零界星图外部策略接入

官方数据包

公开发布、可校验

公开评分门槛

低于门槛不接收上传

回测算力

用户侧

平台不代跑回测

接口状态

检查中

页面生成 2026-09-02T01:49:37+00:00

一步一步接入流程

外部策略先在用户侧完成官方数据包回测，再提交策略包和哈希证明；MarketWorld 不替用户跑回测，也不消耗平台算力。

回测方式：用户下载 MarketWorld 发布的官方历史数据包、manifest 和成本模型，在自己的电脑、服务器或第三方算力上回测。系统只负责提供标准数据、校验哈希、做准入检查和后续私有复核；不要把策略源码上传给我们要求代跑回测。

选择数据包

按策略场所选择数据包。期现策略必须使用覆盖现货和永续两条腿的官方包；跨交易所策略必须选择已发布的 cross_venue 包，不能自行拼接不同数据包。

GET /external-strategies/backtest-datasets

下载并校验

下载 market_data、execution_cost_assumptions 和 manifest，先核对文件 SHA256、data_fingerprint、manifest_hash。

/files/market_data_sessionized.csv

用户侧回测

在用户自己的环境运行策略。必须计入手续费、滑点、价差、资金费率和成本模型，并声明无未来函数、无幸存者偏差。

python scripts/external_strategy_offline_backtest.py

生成证明材料

生成 summary、trades、equity curve、slice report、score report、config 和 artifact manifest，并对每个文件生成 SHA256。

BacktestEvidenceV2

填写策略包

把 dataset、venue_pair、venue_bindings、cost_model、public_score、artifact_hashes 和 commitments 填进 strategy_package_v2。

strategy_package_template_v2.json

预检后提交

先 dry-run 预检。正式提交后进入待复核队列；私有复核通过前不会进入任何授权运行队列，更不会触达实盘。

POST /external-strategies?dry_run=true

查看回测准入标准打开外部回测数据页查看官方数据包下载离线回测系统下载接入标准

可直接运行策略包：一次上传必须齐全

JSON、回测结果哈希或 PPO 训练日志本身都不能运行。要进入 Docker 模拟盘，必须提交下面完整目录的 ZIP；平台以其中源码和模型做冷启动验证。

下载完整交付规范

1. 文件结构

ZIP 解压后必须保留以下相对路径。没有源码或权重的提交只会登记为“不可运行”。

my_strategy_bundle/
├─ strategy_package.json
└─ runtime/
   ├─ strategy.py
   ├─ requirements.lock
   ├─ wheels/        # 自定义离线依赖，可为空
   └─ models/        # PPO/ONNX 权重等，可为空

2. JSON 必填运行时字段

runtime.type：python/model/reinforcement_learning
runtime.entrypoint：如 runtime/strategy.py:generate_signals
requirements_lock、source_bundle_sha256、timeout_seconds
模型文件路径与 SHA256；PPO 还须有权重、归一化器、动作映射、观察窗口定义。
execution_schedule：必须声明数据粒度、决策频率、交易日历、时区、决策/执行时点和幂等范围；time_views 不能代替该合约。

3. 可执行函数契约

函数接收严格时点 snapshot。
只能返回 SignalIntentV1 列表。
不得下单、联网、读取秘密、写宿主机或启动子进程。
依赖必须精确锁版；自定义包必须附离线 wheel，容器不会联网安装。

启动闸门：完整文件与哈希一致 → 隔离运行时冷启动烟测 → 回测证明一致性检查 → 私有审核 → 纸面模拟盘。任何缺项、哈希不一致或隔离运行时失败都会拒绝执行；不会产生实盘订单。

提交策略包

提交后会先校验 schema、离线回测证明、风险边界和信号格式，再进入待复核队列；不会展示内部运行状态，也不会直接实盘下单。

提交令牌

覆盖同名策略

策略包 JSON（可运行包时为 ZIP 内 strategy_package.json 的同一内容）

{
  "schema_version": "strategy_package_v2",
  "strategy_id": "replace_with_strategy_id",
  "strategy_kind": "declarative",
  "enabled": false,
  "review_requested": true,
  "author": "replace_with_author",
  "time_views": [
    "research_aligned"
  ],
  "execution_schedule": {
    "schema": "StrategyExecutionScheduleV1",
    "data_granularity": "1d",
    "decision_frequency": "trading_day",
    "calendar": "CN_A_SHARE",
    "timezone": "Asia/Shanghai",
    "as_of_policy": "previous_session_close",
    "decision_at": "09:20",
    "execution_at": "09:30",
    "idempotency_scope": "trading_day"
  },
  "objective": "Describe the market inefficiency or structural relationship this strategy is trying to capture.",
  "runtime": {
    "type": "declarative",
    "entrypoint": "",
    "framework": ""
  },
  "outputs": {
    "schema": "SignalIntentV1"
  },
  "adapter": {
    "strategy_model": "spot_perp_funding_carry"
  },
  "venue_policy": {
    "scope": "same_venue",
    "venue_pair_id": "okx_btc_spot_perp",
    "execution_venues": [
      "OKX"
    ],
    "allow_cross_venue_basis": false
  },
  "risk": {
    "paper_only": true,
    "allow_live_trading": false,
    "max_notional_usd": 500000
  },
  "backtest_evidence": {
    "schema": "BacktestEvidenceV2",
    "evidence_mode": "hash_commitment",
    "status": "submitted",
    "run_id": "replace_with_client_backtest_run_id",
    "run_mode": "client_side",
    "computed_by": "your_local_backtest_engine",
    "dataset": {
      "provider": "marketworld",
      "dataset_id": "mw_okx_btc_spot_perp_daily_v1",
      "data_fingerprint": "sha256:6b3c694c1113d67af7d6264f1476acb43a0db7451759bf1b583f276b93a6f530",
      "manifest_hash": "sha256:00c026502384cc22ca40c87ea854bc182ff0c978bf6888619415a1139ac1e644",
      "source_policy_id": "marketworld_public_rest_history_v1",
      "venue_policy_id": "marketworld_venue_locked_v1",
      "venue_pair_id": "okx_btc_spot_perp",
      "granularity": "daily",
      "instruments": [
        "PERP_BTC",
        "SPOT_BTC"
      ],
      "venue_bindings": {
        "PERP_BTC": {
          "execution_venue": "OKX",
          "data_provider": "okx_swap",
          "venue_symbol": "BTC-USDT-SWAP",
          "market_type": "crypto_perp",
          "source_role": "perpetual_swap",
          "dataset_source": "okx_public_rest_history"
        },
        "SPOT_BTC": {
          "execution_venue": "OKX",
          "data_provider": "okx_spot",
          "venue_symbol": "BTC-USDT",
          "market_type": "crypto_spot",
          "source_role": "spot",
          "dataset_source": "okx_public_rest_history"
        }
      }
    },
    "cost_model": {
      "model_id": "mw_cost_okx_btc_spot_perp_v1",
      "hash": "sha256:3e1965e39747bd707e39a7a8bb259257d4816e5c9d1684a96588786d52b20a32"
    },
    "period": {
      "start": "2026-03-29",
      "end": "2026-06-26",
      "timezone": "UTC"
    },
    "data_fingerprint": "sha256:6b3c694c1113d67af7d6264f1476acb43a0db7451759bf1b583f276b93a6f530",
    "public_summary": {
      "granularity": "replace_with_dataset_granularity",
      "bar_count": "replace_with_observed_bar_count",
      "period_days": "replace_with_backtest_period_days",
      "open_count": "replace_with_open_event_count_optional",
      "round_trip_count": "replace_with_completed_round_trip_count",
      "trade_count": "replace_with_public_trade_count_optional",
      "active_days": "replace_with_public_active_days_optional"
    },
    "public_score": {
      "scorer_id": "marketworld_public_backtest_score_v4",
      "score": "replace_with_public_score_0_to_100",
      "threshold": 70.0,
      "passed": false,
      "risk_gate_passed": false,
      "holdout_slice_passed": false,
      "score_report_json_sha256": "sha256:replace_with_score_report_hash"
    },
    "attestation": {
      "no_lookahead": true,
      "no_survivorship_bias": true,
      "costs_included": true,
      "client_side_compute": true,
      "marketworld_dataset_used": true,
      "venue_locked_data": true
    },
    "artifact_hashes": {
      "summary_json_sha256": "sha256:replace_with_result_summary_hash",
      "trades_csv_sha256": "sha256:replace_with_trade_ledger_hash",
      "equity_curve_csv_sha256": "sha256:replace_with_equity_curve_hash",
      "slice_report_json_sha256": "sha256:replace_with_slice_report_hash",
      "score_report_json_sha256": "sha256:replace_with_score_report_hash",
      "config_json_sha256": "sha256:replace_with_backtest_config_hash",
      "artifact_manifest_sha256": "sha256:replace_with_artifact_manifest_hash"
    },
    "commitments": {
      "opaque_feature_commitment_hash": "sha256:replace_with_opaque_feature_commitment_hash",
      "strategy_source_sha256": "sha256:replace_with_strategy_source_hash"
    }
  },
  "rules": [
    {
      "rule_id": "demo_rule",
      "edge_id": "PERP_BTC->SPOT_BTC",
      "venue_pair_id": "okx_btc_spot_perp",
      "venue_scope": "same_venue",
      "label": "BTC OKX spot/perp funding carry",
      "from_instrument": "PERP_BTC",
      "to_instrument": "SPOT_BTC",
      "state": "watch",
      "confidence": 0.55,
      "entry_rule": "Enter only when the strategy's own signal, venue-locked data, and cost model all pass its submitted rules.",
      "exit_rule": "Exit only when the strategy's own exit condition fires or risk controls require flattening.",
      "kill_switch": "Disable immediately when data alignment, venue binding, cost model, or risk limits become invalid.",
      "risk_notes": "Intent-only submission. MarketWorld must privately review the hash commitment before this can enter any authorized runtime queue."
    }
  ],
  "signal_intents": [
    {
      "schema": "SignalIntentV1",
      "intent_id": "demo_signal_001",
      "time_view": "research_aligned",
      "action": "observe",
      "strategy_model": "spot_perp_funding_carry",
      "edge_id": "PERP_BTC->SPOT_BTC",
      "venue_pair_id": "okx_btc_spot_perp",
      "confidence": 0.55,
      "score": 55.0,
      "reason": "Template signal. Public submission does not expose MarketWorld internal feature names or slice rules.",
      "legs": [
        {
          "instrument": "PERP_BTC",
          "role": "left",
          "side": "sell",
          "target_notional_usd": 0,
          "execution_venue": "OKX",
          "venue_symbol": "BTC-USDT-SWAP"
        },
        {
          "instrument": "SPOT_BTC",
          "role": "right",
          "side": "buy",
          "target_notional_usd": 0,
          "execution_venue": "OKX",
          "venue_symbol": "BTC-USDT"
        }
      ],
      "risk": {
        "max_notional_usd": 500000,
        "stop_loss_bps": 45,
        "max_holding_minutes": 240
      }
    }
  ]
}

下载离线回测系统下载接入标准下载可运行包规范

接入标准

策略可以来自规则、强化学习、深度学习或外部服务，但必须输出 SignalIntentV1，并使用 MarketWorld 官方数据包完成离线回测。

1. 只提交意图

外部策略不直接改账本、不绕过成本模型、不触达券商。它只表达想观察、开仓、平仓或调仓的标准化意图。

2. 先做离线回测

提交者下载 MarketWorld 官方历史数据包，用自己的算力跑回测，并用公开评分器生成 0-100 分；低于门槛不接收上传。

3. 进入三层闸门

策略包会经过同时间点校验、价格锚校验、成本覆盖、样本外窗口、组合风控和授权边界检查。

4. 私有复核后再接入

哈希承诺包会先进入待复核队列；MarketWorld 用私有特征提取器复算并匹配 commitment id，通过前不会进入任何授权运行队列。

离线回测准入标准等待接口返回。

官方回测数据包

外部用户必须下载这里发布的数据包和成本模型，在本地或外部算力上回测。