usim
Introduction
1.
Release Note for V3
2.
Usim Structures
3.
Usim Workflow
4.
Initialization
5.
Universe
6.
Metronome and Vanguard
7.
Trade
8.
Stat
9.
Dataloader
10.
SecurityManager
11.
MessagePool
12.
Log
13.
How to Write Alpha
14.
Special Concerns
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usim
Special Concerns
Usim special behaviors:
In China mainland, before July 8, 2013 (20130708), futures do not have overnight session, hence Usim will silently ignore overnight sessions before this date to speed up simualtion. 2.
Usim Caveats: