CB snapshot期貨money P&L
CB snapshot 天數
1/2
CB snapshot 點數
357
群益套利 universe
250
期貨候選
60
資料可回測性
partialCB 折溢價 snapshot
檔案 1，日期 2026-07-06 到 2026-07-06
樣本不足
個股期 money P&L
missing historical individual stock futures prices/bid-ask/volume
缺期貨歷史價
CB snapshot 訊號回放
樣本不足：目前 1 個日期、357 筆資料。至少要 2 個 snapshot 日期才可回放。
個股期回測缺口
狀態：opportunity_replay_available
原因：realized/settlement money backtest blocked by missing TAIFEX historical single-stock futures prices
已檢查候選：60
需要資料：TAIFEX historical individual stock futures daily OHLC/settlement/volume，欄位 date, futures_code, contract_month, open, high, low, close_or_settlement, volume
| rank | 期貨 | 現股 | 現股API | 期貨API |
|---|---|---|---|---|
| 1 | CAF | 1303 | Y | N |
| 2 | CBF | 2002 | Y | N |
| 3 | CCF | 2303 | Y | N |
| 4 | CDF | 2330 | Y | N |
| 5 | CEF | 2881 | Y | N |
| 6 | CFF | 1301 | Y | N |
| 7 | CGF | 2324 | Y | N |
| 8 | CHF | 2409 | Y | N |
| 9 | CJF | 2880 | Y | N |
| 10 | CKF | 2882 | Y | N |
下一步資料任務
- schedule /api/cb/scan daily snapshot on canonical API port 8002 after close
- collect TAIFEX historical single-stock futures OHLC/settlement/volume
- store daily executable CB ask/ask-size, stock bid/bid-size, and SBL availability for money-PnL backtest