^t069

关键产物 ^t070

attribution / allocation_memo ^t071

当前：制度尚未建立 ^t073

季级 / 年级 ^t076

季度–年度 ^t078

必须运行 ^t079

资本政策与目标重审 ^t081

模型重新验证与策略退役 ^t083

灾备 / 券商 / 数据源演练 ^t085

权限、密钥、审计与合规检查 ^t087

关键产物 ^t088

policy_version / validation / audit ^t089

当前：尚未建立 ^t091

由频率反推架构的四条原则 ^t092

事件路径要小 ^t094

只保留安全关键逻辑；确定性、幂等、可降级。 ^t095

日级任务可重放 ^t097

同一 dataset / run ID 可重建信号、目标权重与账本。 ^t098

慢判断要有证据 ^t100

月度归因、资本分配和退役不由单日盈亏触发。 ^t101

跨时钟能关联 ^t103

订单、成交、持仓、PnL、实验与策略版本用共同 ID 串联。 ^t104

因此现在不需要先搭高频平台；先把日级运行、事件级执行安全、周/月级复盘闭环做实，已经足以支撑未来几年迭代。 ^t105

%%
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      "fontFamily": 1,
      "textAlign": "left",
      "verticalAlign": "top",
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      "link": null,
      "locked": false,
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      "fontFamily": 1,
      "textAlign": "left",
      "verticalAlign": "top",
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      "originalText": "订单、成交、持仓、PnL、实验与策略版本用共同 ID 串联。",
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      "boundElements": null,
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      "link": null,
      "locked": false,
      "text": "因此现在不需要先搭高频平台；先把日级运行、事件级执行安全、周/月级复盘闭环做实，已经足以支撑未来几年迭代。",
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      "containerId": null,
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    "gridStep": 5,
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}
```
%%
