Strategy code

Qube runs strategy code through a backtest engine. Keep the code focused on trading logic. Set the run period, capital, frequency, and other simulation controls in the canvas or chat tools.

Runtime lifecycle

Use this lifecycle for a strategy:

def initialize(context):
    # Set accounts, symbols, parameters, and empty caches.
    init_market_data(context)


def init_market_data(context):
    # Load the required history once and prepare reusable data.
    pass


def handle_data(context, data):
    # Read prepared data, create signals, and submit orders.
    pass

The exact imports and order functions depend on the market. Use the market-specific generation flow when you create code with Qube.

Rules that apply to every market

Load full history in init_market_data, not on every bar.
Initialize custom context fields before reading them.
Keep handle_data focused on signal checks and orders.
Do not use future data or future-return fields to create a signal.
Do not call chat tools such as set_backtest_params or run_backtest from strategy source.
Check for missing data and return explicitly instead of hiding errors.

Market-specific differences

Market	Data and execution focus
Hong Kong	Use HK data APIs, `.HK` symbols, the HK calendar, and valid board lots.
US	Use US data APIs, `.NB` symbols, and the US calendar.

For minute strategies, the backtest frequency is 1M. The history API may use a different spelling such as 1m; do not confuse the task frequency with the data query period.

Keep simulation settings outside the source

The canvas or chat controls the initial capital, dates, frequency, commission multiplier, slippage, and benchmark. A strategy should read the runtime context and implement the trading rules instead of hard-coding a user’s one-off backtest request.

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Runtime lifecycle

Rules that apply to every market

Market-specific differences

Keep simulation settings outside the source

​Runtime lifecycle

​Rules that apply to every market

​Market-specific differences

​Keep simulation settings outside the source

Runtime lifecycle

Rules that apply to every market

Market-specific differences

Keep simulation settings outside the source