pyswordfish 3.0.4.0__cp312-cp312-win_amd64.whl

swordfish/plugins/backtest/backtest.py

@@ -0,0 +1,4228 @@
+from ..._swordfishcpp import (  # type: ignore
+    plugin_backtest_setUniverse,
+    plugin_backtest_createBacktestEngine,
+    plugin_backtest_dropBacktestEngine,
+    plugin_backtest_submitOrder,
+    plugin_backtest_cancelOrder,
+    plugin_backtest_getPosition,
+    plugin_backtest_getDailyPosition,
+    plugin_backtest_appendQuotationMsg,
+    plugin_backtest_getAvailableCash,
+    plugin_backtest_getTodayPnl,
+    plugin_backtest_getTradeDetails,
+    plugin_backtest_getContextDict,
+    plugin_backtest_getDailyTotalPortfolios,
+    plugin_backtest_getReturnSummary,
+    plugin_backtest_backtestGetOpenOrders,
+    plugin_backtest_getBacktestEngineList,
+    plugin_backtest_subscribeIndicator,
+    plugin_backtest_getLastestPrices,
+    plugin_backtest_getTotalPortfolios,
+    plugin_backtest_getMarginSecuPosition,
+    plugin_backtest_getMarginTradingPosition,
+    plugin_backtest_getSecuLendingPosition,
+    plugin_backtest_setSecurityReferenceData,
+    plugin_backtest_endWaitAPI,
+    plugin_backtest_initialize,
+    plugin_backtest_setRealTimeOutputTable,
+    plugin_backtest_genIndicatorColumns,
+    plugin_backtest_createBacktester,
+    plugin_backtest_triggerDailySettlement,
+    plugin_backtest_getStockTotalPortfolios,
+    plugin_backtest_getFuturesTotalPortfolios,
+    plugin_backtest_getOptionTotalPortfolios,
+    plugin_backtest_setSimulatorTradingMode,
+    plugin_backtest_updatePosition,
+    plugin_backtest_getCryptocurrencyPosition,
+    plugin_backtest_getCryptocurrencyTotalPortfolios,
+    plugin_backtest_setPosition,
+    plugin_backtest_getConfig,
+    plugin_backtest_appendEndMarker,
+)
+
+from ..._swordfishcpp import (  # type: ignore
+    Resource,
+    Table,
+    Timestamp,
+    ProgrammingError,
+)
+
+from ..._helper import Config
+from ..._runtime import Runtime
+
+from ...data import (
+    scalar as sf_scalar,
+    vector as sf_vector,
+    dictionary as sf_dictionary,
+)
+
+from ...function import (
+    swordfish_udf as F_swordfish_udf,
+)
+
+from ... import (
+    data as sf_data,
+)
+
+import datetime
+import uuid
+from abc import ABC, abstractmethod
+from enum import Enum
+from typing import (
+    TypeVar, Type,
+    Union, List, Dict,
+    final,
+)
+from collections.abc import Iterable
+from collections import defaultdict
+import weakref
+
+
+def _generate_name():
+    return "BACKTESTER_PSF_" + uuid.uuid4().hex[:8]
+
+
+class AssetType(Enum):
+    """The asset type.
+    """
+    STOCK = "stock"
+    FUTURES = "futures"
+    OPTION = "option"
+    CRYPTO = "cryptocurrency"
+    MARGIN = "securityCreditAccount"
+    CFETS_BOND = "CFETSBond"
+    XSHG_BOND = "XSHGBond"
+    UNIVERSAL = "universal"     # in futures
+    MULTIASSET = "multiAsset"
+
+
+class MarketType(Enum):
+    SNAPSHOT = 1
+    SNAPSHOT_TICK = 2
+    MINUTE = 3
+    DAILY = 4
+    STOCK_TICK_WIDE = 5
+    SNAPSHOT_TICK_WIDE = 6
+
+
+class MarketDataType(Enum):
+    SNAPSHOT = "snapshot"
+    TICK = "tick"
+    KLINE = "kline"
+    OHLC = "ohlc"
+    TRADE = "trade"
+    SNAPSHOT_KLINE = "snapshot_kline"
+    SNAPSHOT_OHLC = "snapshot_ohlc"
+
+
+class MatchingMode(Enum):
+    CLOSE_MATCH = 1
+    OPEN_MATCH = 2
+    ORDER_MATCH = 3
+
+
+class AccountType(Enum):
+    SPOT = "spot"
+    STOCK = "stock"
+    FUTURES = "futures"
+    OPTION = "option"
+    DEFAULT = "default"
+
+
+def _convert_Nothing(v):
+    return v if v is not None else sf_data.Nothing
+
+
+def _convert_account(v: AccountType):
+    return v.value if v is not AccountType.DEFAULT else sf_data.String()
+
+
+class Account:
+    account_type: AccountType
+    engine: "BacktesterBase"
+
+    def __init__(self, account_type: AccountType, engine: "BacktesterBase"):
+        self.account_type = account_type
+        self.engine = engine
+
+    @property
+    def cash(self):
+        """Query available cash in the account.
+        """
+        if self.account_type == AccountType.DEFAULT:
+            return plugin_backtest_getAvailableCash(self.engine.engine_handle)
+        return plugin_backtest_getAvailableCash(self.engine.engine_handle, self.account_type.value)
+
+    @property
+    def trade_details(self):
+        """Retrieve order trade details.
+
+        Returns
+        -------
+        Table
+            Return a table with the following structure:
+            
+            +----------------+-------------------------------------------------------------------------------------------------+
+            | Field          | Description                                                                                     |
+            +================+=================================================================================================+
+            | orderId        | Order ID                                                                                        |
+            +----------------+-------------------------------------------------------------------------------------------------+
+            | symbol         | Security code                                                                                   |
+            +----------------+-------------------------------------------------------------------------------------------------+
+            | direction      | Order direction:                                                                                |
+            |                | 1: Buy open                                                                                     |
+            |                | 2: Sell open                                                                                    |
+            |                | 3: Sell close                                                                                   |
+            |                | 4: Buy close                                                                                    |
+            +----------------+-------------------------------------------------------------------------------------------------+
+            | sendTime       | Order submission time                                                                           |
+            +----------------+-------------------------------------------------------------------------------------------------+
+            | orderPrice     | Order submission price                                                                          |
+            +----------------+-------------------------------------------------------------------------------------------------+
+            | orderQty       | Order quantity                                                                                  |
+            +----------------+-------------------------------------------------------------------------------------------------+
+            | tradeTime      | Trade time                                                                                      |
+            +----------------+-------------------------------------------------------------------------------------------------+
+            | tradePrice     | Trade price                                                                                     |
+            +----------------+-------------------------------------------------------------------------------------------------+
+            | tradeQty       | Trade quantity                                                                                  |
+            +----------------+-------------------------------------------------------------------------------------------------+
+            | orderStatus    | Order status:                                                                                   |
+            |                | 4: Submitted                                                                                    |
+            |                | 2: Cancel successful                                                                            |
+            |                | 1: Filled                                                                                       |
+            |                | 0: Partially filled                                                                             |
+            |                | -1: Approval rejected                                                                           |
+            |                | -2: Cancel rejected                                                                             |
+            |                | -3: Unfilled order                                                                              |
+            +----------------+-------------------------------------------------------------------------------------------------+
+            | label          | Label                                                                                           |
+            +----------------+-------------------------------------------------------------------------------------------------+
+            | outputOrderInfo| Risk control log, included only if engine parameter outputOrderInfo=true                        |
+            +----------------+-------------------------------------------------------------------------------------------------+
+            | seqNum         | Sequence number column, included only if engine parameter outputSeqNum=true                     |
+            +----------------+-------------------------------------------------------------------------------------------------+
+
+        """
+        if self.account_type == AccountType.DEFAULT:
+            return plugin_backtest_getTradeDetails(self.engine.engine_handle)
+        return plugin_backtest_getTradeDetails(self.engine.engine_handle, self.account_type.value)
+
+    def get_position(self, symbol: str = None):
+        """Retrieve position information.
+        
+        - If symbol is not specified, a table is returned.
+        
+        - If symbol is specified, a dictionary is returned.
+        
+        - When JIT optimization is enabled, symbol must be specified.
+
+        Parameters
+        ----------
+        symbol : str, optional
+            A STRING scalar indicating the symbol code.
+
+        Returns
+        -------
+        Table
+            For assets other than SSE bonds, the returned structure is as follows:
+            
+            +-----------------------+----------------------------------+
+            | Field                 | Description                      |
+            +=======================+==================================+
+            | symbol                | Stock symbol                     |
+            +-----------------------+----------------------------------+
+            | lastDayLongPosition   | Long position at previous close  |
+            +-----------------------+----------------------------------+
+            | lastDayShortPosition  | Short position at previous close |
+            +-----------------------+----------------------------------+
+            | longPosition          | Current long position            |
+            +-----------------------+----------------------------------+
+            | longPositionAvgPrice  | Average price of long position   |
+            +-----------------------+----------------------------------+
+            | shortPosition         | Current short position           |
+            +-----------------------+----------------------------------+
+            | shortPositionAvgPrice | Average price of short position  |
+            +-----------------------+----------------------------------+
+            | todayBuyVolume        | Buy volume today                 |
+            +-----------------------+----------------------------------+
+            | todayBuyValue         | Buy value today                  |
+            +-----------------------+----------------------------------+
+            | todaySellVolume       | Sell volume today                |
+            +-----------------------+----------------------------------+
+            | todaySellValue        | Sell value today                 |
+            +-----------------------+----------------------------------+
+            
+            For SSE bonds, the returned structure is as follows:
+            
+            +--------------------+----------------------------------+
+            | Field              | Description                      |
+            +====================+==================================+
+            | symbol             | Bond symbol                      |
+            +--------------------+----------------------------------+
+            | lastDayLongPosition | Long position at previous close |
+            +--------------------+----------------------------------+
+            | longPosition       | Current long position            |
+            +--------------------+----------------------------------+
+            | longPositionAvgPrice | Average price of long position |
+            +--------------------+----------------------------------+
+            | todayBuyVolume     | Buy volume today                 |
+            +--------------------+----------------------------------+
+            | todayBuyValue      | Buy value today                  |
+            +--------------------+----------------------------------+
+            | totalValue         | Total position value             |
+            +--------------------+----------------------------------+
+            | accruedInterest    | Accrued interest                 |
+            +--------------------+----------------------------------+
+            | fullBondPrice      | Full bond price                  |
+            +--------------------+----------------------------------+
+            | lastPrice          | Bond clean price                 |
+            +--------------------+----------------------------------+
+            | yield              | Yield                            |
+            +--------------------+----------------------------------+
+            | interestIncome     | Interest income                  |
+            +--------------------+----------------------------------+
+            | floatingProfit     | Floating profit/loss             |
+            +--------------------+----------------------------------+
+            | realizedProfit     | Realized profit/loss             |
+            +--------------------+----------------------------------+
+            | totalProfit        | Total profit/loss                |
+            +--------------------+----------------------------------+
+            | duration           | Duration                         |
+            +--------------------+----------------------------------+
+            | convexity          | Convexity                        |
+            +--------------------+----------------------------------+
+            | DV01               | DV01                             |
+            +--------------------+----------------------------------+
+
+        """
+        if self.account_type == AccountType.DEFAULT:
+            return plugin_backtest_getPosition(self.engine.engine_handle, _convert_Nothing(symbol))
+        return plugin_backtest_getPosition(self.engine.engine_handle, _convert_Nothing(symbol), self.account_type.value)
+
+    def set_position(self, symbol: str, qty: int, order_price: float, last_price: float = None):
+        """Set the initial position. This function must be called before "append_data" is used to insert market data, 
+        and it is typically invoked within the ``initialize`` callback function.
+
+        Unlike *set_last_day_position* config, which defines base positions that do not occupy initial capital, 
+        ``set_position`` defines initial positions whose cost does occupy initial capital.
+
+        Parameters
+        ----------
+        symbol : str
+            A STRING scalar indicating the security code.
+        qty : int
+            An INT scalar indicating the position quantity:
+
+            -  qty > 0: indicates a long (buy) position.
+
+            - qty < 0: indicates a short (sell) position. Short selling is not supported for stocks and bonds.
+        order_price : float
+            A DOUBLE scalar indicating the cost price of the position.
+        last_price : float, optional
+            A DOUBLE scalar indicating the latest price of the security (i.e., the previous closing price). 
+            If omitted or set to 0, the default value is orderPrice.
+
+        """
+        if self.account_type == AccountType.DEFAULT:
+            return plugin_backtest_setPosition(self.engine.engine_handle, symbol, qty, order_price, _convert_Nothing(last_price))
+        return plugin_backtest_setPosition(self.engine.engine_handle, symbol, qty, order_price, _convert_Nothing(last_price), self.account_type.value)
+
+    def get_daily_position(self, symbol: str = None):
+        """This function is typically called after the backtest completes to retrieve detailed end-of-day position data.
+
+        If it is called during the trading session, the current day's data will be unavailable, 
+        and only the previous day's position data will be returned.
+        
+        When the asset type is stocks, futures, or options, the structure of the 
+        returned position detail table is as follows:
+          
+        +-----------------------+--------------------------------------+
+        | Field                 | Description                          |
+        +=======================+======================================+
+        | symbol                | Symbol code                          |
+        +-----------------------+--------------------------------------+
+        | tradeDate             | Trading date                         |
+        +-----------------------+--------------------------------------+
+        | lastDayLongPosition   | Long position from the previous day  |
+        +-----------------------+--------------------------------------+
+        | lastDayShortPosition  | Short position from the previous day |
+        +-----------------------+--------------------------------------+
+        | longPosition          | Current long position                |
+        +-----------------------+--------------------------------------+
+        | longPositionAvgPrice  | Average long trade price             |
+        +-----------------------+--------------------------------------+
+        | shortPosition         | Current short position               |
+        +-----------------------+--------------------------------------+
+        | shortPositionAvgPrice | Average short trade price            |
+        +-----------------------+--------------------------------------+
+        | todayBuyVolume        | Today's total buy volume             |
+        +-----------------------+--------------------------------------+
+        | todayBuyValue         | Today's total buy amount             |
+        +-----------------------+--------------------------------------+
+        | todaySellVolume       | Today's total sell volume            |
+        +-----------------------+--------------------------------------+
+        | todaySellValue        | Today's total sell amount            |
+        +-----------------------+--------------------------------------+
+
+        When in margin trading mode, the detailed position table has the following structure:
+        
+        +------------------------------------+-----------------------------------------------+
+        | Field                              | Description                                   |
+        +====================================+===============================================+
+        | symbol                             | Symbol code                                   |
+        +------------------------------------+-----------------------------------------------+
+        | tradeDate                          | Trading date                                  |
+        +------------------------------------+-----------------------------------------------+
+        | lastDayMarginSecuPosition          | Collateral buy position at previous close     |
+        +------------------------------------+-----------------------------------------------+
+        | lastDayMarginDebt                  | Margin loan debt at previous close            |
+        +------------------------------------+-----------------------------------------------+
+        | lastDaySecuLendingDebt             | Securities lending debt at previous close     |
+        +------------------------------------+-----------------------------------------------+
+        | marginSecuPosition                 | Collateral buy position                       |
+        +------------------------------------+-----------------------------------------------+
+        | marginSecuAvgPrice                 | Average price of collateral buy position      |
+        +------------------------------------+-----------------------------------------------+
+        | marginBuyPosition                  | Margin buy position                           |
+        +------------------------------------+-----------------------------------------------+
+        | marginBuyValue                     | Margin buy value                              |
+        +------------------------------------+-----------------------------------------------+
+        | secuLendingPosition                | Securities lending (short sell) position      |
+        +------------------------------------+-----------------------------------------------+
+        | secuLendingSellValue               | Securities lending (short sell) value         |
+        +------------------------------------+-----------------------------------------------+
+        | closePrice                         | Closing price                                 |
+        +------------------------------------+-----------------------------------------------+
+        | longPositionConcentration          | Long position concentration ratio             |
+        +------------------------------------+-----------------------------------------------+
+        | shortPositionConcentration         | Net short position concentration ratio        |
+        +------------------------------------+-----------------------------------------------+
+        | marginBuyProfit                    | Profit/loss from margin buying                |
+        +------------------------------------+-----------------------------------------------+
+        | financialFee                       | Margin interest fee                           |
+        +------------------------------------+-----------------------------------------------+
+        | secuLendingProfit                  | Profit/loss from securities lending           |
+        +------------------------------------+-----------------------------------------------+
+        | secuLendingFee                     | Securities lending fee                        |
+        +------------------------------------+-----------------------------------------------+
+
+        When the asset type is a bond, the detailed position table has the following structure:
+        
+        +------------------------+--------------------------------------------+
+        | Field                  | Description                                |
+        +========================+============================================+
+        | symbol                 | Symbol code                                |
+        +------------------------+--------------------------------------------+
+        | tradeDate              | Trading date                               |
+        +------------------------+--------------------------------------------+
+        | lastDayLongPosition    | Long position quantity at previous close   |
+        +------------------------+--------------------------------------------+
+        | longPosition           | Long position quantity                     |
+        +------------------------+--------------------------------------------+
+        | longPositionAvgPrice   | Average buy price                          |
+        +------------------------+--------------------------------------------+
+        | todayBuyVolume         | Buy volume of the day                      |
+        +------------------------+--------------------------------------------+
+        | todayBuyValue          | Buy value of the day                       |
+        +------------------------+--------------------------------------------+
+        | totalValue             | Total position value                       |
+        +------------------------+--------------------------------------------+
+        | accruedInterest        | Accrued interest                           |
+        +------------------------+--------------------------------------------+
+        | fullBondPrice          | Full bond price                            |
+        +------------------------+--------------------------------------------+
+        | lastPrice              | Net bond price                             |
+        +------------------------+--------------------------------------------+
+        | yield                  | Yield                                      |
+        +------------------------+--------------------------------------------+
+        | interestIncome         | Interest income                            |
+        +------------------------+--------------------------------------------+
+        | floatingProfit         | Unrealized profit/loss                     |
+        +------------------------+--------------------------------------------+
+        | realizedProfit         | Realized profit/loss                       |
+        +------------------------+--------------------------------------------+
+        | totalProfit            | Total profit/loss                          |
+        +------------------------+--------------------------------------------+
+        | duration               | Duration                                   |
+        +------------------------+--------------------------------------------+
+        | convexity              | Convexity                                  |
+        +------------------------+--------------------------------------------+
+        | DV01                   | DV01 (Dollar Value of 1 Basis Point)       |
+        +------------------------+--------------------------------------------+
+
+        Parameters
+        ----------
+        symbol : str, optional
+            A STRING scalar indicating the target instrument to query. The default is empty, 
+            in which case the function returns position data for all instruments.
+
+        """
+        if self.account_type == AccountType.DEFAULT:
+            return plugin_backtest_getDailyPosition(self.engine.engine_handle, _convert_Nothing(symbol))
+        return plugin_backtest_getDailyPosition(self.engine.engine_handle, _convert_Nothing(symbol), self.account_type.value)
+
+    @property
+    def total_portfolios(self):
+        """Retrieve the current strategy equity metrics.
+
+        Returns
+        -------
+        Dictionary
+            A dictionary is returned with the following structure:
+            
+            **For stocks:**
+            
+            +------------------+--------------------------------------+
+            | Field Name       | Description                          |
+            +==================+======================================+
+            | tradeDate        | Trading date                         |
+            +------------------+--------------------------------------+
+            | cash             | Available cash                       |
+            +------------------+--------------------------------------+
+            | totalMarketValue | Total market value of the account    |
+            +------------------+--------------------------------------+
+            | totalEquity      | Total equity of the account          |
+            +------------------+--------------------------------------+
+            | netValue         | Unit net value of the account        |
+            +------------------+--------------------------------------+
+            | totalReturn      | Cumulative return up to the day      |
+            +------------------+--------------------------------------+
+            | ratio            | Daily return of the account          |
+            +------------------+--------------------------------------+
+            | pnl              | Daily profit and loss of the account |
+            +------------------+--------------------------------------+
+            | frozenFunds      | Frozen funds                         |
+            +------------------+--------------------------------------+
+            | totalFee         | Total fees                           |
+            +------------------+--------------------------------------+
+            | floatingPnl      | Floating profit and loss             |
+            +------------------+--------------------------------------+
+            | realizedPnl      | Realized profit and loss             |
+            +------------------+--------------------------------------+
+            | totalPnl         | Total profit and loss                |
+            +------------------+--------------------------------------+
+
+            **For Margin Trading and Securities Lending:**
+
+            +---------------------------+-------------------------------------------+
+            | Field Name                | Description                               |
+            +===========================+===========================================+
+            | tradeDate                 | Trading date                              |
+            +---------------------------+-------------------------------------------+
+            | lineOfCredit              | Credit line                               |
+            +---------------------------+-------------------------------------------+
+            | availableCash             | Available cash                            |
+            +---------------------------+-------------------------------------------+
+            | lastDayMarginDebt         | Margin debt at previous close             |
+            +---------------------------+-------------------------------------------+
+            | lastDaySecuLendingDebt    | Securities lending debt at previous close |
+            +---------------------------+-------------------------------------------+
+            | marginSecuMarketValue     | Market value of collateral purchased      |
+            +---------------------------+-------------------------------------------+
+            | marginDebt                | Margin debt                               |
+            +---------------------------+-------------------------------------------+
+            | secuLendingSellValue      | Securities lending sell value             |
+            +---------------------------+-------------------------------------------+
+            | marginBalance             | Margin trading balance                    |
+            +---------------------------+-------------------------------------------+
+            | secuLendingDebt           | Securities lending debt                   |
+            +---------------------------+-------------------------------------------+
+            | financialFee              | Financing interest                        |
+            +---------------------------+-------------------------------------------+
+            | secuLendingFee            | Securities lending fee                    |
+            +---------------------------+-------------------------------------------+
+            | maintenanceMargin         | Maintenance margin ratio                  |
+            +---------------------------+-------------------------------------------+
+            | availableMarginBalance    | Available margin balance                  |
+            +---------------------------+-------------------------------------------+
+            | totalMarketValue          | Total market value of the account         |
+            +---------------------------+-------------------------------------------+
+            | totalEquity               | Total equity of the account               |
+            +---------------------------+-------------------------------------------+
+            | netValue                  | Unit net value of the account             |
+            +---------------------------+-------------------------------------------+
+            | totalReturn               | Cumulative return up to the day           |
+            +---------------------------+-------------------------------------------+
+            | yield                     | Daily return of the account               |
+            +---------------------------+-------------------------------------------+
+            | pnl                       | Daily profit and loss of the account      |
+            +---------------------------+-------------------------------------------+
+            | frozenFunds               | Frozen funds                              |
+            +---------------------------+-------------------------------------------+
+
+            **For Futures/Options:**
+
+            +-------------------+---------------------------------------+
+            | Field Name        | Description                           |
+            +===================+=======================================+
+            | tradeDate         | Trading date                          |
+            +-------------------+---------------------------------------+
+            | margin            | Margin used                           |
+            +-------------------+---------------------------------------+
+            | floatingPnl       | Floating PnL                          |
+            +-------------------+---------------------------------------+
+            | realizedPnl       | Realized cumulative PnL               |
+            +-------------------+---------------------------------------+
+            | totalPnl          | Total PnL                             |
+            +-------------------+---------------------------------------+
+            | cash              | Available cash                        |
+            +-------------------+---------------------------------------+
+            | totalEquity       | Total equity of the account           |
+            +-------------------+---------------------------------------+
+            | marginRatio       | Margin usage ratio                    |
+            +-------------------+---------------------------------------+
+            | pnl               | Daily profit and loss                 |
+            +-------------------+---------------------------------------+
+            | netValue          | Account unit net value                |
+            +-------------------+---------------------------------------+
+            | totalReturn       | Cumulative return up to the day       |
+            +-------------------+---------------------------------------+
+            | ratio             | Daily return of the account           |
+            +-------------------+---------------------------------------+
+            | totalFee          | Total fees                            |
+            +-------------------+---------------------------------------+
+
+            **For Bonds:**
+
+            +-------------------+-------------------------------+
+            | Field Name        | Description                   |
+            +===================+===============================+
+            | tradeDate         | Trading date                  |
+            +-------------------+-------------------------------+
+            | cash              | Available cash                |
+            +-------------------+-------------------------------+
+            | totalMarketValue  | Total market value of account |
+            +-------------------+-------------------------------+
+            | totalEquity       | Total equity of account       |
+            +-------------------+-------------------------------+
+            | netValue          | Account unit net value        |
+            +-------------------+-------------------------------+
+            | totalReturn       | Cumulative return up to date  |
+            +-------------------+-------------------------------+
+            | ratio             | Daily return                  |
+            +-------------------+-------------------------------+
+            | pnl               | Daily profit and loss         |
+            +-------------------+-------------------------------+
+            | totalProfit       | Total profit and loss         |
+            +-------------------+-------------------------------+
+            
+        """
+        if self.account_type == AccountType.DEFAULT:
+            return plugin_backtest_getTotalPortfolios(self.engine.engine_handle)
+        return plugin_backtest_getTotalPortfolios(self.engine.engine_handle, self.account_type.value)
+
+    @property
+    def daily_total_portfolios(self):
+        """Called at the end of a backtest to obtain the strategy's daily equity metrics table. 
+
+        Returns
+        -------
+        Table
+            Return a table. The structure of the returned table varies depending on the asset type of the backtest.
+            
+            **For Stocks:**
+
+            +---------------------+------------------------------------------------------------------+
+            | Field Name          | Description                                                      |
+            +=====================+==================================================================+
+            | tradeDate           | Date                                                             |
+            +---------------------+------------------------------------------------------------------+
+            | cash                | Available cash                                                   |
+            +---------------------+------------------------------------------------------------------+
+            | totalMarketValue    | Total market value of the account                                |
+            +---------------------+------------------------------------------------------------------+
+            | totalEquity         | Total equity of the account                                      |
+            +---------------------+------------------------------------------------------------------+
+            | netValue            | Unit net value of the account                                    |
+            +---------------------+------------------------------------------------------------------+
+            | totalReturn         | Cumulative return up to the current day                          |
+            +---------------------+------------------------------------------------------------------+
+            | ratio               | Daily return of the account                                      |
+            +---------------------+------------------------------------------------------------------+
+            | pnl                 | Daily P&L of the account                                         |
+            +---------------------+------------------------------------------------------------------+
+            | frozenFunds         | Frozen funds                                                     |
+            +---------------------+------------------------------------------------------------------+
+            | totalFee            | Total fees                                                       |
+            +---------------------+------------------------------------------------------------------+
+            | floatingPnl         | Floating P&L                                                     |
+            +---------------------+------------------------------------------------------------------+
+            | realizedPnl         | Realized P&L                                                     |
+            +---------------------+------------------------------------------------------------------+
+            | totalPnl            | Total P&L                                                        |
+            +---------------------+------------------------------------------------------------------+
+            | benchmarkClosePrice | Benchmark daily closing price; returned only if benchmark is set |
+            +---------------------+------------------------------------------------------------------+
+            | benchmarkNetValue   | Benchmark daily net value; returned only if benchmark is set     |
+            +---------------------+------------------------------------------------------------------+
+
+            **For Margin Trading and Securities Lending:**
+
+            +------------------------+------------------------------------------------------------------+
+            | Field Name             | Description                                                      |
+            +========================+==================================================================+
+            | tradeDate              | Date                                                             |
+            +------------------------+------------------------------------------------------------------+
+            | lineOfCredit           | Line of credit                                                   |
+            +------------------------+------------------------------------------------------------------+
+            | availableCash          | Available cash                                                   |
+            +------------------------+------------------------------------------------------------------+
+            | lastDayMarginDebt      | Previous day's closing margin debt                               |
+            +------------------------+------------------------------------------------------------------+
+            | lastDaySecuLendingDebt | Previous day's closing securities lending debt                   |
+            +------------------------+------------------------------------------------------------------+
+            | marginSecuMarketValue  | Market value of collateral purchased                             |
+            +------------------------+------------------------------------------------------------------+
+            | marginDebt             | Margin debt                                                      |
+            +------------------------+------------------------------------------------------------------+
+            | secuLendingSellValue   | Amount from securities lending sell (lending liability)          |
+            +------------------------+------------------------------------------------------------------+
+            | marginBalance          | Margin trading and securities lending balance                    |
+            +------------------------+------------------------------------------------------------------+
+            | secuLendingDebt        | Securities lending debt                                          |
+            +------------------------+------------------------------------------------------------------+
+            | financialFee           | Financing interest                                               |
+            +------------------------+------------------------------------------------------------------+
+            | secuLendingFee         | Securities lending fee                                           |
+            +------------------------+------------------------------------------------------------------+
+            | maintenanceMargin      | Maintenance margin ratio                                         |
+            +------------------------+------------------------------------------------------------------+
+            | availableMarginBalance | Available margin balance                                         |
+            +------------------------+------------------------------------------------------------------+
+            | totalMarketValue       | Total market value of the account                                |
+            +------------------------+------------------------------------------------------------------+
+            | totalEquity            | Total equity of the account                                      |
+            +------------------------+------------------------------------------------------------------+
+            | netValue               | Unit net value of the account                                    |
+            +------------------------+------------------------------------------------------------------+
+            | totalReturn            | Cumulative return up to the current day                          |
+            +------------------------+------------------------------------------------------------------+
+            | yield                  | Daily return of the account                                      |
+            +------------------------+------------------------------------------------------------------+
+            | pnl                    | Daily P&L of the account                                         |
+            +------------------------+------------------------------------------------------------------+
+            | benchmarkClosePrice    | Benchmark daily closing price; returned only if benchmark is set |
+            +------------------------+------------------------------------------------------------------+
+            | benchmarkNetValue      | Benchmark daily net value; returned only if benchmark is set     |
+            +------------------------+------------------------------------------------------------------+
+
+            **For Futures/Options:**
+
+            +------------------------+------------------------------------------------------------------+
+            | Field Name             | Description                                                      |
+            +========================+==================================================================+
+            | tradeDate              | Date                                                             |
+            +------------------------+------------------------------------------------------------------+
+            | margin                 | Margin used                                                      |
+            +------------------------+------------------------------------------------------------------+
+            | floatingPnl            | Floating P&L                                                     |
+            +------------------------+------------------------------------------------------------------+
+            | realizedPnl            | Realized cumulative P&L                                          |
+            +------------------------+------------------------------------------------------------------+
+            | totalPnl               | Total P&L                                                        |
+            +------------------------+------------------------------------------------------------------+
+            | totalMarketValue       | Total market value (options only)                                |
+            +------------------------+------------------------------------------------------------------+
+            | cash                   | Available cash                                                   |
+            +------------------------+------------------------------------------------------------------+
+            | totalEquity            | Total equity of the account                                      |
+            +------------------------+------------------------------------------------------------------+
+            | marginRatio            | Margin usage ratio                                               |
+            +------------------------+------------------------------------------------------------------+
+            | pnl                    | Daily P&L of the account                                         |
+            +------------------------+------------------------------------------------------------------+
+            | netValue               | Unit net value of the account                                    |
+            +------------------------+------------------------------------------------------------------+
+            | totalReturn            | Cumulative return up to the current day                          |
+            +------------------------+------------------------------------------------------------------+
+            | ratio                  | Daily return of the account                                      |
+            +------------------------+------------------------------------------------------------------+
+            | benchmarkClosePrice    | Benchmark daily closing price; returned only if benchmark is set |
+            +------------------------+------------------------------------------------------------------+
+            | benchmarkNetValue      | Benchmark daily net value; returned only if benchmark is set     |
+            +------------------------+------------------------------------------------------------------+
+            
+            **For Bonds:**
+
+            +------------------------+------------------------------------------------------------------+
+            | Field Name             | Description                                                      |
+            +========================+==================================================================+
+            | tradeDate              | Date                                                             |
+            +------------------------+------------------------------------------------------------------+
+            | cash                   | Available cash                                                   |
+            +------------------------+------------------------------------------------------------------+
+            | totalMarketValue       | Total market value of the account                                |
+            +------------------------+------------------------------------------------------------------+
+            | totalEquity            | Total equity of the account                                      |
+            +------------------------+------------------------------------------------------------------+
+            | netValue               | Unit net value of the account                                    |
+            +------------------------+------------------------------------------------------------------+
+            | totalReturn            | Cumulative return up to the current day                          |
+            +------------------------+------------------------------------------------------------------+
+            | ratio                  | Daily return of the account                                      |
+            +------------------------+------------------------------------------------------------------+
+            | pnl                    | Daily P&L of the account                                         |
+            +------------------------+------------------------------------------------------------------+
+            | totalProfit            | Total profit/loss                                                |
+            +------------------------+------------------------------------------------------------------+
+            | benchmarkClosePrice    | Benchmark daily closing price; returned only if benchmark is set |
+            +------------------------+------------------------------------------------------------------+
+            | benchmarkNetValue      | Benchmark daily net value; returned only if benchmark is set     |
+            +------------------------+------------------------------------------------------------------+
+        
+        """
+        if self.account_type == AccountType.DEFAULT:
+            return plugin_backtest_getDailyTotalPortfolios(self.engine.engine_handle)
+        return plugin_backtest_getDailyTotalPortfolios(self.engine.engine_handle, self.account_type.value)
+
+    @property
+    def return_summary(self):
+        """Used to calculate the strategy's performance summary at the end of backtesting.
+
+        Returns
+        -------
+        Table
+            A table is returned with the following structure:
+            
+            **For Stocks/Futures/Options/Bonds:**
+
+            +--------------------+--------------------------------------------------------+
+            | Field Name         | Description                                            |
+            +====================+========================================================+
+            | totalReturn        | Total return                                           |
+            +--------------------+--------------------------------------------------------+
+            | annualReturn       | Annualized return                                      |
+            +--------------------+--------------------------------------------------------+
+            | annualVolatility   | Annualized volatility                                  |
+            +--------------------+--------------------------------------------------------+
+            | annualSkew         | Return skewness                                        |
+            +--------------------+--------------------------------------------------------+
+            | annualKur          | Return kurtosis                                        |
+            +--------------------+--------------------------------------------------------+
+            | sharpeRatio        | Sharpe ratio                                           |
+            +--------------------+--------------------------------------------------------+
+            | maxDrawdown        | Maximum drawdown                                       |
+            +--------------------+--------------------------------------------------------+
+            | drawdownRatio      | Drawdown-to-return ratio                               |
+            +--------------------+--------------------------------------------------------+
+            | beta               | Beta coefficient                                       |
+            +--------------------+--------------------------------------------------------+
+            | alpha              | Alpha coefficient                                      |
+            +--------------------+--------------------------------------------------------+
+            | benchmarkReturn    | Benchmark return                                       |
+            +--------------------+--------------------------------------------------------+
+            | annualExcessReturn | Annualized excess return                               |
+            +--------------------+--------------------------------------------------------+
+            | turnoverRate       | Turnover rate                                          |
+            +--------------------+--------------------------------------------------------+
+            | dailyWinningRate   | Daily winning rate                                     |
+            +--------------------+--------------------------------------------------------+
+            | maxMarginRatio     | Maximum margin usage (field unique to futures/options) |
+            +--------------------+--------------------------------------------------------+
+        
+            In Margin Trading and Securities Lending mode, the returned table contains the above fields 
+            as well as the following additional fields:    
+            
+            +-------------------+------------------------------------------+
+            | Field Name        | Description                              |
+            +===================+==========================================+
+            | totalFee          | Total commission and fees                |
+            +-------------------+------------------------------------------+
+            | financialFee      | Financing interest                       |
+            +-------------------+------------------------------------------+
+            | secuLendingFee    | Securities lending fee                   |
+            +-------------------+------------------------------------------+
+            | bottomRet         | Base position return                     |
+            +-------------------+------------------------------------------+
+            | bottomExcessRet   | Base position excess return              |
+            +-------------------+------------------------------------------+
+
+        
+        """
+        if self.account_type == AccountType.DEFAULT:
+            return plugin_backtest_getReturnSummary(self.engine.engine_handle)
+        return plugin_backtest_getReturnSummary(self.engine.engine_handle, self.account_type.value)
+
+
+class BacktestBasicConfig(Config):
+    start_date: datetime.date
+    end_date: datetime.date
+    asset_type: AssetType
+    data_type: MarketType
+    cash: Union[Dict[AccountType, float], float] = None
+    matching_mode: MatchingMode = None
+
+    universe: List[str] = None
+
+    context: dict = None
+
+    latency: int = None
+    benchmark: str = None
+    data_retention_window: Union[str, int] = None
+
+    is_backtest_mode: bool = True
+    msg_as_table: bool = False      # always False
+    enable_indicator_optimize: bool = False
+    add_time_column_in_indicator: bool = False
+
+    orderbook_matching_ratio: float = 1.0
+    output_order_info: bool = False
+    matching_ratio: float = None
+
+
+class StockConfig(BacktestBasicConfig):
+    set_last_day_position: Table = None
+    prev_close_price: Table = None
+    enable_subscription_to_tick_quotes: bool = False
+    commission: float = None
+    tax: float = None
+    output_queue_position: int = 0
+    stock_dividend: Table = None
+    frequency: int = 0
+    callback_for_snapshot: int = 0
+
+
+class MarginConfig(BacktestBasicConfig):
+    line_of_credit: float
+    margin_trading_interest_rate: float
+    secu_lending_interest_rate: float
+    maintenance_margin: List[float]
+    long_concentration: List[float] = None
+    short_concentration: List[float] = None
+    repay_without_margin_buy: bool = None
+    set_last_day_position: Table = None
+
+
+class OptionConfig(BacktestBasicConfig):
+    security_reference: Table
+    frequency: int = 0
+    callback_for_snapshot: int = 0
+    maintenance_margin: float = 1.0
+
+
+class FuturesConfig(BacktestBasicConfig):
+    security_reference: Table
+    frequency: int = 0
+    futures_type: str = None
+    enable_algo_order: bool
+    callback_for_snapshot: int = 0
+    maintenance_margin: float = 1.0
+
+
+class BondConfig(BacktestBasicConfig):
+    security_reference: Table
+
+
+class CryptoConfig(BacktestBasicConfig):
+    security_reference: Table
+    funding_rate: Table
+
+
+class BacktesterBase(ABC):
+    engine_handle: Resource
+    accounts: Dict[AccountType, Account]
+
+    @abstractmethod
+    def append_data(self, data):
+        pass
+
+    @abstractmethod
+    def append_end(self):
+        pass
+
+    @property
+    @abstractmethod
+    def context_dict(self):
+        """Return the logical context.
+        """
+        pass
+
+    @property
+    @abstractmethod
+    def universe(self):
+        """Set the symbol pool for the engine.
+        """
+        pass
+
+    @universe.setter
+    @abstractmethod
+    def universe(self, val: List[str]):
+        pass
+
+    @property
+    @abstractmethod
+    def config(self) -> sf_data.Dictionary:
+        """Return the backtest configuration.
+        """
+        pass
+
+
+class StrategyBase:
+    engine: BacktesterBase
+
+
+def trigger_time(t: str):
+    """A timer event that triggers at a specified time or frequency. Set the trigger using 
+    the @trigger_time decorator. Only intervals in seconds (SECOND) are supported.
+
+    Parameters
+    ----------
+    t : str
+        A STRING scalar specifying the trigger time in "HH:MM:SS" format. The callback function will be executed at this time.
+
+    """
+    if isinstance(t, str):
+        t = sf_scalar(t, type="SECOND")
+    elif isinstance(t, Iterable):
+        t = sf_vector(t, type="SECOND")
+
+    if not isinstance(t, sf_data.Second) and not isinstance(t, sf_data.Vector):
+        raise ProgrammingError("The trigger time must be a Second object or a Second Vector object.")
+
+    def wrapper(func):
+        func._is_timer_func = True
+        func._timer_time = t
+        return func
+    return wrapper
+
+
+class InterfaceMeta(type):
+    def __new__(cls, name, bases, attrs):
+        new_cls = super().__new__(cls, name, bases, attrs)
+        new_cls._timer_funcs = defaultdict(dict)
+
+        for attr_name, attr_value in attrs.items():
+            if callable(attr_value) and getattr(attr_value, '_is_timer_func', False):
+                time_key = attr_value._timer_time
+                func_name = attr_value.__name__
+                new_cls._timer_funcs[func_name] = time_key
+
+        return new_cls
+
+
+class StrategyInterface(metaclass=InterfaceMeta):
+    def initialize(self, context):
+        """Strategy initialization callback function, triggered when the backtester is created. 
+        It is used for preparatory tasks such as loading parameters, initializing states, 
+        and registering indicators.
+
+        Parameters
+        ----------
+        context : _type_
+            A dictionary representing the global context of the strategy. It is used to store 
+            and manage all user-defined variables within the strategy. In addition, 
+            the backtesting engine maintains four internal variables within the context:
+
+            - context.tradeTime — Returns the latest market timestamp.
+
+            - context.tradeDate — Returns the current trading date.
+
+            - context.BarTime — Returns the current bar timestamp when market snapshots 
+              are aggregated into lower-frequency bars.
+              
+            - context.engine — Returns the internal instance handle of the backtesting engine.
+        """
+        pass
+
+    def before_trading(self, context):
+        """The daily callback function is triggered before the market opens each trading day.
+
+        Parameters
+        ----------
+        context : _type_
+            A dictionary representing the global context of the strategy. It is used to store 
+            and manage all user-defined variables within the strategy. In addition, 
+            the backtesting engine maintains four internal variables within the context:
+
+            - context.tradeTime — Returns the latest market timestamp.
+
+            - context.tradeDate — Returns the current trading date.
+
+            - context.BarTime — Returns the current bar timestamp when market snapshots 
+              are aggregated into lower-frequency bars.
+              
+            - context.engine — Returns the internal instance handle of the backtesting engine.
+        """
+        pass
+
+    def on_tick(self, context, msg, indicator):
+        """The callback function is triggered whenever the latest tick-by-tick order or trade data is received.
+
+        Parameters
+        ----------
+        context : _type_
+            A dictionary representing the global context of the strategy. It is used to store 
+            and manage all user-defined variables within the strategy. In addition, 
+            the backtesting engine maintains four internal variables within the context:
+
+            - context.tradeTime — Returns the latest market timestamp.
+
+            - context.tradeDate — Returns the current trading date.
+
+            - context.BarTime — Returns the current bar timestamp when market snapshots 
+              are aggregated into lower-frequency bars.
+              
+            - context.engine — Returns the internal instance handle of the backtesting engine.
+        msg : _type_
+            Represents the tick-level market data. Each record is provided as either a dictionary object 
+            or a table (depending on the msg_as_table configuration). The specific fields vary 
+            by asset type. For details, refer to the msg data section below.
+        indicator : _type_        
+            A dictionary or nested dictionary with a structure consistent with the corresponding msg, 
+            containing the data subscribed to by the strategy.
+           
+            
+        Msg data
+        ---------------
+        
+        - Stock Tick / Margin Trading
+        
+          +--------------+-----------+---------------------------------------------------------------------------------------------------------+
+          | Field        | Type      | Description                                                                                             |
+          +==============+===========+=========================================================================================================+
+          | symbol       | SYMBOL    | Stock code:                                                                                             |
+          |              |           | - Ends with ".XSHG" for Shanghai Stock Exchange                                                         |
+          |              |           | - Ends with ".XSHE" for Shenzhen Stock Exchange                                                         |
+          +--------------+-----------+---------------------------------------------------------------------------------------------------------+
+          | symbolSource | STRING    | ".XSHG" (Shanghai Stock Exchange) or ".XSHE" (Shenzhen Stock Exchange)                                  |
+          +--------------+-----------+---------------------------------------------------------------------------------------------------------+
+          | timestamp    | TIMESTAMP | Timestamp                                                                                               |
+          +--------------+-----------+---------------------------------------------------------------------------------------------------------+
+          | sourceType   | INT       | 0 represents entrust data; 1 represents trade data                                                      |
+          +--------------+-----------+---------------------------------------------------------------------------------------------------------+
+          | orderType    | INT       | - entrust:                                                                                              |
+          |              |           |                                                                                                         |
+          |              |           |   1: Market order                                                                                       |
+          |              |           |                                                                                                         |
+          |              |           |   2: Limit order                                                                                        |
+          |              |           |                                                                                                         |
+          |              |           |   3: Best own side price                                                                                |
+          |              |           |                                                                                                         |
+          |              |           |   10: Cancel order (Shanghai only, cancel records are in entrust)                                       |
+          |              |           | - trade:                                                                                                |
+          |              |           |                                                                                                         |
+          |              |           |   0: Trade                                                                                              |
+          |              |           |                                                                                                         |
+          |              |           |   1: Cancel order (Shenzhen only, cancel records are in trade)                                          |
+          +--------------+-----------+---------------------------------------------------------------------------------------------------------+
+          | price        | DOUBLE    | Order price                                                                                             |
+          +--------------+-----------+---------------------------------------------------------------------------------------------------------+
+          | qty          | LONG      | Order quantity                                                                                          |
+          +--------------+-----------+---------------------------------------------------------------------------------------------------------+
+          | buyNo        | LONG      | Original buy order number in trade; filled for entrust orders                                           |
+          +--------------+-----------+---------------------------------------------------------------------------------------------------------+
+          | sellNo       | LONG      | Original sell order number in trade; filled for entrust orders                                          |
+          +--------------+-----------+---------------------------------------------------------------------------------------------------------+
+          | direction    | INT       | 1 (Buy) or 2 (Sell)                                                                                     |
+          +--------------+-----------+---------------------------------------------------------------------------------------------------------+
+          | channelNo    | INT       | Channel number                                                                                          |
+          +--------------+-----------+---------------------------------------------------------------------------------------------------------+
+          | seqNum       | LONG      | Tick data sequence number                                                                               |
+          +--------------+-----------+---------------------------------------------------------------------------------------------------------+
+
+        - Stock Tick or Tick + Snapshot
+        
+          +--------------+-----------+----------------------------------------------------------------------------------------------------------+
+          | Field        | Type      | Description                                                                                              |
+          +==============+===========+==========================================================================================================+
+          | symbol       | SYMBOL    | Stock code:                                                                                              |
+          |              |           |                                                                                                          |
+          |              |           | - Ends with ".XSHG" for Shanghai Stock Exchange                                                          |
+          |              |           |                                                                                                          |
+          |              |           | - Ends with ".XSHE" for Shenzhen Stock Exchange                                                          |
+          +--------------+-----------+----------------------------------------------------------------------------------------------------------+
+          | symbolSource | STRING    | ".XSHG" (Shanghai Stock Exchange) or ".XSHE" (Shenzhen Stock Exchange)                                   |
+          +--------------+-----------+----------------------------------------------------------------------------------------------------------+
+          | timestamp    | TIMESTAMP | Timestamp                                                                                                |
+          +--------------+-----------+----------------------------------------------------------------------------------------------------------+
+          | sourceType   | INT       | 0 represents entrust data; 1 represents trade data                                                       |
+          +--------------+-----------+----------------------------------------------------------------------------------------------------------+
+          | orderType    | INT       | - entrust:                                                                                               |
+          |              |           |                                                                                                          |
+          |              |           |   1: Market order                                                                                        |
+          |              |           |                                                                                                          |
+          |              |           |   2: Limit order                                                                                         |
+          |              |           |                                                                                                          |
+          |              |           |   3: Best own side price                                                                                 |
+          |              |           |                                                                                                          |
+          |              |           |   10: Cancel order (Shanghai only; cancel records are in entrust)                                        |
+          |              |           |                                                                                                          |
+          |              |           | - trade:                                                                                                 |
+          |              |           |                                                                                                          |
+          |              |           |   0: Trade                                                                                               |
+          |              |           |                                                                                                          |
+          |              |           |   1: Cancel order (Shenzhen only; cancel records are in trade)                                           |
+          +--------------+-----------+----------------------------------------------------------------------------------------------------------+
+          | price        | DOUBLE    | Order price                                                                                              |
+          +--------------+-----------+----------------------------------------------------------------------------------------------------------+
+          | qty          | LONG      | Order quantity                                                                                           |
+          +--------------+-----------+----------------------------------------------------------------------------------------------------------+
+          | buyNo        | LONG      | Original buy order number in trade; filled for entrust orders                                            |
+          +--------------+-----------+----------------------------------------------------------------------------------------------------------+
+          | sellNo       | LONG      | Original sell order number in trade; filled for entrust orders                                           |
+          +--------------+-----------+----------------------------------------------------------------------------------------------------------+
+          | direction    | INT       | 1 (Buy) or 2 (Sell)                                                                                      |
+          +--------------+-----------+----------------------------------------------------------------------------------------------------------+
+          | channelNo    | INT       | Channel number                                                                                           |
+          +--------------+-----------+----------------------------------------------------------------------------------------------------------+
+          | seqNum       | LONG      | Tick data sequence number                                                                                |
+          +--------------+-----------+----------------------------------------------------------------------------------------------------------+
+        
+        - Stock Tick (Wide Table)
+        
+          +--------------+-----------+----------------------------------------------------------------------------------------------------------+
+          | Field        | Type      | Description                                                                                              |
+          +==============+===========+==========================================================================================================+
+          | symbol       | SYMBOL    | Stock code:                                                                                              |
+          |              |           |                                                                                                          |
+          |              |           | - Ends with ".XSHG" for Shanghai Stock Exchange                                                          |
+          |              |           |                                                                                                          |
+          |              |           | - Ends with ".XSHE" for Shenzhen Stock Exchange                                                          |
+          +--------------+-----------+----------------------------------------------------------------------------------------------------------+
+          | symbolSource | STRING    | ".XSHG" (Shanghai Stock Exchange) or ".XSHE" (Shenzhen Stock Exchange)                                   |
+          +--------------+-----------+----------------------------------------------------------------------------------------------------------+
+          | timestamp    | TIMESTAMP | Timestamp                                                                                                |
+          +--------------+-----------+----------------------------------------------------------------------------------------------------------+
+          | sourceType   | INT       | 0 represents entrust data; 1 represents trade data                                                       |
+          +--------------+-----------+----------------------------------------------------------------------------------------------------------+
+          | orderType    | INT       | - entrust:                                                                                               |
+          |              |           |                                                                                                          |
+          |              |           |   1: Market order                                                                                        |
+          |              |           |                                                                                                          |
+          |              |           |   2: Limit order                                                                                         |
+          |              |           |                                                                                                          |
+          |              |           |   3: Best own side price                                                                                 |
+          |              |           |                                                                                                          |
+          |              |           |   10: Cancel order (Shanghai only; cancel records are in entrust)                                        |
+          |              |           |                                                                                                          |
+          |              |           | - trade:                                                                                                 |
+          |              |           |                                                                                                          |
+          |              |           |   0: Trade                                                                                               |
+          |              |           |                                                                                                          |
+          |              |           |   1: Cancel order (Shenzhen only; cancel records are in trade)                                           |
+          +--------------+-----------+----------------------------------------------------------------------------------------------------------+
+          | price        | DOUBLE    | Order price                                                                                              |
+          +--------------+-----------+----------------------------------------------------------------------------------------------------------+
+          | qty          | LONG      | Order quantity                                                                                           |
+          +--------------+-----------+----------------------------------------------------------------------------------------------------------+
+          | buyNo        | LONG      | Original buy order number in trade; filled for entrust orders                                            |
+          +--------------+-----------+----------------------------------------------------------------------------------------------------------+
+          | sellNo       | LONG      | Original sell order number in trade; filled for entrust orders                                           |
+          +--------------+-----------+----------------------------------------------------------------------------------------------------------+
+          | direction    | INT       | 1 (Buy) or 2 (Sell)                                                                                      |
+          +--------------+-----------+----------------------------------------------------------------------------------------------------------+
+          | channelNo    | INT       | Channel number                                                                                           |
+          +--------------+-----------+----------------------------------------------------------------------------------------------------------+
+          | seqNum       | LONG      | Tick data sequence number                                                                                |
+          +--------------+-----------+----------------------------------------------------------------------------------------------------------+
+          | reserve1     | DOUBLE    | Reserved field 1 (for wide table)                                                                        |
+          +--------------+-----------+----------------------------------------------------------------------------------------------------------+
+
+        - Stock Tick + Snapshot (Wide Table)
+        
+          +----------------+----------------+--------------------------------------------------------------------------------------------------------------+
+          | Field          | Type           | Description                                                                                                  |
+          +================+================+==============================================================================================================+
+          | symbol         | SYMBOL         | Stock code:                                                                                                  |
+          |                |                |                                                                                                              |
+          |                |                | - Ends with ".XSHG" for Shanghai Stock Exchange                                                              |
+          |                |                | - Ends with ".XSHE" for Shenzhen Stock Exchange                                                              |
+          +----------------+----------------+--------------------------------------------------------------------------------------------------------------+
+          | symbolSource   | STRING         | ".XSHG" (Shanghai Stock Exchange) or ".XSHE" (Shenzhen Stock Exchange)                                       |
+          +----------------+----------------+--------------------------------------------------------------------------------------------------------------+
+          | timestamp      | TIMESTAMP      | Timestamp                                                                                                    |
+          +----------------+----------------+--------------------------------------------------------------------------------------------------------------+
+          | sourceType     | INT            | 0 represents entrust data; 1 represents trade; 2 represents snapshot                                         |
+          +----------------+----------------+--------------------------------------------------------------------------------------------------------------+
+          | orderType      | INT            | - entrust:                                                                                                   |
+          |                |                |                                                                                                              |
+          |                |                |   1: Market order                                                                                            |
+          |                |                |                                                                                                              |
+          |                |                |   2: Limit order                                                                                             |
+          |                |                |                                                                                                              |
+          |                |                |   3: Best own side price                                                                                     |
+          |                |                |                                                                                                              |
+          |                |                |   10: Cancel order (Shanghai only; cancel records are in entrust)                                            |
+          |                |                |                                                                                                              |
+          |                |                | - trade:                                                                                                     |
+          |                |                |                                                                                                              |
+          |                |                |   0: Trade                                                                                                   |
+          |                |                |                                                                                                              |
+          |                |                |   1: Cancel order (Shenzhen only; cancel records are in trade)                                               |
+          +----------------+----------------+--------------------------------------------------------------------------------------------------------------+
+          | price          | DOUBLE         | Order price                                                                                                  |
+          +----------------+----------------+--------------------------------------------------------------------------------------------------------------+
+          | qty            | LONG           | Order quantity                                                                                               |
+          +----------------+----------------+--------------------------------------------------------------------------------------------------------------+
+          | buyNo          | LONG           | Original buy order number in trade; filled for entrust orders                                                |
+          +----------------+----------------+--------------------------------------------------------------------------------------------------------------+
+          | sellNo         | LONG           | Original sell order number in trade; filled for entrust orders                                               |
+          +----------------+----------------+--------------------------------------------------------------------------------------------------------------+
+          | direction      | INT            | 1 (Buy) or 2 (Sell)                                                                                          |
+          +----------------+----------------+--------------------------------------------------------------------------------------------------------------+
+          | channelNo      | INT            | Channel number                                                                                               |
+          +----------------+----------------+--------------------------------------------------------------------------------------------------------------+
+          | seqNum         | LONG           | Tick data sequence number                                                                                    |
+          +----------------+----------------+--------------------------------------------------------------------------------------------------------------+
+          | lastPrice      | DOUBLE         | Latest trade price                                                                                           |
+          +----------------+----------------+--------------------------------------------------------------------------------------------------------------+
+          | upLimitPrice   | DOUBLE         | Upper limit price                                                                                            |
+          +----------------+----------------+--------------------------------------------------------------------------------------------------------------+
+          | downLimitPrice | DOUBLE         | Lower limit price                                                                                            |
+          +----------------+----------------+--------------------------------------------------------------------------------------------------------------+
+          | totalBidQty    | LONG           | Interval buy quantity                                                                                        |
+          +----------------+----------------+--------------------------------------------------------------------------------------------------------------+
+          | totalOfferQty  | LONG           | Interval sell quantity                                                                                       |
+          +----------------+----------------+--------------------------------------------------------------------------------------------------------------+
+          | bidPrice       | DOUBLE[]       | List of buy prices                                                                                           |
+          +----------------+----------------+--------------------------------------------------------------------------------------------------------------+
+          | bidQty         | LONG[]         | List of buy quantities                                                                                       |
+          +----------------+----------------+--------------------------------------------------------------------------------------------------------------+
+          | offerPrice     | DOUBLE[]       | List of sell prices                                                                                          |
+          +----------------+----------------+--------------------------------------------------------------------------------------------------------------+
+          | offerQty       | LONG[]         | List of sell quantities                                                                                      |
+          +----------------+----------------+--------------------------------------------------------------------------------------------------------------+
+          | prevClosePrice | DOUBLE         | Previous close price                                                                                         |
+          +----------------+----------------+--------------------------------------------------------------------------------------------------------------+
+          | reserve1       | DOUBLE         | Reserved field 1 (for wide table)                                                                            |
+          +----------------+----------------+--------------------------------------------------------------------------------------------------------------+
+          | reserve2       | DOUBLE         | Reserved field 2 (for wide table)                                                                            |
+          +----------------+----------------+--------------------------------------------------------------------------------------------------------------+
+
+        """
+        pass
+
+    def on_snapshot(self, context, msg, indicator):
+        """The callback function is triggered upon receiving snapshot market data.
+
+        Parameters
+        ----------
+        context : _type_
+            A dictionary representing the global context of the strategy. It is used to store 
+            and manage all user-defined variables within the strategy. In addition, 
+            the backtesting engine maintains four internal variables within the context:
+
+            - context.tradeTime — Returns the latest market timestamp.
+
+            - context.tradeDate — Returns the current trading date.
+
+            - context.BarTime — Returns the current bar timestamp when market snapshots 
+              are aggregated into lower-frequency bars.
+              
+            - context.engine — Returns the internal instance handle of the backtesting engine.
+        msg : _type_
+            Represents the tick-level market data. Each record is provided as either a dictionary object 
+            or a table (depending on the msg_as_table configuration). The specific fields vary 
+            by asset type. For details, refer to the msg data section below.
+        indicator : _type_
+            A dictionary or nested dictionary with a structure consistent with the corresponding msg, 
+            containing the data subscribed to by the strategy.
+        
+        
+        Msg data
+        ---------------
+        
+        - Stock Tick / Margin Trading
+        
+          +-----------------+-----------+-----------------------------------------------------------+
+          | Field           | Type      | Description                                               |
+          +=================+===========+===========================================================+
+          | symbol          | SYMBOL    | Stock code                                                |
+          |                 |           | - Ends with ".XSHG" for Shanghai Stock Exchange           |
+          |                 |           | - Ends with ".XSHE" for Shenzhen Stock Exchange           |
+          +-----------------+-----------+-----------------------------------------------------------+
+          | symbolSource    | SYMBOL    | Stock market                                              |
+          |                 |           |                                                           |
+          |                 |           | - ".XSHG": Shanghai Stock Exchange                        |
+          |                 |           | - ".XSHE": Shenzhen Stock Exchange                        |
+          +-----------------+-----------+-----------------------------------------------------------+
+          | timestamp       | TIMESTAMP | Timestamp                                                 |
+          +-----------------+-----------+-----------------------------------------------------------+
+          | lastPrice       | DOUBLE    | Latest trade price                                        |
+          +-----------------+-----------+-----------------------------------------------------------+
+          | upLimitPrice    | DOUBLE    | Upper limit price                                         |
+          +-----------------+-----------+-----------------------------------------------------------+
+          | downLimitPrice  | DOUBLE    | Lower limit price                                         |
+          +-----------------+-----------+-----------------------------------------------------------+
+          | totalBidQty     | LONG      | Total bid quantity                                        |
+          +-----------------+-----------+-----------------------------------------------------------+
+          | totalOfferQty   | LONG      | Total offer quantity                                      |
+          +-----------------+-----------+-----------------------------------------------------------+
+          | bidPrice        | DOUBLE[]  | List of bid prices                                        |
+          +-----------------+-----------+-----------------------------------------------------------+
+          | bidQty          | LONG[]    | List of bid quantities                                    |
+          +-----------------+-----------+-----------------------------------------------------------+
+          | offerPrice      | DOUBLE[]  | List of offer prices                                      |
+          +-----------------+-----------+-----------------------------------------------------------+
+          | offerQty        | LONG[]    | List of offer quantities                                  |
+          +-----------------+-----------+-----------------------------------------------------------+
+          | signal          | DOUBLE[]  | List of indicators                                        |
+          +-----------------+-----------+-----------------------------------------------------------+
+
+        - Stock tick or tick + snapshot
+        
+          +-----------------+------------+----------------------------------------------------------------------------------+
+          | Name            | Type       | Description                                                                      |
+          +=================+============+==================================================================================+
+          | symbol          | SYMBOL     | Stock code                                                                       |
+          |                 |            |                                                                                  |
+          |                 |            | - Ends with ".XSHG" for Shanghai Stock Exchange                                  |
+          |                 |            | - Ends with ".XSHE" for Shenzhen Stock Exchange                                  |
+          +-----------------+------------+----------------------------------------------------------------------------------+
+          | symbolSource    | STRING     | Stock market                                                                     |
+          |                 |            |                                                                                  |
+          |                 |            | - ".XSHG": Shanghai Stock Exchange                                               |
+          |                 |            | - ".XSHE": Shenzhen Stock Exchange                                               |
+          +-----------------+------------+----------------------------------------------------------------------------------+
+          | timestamp       | TIMESTAMP  | Timestamp                                                                        |
+          +-----------------+------------+----------------------------------------------------------------------------------+
+          | lastPrice       | DOUBLE     | Latest trade price                                                               |
+          +-----------------+------------+----------------------------------------------------------------------------------+
+          | upLimitPrice    | DOUBLE     | Upper limit price                                                                |
+          +-----------------+------------+----------------------------------------------------------------------------------+
+          | downLimitPrice  | DOUBLE     | Lower limit price                                                                |
+          +-----------------+------------+----------------------------------------------------------------------------------+
+          | totalBidQty     | LONG       | Total bid quantity                                                               |
+          +-----------------+------------+----------------------------------------------------------------------------------+
+          | totalOfferQty   | LONG       | Total offer quantity                                                             |
+          +-----------------+------------+----------------------------------------------------------------------------------+
+          | bidPrice        | DOUBLE[]   | List of bid prices                                                               |
+          +-----------------+------------+----------------------------------------------------------------------------------+
+          | bidQty          | LONG[]     | List of bid quantities                                                           |
+          +-----------------+------------+----------------------------------------------------------------------------------+
+          | offerPrice      | DOUBLE[]   | List of offer prices                                                             |
+          +-----------------+------------+----------------------------------------------------------------------------------+
+          | offerQty        | LONG[]     | List of offer quantities                                                         |
+          +-----------------+------------+----------------------------------------------------------------------------------+
+          | signal          | DOUBLE[]   | Other indicators                                                                 |
+          +-----------------+------------+----------------------------------------------------------------------------------+
+          | open            | DOUBLE     | Open price of the aggregated bar data                                            |
+          |                 |            | *(Available only when data_type = 1 or 2, and callback_for_snapshot = 1 or 2)*   |
+          +-----------------+------------+----------------------------------------------------------------------------------+
+          | close           | DOUBLE     | Close price of the aggregated bar data                                           |
+          |                 |            | *(Available only when data_type = 1 or 2, and callback_for_snapshot = 1 or 2)*   |
+          +-----------------+------------+----------------------------------------------------------------------------------+
+          | low             | DOUBLE     | Lowest price of the aggregated bar data                                          |
+          |                 |            | *(Available only when data_type = 1 or 2, and callback_for_snapshot = 1 or 2)*   |
+          +-----------------+------------+----------------------------------------------------------------------------------+
+          | high            | DOUBLE     | Highest price of the aggregated bar data                                         |
+          |                 |            | *(Available only when data_type = 1 or 2, and callback_for_snapshot = 1 or 2)*   |
+          +-----------------+------------+----------------------------------------------------------------------------------+
+          | volume          | LONG       | Trading volume of the aggregated bar data                                        |
+          |                 |            | *(Available only when data_type = 1 or 2, and callback_for_snapshot = 1 or 2)*   |
+          +-----------------+------------+----------------------------------------------------------------------------------+
+        
+        - Stock Snapshot + Tick
+        
+          +-----------------+------------+---------------------------------------------------------------------------------+
+          | Field           | Type       | Description                                                                     |
+          +=================+============+=================================================================================+
+          | symbol          | SYMBOL     | Stock code                                                                      |
+          |                 |            |                                                                                 |
+          |                 |            | - Ends with ".XSHG" for Shanghai Stock Exchange                                 |
+          |                 |            | - Ends with ".XSHE" for Shenzhen Stock Exchange                                 |
+          +-----------------+------------+---------------------------------------------------------------------------------+
+          | symbolSource    | STRING     | Stock market identifier                                                         |
+          |                 |            |                                                                                 |
+          |                 |            | - ".XSHG": Shanghai Stock Exchange                                              |
+          |                 |            | - ".XSHE": Shenzhen Stock Exchange                                              |
+          +-----------------+------------+---------------------------------------------------------------------------------+
+          | timestamp       | TIMESTAMP  | Timestamp                                                                       |
+          +-----------------+------------+---------------------------------------------------------------------------------+
+          | lastPrice       | DOUBLE     | Latest traded price                                                             |
+          +-----------------+------------+---------------------------------------------------------------------------------+
+          | upLimitPrice    | DOUBLE     | Upper limit price                                                               |
+          +-----------------+------------+---------------------------------------------------------------------------------+
+          | downLimitPrice  | DOUBLE     | Lower limit price                                                               |
+          +-----------------+------------+---------------------------------------------------------------------------------+
+          | totalBidQty     | LONG       | Total bid quantity executed                                                     |
+          +-----------------+------------+---------------------------------------------------------------------------------+
+          | totalOfferQty   | LONG       | Total offer quantity executed                                                   |
+          +-----------------+------------+---------------------------------------------------------------------------------+
+          | bidPrice        | DOUBLE[]   | List of bid prices                                                              |
+          +-----------------+------------+---------------------------------------------------------------------------------+
+          | bidQty          | LONG[]     | List of bid quantities                                                          |
+          +-----------------+------------+---------------------------------------------------------------------------------+
+          | offerPrice      | DOUBLE[]   | List of offer prices                                                            |
+          +-----------------+------------+---------------------------------------------------------------------------------+
+          | offerQty        | LONG[]     | List of offer quantities                                                        |
+          +-----------------+------------+---------------------------------------------------------------------------------+
+          | signal          | DOUBLE[]   | Other indicators                                                                |
+          +-----------------+------------+---------------------------------------------------------------------------------+
+          | open            | DOUBLE     | Open price of the aggregated bar data                                           |
+          |                 |            | *(Available only when data_type = 1 or 2, and callback_for_snapshot = 1 or 2)*  |
+          +-----------------+------------+---------------------------------------------------------------------------------+
+          | close           | DOUBLE     | Close price of the aggregated bar data                                          |
+          |                 |            | *(Available only when data_type = 1 or 2, and callback_for_snapshot = 1 or 2)*  |
+          +-----------------+------------+---------------------------------------------------------------------------------+
+          | low             | DOUBLE     | Lowest price of the aggregated bar data                                         |
+          |                 |            | *(Available only when data_type = 1 or 2, and callback_for_snapshot = 1 or 2)*  |
+          +-----------------+------------+---------------------------------------------------------------------------------+
+          | high            | DOUBLE     | Highest price of the aggregated bar data                                        |
+          |                 |            | *(Available only when data_type = 1 or 2, and callback_for_snapshot = 1 or 2)*  |
+          +-----------------+------------+---------------------------------------------------------------------------------+
+          | volume          | LONG       | Trading volume of the aggregated bar data                                       |
+          |                 |            | *(Available only when data_type = 1 or 2, and callback_for_snapshot = 1 or 2)*  |
+          +-----------------+------------+---------------------------------------------------------------------------------+
+
+        - Stock Tick (Wide Table)
+        
+          +---------------+------------+-------------------------------------------------------------------------------------------------------------------------------------------+
+          | Field         | Type       | Description                                                                                                                               |
+          +===============+============+===========================================================================================================================================+
+          | symbol        | SYMBOL     | Stock code                                                                                                                                |
+          |               |            |                                                                                                                                           |
+          |               |            | - Ends with ".XSHG" for Shanghai Stock Exchange                                                                                           |
+          |               |            | - Ends with ".XSHE" for Shenzhen Stock Exchange                                                                                           |
+          +---------------+------------+-------------------------------------------------------------------------------------------------------------------------------------------+
+          | symbolSource  | STRING     | Stock market identifier                                                                                                                   |
+          |               |            |                                                                                                                                           |
+          |               |            | - ".XSHG": Shanghai Stock Exchange                                                                                                        |
+          |               |            | - ".XSHE": Shenzhen Stock Exchange                                                                                                        |
+          +---------------+------------+-------------------------------------------------------------------------------------------------------------------------------------------+
+          | timestamp     | TIMESTAMP  | Timestamp                                                                                                                                 |
+          +---------------+------------+-------------------------------------------------------------------------------------------------------------------------------------------+
+          | sourceType    | INT        | Source type indicator                                                                                                                     |
+          |               |            |                                                                                                                                           |
+          |               |            | - 0: Entrust data (`entrust`)                                                                                                             |
+          |               |            | - 1: Trade data (`trade`)                                                                                                                 |
+          +---------------+------------+-------------------------------------------------------------------------------------------------------------------------------------------+
+          | orderType     | INT        | Order type                                                                                                                                |
+          |               |            |                                                                                                                                           |
+          |               |            | - For `entrust`:                                                                                                                          |
+          |               |            |                                                                                                                                           |
+          |               |            |   1 = Market order; 2 = Limit order; 3 = Best bid/ask; 10 = Cancel order *(only for SSE, since cancellations are recorded in `entrust`)*  |
+          |               |            |                                                                                                                                           |
+          |               |            | - For `trade`:                                                                                                                            |
+          |               |            |                                                                                                                                           |
+          |               |            |   0 = Trade; 1 = Cancel order *(only for SZSE, since cancellations are recorded in `trade`)*                                              |
+          +---------------+------------+-------------------------------------------------------------------------------------------------------------------------------------------+
+          | price         | DOUBLE     | Order price                                                                                                                               |
+          +---------------+------------+-------------------------------------------------------------------------------------------------------------------------------------------+
+          | qty           | LONG       | Order quantity                                                                                                                            |
+          +---------------+------------+-------------------------------------------------------------------------------------------------------------------------------------------+
+          | buyNo         | LONG       | For `trade`: Corresponds to the original data.                                                                                            |
+          |               |            | For `entrust`: Populated with the entrust order number.                                                                                   |
+          +---------------+------------+-------------------------------------------------------------------------------------------------------------------------------------------+
+          | sellNo        | LONG       | For `trade`: Corresponds to the original data.                                                                                            |
+          |               |            | For `entrust`: Populated with the entrust order number.                                                                                   |
+          +---------------+------------+-------------------------------------------------------------------------------------------------------------------------------------------+
+          | direction     | INT        | Trade direction: 1 = Buy, 2 = Sell                                                                                                        |
+          +---------------+------------+-------------------------------------------------------------------------------------------------------------------------------------------+
+          | channelNo     | INT        | Channel number                                                                                                                            |
+          +---------------+------------+-------------------------------------------------------------------------------------------------------------------------------------------+
+          | seqNum        | LONG       | Tick-by-tick data sequence number                                                                                                         |
+          +---------------+------------+-------------------------------------------------------------------------------------------------------------------------------------------+
+          | reserve1      | DOUBLE     | Reserved field 1 (for wide table)                                                                                                         |
+          +---------------+------------+-------------------------------------------------------------------------------------------------------------------------------------------+
+
+        - Stock Tick + Snapshot (Wide Table)
+        
+          +------------------+------------+----------------------------------------------------------------------------------------------------------------------------------+
+          | Field            | Type       | Description                                                                                                                      |
+          +==================+============+==================================================================================================================================+
+          | symbol           | SYMBOL     | Stock code                                                                                                                       |
+          |                  |            |                                                                                                                                  |
+          |                  |            | - Ends with ".XSHG" for Shanghai Stock Exchange                                                                                  |
+          |                  |            | - Ends with ".XSHE" for Shenzhen Stock Exchange                                                                                  |
+          +------------------+------------+----------------------------------------------------------------------------------------------------------------------------------+
+          | symbolSource     | STRING     | Stock market identifier                                                                                                          |
+          |                  |            |                                                                                                                                  |
+          |                  |            | - ".XSHG": Shanghai Stock Exchange                                                                                               |
+          |                  |            | - ".XSHE": Shenzhen Stock Exchange                                                                                               |
+          +------------------+------------+----------------------------------------------------------------------------------------------------------------------------------+
+          | timestamp        | TIMESTAMP  | Timestamp                                                                                                                        |
+          +------------------+------------+----------------------------------------------------------------------------------------------------------------------------------+
+          | sourceType       | INT        | Source type indicator                                                                                                            |
+          |                  |            |                                                                                                                                  |
+          |                  |            | - 0: Entrust data (`entrust`)                                                                                                    |
+          |                  |            | - 1: Trade data (`trade`)                                                                                                        |
+          |                  |            | - 2: Snapshot data (`snapshot`)                                                                                                  |
+          +------------------+------------+----------------------------------------------------------------------------------------------------------------------------------+
+          | orderType        | INT        | Order type                                                                                                                       |
+          |                  |            |                                                                                                                                  |
+          |                  |            | - For `entrust`:                                                                                                                 |
+          |                  |            |                                                                                                                                  |
+          |                  |            |   1 = Market order; 2 = Limit order; 3 = Best bid/ask; 10 = Cancel order *(only for SSE, cancellations recorded in `entrust`)*   |
+          |                  |            |                                                                                                                                  |
+          |                  |            | - For `trade`:                                                                                                                   |
+          |                  |            |                                                                                                                                  |
+          |                  |            |   0 = Trade; 1 = Cancel order *(only for SZSE, cancellations recorded in `trade`)*                                               |
+          +------------------+------------+----------------------------------------------------------------------------------------------------------------------------------+
+          | price            | DOUBLE     | Order price                                                                                                                      |
+          +------------------+------------+----------------------------------------------------------------------------------------------------------------------------------+
+          | qty              | LONG       | Order quantity                                                                                                                   |
+          +------------------+------------+----------------------------------------------------------------------------------------------------------------------------------+
+          | buyNo            | LONG       | For `trade`: corresponds to the original data                                                                                    |
+          |                  |            | For `entrust`: populated with the entrust order number                                                                           |
+          +------------------+------------+----------------------------------------------------------------------------------------------------------------------------------+
+          | sellNo           | LONG       | For `trade`: corresponds to the original data                                                                                    |
+          |                  |            | For `entrust`: populated with the entrust order number                                                                           |
+          +------------------+------------+----------------------------------------------------------------------------------------------------------------------------------+
+          | direction        | INT        | Trade direction: 1 = Buy, 2 = Sell                                                                                               |
+          +------------------+------------+----------------------------------------------------------------------------------------------------------------------------------+
+          | channelNo        | INT        | Channel number                                                                                                                   |
+          +------------------+------------+----------------------------------------------------------------------------------------------------------------------------------+
+          | seqNum           | LONG       | Tick-by-tick data sequence number                                                                                                |
+          +------------------+------------+----------------------------------------------------------------------------------------------------------------------------------+
+          | lastPrice        | DOUBLE     | Last traded price                                                                                                                |
+          +------------------+------------+----------------------------------------------------------------------------------------------------------------------------------+
+          | upLimitPrice     | DOUBLE     | Upper limit price                                                                                                                |
+          +------------------+------------+----------------------------------------------------------------------------------------------------------------------------------+
+          | downLimitPrice   | DOUBLE     | Lower limit price                                                                                                                |
+          +------------------+------------+----------------------------------------------------------------------------------------------------------------------------------+
+          | totalBidQty      | LONG       | Total bid quantity in the interval                                                                                               |
+          +------------------+------------+----------------------------------------------------------------------------------------------------------------------------------+
+          | totalOfferQty    | LONG       | Total ask quantity in the interval                                                                                               |
+          +------------------+------------+----------------------------------------------------------------------------------------------------------------------------------+
+          | bidPrice         | DOUBLE[]   | List of bid prices                                                                                                               |
+          +------------------+------------+----------------------------------------------------------------------------------------------------------------------------------+
+          | bidQty           | LONG[]     | List of bid quantities                                                                                                           |
+          +------------------+------------+----------------------------------------------------------------------------------------------------------------------------------+
+          | offerPrice       | DOUBLE[]   | List of ask prices                                                                                                               |
+          +------------------+------------+----------------------------------------------------------------------------------------------------------------------------------+
+          | offerQty         | LONG[]     | List of ask quantities                                                                                                           |
+          +------------------+------------+----------------------------------------------------------------------------------------------------------------------------------+
+          | prevClosePrice   | DOUBLE     | Previous closing price                                                                                                           |
+          +------------------+------------+----------------------------------------------------------------------------------------------------------------------------------+
+          | reserve1         | DOUBLE     | Reserved field 1 (for wide table)                                                                                                |
+          +------------------+------------+----------------------------------------------------------------------------------------------------------------------------------+
+          | reserve2         | DOUBLE     | Reserved field 2 (for wide table)                                                                                                |
+          +------------------+------------+----------------------------------------------------------------------------------------------------------------------------------+
+
+        - Options snapshot
+        
+          +-------------------+----------------+--------------------------------------------------------------------------------+
+          | Name              | Type           | Description                                                                    |
+          +===================+================+================================================================================+
+          | symbol            | SYMBOL         | Option code                                                                    |
+          +-------------------+----------------+--------------------------------------------------------------------------------+
+          | symbolSource      | STRING         | Exchange                                                                       |
+          +-------------------+----------------+--------------------------------------------------------------------------------+
+          | timestamp         | TIMESTAMP      | Timestamp                                                                      |
+          +-------------------+----------------+--------------------------------------------------------------------------------+
+          | tradingDay        | DATE           | Trading day / Settlement date                                                  |
+          +-------------------+----------------+--------------------------------------------------------------------------------+
+          | lastPrice         | DOUBLE         | Latest trade price                                                             |
+          +-------------------+----------------+--------------------------------------------------------------------------------+
+          | upLimitPrice      | DOUBLE         | Upper limit price                                                              |
+          +-------------------+----------------+--------------------------------------------------------------------------------+
+          | downLimitPrice    | DOUBLE         | Lower limit price                                                              |
+          +-------------------+----------------+--------------------------------------------------------------------------------+
+          | totalBidQty       | LONG           | Interval total buy quantity                                                    |
+          +-------------------+----------------+--------------------------------------------------------------------------------+
+          | totalOfferQty     | LONG           | Interval total sell quantity                                                   |
+          +-------------------+----------------+--------------------------------------------------------------------------------+
+          | bidPrice          | DOUBLE[]       | List of bid prices                                                             |
+          +-------------------+----------------+--------------------------------------------------------------------------------+
+          | bidQty            | LONG[]         | List of bid quantities                                                         |
+          +-------------------+----------------+--------------------------------------------------------------------------------+
+          | offerPrice        | DOUBLE[]       | List of ask prices                                                             |
+          +-------------------+----------------+--------------------------------------------------------------------------------+
+          | offerQty          | LONG[]         | List of ask quantities                                                         |
+          +-------------------+----------------+--------------------------------------------------------------------------------+
+          | highPrice         | DOUBLE         | Highest price                                                                  |
+          +-------------------+----------------+--------------------------------------------------------------------------------+
+          | lowPrice          | DOUBLE         | Lowest price                                                                   |
+          +-------------------+----------------+--------------------------------------------------------------------------------+
+          | signal            | DOUBLE[]       | List of other fields                                                           |
+          +-------------------+----------------+--------------------------------------------------------------------------------+
+          | prevClosePrice    | DOUBLE         | Previous closing price                                                         |
+          +-------------------+----------------+--------------------------------------------------------------------------------+
+          | settlementPrice   | DOUBLE         | Settlement price                                                               |
+          +-------------------+----------------+--------------------------------------------------------------------------------+
+          | prevSettlementPrice | DOUBLE       | Previous settlement price                                                      |
+          +-------------------+----------------+--------------------------------------------------------------------------------+
+          | underlyingPrice   | DOUBLE         | Underlying asset price                                                         |
+          +-------------------+----------------+--------------------------------------------------------------------------------+
+          | Theta             | DOUBLE         | /                                                                              |
+          +-------------------+----------------+--------------------------------------------------------------------------------+
+          | Vega              | DOUBLE         | /                                                                              |
+          +-------------------+----------------+--------------------------------------------------------------------------------+
+          | Gamma             | DOUBLE         | /                                                                              |
+          +-------------------+----------------+--------------------------------------------------------------------------------+
+          | Delta             | DOUBLE         | /                                                                              |
+          +-------------------+----------------+--------------------------------------------------------------------------------+
+          | IV                | DOUBLE         | /                                                                              |
+          +-------------------+----------------+--------------------------------------------------------------------------------+
+          | open              | DOUBLE         | Open price of synthetic bar (available only if data_type = 1 or 2, and         |
+          |                   |                | callback_for_snapshot = 1 or 2)                                                |
+          +-------------------+----------------+--------------------------------------------------------------------------------+
+          | close             | DOUBLE         | Close price of synthetic bar (available only if data_type = 1 or 2, and        |
+          |                   |                | callback_for_snapshot = 1 or 2)                                                |
+          +-------------------+----------------+--------------------------------------------------------------------------------+
+          | low               | DOUBLE         | Lowest price of synthetic bar (available only if data_type = 1 or 2, and       |
+          |                   |                | callback_for_snapshot = 1 or 2)                                                |
+          +-------------------+----------------+--------------------------------------------------------------------------------+
+          | high              | DOUBLE         | Highest price of synthetic bar (available only if data_type = 1 or 2, and      |
+          |                   |                | callback_for_snapshot = 1 or 2)                                                |
+          +-------------------+----------------+--------------------------------------------------------------------------------+
+          | volume            | LONG           | Volume of synthetic bar (available only if data_type = 1 or 2, and             |
+          |                   |                | callback_for_snapshot = 1 or 2)                                                |
+          +-------------------+----------------+--------------------------------------------------------------------------------+
+
+        .. note::
+            When generating bar data from snapshots (frequency > 0 and callback_for_snapshot = 1 or 2), 
+            the input parameter msg should additionally include five fields: "open", "close", "low", "high", "volume".
+        
+        - Futures Snapshot
+
+          +---------------------+-----------+----------------------------------------------------------------------------------------------+
+          | Field               | Type      | Description                                                                                  |
+          +=====================+===========+==============================================================================================+
+          | symbol              | SYMBOL    | Futures contract code                                                                        |
+          +---------------------+-----------+----------------------------------------------------------------------------------------------+
+          | symbolSource        | STRING    | Exchange                                                                                     |
+          +---------------------+-----------+----------------------------------------------------------------------------------------------+
+          | timestamp           | TIMESTAMP | Timestamp                                                                                    |
+          +---------------------+-----------+----------------------------------------------------------------------------------------------+
+          | tradingDay          | DATE      | Trading day / settlement date                                                                |
+          +---------------------+-----------+----------------------------------------------------------------------------------------------+
+          | lastPrice           | DOUBLE    | Last traded price                                                                            |
+          +---------------------+-----------+----------------------------------------------------------------------------------------------+
+          | upLimitPrice        | DOUBLE    | Upper limit price                                                                            |
+          +---------------------+-----------+----------------------------------------------------------------------------------------------+
+          | downLimitPrice      | DOUBLE    | Lower limit price                                                                            |
+          +---------------------+-----------+----------------------------------------------------------------------------------------------+
+          | totalBidQty         | LONG      | Total buy quantity in the interval                                                           |
+          +---------------------+-----------+----------------------------------------------------------------------------------------------+
+          | totalOfferQty       | LONG      | Total sell quantity in the interval                                                          |
+          +---------------------+-----------+----------------------------------------------------------------------------------------------+
+          | bidPrice            | DOUBLE[]  | List of bid prices                                                                           |
+          +---------------------+-----------+----------------------------------------------------------------------------------------------+
+          | bidQty              | LONG[]    | List of bid quantities                                                                       |
+          +---------------------+-----------+----------------------------------------------------------------------------------------------+
+          | offerPrice          | DOUBLE[]  | List of ask prices                                                                           |
+          +---------------------+-----------+----------------------------------------------------------------------------------------------+
+          | offerQty            | LONG[]    | List of ask quantities                                                                       |
+          +---------------------+-----------+----------------------------------------------------------------------------------------------+
+          | highPrice           | DOUBLE    | Highest price                                                                                |
+          +---------------------+-----------+----------------------------------------------------------------------------------------------+
+          | lowPrice            | DOUBLE    | Lowest price                                                                                 |
+          +---------------------+-----------+----------------------------------------------------------------------------------------------+
+          | signal              | DOUBLE[]  | List of other fields                                                                         |
+          +---------------------+-----------+----------------------------------------------------------------------------------------------+
+          | prevClosePrice      | DOUBLE    | Previous closing price                                                                       |
+          +---------------------+-----------+----------------------------------------------------------------------------------------------+
+          | settlementPrice     | DOUBLE    | Settlement price                                                                             |
+          +---------------------+-----------+----------------------------------------------------------------------------------------------+
+          | prevSettlementPrice | DOUBLE    | Previous settlement price                                                                    |
+          +---------------------+-----------+----------------------------------------------------------------------------------------------+
+          | open                | DOUBLE    | Open price of the synthesized bar (available only when dataType = 1 or 2 and                 |
+          |                     |           | callbackForSnapshot = 1 or 2)                                                                |
+          +---------------------+-----------+----------------------------------------------------------------------------------------------+
+          | close               | DOUBLE    | Close price of the synthesized bar (available only when dataType = 1 or 2 and                |
+          |                     |           | callbackForSnapshot = 1 or 2)                                                                |
+          +---------------------+-----------+----------------------------------------------------------------------------------------------+
+          | low                 | DOUBLE    | Lowest price of the synthesized bar (available only when dataType = 1 or 2 and               |
+          |                     |           | callbackForSnapshot = 1 or 2)                                                                |
+          +---------------------+-----------+----------------------------------------------------------------------------------------------+
+          | high                | DOUBLE    | Highest price of the synthesized bar (available only when dataType = 1 or 2 and              |
+          |                     |           | callbackForSnapshot = 1 or 2)                                                                |
+          +---------------------+-----------+----------------------------------------------------------------------------------------------+
+          | volume              | LONG      | Volume of the synthesized bar (available only when dataType = 1 or 2 and                     |
+          |                     |           | callbackForSnapshot = 1 or 2)                                                                |
+          +---------------------+-----------+----------------------------------------------------------------------------------------------+
+
+        .. note::
+            When generating bar data from snapshots (frequency > 0 and callbackForSnapshot = 1 or 2), 
+            the input parameter msg should additionally include five fields: "open", "close", "low", "high", "volume".        
+        
+        - Interbank Bond Snapshot
+        
+          +----------------+-----------+-----------------------------------+
+          | Field          | Type      | Description                       |
+          +================+===========+===================================+
+          | symbol         | SYMBOL    | Instrument code                   |
+          +----------------+-----------+-----------------------------------+
+          | messageSource  | SYMBOL    | Market: Interbank "X_BOND"        |
+          +----------------+-----------+-----------------------------------+
+          | byield         | TIMESTAMP | Timestamp                         |
+          +----------------+-----------+-----------------------------------+
+          | ayield         | DOUBLE[]  | Bid yields                        |
+          +----------------+-----------+-----------------------------------+
+          | bmdEntryPrice  | DOUBLE[]  | Bid net price (CNY)               |
+          +----------------+-----------+-----------------------------------+
+          | amdEntryPrice  | DOUBLE[]  | Ask net price (CNY)               |
+          +----------------+-----------+-----------------------------------+
+          | bmdEntrySize   | LONG[]    | Bid quantity (CNY)                |
+          +----------------+-----------+-----------------------------------+
+          | amdEntrySize   | LONG[]    | Ask quantity (CNY)                |
+          +----------------+-----------+-----------------------------------+
+          | bsettlType     | LONG[]    | Buy settlement speed              |
+          +----------------+-----------+-----------------------------------+
+          | asettlType     | LONG[]    | Sell settlement speed             |
+          +----------------+-----------+-----------------------------------+
+          | settlType      | LONG[]    | Interval settlement speed         |
+          +----------------+-----------+-----------------------------------+
+          | tradePrice     | DOUBLE[]  | List of interval trade prices     |
+          +----------------+-----------+-----------------------------------+
+          | tradeYield     | DOUBLE[]  | Yield to maturity                 |
+          +----------------+-----------+-----------------------------------+
+          | tradeQty       | LONG[]    | List of interval trade quantities |
+          +----------------+-----------+-----------------------------------+
+
+        - Cryptocurrency Snapshot
+
+          +---------------------+----------------+--------------------------------------------------------------------------------+
+          | Field               | Type           | Description                                                                    |
+          +=====================+================+================================================================================+
+          | symbol              | STRING         | Instrument code                                                                |
+          +---------------------+----------------+--------------------------------------------------------------------------------+
+          | symbolSource        | STRING         | Exchange                                                                       |
+          +---------------------+----------------+--------------------------------------------------------------------------------+
+          | timestamp           | TIMESTAMP      | Timestamp                                                                      |
+          +---------------------+----------------+--------------------------------------------------------------------------------+
+          | tradingDay          | DATE           | Trading day / settlement date                                                  |
+          +---------------------+----------------+--------------------------------------------------------------------------------+
+          | lastPrice           | DECIMAL128(8)  | Last traded price                                                              |
+          +---------------------+----------------+--------------------------------------------------------------------------------+
+          | upLimitPrice        | DECIMAL128(8)  | Upper limit price                                                              |
+          +---------------------+----------------+--------------------------------------------------------------------------------+
+          | downLimitPrice      | DECIMAL128(8)  | Lower limit price                                                              |
+          +---------------------+----------------+--------------------------------------------------------------------------------+
+          | totalBidQty         | DECIMAL128(8)  | Interval bid quantity                                                          |
+          +---------------------+----------------+--------------------------------------------------------------------------------+
+          | totalOfferQty       | DECIMAL128(8)  | Interval ask quantity                                                          |
+          +---------------------+----------------+--------------------------------------------------------------------------------+
+          | bidPrice            | DECIMAL128(8)[]| List of bid prices                                                             |
+          +---------------------+----------------+--------------------------------------------------------------------------------+
+          | bidQty              | DECIMAL128(8)[]| List of bid quantities                                                         |
+          +---------------------+----------------+--------------------------------------------------------------------------------+
+          | offerPrice          | DECIMAL128(8)[]| List of ask prices                                                             |
+          +---------------------+----------------+--------------------------------------------------------------------------------+
+          | offerQty            | DECIMAL128(8)[]| List of ask quantities                                                         |
+          +---------------------+----------------+--------------------------------------------------------------------------------+
+          | highPrice           | DECIMAL128(8)  | Highest price                                                                  |
+          +---------------------+----------------+--------------------------------------------------------------------------------+
+          | lowPrice            | DECIMAL128(8)  | Lowest price                                                                   |
+          +---------------------+----------------+--------------------------------------------------------------------------------+
+          | signal              | DOUBLE[]       | Other indicator fields                                                         |
+          +---------------------+----------------+--------------------------------------------------------------------------------+
+          | prevClosePrice      | DECIMAL128(8)  | Previous closing price                                                         |
+          +---------------------+----------------+--------------------------------------------------------------------------------+
+          | settlementPrice     | DECIMAL128(8)  | Settlement price                                                               |
+          +---------------------+----------------+--------------------------------------------------------------------------------+
+          | prevSettlementPrice | DECIMAL128(8)  | Previous settlement price                                                      |
+          +---------------------+----------------+--------------------------------------------------------------------------------+
+          | contractType        | INT            | Instrument type:                                                               |
+          |                     |                |                                                                                |
+          |                     |                | 0: Spot                                                                        |
+          |                     |                |                                                                                |
+          |                     |                | 1: Delivery contract                                                           |
+          |                     |                |                                                                                |
+          |                     |                | 2: Perpetual contract                                                          |
+          |                     |                |                                                                                |
+          |                     |                | 3: Option                                                                      |
+          +---------------------+----------------+--------------------------------------------------------------------------------+
+          """
+        pass
+
+    def on_bar(self, context, msg, indicator):
+        """The callback function (minute or daily frequency) is triggered when subscribed 
+        snapshot data is aggregated into bar data.
+
+        Parameters
+        ----------
+        context : _type_
+            A dictionary representing the global context of the strategy. It is used to store 
+            and manage all user-defined variables within the strategy. In addition, 
+            the backtesting engine maintains four internal variables within the context:
+
+            - context.tradeTime — Returns the latest market timestamp.
+
+            - context.tradeDate — Returns the current trading date.
+
+            - context.BarTime — Returns the current bar timestamp when market snapshots 
+              are aggregated into lower-frequency bars.
+              
+            - context.engine — Returns the internal instance handle of the backtesting engine.
+        msg : _type_
+            Represents the tick-level market data. Each record is provided as either a dictionary object 
+            or a table (depending on the msg_as_table configuration). The specific fields vary 
+            by asset type. For details, refer to the msg data section below.
+        indicator : _type_
+            A dictionary or nested dictionary with a structure consistent with the corresponding msg, 
+            containing the data subscribed to by the strategy.
+           
+            
+        Msg data
+        ----------------
+        
+        - Stock snapshot / Snapshot + tick trade details / Minute or daily frequency
+        
+          +----------------+---------------+--------------------------------------------------------+
+          | Field          | Type          | Description                                            |
+          +================+===============+========================================================+
+          | symbol         | SYMBOL        | Stock code                                             |
+          |                |               | Ends with ".XSHG" for SSE                              |
+          |                |               | Ends with ".XSHE" for SZSE                             |
+          +----------------+---------------+--------------------------------------------------------+
+          | tradeTime      | TIMESTAMP     | Trading day                                            |
+          +----------------+---------------+--------------------------------------------------------+
+          | open           | DOUBLE        | Opening price                                          |
+          +----------------+---------------+--------------------------------------------------------+
+          | low            | DOUBLE        | Lowest price                                           |
+          +----------------+---------------+--------------------------------------------------------+
+          | high           | DOUBLE        | Highest price                                          |
+          +----------------+---------------+--------------------------------------------------------+
+          | close          | DOUBLE        | Closing price                                          |
+          +----------------+---------------+--------------------------------------------------------+
+          | volume         | LONG          | Trading volume                                         |
+          +----------------+---------------+--------------------------------------------------------+
+          | amount         | DOUBLE        | Trading amount                                         |
+          +----------------+---------------+--------------------------------------------------------+
+          | upLimitPrice   | DOUBLE        | Upper limit price                                      |
+          +----------------+---------------+--------------------------------------------------------+
+          | downLimitPrice | DOUBLE        | Lower limit price                                      |
+          +----------------+---------------+--------------------------------------------------------+
+          | prevClosePrice | DOUBLE        | Previous closing price                                 |
+          +----------------+---------------+--------------------------------------------------------+
+          | signal         | DOUBLE[]      | Other indicators / metrics                             |
+          +----------------+---------------+--------------------------------------------------------+
+        
+        - Option snapshot
+        
+          When callback_for_snapshot = 1 or 2 is configured in the backtesting engine, 
+          the callback function on_bar will be triggered. The input parameter msg represents 
+          a K-line bar, with each K-line containing the following fields:
+          
+          +---------------------+---------------+----------------------------------------------------------+
+          | Field               | Type          | Description                                              |
+          +=====================+===============+==========================================================+
+          | symbol              | SYMBOL        | Option code                                              |
+          +---------------------+---------------+----------------------------------------------------------+
+          | symbolSource        | STRING        | Exchange                                                 |
+          +---------------------+---------------+----------------------------------------------------------+
+          | tradeTime           | TIMESTAMP     | Timestamp                                                |
+          +---------------------+---------------+----------------------------------------------------------+
+          | tradingDay          | DATE          | Trading day / settlement date                            |
+          +---------------------+---------------+----------------------------------------------------------+
+          | open                | DOUBLE        | Opening price                                            |
+          +---------------------+---------------+----------------------------------------------------------+
+          | low                 | DOUBLE        | Lowest price                                             |
+          +---------------------+---------------+----------------------------------------------------------+
+          | high                | DOUBLE        | Highest price                                            |
+          +---------------------+---------------+----------------------------------------------------------+
+          | close               | DOUBLE        | Closing price                                            |
+          +---------------------+---------------+----------------------------------------------------------+
+          | volume              | LONG          | Trading volume                                           |
+          +---------------------+---------------+----------------------------------------------------------+
+          | amount              | DOUBLE        | Trading amount                                           |
+          +---------------------+---------------+----------------------------------------------------------+
+          | upLimitPrice        | DOUBLE        | Upper limit price                                        |
+          +---------------------+---------------+----------------------------------------------------------+
+          | downLimitPrice      | DOUBLE        | Lower limit price                                        |
+          +---------------------+---------------+----------------------------------------------------------+
+          | signal              | DOUBLE[]      | Other indicators / metrics                               |
+          +---------------------+---------------+----------------------------------------------------------+
+          | prevClosePrice      | DOUBLE        | Previous closing price                                   |
+          +---------------------+---------------+----------------------------------------------------------+
+          | settlementPrice     | DOUBLE        | Settlement price                                         |
+          +---------------------+---------------+----------------------------------------------------------+
+          | prevSettlementPrice | DOUBLE        | Previous settlement price                                |
+          +---------------------+---------------+----------------------------------------------------------+
+          | underlyingPrice     | DOUBLE        | Underlying asset price                                   |
+          +---------------------+---------------+----------------------------------------------------------+
+          | Theta               | DOUBLE        | /                                                        |
+          +---------------------+---------------+----------------------------------------------------------+
+          | Vega                | DOUBLE        | /                                                        |
+          +---------------------+---------------+----------------------------------------------------------+
+          | Gamma               | DOUBLE        | /                                                        |
+          +---------------------+---------------+----------------------------------------------------------+
+          | Delta               | DOUBLE        | /                                                        |
+          +---------------------+---------------+----------------------------------------------------------+
+          | IV                  | DOUBLE        | /                                                        |
+          +---------------------+---------------+----------------------------------------------------------+
+        
+        - Option minute or daily frequency
+        
+          The input parameter msg represents a K-line bar, with each K-line containing the following fields:
+          
+          +---------------------+---------------+----------------------------------------------------------+
+          | Field               | Type          | Description                                              |
+          +=====================+===============+==========================================================+
+          | symbol              | SYMBOL        | Option code                                              |
+          +---------------------+---------------+----------------------------------------------------------+
+          | symbolSource        | STRING        | Exchange                                                 |
+          +---------------------+---------------+----------------------------------------------------------+
+          | tradeTime           | TIMESTAMP     | Timestamp                                                |
+          +---------------------+---------------+----------------------------------------------------------+
+          | tradingDay          | DATE          | Trading day / settlement date                            |
+          +---------------------+---------------+----------------------------------------------------------+
+          | open                | DOUBLE        | Opening price                                            |
+          +---------------------+---------------+----------------------------------------------------------+
+          | low                 | DOUBLE        | Lowest price                                             |
+          +---------------------+---------------+----------------------------------------------------------+
+          | high                | DOUBLE        | Highest price                                            |
+          +---------------------+---------------+----------------------------------------------------------+
+          | close               | DOUBLE        | Closing price                                            |
+          +---------------------+---------------+----------------------------------------------------------+
+          | volume              | LONG          | Trading volume                                           |
+          +---------------------+---------------+----------------------------------------------------------+
+          | amount              | DOUBLE        | Trading amount                                           |
+          +---------------------+---------------+----------------------------------------------------------+
+          | upLimitPrice        | DOUBLE        | Upper limit price                                        |
+          +---------------------+---------------+----------------------------------------------------------+
+          | downLimitPrice      | DOUBLE        | Lower limit price                                        |
+          +---------------------+---------------+----------------------------------------------------------+
+          | signal              | DOUBLE[]      | Other fields list                                        |
+          +---------------------+---------------+----------------------------------------------------------+
+          | prevClosePrice      | DOUBLE        | Previous closing price                                   |
+          +---------------------+---------------+----------------------------------------------------------+
+          | settlementPrice     | DOUBLE        | Settlement price                                         |
+          +---------------------+---------------+----------------------------------------------------------+
+          | prevSettlementPrice | DOUBLE        | Previous settlement price                                |
+          +---------------------+---------------+----------------------------------------------------------+
+          | underlyingPrice     | DOUBLE        | Underlying asset price                                   |
+          +---------------------+---------------+----------------------------------------------------------+
+          | Theta               | DOUBLE        | /                                                        |
+          +---------------------+---------------+----------------------------------------------------------+
+          | Vega                | DOUBLE        | /                                                        |
+          +---------------------+---------------+----------------------------------------------------------+
+          | Gamma               | DOUBLE        | /                                                        |
+          +---------------------+---------------+----------------------------------------------------------+
+          | Delta               | DOUBLE        | /                                                        |
+          +---------------------+---------------+----------------------------------------------------------+
+          | IV                  | DOUBLE        | /                                                        |
+          +---------------------+---------------+----------------------------------------------------------+
+        
+        - Futures snapshot
+        
+          When callbackForSnapshot = 1, the callback function on_bar will be triggered. 
+          The input parameter msg represents a K-line bar, with each K-line containing the following fields:
+          
+          +---------------------+---------------+----------------------------------------------------------+
+          | Field               | Type          | Description                                              |
+          +=====================+===============+==========================================================+
+          | symbol              | SYMBOL        | Futures code                                             |
+          +---------------------+---------------+----------------------------------------------------------+
+          | symbolSource        | STRING        | Exchange                                                 |
+          +---------------------+---------------+----------------------------------------------------------+
+          | timestamp           | TIMESTAMP     | Timestamp                                                |
+          +---------------------+---------------+----------------------------------------------------------+
+          | tradingDay          | DATE          | Trading day / settlement date                            |
+          +---------------------+---------------+----------------------------------------------------------+
+          | lastPrice           | DOUBLE        | Latest traded price                                      |
+          +---------------------+---------------+----------------------------------------------------------+
+          | upLimitPrice        | DOUBLE        | Upper limit price                                        |
+          +---------------------+---------------+----------------------------------------------------------+
+          | downLimitPrice      | DOUBLE        | Lower limit price                                        |
+          +---------------------+---------------+----------------------------------------------------------+
+          | totalBidQty         | LONG          | Interval buy quantity                                    |
+          +---------------------+---------------+----------------------------------------------------------+
+          | totalOfferQty       | LONG          | Interval sell quantity                                   |
+          +---------------------+---------------+----------------------------------------------------------+
+          | bidPrice            | DOUBLE[]      | List of bid prices                                       |
+          +---------------------+---------------+----------------------------------------------------------+
+          | bidQty              | LONG[]        | List of bid quantities                                   |
+          +---------------------+---------------+----------------------------------------------------------+
+          | offerPrice          | DOUBLE[]      | List of ask prices                                       |
+          +---------------------+---------------+----------------------------------------------------------+
+          | offerQty            | LONG[]        | List of ask quantities                                   |
+          +---------------------+---------------+----------------------------------------------------------+
+          | highPrice           | DOUBLE        | Highest price                                            |
+          +---------------------+---------------+----------------------------------------------------------+
+          | lowPrice            | DOUBLE        | Lowest price                                             |
+          +---------------------+---------------+----------------------------------------------------------+
+          | signal              | DOUBLE[]      | Other fields list                                        |
+          +---------------------+---------------+----------------------------------------------------------+
+          | prevClosePrice      | DOUBLE        | Previous closing price                                   |
+          +---------------------+---------------+----------------------------------------------------------+
+          | settlementPrice     | DOUBLE        | Settlement price                                         |
+          +---------------------+---------------+----------------------------------------------------------+
+          | prevSettlementPrice | DOUBLE        | Previous settlement price                                |
+          +---------------------+---------------+----------------------------------------------------------+
+        
+        - Futures minute or daily frequency
+        
+          The input parameter msg represents a K-line bar, with each K-line containing the following fields:
+          
+          +---------------------+---------------+----------------------------------------------------------+
+          | Field               | Type          | Description                                              |
+          +=====================+===============+==========================================================+
+          | symbol              | SYMBOL        | Futures code                                             |
+          +---------------------+---------------+----------------------------------------------------------+
+          | symbolSource        | STRING        | Exchange                                                 |
+          +---------------------+---------------+----------------------------------------------------------+
+          | timestamp           | TIMESTAMP     | Timestamp                                                |
+          +---------------------+---------------+----------------------------------------------------------+
+          | tradingDay          | DATE          | Trading day / settlement date                            |
+          +---------------------+---------------+----------------------------------------------------------+
+          | lastPrice           | DOUBLE        | Latest traded price                                      |
+          +---------------------+---------------+----------------------------------------------------------+
+          | upLimitPrice        | DOUBLE        | Upper limit price                                        |
+          +---------------------+---------------+----------------------------------------------------------+
+          | downLimitPrice      | DOUBLE        | Lower limit price                                        |
+          +---------------------+---------------+----------------------------------------------------------+
+          | totalBidQty         | LONG          | Interval buy quantity                                    |
+          +---------------------+---------------+----------------------------------------------------------+
+          | totalOfferQty       | LONG          | Interval sell quantity                                   |
+          +---------------------+---------------+----------------------------------------------------------+
+          | bidPrice            | DOUBLE[]      | List of bid prices                                       |
+          +---------------------+---------------+----------------------------------------------------------+
+          | bidQty              | LONG[]        | List of bid quantities                                   |
+          +---------------------+---------------+----------------------------------------------------------+
+          | offerPrice          | DOUBLE[]      | List of ask prices                                       |
+          +---------------------+---------------+----------------------------------------------------------+
+          | offerQty            | LONG[]        | List of ask quantities                                   |
+          +---------------------+---------------+----------------------------------------------------------+
+          | highPrice           | DOUBLE        | Highest price                                            |
+          +---------------------+---------------+----------------------------------------------------------+
+          | lowPrice            | DOUBLE        | Lowest price                                             |
+          +---------------------+---------------+----------------------------------------------------------+
+          | signal              | DOUBLE[]      | Other fields list                                        |
+          +---------------------+---------------+----------------------------------------------------------+
+          | prevClosePrice      | DOUBLE        | Previous closing price                                   |
+          +---------------------+---------------+----------------------------------------------------------+
+          | settlementPrice     | DOUBLE        | Settlement price                                         |
+          +---------------------+---------------+----------------------------------------------------------+
+          | prevSettlementPrice | DOUBLE        | Previous settlement price                                |
+          +---------------------+---------------+----------------------------------------------------------+
+        
+        - Digital currency minute or daily frequency
+        
+          +---------------------+----------------+--------------------------------------------------+
+          | Field               | Type           | Description                                      |
+          +=====================+================+==================================================+
+          | symbol              | SYMBOL         | Instrument code                                  |
+          +---------------------+----------------+--------------------------------------------------+
+          | symbolSource        | SYMBOL         | Exchange                                         |
+          +---------------------+----------------+--------------------------------------------------+
+          | tradeTime           | TIMESTAMP      | Timestamp                                        |
+          +---------------------+----------------+--------------------------------------------------+
+          | tradingDay          | DATE           | Trading day / settlement date                    |
+          +---------------------+----------------+--------------------------------------------------+
+          | open                | DECIMAL128(8)  | Opening price                                    |
+          +---------------------+----------------+--------------------------------------------------+
+          | low                 | DECIMAL128(8)  | Lowest price                                     |
+          +---------------------+----------------+--------------------------------------------------+
+          | high                | DECIMAL128(8)  | Highest price                                    |
+          +---------------------+----------------+--------------------------------------------------+
+          | close               | DECIMAL128(8)  | Closing price                                    |
+          +---------------------+----------------+--------------------------------------------------+
+          | volume              | DECIMAL128(8)  | Trading volume                                   |
+          +---------------------+----------------+--------------------------------------------------+
+          | amount              | DECIMAL128(8)  | Trading amount                                   |
+          +---------------------+----------------+--------------------------------------------------+
+          | upLimitPrice        | DECIMAL128(8)  | Upper limit price                                |
+          +---------------------+----------------+--------------------------------------------------+
+          | downLimitPrice      | DECIMAL128(8)  | Lower limit price                                |
+          +---------------------+----------------+--------------------------------------------------+
+          | signal              | DOUBLE[]       | Other fields list                                |
+          +---------------------+----------------+--------------------------------------------------+
+          | prevClosePrice      | DECIMAL128(8)  | Previous closing price                           |
+          +---------------------+----------------+--------------------------------------------------+
+          | settlementPrice     | DECIMAL128(8)  | Settlement price                                 |
+          +---------------------+----------------+--------------------------------------------------+
+          | prevSettlementPrice | DECIMAL128(8)  | Previous settlement price                        |
+          +---------------------+----------------+--------------------------------------------------+
+          | contractType        | INT            | Instrument type                                  |
+          |                     |                |                                                  |
+          |                     |                | 0: Spot                                          |
+          |                     |                |                                                  |
+          |                     |                | 1: Delivery contract                             |
+          |                     |                |                                                  |
+          |                     |                | 2: Perpetual contract                            |
+          |                     |                |                                                  |
+          |                     |                | 3: Option                                        |
+          +---------------------+----------------+--------------------------------------------------+
+       
+        """
+        pass
+
+    def on_transaction(self, context, msg, indicator):
+        """The callback function is triggered upon receiving tick-level trade details. 
+        It is supported only for bonds traded on the Shanghai Stock Exchange.
+
+        Parameters
+        ----------
+        context : _type_
+            A dictionary representing the global context of the strategy. It is used to store 
+            and manage all user-defined variables within the strategy. In addition, 
+            the backtesting engine maintains four internal variables within the context:
+
+            - context.tradeTime — Returns the latest market timestamp.
+
+            - context.tradeDate — Returns the current trading date.
+
+            - context.BarTime — Returns the current bar timestamp when market snapshots 
+              are aggregated into lower-frequency bars.
+              
+            - context.engine — Returns the internal instance handle of the backtesting engine.
+        msg : _type_
+            Represents the market data. Each record is provided as either a dictionary object 
+            or a table (depending on the msg_as_table configuration).
+        indicator : _type_
+            A dictionary or nested dictionary with a structure consistent with the corresponding msg, 
+            containing the data subscribed to by the strategy.
+        """
+        pass
+
+    def on_order(self, context, orders):
+        """The order update notification function is triggered when an order status changes.
+
+        Parameters
+        ----------
+        context : _type_
+            A dictionary representing the global context of the strategy. It is used to store 
+            and manage all user-defined variables within the strategy. In addition, 
+            the backtesting engine maintains four internal variables within the context:
+
+            - context.tradeTime — Returns the latest market timestamp.
+
+            - context.tradeDate — Returns the current trading date.
+
+            - context.BarTime — Returns the current bar timestamp when market snapshots 
+              are aggregated into lower-frequency bars.
+              
+            - context.engine — Returns the internal instance handle of the backtesting engine.
+        orders : _type_
+            A dictionary containing order information. The field structure varies 
+            depending on the asset type (for example, Shanghai Stock Exchange bonds 
+            have a different order field structure than other asset classes).
+
+            - Shanghai Stock Exchange Bonds
+            
+              +------------------+------------+------------------------------------------------------------+
+              | Field            | Type       | Description                                                |
+              +==================+============+============================================================+
+              | orderId          | LONG       | Order ID                                                   |
+              +------------------+------------+------------------------------------------------------------+
+              | symbol           | STRING     | Security code                                              |
+              +------------------+------------+------------------------------------------------------------+
+              | timestamp        | TIMESTAMP  | Order timestamp                                            |
+              +------------------+------------+------------------------------------------------------------+
+              | bidQty           | LONG       | Bid quantity                                               |
+              +------------------+------------+------------------------------------------------------------+
+              | bidPrice         | DOUBLE     | Bid price                                                  |
+              +------------------+------------+------------------------------------------------------------+
+              | bidTotalVolume   | LONG       | Executed bid quantity                                      |
+              +------------------+------------+------------------------------------------------------------+
+              | askQty           | LONG       | Ask quantity                                               |
+              +------------------+------------+------------------------------------------------------------+
+              | askPrice         | DOUBLE     | Ask price                                                  |
+              +------------------+------------+------------------------------------------------------------+
+              | askTotalVolume   | LONG       | Executed ask quantity                                      |
+              +------------------+------------+------------------------------------------------------------+
+              | status           | INT        | Order status. Possible values:                             |
+              |                  |            |                                                            |
+              |                  |            | 4: Reported                                                |
+              |                  |            |                                                            |
+              |                  |            | 0: Partially filled                                        |
+              |                  |            |                                                            |
+              |                  |            | 1: Fully filled                                            |
+              |                  |            |                                                            |
+              |                  |            | 2: Cancelled                                               |
+              |                  |            |                                                            |
+              |                  |            | -1: Rejected                                               |
+              |                  |            |                                                            |
+              |                  |            | -2: Cancel reject                                          |
+              |                  |            |                                                            |
+              |                  |            | -3: Unfilled                                               |
+              +------------------+------------+------------------------------------------------------------+
+              | direction        | INT        | Order direction. Possible values:                          |
+              |                  |            |                                                            |
+              |                  |            | 1: Buy                                                     |
+              |                  |            |                                                            |
+              |                  |            | 2: Sell                                                    |
+              |                  |            |                                                            |
+              |                  |            | 3: Two-sided                                               |
+              +------------------+------------+------------------------------------------------------------+
+              | bidTradeValue    | DOUBLE     | Executed buy value                                         |
+              +------------------+------------+------------------------------------------------------------+
+              | askTradeValue    | DOUBLE     | Executed sell value                                        |
+              +------------------+------------+------------------------------------------------------------+
+              | label            | STRING     | Label, used to add remarks to the order                    |
+              +------------------+------------+------------------------------------------------------------+
+              | updateTime       | TIMESTAMP  | Update time                                                |
+              +------------------+------------+------------------------------------------------------------+
+
+            - Other Assets (excluding SSE Bonds)
+            
+              +----------------+------------+------------------------------------------------------------+
+              | Field          | Type       | Description                                                |
+              +================+============+============================================================+
+              | orderId        | LONG       | Order ID                                                   |
+              +----------------+------------+------------------------------------------------------------+
+              | symbol         | STRING     | Security code                                              |
+              +----------------+------------+------------------------------------------------------------+
+              | symbolSource   | STRING     | Exchange (futures only)                                    |
+              +----------------+------------+------------------------------------------------------------+
+              | timestamp      | TIMESTAMP  | Order timestamp                                            |
+              +----------------+------------+------------------------------------------------------------+
+              | qty            | LONG       | Order quantity                                             |
+              +----------------+------------+------------------------------------------------------------+
+              | price          | DOUBLE     | Order price                                                |
+              +----------------+------------+------------------------------------------------------------+
+              | status         | INT        | Order status. Possible values:                             |
+              |                |            |                                                            |
+              |                |            | 4: Reported                                                |
+              |                |            |                                                            |
+              |                |            | 0: Partially filled                                        |
+              |                |            |                                                            |
+              |                |            | 1: Fully filled                                            |
+              |                |            |                                                            |
+              |                |            | 2: Cancelled                                               |
+              |                |            |                                                            |
+              |                |            | -1: Rejected                                               |
+              |                |            |                                                            |
+              |                |            | -2: Cancel reject                                          |
+              +----------------+------------+------------------------------------------------------------+
+              | direction      | INT        | Order direction. Possible values:                          |
+              |                |            |                                                            |
+              |                |            | 1: Open long                                               |
+              |                |            |                                                            |
+              |                |            | 2: Open short                                              |
+              |                |            |                                                            |
+              |                |            | 3: Close short                                             |
+              |                |            |                                                            |
+              |                |            | 4: Close long                                              |
+              +----------------+------------+------------------------------------------------------------+
+              | tradeQty       | LONG       | Total executed quantity                                    |
+              +----------------+------------+------------------------------------------------------------+
+              | tradeValue     | DOUBLE     | Total executed value                                       |
+              +----------------+------------+------------------------------------------------------------+
+              | label          | STRING     | Label, used to add remarks to the order                    |
+              +----------------+------------+------------------------------------------------------------+
+              | updateTime     | TIMESTAMP  | Update time                                                |
+              +----------------+------------+------------------------------------------------------------+
+        """
+        pass
+
+    def on_trade(self, context, trades):
+        """The trade update notification function is triggered when an order is executed.
+
+        Parameters
+        ----------
+        context : _type_
+            A dictionary representing the global context of the strategy. It is used to store 
+            and manage all user-defined variables within the strategy. In addition, 
+            the backtesting engine maintains four internal variables within the context:
+
+            - context.tradeTime — Returns the latest market timestamp.
+
+            - context.tradeDate — Returns the current trading date.
+
+            - context.BarTime — Returns the current bar timestamp when market snapshots 
+              are aggregated into lower-frequency bars.
+              
+            - context.engine — Returns the internal instance handle of the backtesting engine.
+        trades : _type_
+            A dictionary containing trade information. The field definitions are as follows:
+            
+            +----------------+------------+------------------------------------------------------------+
+            | Field          | Type       | Description                                                |
+            +================+============+============================================================+
+            | orderId        | LONG       | Order ID                                                   |
+            +----------------+------------+------------------------------------------------------------+
+            | symbol         | STRING     | Security code                                              |
+            +----------------+------------+------------------------------------------------------------+
+            | tradePrice     | DOUBLE     | Trade price of the current execution                       |
+            +----------------+------------+------------------------------------------------------------+
+            | tradeQty       | LONG       | Trade quantity of the current execution                    |
+            +----------------+------------+------------------------------------------------------------+
+            | tradeValue     | DOUBLE     | Trade value of the current execution                       |
+            +----------------+------------+------------------------------------------------------------+
+            | totalFee       | DOUBLE     | Total transaction fee                                      |
+            +----------------+------------+------------------------------------------------------------+
+            | bidTotalQty    | LONG       | Cumulative buy quantity                                    |
+            +----------------+------------+------------------------------------------------------------+
+            | bidTotalValue  | DOUBLE     | Cumulative buy value                                       |
+            +----------------+------------+------------------------------------------------------------+
+            | askTotalQty    | LONG       | Cumulative sell quantity                                   |
+            +----------------+------------+------------------------------------------------------------+
+            | askTotalValue  | DOUBLE     | Cumulative sell value                                      |
+            +----------------+------------+------------------------------------------------------------+
+            | direction      | INT        | Order direction. Possible values:                          |
+            |                |            |                                                            |
+            |                |            | 1: Open long                                               |
+            |                |            |                                                            |
+            |                |            | 2: Open short                                              |
+            |                |            |                                                            |
+            |                |            | 3: Close short                                             |
+            |                |            |                                                            |
+            |                |            | 4: Close long                                              |
+            +----------------+------------+------------------------------------------------------------+
+            | tradeTime      | TIMESTAMP  | Trade time                                                 |
+            +----------------+------------+------------------------------------------------------------+
+            | orderPrice     | DOUBLE     | Order price                                                |
+            +----------------+------------+------------------------------------------------------------+
+            | label          | STRING     | Label, used to add remarks to the order                    |
+            +----------------+------------+------------------------------------------------------------+
+        """
+        pass
+
+    def after_trading(self, context):
+        """The callback function is triggered at the end of each trading day. 
+        It can be used to summarize the day's trades, positions, and other statistics.
+        
+        Note: This function is not required for cryptocurrency strategies.
+
+        Parameters
+        ----------
+        context : _type_
+            A dictionary representing the global context of the strategy. It is used to store 
+            and manage all user-defined variables within the strategy. In addition, 
+            the backtesting engine maintains four internal variables within the context:
+
+            - context.tradeTime — Returns the latest market timestamp.
+
+            - context.tradeDate — Returns the current trading date.
+
+            - context.BarTime — Returns the current bar timestamp when market snapshots 
+              are aggregated into lower-frequency bars.
+              
+            - context.engine — Returns the internal instance handle of the backtesting engine.
+        """
+        pass
+
+    def finalize(self, context):
+        """The strategy termination callback function is triggered when the backtest completes.
+
+        Parameters
+        ----------
+        context : _type_
+            A dictionary representing the global context of the strategy. It is used to store 
+            and manage all user-defined variables within the strategy. In addition, 
+            the backtesting engine maintains four internal variables within the context:
+
+            - context.tradeTime — Returns the latest market timestamp.
+
+            - context.tradeDate — Returns the current trading date.
+
+            - context.BarTime — Returns the current bar timestamp when market snapshots 
+              are aggregated into lower-frequency bars.
+              
+            - context.engine — Returns the internal instance handle of the backtesting engine.
+        """
+        pass
+
+
+class StrategyTemplate(StrategyBase, StrategyInterface):
+    def __init__(self, engine: BacktesterBase):
+        self.engine = weakref.ref(engine)
+
+    @final
+    @property
+    def accounts(self):
+        """Get the corresponding account based on the account type, and perform operations 
+        or retrieve information using this account.
+        
+        """
+        return self.engine().accounts
+
+    @final
+    def submit_order(self, msg, label: str = "", order_type: int = 0, account_type: AccountType = AccountType.DEFAULT):
+        """This function can be called within callback functions to submit an order and returns the order ID.
+
+        Parameters
+        ----------
+        msg : _type_
+            A tuple representing the order information. The format varies depending on the asset type. 
+            Please see details in "Order Format by Asset Type"
+        label : str, optional
+            A STRING scalar, used to assign a label to the order for categorization.
+        order_type : int, optional
+            An INT scalar. Optional values:
+
+            - 0: Default, general order
+
+            - 5: Limit stop-loss/take-profit order
+
+            - 6: Market stop-loss/take-profit order
+
+            - 8: Two-sided quote order (supported only for futures and options)
+            
+            Note: Types 5, 6, and 8 are algorithmic orders. Types 5 and 6 are supported 
+            for stocks, futures, and options. Type 8 is supported only for futures and 
+            options and can be enabled via the enableAlgoOrder configuration.
+        account_type : AccountType, optional
+            A STRING scalar, indicating the account type. Optional values: 
+            "spot", "futures", "option", representing spot, futures/perpetual, 
+            and option accounts, respectively. This parameter is applicable only for cryptocurrency strategies.
+
+
+        Order Format by Asset Type
+        ---------------------------
+        - For orderType = 0, the format is:
+        
+          +-------------------------------------+---------------------------------------------------------------------------------------------------------------------------+--------------------------------------------------------------------------------------------------------------------------------------------------+
+          | Asset Type                          | Format                                                                                                                    | Description                                                                                                                                      |
+          +=====================================+===========================================================================================================================+==================================================================================================================================================+
+          | Stock (including                    | (Stock Code, Order Time, Order Type, Order Price, Order Quantity, Buy/Sell Direction)                                     | **Buy/Sell Direction:**                                                                                                                          |
+          |                                     |                                                                                                                           |                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    
+          | convertible bonds, funds)           |                                                                                                                           | 1: Buy Open; 2: Sell Open; 3: Sell Close; 4: Buy Close                                                                                           |
+          |                                     |                                                                                                                           |                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | **Order Type:**                                                                                                                                  |
+          |                                     |                                                                                                                           |                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | *Shanghai Stock Exchange:*                                                                                                                       |
+          |                                     |                                                                                                                           |                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 0: Market order - best 5 levels immediate or cancel                                                                                            |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 1: Market order - best 5 levels immediate and remaining as limit order                                                                         |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 2: Market order - best price on own side                                                                                                       |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 3: Market order - best price on opposite side                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 5: Limit order                                                                                                                                 |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 6: Cancel order                                                                                                                                |
+          |                                     |                                                                                                                           |                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | *Shenzhen Stock Exchange:*                                                                                                                       |
+          |                                     |                                                                                                                           |                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 0: Market order - best 5 levels immediate or cancel                                                                                            |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 1: Market order - immediate or cancel remaining order                                                                                          |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 2: Market order - best price on own side                                                                                                       |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 3: Market order - best price on opposite side                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 4: Market order - fill or kill order                                                                                                           |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 5: Limit order                                                                                                                                 |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 6: Cancel order                                                                                                                                |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          +-------------------------------------+---------------------------------------------------------------------------------------------------------------------------+--------------------------------------------------------------------------------------------------------------------------------------------------+
+          | Futures / Options                   | (Symbol, Exchange Code, Time, Order Type, Order Price, Stop Loss/Take Profit Price, Order Quantity, Buy/Sell Direction,   | **Buy/Sell Direction:**                                                                                                                          |
+          |                                     |                                                                                                                           |                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     | Order Validity)                                                                                                           | 1: Buy Open; 2: Sell Open; 3: Sell Close; 4: Buy Close; 5: Option Exercise (only supported in multi-asset backtesting mode;                      |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | underlyingCode must be configured in the instrument info table)                                                                                  |
+          |                                     |                                                                                                                           |                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | **Order Type:**                                                                                                                                  |
+          |                                     |                                                                                                                           |                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 0: Market order - submitted at limit up/down price, time priority                                                                              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 1: Market stop-loss order                                                                                                                      |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 2: Market take-profit order                                                                                                                    |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 3: Limit stop-loss order                                                                                                                       |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 4: Limit take-profit order                                                                                                                     |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 5: Limit order (default)                                                                                                                       |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 6: Cancel order                                                                                                                                |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 9: Auto-trading mode (only Buy Open=1 or Sell Open=2 supported):                                                                               |
+          |                                     |                                                                                                                           |                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           |   * If Buy Open (1):                                                                                                                             |
+          |                                     |                                                                                                                           |                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           |     - If order quantity > longPosition, submit a Buy Open order.                                                                                 |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           |     - If order quantity ≤ longPosition, submit a Sell Close (3) order.                                                                           | 
+          |                                     |                                                                                                                           |                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                  
+          |                                     |                                                                                                                           |   * If Sell Open (2):                                                                                                                            |
+          |                                     |                                                                                                                           |                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           |     - If order quantity > shortPosition, submit a Sell Open order.                                                                               |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           |     - If order quantity ≤ shortPosition, submit a Buy Close (4) order.                                                                           |
+          |                                     |                                                                                                                           |                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | **Order Validity:**                                                                                                                              |
+          |                                     |                                                                                                                           |                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 0: Good for the day (default)                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 1: Fill or Kill (FOK)                                                                                                                          |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 2: Fill and Kill (FAK)                                                                                                                         |
+          |                                     |                                                                                                                           |                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | Stop loss/take profit prices are currently not supported and default to 0.                                                                       |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          +-------------------------------------+---------------------------------------------------------------------------------------------------------------------------+--------------------------------------------------------------------------------------------------------------------------------------------------+
+          | Margin Trading / Securities Lending | (Stock Code, Order Time, Order Type, Order Price, Order Quantity, Buy/Sell Flag)                                          | **Order Type:**                                                                                                                                  |
+          |                                     |                                                                                                                           |                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 0: Market order                                                                                                                                |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 5: Limit order                                                                                                                                 |
+          |                                     |                                                                                                                           |                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | **Buy/Sell Flag:**                                                                                                                               |
+          |                                     |                                                                                                                           |                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 1: Collateral purchase                                                                                                                         |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 2: Collateral sale                                                                                                                             |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 3: Margin purchase                                                                                                                             |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 4: Short selling                                                                                                                               |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 5: Direct repayment                                                                                                                            |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 6: Sell-to-repay                                                                                                                               |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 7: Direct stock return                                                                                                                         |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 8: Buy-to-return                                                                                                                               |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          +-------------------------------------+---------------------------------------------------------------------------------------------------------------------------+--------------------------------------------------------------------------------------------------------------------------------------------------+
+          | Bond                                | (Symbol, Order Time, Order Type, Clearing Speed, Bid Price, Bid Volume, Ask Price, Ask Volume, Buy/Sell Direction,        | **Buy/Sell Flag:**                                                                                                                               |
+          |                                     |                                                                                                                           |                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     | User Order ID, Channel)                                                                                                   | - 1: Buy Open                                                                                                                                    |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 2: Sell Close                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 3: Two-way quote                                                                                                                               |
+          |                                     |                                                                                                                           |                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | **Order Type:**                                                                                                                                  |
+          |                                     |                                                                                                                           |                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 1: Limit order                                                                                                                                 |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 3: Market-to-cancel order                                                                                                                      |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 4: Market-to-limit order                                                                                                                       |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 5: Elastic order                                                                                                                               |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 7: FAK - execute immediately, cancel unfilled portion                                                                                          |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 8: FOK - execute immediately in full, cancel otherwise                                                                                         |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          +-------------------------------------+---------------------------------------------------------------------------------------------------------------------------+--------------------------------------------------------------------------------------------------------------------------------------------------+
+          | Cryptocurrency / Multi-Asset        | (Symbol, Exchange Code, Time, Order Type, Order Price, Stop Loss Price, Take Profit Price, Order Quantity, Buy/Sell       | **Buy/Sell Direction:**                                                                                                                          |
+          |                                     |                                                                                                                           |                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     | Direction, Slippage, Order Validity, Expiration Time)                                                                     | 1: Buy Open; 2: Sell Open; 3: Sell Close; 4: Buy Close                                                                                           |
+          |                                     |                                                                                                                           |                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | **Order Type:**                                                                                                                                  |
+          |                                     |                                                                                                                           |                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 5: Limit order (default)                                                                                                                       |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 0: Market order - submitted at limit up/down price, time priority                                                                              |
+          |                                     |                                                                                                                           |                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | **Order Validity:**                                                                                                                              |
+          |                                     |                                                                                                                           |                                                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 0: Good for the day (default)                                                                                                                  |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 1: Fill or Kill (FOK)                                                                                                                          |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          |                                     |                                                                                                                           | - 2: Fill and Kill (FAK)                                                                                                                         |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                   
+          +-------------------------------------+---------------------------------------------------------------------------------------------------------------------------+--------------------------------------------------------------------------------------------------------------------------------------------------+
+        
+        - For orderType = 5 or 6, the tuple format is: (Symbol, Exchange Code, Time, Order Type, Order Price, Stop Loss Price, 
+          Take Profit Price, Order Quantity, Buy/Sell Direction, Slippage, Order Validity, Expiration Time).
+          
+        - For orderType = 8, the format is:
+        
+          +------------------+---------------------------------------------------------+------------------------------------------------------------------------------------------------------------------------------------------------------+
+          | Asset Type       | Format                                                  | Description                                                                                                                                          |
+          +==================+=========================================================+======================================================================================================================================================+
+          | Futures / Options| (Contract Code, Exchange Code, Time, Order Type,        | **Notes:**                                                                                                                                           |
+          |                  | Buy Open/Close Flag, Buy Price, Buy Quantity,           | The fields *bidDifftolerance*, *askDifftolerance*, and *quantityAllowed* are reserved.                                                               |
+          |                  | Sell Open/Close Flag, Sell Price, Sell Quantity,        |                                                                                                                                                      |
+          |                  | bidDifftolerance, askDifftolerance, quantityAllowed)    | **Buy/Sell Direction:**                                                                                                                              |
+          |                  |                                                         |                                                                                                                                                      |
+          |                  |                                                         | 1: Buy open                                                                                                                                          |
+          |                  |                                                         |                                                                                                                                                      |
+          |                  |                                                         | 2: Sell open                                                                                                                                         |
+          |                  |                                                         |                                                                                                                                                      |
+          |                  |                                                         | 3: Sell close                                                                                                                                        |
+          |                  |                                                         |                                                                                                                                                      |
+          |                  |                                                         | 4: Buy close                                                                                                                                         |
+          |                  |                                                         |                                                                                                                                                      |
+          |                  |                                                         | 5: Option exercise (only supported in multi-asset backtesting mode; the *underlyingCode* field in the basic information table must be configured)    |
+          |                  |                                                         |                                                                                                                                                      |
+          |                  |                                                         | **Order Type:**                                                                                                                                      |
+          |                  |                                                         |                                                                                                                                                      |
+          |                  |                                                         | 0: Market order — submitted at limit up or limit down price, following time priority                                                                 |
+          |                  |                                                         |                                                                                                                                                      |
+          |                  |                                                         | 1: Market stop-loss order                                                                                                                            |
+          |                  |                                                         |                                                                                                                                                      |
+          |                  |                                                         | 2: Market take-profit order                                                                                                                          |
+          |                  |                                                         |                                                                                                                                                      |
+          |                  |                                                         | 3: Limit stop-loss order                                                                                                                             |
+          |                  |                                                         |                                                                                                                                                      |
+          |                  |                                                         | 4: Limit take-profit order                                                                                                                           |
+          |                  |                                                         |                                                                                                                                                      |
+          |                  |                                                         | 5: Limit order (default)                                                                                                                             |
+          |                  |                                                         |                                                                                                                                                      |
+          |                  |                                                         | 6: Cancel order                                                                                                                                      |
+          |                  |                                                         |                                                                                                                                                      |
+          |                  |                                                         | **Order Validity:**                                                                                                                                  |
+          |                  |                                                         |                                                                                                                                                      |
+          |                  |                                                         | 0: Good for the day (default)                                                                                                                        |
+          |                  |                                                         |                                                                                                                                                      |
+          |                  |                                                         | 1: Fill or kill (FOK) — execute fully immediately or cancel                                                                                          |
+          |                  |                                                         |                                                                                                                                                      |
+          |                  |                                                         | 2: Fill-and-kill (FAK) — execute immediately, cancel any unfilled portion                                                                            |
+          |                  |                                                         |                                                                                                                                                      |
+          |                  |                                                         | Stop-loss and take-profit prices are currently not supported (default value: 0).                                                                     |
+          +------------------+---------------------------------------------------------+------------------------------------------------------------------------------------------------------------------------------------------------------+
+        
+        """
+        return plugin_backtest_submitOrder(self.engine().engine_handle, msg, label, sf_scalar(order_type, type="INT"), _convert_account(account_type))
+
+    @final
+    def cancel_order(self, *, symbol=None, orders=None, label=None):
+        """Cancel orders.
+
+        Parameters
+        ----------
+        symbol : _type_, optional
+            A STRING scalar, indicating the security code of the orders to be canceled.
+            The default value is None.
+        orders : _type_, optional
+            An INTEGRAL vector, indicating the list of order IDs to be canceled. The default value is None.
+        label : _type_, optional
+            A STRING scalar, indicating the label or remark associated with the 
+            orders to be canceled. The default value is None.
+        """
+        return plugin_backtest_cancelOrder(self.engine().engine_handle, symbol, orders, label)
+
+    @final
+    def get_open_orders(self, symbol=None, orders=None, label=None, output_queue_position: bool = False):
+        """Query the information of unfilled orders.
+        
+        - If symbol is specified, queries unfilled orders for that security.
+
+        - If symbol is empty but orders is specified, queries unfilled orders in the provided orders list.
+
+        - If both symbol and orders are empty, queries unfilled orders specified by label.
+
+        Parameters
+        ----------
+        symbol : _type_, optional
+            A STRING scalar, indicating the security code. The default value is None.
+        orders : _type_, optional
+            An INTEGRAL vector, indicating a list of order IDs. The default value is None.
+        label : _type_, optional
+            A STRING scalar, indicating a remark or label. The default value is None.
+        output_queue_position : bool, optional
+            A BOOL scalar, indicating whether to output detailed information, 
+            including openVolumeWithBetterPrice, openVolumeWithWorsePrice, 
+            openVolumeAtOrderPrice, priorOpenVolumeAtOrderPrice, and depthWithBetterPrice. 
+            Default is false, indicating no detailed output. This parameter is supported only for stocks and futures.
+
+        Returns
+        -------
+        Dictionary
+            Returns a dictionary or table. 
+            
+            For all asset types except Shanghai Stock Exchange bonds, the table structure is as follows:
+            
+            +-----------------------------+-------------+------------------------------------------------------------------------------------------------------------------------------------------+
+            | Key                         | Value Type  | Description                                                                                                                              |
+            +=============================+=============+==========================================================================================================================================+
+            | orderId                     | LONG        | Order ID                                                                                                                                 |
+            +-----------------------------+-------------+------------------------------------------------------------------------------------------------------------------------------------------+
+            | timestamp                   | TIMESTAMP   | Time                                                                                                                                     |
+            +-----------------------------+-------------+------------------------------------------------------------------------------------------------------------------------------------------+
+            | symbol                      | STRING      | Symbol code                                                                                                                              |
+            +-----------------------------+-------------+------------------------------------------------------------------------------------------------------------------------------------------+
+            | price                       | DOUBLE      | Order price                                                                                                                              |
+            +-----------------------------+-------------+------------------------------------------------------------------------------------------------------------------------------------------+
+            | totalQty                    | LONG        | Total quantity of the order                                                                                                              |
+            +-----------------------------+-------------+------------------------------------------------------------------------------------------------------------------------------------------+
+            | openQty                     | LONG        | Remaining quantity of the order                                                                                                          |
+            +-----------------------------+-------------+------------------------------------------------------------------------------------------------------------------------------------------+
+            | direction                   | INT         | 1: Buy open; 2: Sell open; 3: Sell close; 4: Buy close                                                                                   |
+            +-----------------------------+-------------+------------------------------------------------------------------------------------------------------------------------------------------+
+            | isMacthing                  | INT         | Indicates whether the order has reached the matching time                                                                                |
+            +-----------------------------+-------------+------------------------------------------------------------------------------------------------------------------------------------------+
+            | openVolumeWithBetterPrice   | LONG        | Total quantity of unfilled orders with better prices (returned only when ``outputQueuePosition = true``)                                 |
+            +-----------------------------+-------------+------------------------------------------------------------------------------------------------------------------------------------------+
+            | openVolumeWithWorsePrice    | LONG        | Total quantity of unfilled orders with worse prices (returned only when ``outputQueuePosition = true``)                                  |
+            +-----------------------------+-------------+------------------------------------------------------------------------------------------------------------------------------------------+
+            | openVolumeAtOrderPrice      | LONG        | Total quantity of unfilled orders at the same price (returned only when ``outputQueuePosition = true``)                                  |
+            +-----------------------------+-------------+------------------------------------------------------------------------------------------------------------------------------------------+
+            | priorOpenVolumeAtOrderPrice | LONG        | Total quantity of unfilled orders at the same price placed earlier (returned only when ``outputQueuePosition = true``)                   |
+            +-----------------------------+-------------+------------------------------------------------------------------------------------------------------------------------------------------+
+            | depthVolumeWithBetterPrice  | INT         | Depth level of unfilled quotes with better prices (returned only when ``outputQueuePosition = true``)                                    |
+            +-----------------------------+-------------+------------------------------------------------------------------------------------------------------------------------------------------+
+            | updateTime                  | TIMESTAMP   | Last update time                                                                                                                         |
+            +-----------------------------+-------------+------------------------------------------------------------------------------------------------------------------------------------------+
+
+            For Shanghai Stock Exchange bonds, the table structure is as follows:
+            
+            +----------------+-------------+----------------------------------------------------+
+            | Name           | Type        | Description                                        |
+            +================+=============+====================================================+
+            | orderId        | LONG        | Order ID                                           |
+            +----------------+-------------+----------------------------------------------------+
+            | time           | TIMESTAMP   | Timestamp                                          |
+            +----------------+-------------+----------------------------------------------------+
+            | symbol         | STRING      | Security code                                      |
+            +----------------+-------------+----------------------------------------------------+
+            | bidPrice       | DOUBLE      | Bid price                                          |
+            +----------------+-------------+----------------------------------------------------+
+            | bidTotalQty    | LONG        | Total bid quantity placed by the user              |
+            +----------------+-------------+----------------------------------------------------+
+            | bidRemainQty   | LONG        | Remaining bid quantity of the user order           |
+            +----------------+-------------+----------------------------------------------------+
+            | askPrice       | DOUBLE      | Ask price                                          |
+            +----------------+-------------+----------------------------------------------------+
+            | askTotalQty    | LONG        | Total ask quantity placed by the user              |
+            +----------------+-------------+----------------------------------------------------+
+            | askRemainQty   | LONG        | Remaining ask quantity of the user order           |
+            +----------------+-------------+----------------------------------------------------+
+            | direction      | INT         | Trade direction:                                   |
+            |                |             |                                                    |
+            |                |             | 1: Buy                                             |
+            |                |             |                                                    |
+            |                |             | 2: Sell                                            |
+            |                |             |                                                    |
+            |                |             | 3: Two-way                                         |
+            +----------------+-------------+----------------------------------------------------+
+            | label          | STRING      | Remarks                                            |
+            +----------------+-------------+----------------------------------------------------+
+
+        """
+        return plugin_backtest_backtestGetOpenOrders(self.engine().engine_handle, symbol, orders, label, output_queue_position)
+
+    @final
+    @property
+    def universe(self):
+        """Set the symbol pool for the engine.
+
+        """
+        return self.engine().universe
+
+    @final
+    @universe.setter
+    def universe(self, val: List[str]):
+        self.engine().universe = val
+
+    @final
+    def subscribe_indicator(self, market_data_type: MarketDataType, metrics, account_type: AccountType = AccountType.DEFAULT):
+        """Set the market data indicators to subscribe.
+
+        Parameters
+        ----------
+        market_data_type : MarketDataType
+            The type of market data to subscribe to. Optional values:
+
+            - SNAPSHOT: Snapshot
+
+            - TICK: Tick-by-tick order data
+
+            - KLINE / OHLC: K-line data
+
+            - TRADE: Tick-by-tick trade details
+
+            - SNAPSHOT_KLINE / SNAPSHOT_OHLC: Snapshot-based K-line data
+        metrics : _type_
+            Metaprogramming object, can be generated using ``sf.meta_code``.
+        account_type : AccountType, optional
+            A STRING scalar, indicating the account type.
+
+        """
+        return plugin_backtest_subscribeIndicator(self.engine().engine_handle, market_data_type.value, metrics, _convert_account(account_type))
+
+
+T = TypeVar("T", bound=StrategyInterface)
+
+
+class Backtester(BacktesterBase):
+    def __init__(self, strategy_cls: Type[T], config: BacktestBasicConfig):
+        self.strategy_cls = strategy_cls
+        self._config = config
+        self._universe = None
+        self.engine_handle = None
+
+        self.strategy = self.strategy_cls(self)
+
+        if hasattr(strategy_cls, "context"):
+            config_d = self._extract_config(config, strategy_cls.context)
+        else:
+            config_d = self._extract_config(config)
+
+        callback_d = sf_dictionary(key_type="STRING", val_type="ANY")
+
+        wkptr = weakref.ref(self)
+
+        def real_initialize(context):
+            wkptr().engine_handle = context["engine"]
+            F_swordfish_udf(getattr(wkptr().strategy, "initialize"))(context)
+
+        callback_d["initialize"] = F_swordfish_udf(real_initialize)
+        self._check_valid_callback(callback_d, "beforeTrading", "before_trading")
+        self._check_valid_callback(callback_d, "onTick", "on_tick")
+        self._check_valid_callback(callback_d, "onSnapshot", "on_snapshot")
+        self._check_valid_callback(callback_d, "onBar", "on_bar")
+        self._check_valid_callback(callback_d, "onTransaction", "on_transaction")
+        self._check_valid_callback(callback_d, "onOrder", "on_order")
+        self._check_valid_callback(callback_d, "onTrade", "on_trade")
+        self._check_valid_callback(callback_d, "afterTrading", "after_trading")
+        self._check_valid_callback(callback_d, "finalize", "finalize")
+        on_timer_d = sf_dictionary(key_type="SECOND", val_type="ANY")
+        for k in self.strategy_cls._timer_funcs:
+            child_method = getattr(self.strategy, k)
+            t = self.strategy_cls._timer_funcs[k]
+            if isinstance(t, sf_data.Vector):
+                for tt in t:
+                    on_timer_d[tt] = F_swordfish_udf(child_method)
+            else:
+                on_timer_d[self.strategy_cls._timer_funcs[k]] = F_swordfish_udf(child_method)
+        callback_d["onTimer"] = on_timer_d
+
+        if hasattr(strategy_cls, "callback_d"):
+            for k, v in strategy_cls.callback_d.items():
+                callback_d[k] = v
+
+        security_reference = self._config.get("security_reference", None)
+        engine_name = _generate_name()
+        while engine_name in plugin_backtest_getBacktestEngineList():
+            engine_name = _generate_name()
+        if isinstance(config["cash"], dict):
+            self.accounts = {}
+            for k in config.cash.keys():
+                if isinstance(k, list) or isinstance(k, tuple):
+                    for x in k:
+                        self.accounts[x] = Account(x, self)
+                else:
+                    self.accounts[k] = Account(k, self)
+        else:
+            self.accounts = {
+                AccountType.DEFAULT: Account(AccountType.DEFAULT, self)
+            }
+        self.engine_handle = plugin_backtest_createBacktester(engine_name, config_d, callback_d, False, security_reference)
+        self.engine_name = engine_name
+
+    def __del__(self):
+        if self.engine_handle is None:
+            return
+        if not Runtime().check():
+            return
+        if self.engine_name in plugin_backtest_getBacktestEngineList().keys():
+            plugin_backtest_dropBacktestEngine(self.engine_name)
+            self.engine_handle = None
+
+    @final
+    def _extract_config(self, config: BacktestBasicConfig, context=None):
+        config_d = sf_dictionary(key_type="STRING", val_type="ANY")
+        config_d["startDate"] = sf_scalar(config["start_date"], type="DATE")
+        config_d["endDate"] = sf_scalar(config["end_date"], type="DATE")
+        config_d["strategyGroup"] = config["asset_type"].value
+        config_d["dataType"] = sf_scalar(config["data_type"].value, type="INT")
+        if isinstance(config["cash"], dict):
+            cash_d = sf_dictionary(key_type="STRING", val_type="ANY")
+            for k, v in config.cash.items():
+                if isinstance(k, list) or isinstance(k, tuple):
+                    cash_d[", ".join([_.value for _ in k])] = sf_scalar(v, type="DOUBLE")
+                else:
+                    cash_d[k.value] = sf_scalar(v, type="DOUBLE")
+            config_d["cash"] = cash_d
+        else:
+            config_d["cash"] = sf_scalar(config["cash"], type="DOUBLE")
+        if hasattr(config, "matching_mode") and config["matching_mode"] is not None:
+            config_d["matchingMode"] = sf_scalar(config["matching_mode"].value, type="INT")
+        if hasattr(config, "universe"):
+            config_d["universe"] = config["universe"]
+        if hasattr(config, "context"):
+            if context is not None:
+                new_context = sf_dictionary(config["context"], key_type="STRING", val_type="ANY")
+                for k, v in new_context.items():
+                    context[k] = v
+                config_d["context"] = context
+            else:
+                config_d["context"] = sf_dictionary(config["context"], key_type="STRING", val_type="ANY")
+        elif context is not None:
+            config_d["context"] = context
+        if hasattr(config, "latency"):
+            config_d["latency"] = sf_scalar(config["latency"], type="INT")
+        if hasattr(config, "benchmark"):
+            config_d["benchmark"] = sf_scalar(config["benchmark"], type="STRING")
+        if hasattr(config, "data_retention_window"):
+            if isinstance(config["data_retention_window"], int):
+                config_d["dataRetentionWindow"] = sf_scalar(config["data_retention_window"], type="INT")
+            elif isinstance(config["data_retention_window"], str):
+                config_d["dataRetentionWindow"] = sf_scalar(config["data_retention_window"], type="STRING")
+            else:
+                config_d["dataRetentionWindow"] = config["data_retention_window"]
+        if hasattr(config, "is_backtest_mode"):
+            config_d["isBacktestMode"] = sf_scalar(config["is_backtest_mode"], type="BOOL")
+        if hasattr(config, "enable_indicator_optimize"):
+            config_d["enableIndicatorOptimize"] = sf_scalar(config["enable_indicator_optimize"], type="BOOL")
+        if hasattr(config, "add_time_column_in_indicator"):
+            config_d["addTimeColumnInIndicator"] = sf_scalar(config["add_time_column_in_indicator"], type="BOOL")
+        if hasattr(config, "orderbook_matching_ratio"):
+            config_d["orderBookMatchingRatio"] = sf_scalar(config["orderbook_matching_ratio"], type="DOUBLE")
+        if hasattr(config, "matching_ratio"):
+            config_d["matchingRatio"] = sf_scalar(config["matching_ratio"], type="DOUBLE")
+        if hasattr(config, "output_order_info"):
+            config_d["outputOrderInfo"] = sf_scalar(config["output_order_info"], type="BOOL")
+
+        # STOCK config
+        if hasattr(config, "set_last_day_position"):
+            config_d["setLastDayPosition"] = config["set_last_day_position"]   # Table
+        if hasattr(config, "prev_close_price"):
+            config_d["prevClosePrice"] = config["prev_close_price"]   # Table
+        if hasattr(config, "enable_subscription_to_tick_quotes"):
+            config_d["enableSubscriptionToTickQuotes"] = sf_scalar(config["enable_subscription_to_tick_quotes"], type="BOOL")
+        if hasattr(config, "commission"):
+            config_d["commission"] = sf_scalar(config["commission"], type="DOUBLE")
+        if hasattr(config, "tax"):
+            config_d["tax"] = sf_scalar(config["tax"], type="DOUBLE")
+        if hasattr(config, "output_queue_position"):
+            config_d["outputQueuePosition"] = sf_scalar(config["output_queue_position"], type="INT")
+        if hasattr(config, "stock_dividend"):
+            config_d["stockDividend"] = config["stock_dividend"]   # Table
+        if hasattr(config, "frequency"):
+            config_d["frequency"] = sf_scalar(config["frequency"], type="INT")
+        if hasattr(config, "callback_for_snapshot"):
+            config_d["callbackForSnapshot"] = sf_scalar(config["callback_for_snapshot"], type="INT")
+
+        # MARGIN config
+        if hasattr(config, "line_of_credit"):
+            config_d["lineOfCredit"] = sf_scalar(config["line_of_credit"], type="DOUBLE")
+        if hasattr(config, "margin_trading_interest_rate"):
+            config_d["marginTradingInterestRate"] = sf_scalar(config["margin_trading_interest_rate"], type="DOUBLE")
+        if hasattr(config, "secu_lending_interest_rate"):
+            config_d["secuLendingInterestRate"] = sf_scalar(config["secu_lending_interest_rate"], type="DOUBLE")
+        if hasattr(config, "maintenance_margin"):
+            if isinstance(config, MarginConfig):
+                config_d["maintenanceMargin"] = sf_vector(config["maintenance_margin"], type="DOUBLE")
+            else:
+                config_d["maintenanceMargin"] = sf_scalar(config["maintenance_margin"], type="DOUBLE")
+        if hasattr(config, "long_concentration"):
+            if config["long_concentration"] is None:
+                config_d["longConcentration"] = sf_data.Nothing
+            else:
+                config_d["longConcentration"] = sf_vector(config["long_concentration"], type="DOUBLE")
+        if hasattr(config, "short_concentration"):
+            if config["short_concentration"] is None:
+                config_d["shortConcentration"] = sf_data.Nothing
+            else:
+                config_d["shortConcentration"] = sf_vector(config["short_concentration"], type="DOUBLE")
+        if hasattr(config, "repay_without_margin_buy"):
+            config_d["repayWithoutMarginBuy"] = sf_scalar(config["repay_without_margin_buy"], type="BOOL")
+        # set_last_day_position (stock)
+
+        # BOND config
+
+        # OPTION config
+        # frequency (stock)
+        # callback_for_snapshot (stock)
+        # maintenance_margin (margin)
+
+        # FUTURES config
+        # frequency (stock)
+        if hasattr(config, "futures_type") and config["futures_type"] is not None:
+            config_d["futuresType"] = sf_scalar(config["futures_type"], type="STRING")
+        if hasattr(config, "enable_algo_order"):
+            config_d["enableAlgoOrder"] = sf_scalar(config["enable_algo_order"], type="BOOL")
+        # callback_for_snapshot (stock)
+        # maintenance_margin (margin)
+
+        # CRYPTO config
+        if hasattr(config, "funding_rate"):
+            config_d["fundingRate"] = config["funding_rate"]   # Table
+        return config_d
+
+    @final
+    def append_data(self, data):
+        """Insert market data to execute the backtesting strategy.
+
+        Parameters
+        ----------
+        data : _type_
+            A table containing market data.
+        """
+        plugin_backtest_appendQuotationMsg(self.engine_handle, data)
+
+    @final
+    def append_end(self):
+        """Insert end marker to indicate the end of market data.
+        """
+        plugin_backtest_appendEndMarker(self.engine_handle)
+
+    @final
+    def _check_valid_callback(self, callback_d, callback_name: str, method_name: str):
+        parent_method = getattr(StrategyInterface, method_name, None)
+        child_method = getattr(self.strategy_cls, method_name, None)
+        if child_method is not parent_method:
+            callback_d[callback_name] = F_swordfish_udf(getattr(self.strategy, method_name))
+
+    @final
+    @property
+    def context_dict(self):
+        """Return the logical context.
+
+        """
+        return plugin_backtest_getContextDict(self.engine_handle)
+
+    @final
+    @property
+    def universe(self):
+        """Set the symbol pool for the engine.
+
+        """
+        return self._universe
+
+    @final
+    @universe.setter
+    def universe(self, val: List[str]):
+        plugin_backtest_setUniverse(self.engine_handle, val)
+        self._universe = val
+
+    @final
+    @property
+    def config(self) -> sf_data.Dictionary:
+        return plugin_backtest_getConfig(self.engine_handle)
+
+
+class AlgoOrderMixin(StrategyBase):
+
+    @final
+    def submit_limit_tp_sl_order(
+        self,
+        code: str,
+        exchange: str,
+        time: Timestamp,
+        order_type: int,
+        order_price: float,
+        stop_loss_price: float,
+        take_profit_price: float,
+        quantity: int,
+        direct: int,
+        slippage: float,
+        order_validity: int,
+        expiration_time: Timestamp,
+        /,
+        label: str = "",
+        account_type: AccountType = AccountType.DEFAULT,
+    ):
+        """Submit a take-profit/stop-loss limit algorithmic order.
+
+        Parameters
+        ----------
+        code : str
+            A STRING scalar, indicating the futures code.
+        exchange : str
+            A STRING scalar, indicating the exchange code.
+        time : Timestamp
+            A TIMESTAMP scalar, indicating the order timestamp.
+        order_type : int
+            An INT scalar, indicating the order type:
+
+            - 0: Market order (submitted at limit up/limit-down price, following time-priority rules)
+            
+            - 1: Stop-loss market order
+            
+            - 2: Take-profit market order
+            
+            - 3: Stop-loss limit order
+            
+            - 4: Take-profit limit order
+            
+            - 5: Limit order (default)
+            
+            - 6: Cancel order request
+        order_price : float
+            A FLOAT scalar indicating the order price.
+        stop_loss_price : float
+            A FLOAT scalar indicating the stop-loss price.
+        take_profit_price : float
+            A FLOAT scalar indicating the take-profit price.
+        quantity : int
+            An INT scalar indicating the order quantity.
+        direct : int
+            An INT scalar indicating the buy/sell direction.
+        slippage : float
+            A FLOAT scalar indicating the slippage.
+        order_validity : int
+            An INT scalar indicating the validity of the order.
+        expiration_time : Timestamp
+            A TIMESTAMP scalar indicating the order timestamp. 
+        label : str, optional
+            A STRING scalar used to specify the tag for order categorization.
+        account_type : AccountType, optional
+            An Enum value indicating the account type:
+
+            - SPOT: Cash account
+
+            - STOCK: Stock account
+
+            - FUTURES: Futures account
+
+            - OPTION: Options account
+
+        """
+        return plugin_backtest_submitOrder(
+            self.engine().engine_handle,
+            [
+                code,
+                exchange,
+                time,
+                order_type,
+                order_price,
+                stop_loss_price,
+                take_profit_price,
+                quantity,
+                direct,
+                slippage,
+                order_validity,
+                expiration_time,
+            ],
+            label,
+            sf_scalar(5, type="INT"),
+            _convert_account(account_type),
+        )
+
+    @final
+    def submit_market_tp_sl_order(
+        self,
+        code: str,
+        exchange: str,
+        time: Timestamp,
+        order_type: int,
+        order_price: float,
+        stop_loss_price: float,
+        take_profit_price: float,
+        quantity: int,
+        direct: int,
+        slippage: float,
+        order_validity: int,
+        expiration_time: Timestamp,
+        /,
+        label: str = "",
+        account_type: AccountType = AccountType.DEFAULT,
+    ):
+        """Submit a take-profit/stop-loss market algorithmic order.
+
+        Parameters
+        ----------
+        code : str
+            A STRING scalar, indicating the futures code.
+        exchange : str
+            A STRING scalar, indicating the exchange code.
+        time : Timestamp
+            A TIMESTAMP scalar, indicating the order timestamp.
+        order_type : int
+            An INT scalar, indicating the order type:
+
+            - 0: Market order (submitted at limit up/limit-down price, following time-priority rules)
+            
+            - 1: Stop-loss market order
+            
+            - 2: Take-profit market order
+            
+            - 3: Stop-loss limit order
+            
+            - 4: Take-profit limit order
+            
+            - 5: Limit order (default)
+            
+            - 6: Cancel order request
+        order_price : float
+            A FLOAT scalar indicating the order price.
+        stop_loss_price : float
+            A FLOAT scalar indicating the stop-loss price.
+        take_profit_price : float
+            A FLOAT scalar indicating the take-profit price.
+        quantity : int
+            An INT scalar indicating the order quantity.
+        direct : int
+            An INT scalar indicating the buy/sell direction.
+        slippage : float
+            A FLOAT scalar indicating the slippage.
+        order_validity : int
+            An INT scalar indicating the validity of the order.
+        expiration_time : Timestamp
+            A TIMESTAMP scalar indicating the order timestamp. 
+        label : str, optional
+            A STRING scalar used to specify the tag for order categorization.
+        account_type : AccountType, optional
+            An Enum value indicating the account type:
+
+            - SPOT: Cash account
+
+            - STOCK: Stock account
+
+            - FUTURES: Futures account
+
+            - OPTION: Options account
+
+        """
+        return plugin_backtest_submitOrder(
+            self.engine().engine_handle,
+            [
+                code,
+                exchange,
+                time,
+                order_type,
+                order_price,
+                stop_loss_price,
+                take_profit_price,
+                quantity,
+                direct,
+                slippage,
+                order_validity,
+                expiration_time,
+            ],
+            label,
+            sf_scalar(6, type="INT"),
+            _convert_account(account_type),
+        )
+
+    @final
+    def submit_ask_bid_order(
+        self,
+        code: str,
+        exchange: str,
+        time: Timestamp,
+        order_type: int,
+        bid_offset_flag: int,
+        bid_price: float,
+        bid_qty: int,
+        ask_offset_flag: int,
+        ask_price: float,
+        ask_qty: int,
+        bid_difftolerance: float,
+        ask_difftolerance: float,
+        quantity_allowed: bool,
+        /,
+        label: str = "",
+        account_type: AccountType = AccountType.DEFAULT,
+    ):
+        """Submit a two sided quote order.
+
+        Parameters
+        ----------
+        code : str
+            A STRING scalar, indicating the futures code.
+        exchange : str
+            A STRING scalar, indicating the exchange code.
+        time : Timestamp
+            A TIMESTAMP scalar, indicating the order timestamp.
+        order_type : int
+            An INT scalar, indicating the order type:
+
+            - 0: Market order (submitted at limit up/limit-down price, following time-priority rules)
+            
+            - 1: Stop-loss market order
+            
+            - 2: Take-profit market order
+            
+            - 3: Stop-loss limit order
+            
+            - 4: Take-profit limit order
+            
+            - 5: Limit order (default)
+            
+            - 6: Cancel order request
+        bid_offset_flag : int
+            An INT scalar indicating the status of buy action, where 1 represents 
+            buy to open and 4 represents buy to close.
+        bid_price : float
+            A FLOAT scalar indicating the bid price.
+        bid_qty : int
+            An INT scalar indicating the bid quantity.
+        ask_offset_flag : int
+            An INT scalar indicating the status of sell action, where 2 represents 
+            sell to open and 3 represents sell to close.
+        ask_price : float
+            A FLOAT scalar indicating the ask price.
+        ask_qty : int
+            An INT scalar indicating the ask quantity.
+        bid_difftolerance : float
+            A FLOAT scalar indicating the maximum allowable deviation between 
+            the bid price and the reference market price.
+        ask_difftolerance : float
+            A FLOAT scalar indicating the maximum allowable deviation between 
+            the ask price and the reference market price.
+        quantity_allowed : bool
+            _description_
+        label : str, optional
+            A STRING scalar used to specify the tag for order categorization.
+        account_type : AccountType, optional
+            An Enum value representing the account type:
+
+            - SPOT: Cash account
+
+            - STOCK: Stock account
+
+            - FUTURES: Futures account
+
+            - OPTION: Options account
+
+        """
+        return plugin_backtest_submitOrder(
+            self.engine().engine_handle,
+            [
+                code,
+                exchange,
+                time,
+                order_type,
+                bid_offset_flag,
+                bid_price,
+                bid_qty,
+                ask_offset_flag,
+                ask_price,
+                ask_qty,
+                bid_difftolerance,
+                ask_difftolerance,
+                quantity_allowed,
+            ],
+            label,
+            sf_scalar(8, type="INT"),
+            _convert_account(account_type),
+        )
+
+    @final
+    def submit_auto_order(
+        self,
+        code: str,
+        exchange: str,
+        time: Timestamp,
+        order_type: int,
+        order_price: float,
+        stop_price: float,
+        quantity: int,
+        direct: int,
+        order_validity: int,
+        /,
+        label: str = None,
+        account_type: AccountType = AccountType.DEFAULT,
+    ):
+        """Submit a auto order.
+
+        Parameters
+        ----------
+        code : str
+            A STRING scalar, indicating the futures code.
+        exchange : str
+            A STRING scalar, indicating the exchange code.
+        time : Timestamp
+            A TIMESTAMP scalar, indicating the order timestamp.
+        order_type : int
+            An INT scalar, indicating the order type:
+
+            - 0: Market order (submitted at limit up/limit-down price, following time-priority rules)
+            
+            - 1: Stop-loss market order
+            
+            - 2: Take-profit market order
+            
+            - 3: Stop-loss limit order
+            
+            - 4: Take-profit limit order
+            
+            - 5: Limit order (default)
+            
+            - 6: Cancel order request
+        order_price : float
+            A FLOAT scalar indicating the bid or ask price.
+        stop_price : float
+            A FLOAT scalar indicating the take-profit or stop-loss price.
+        quantity : int
+            An INT scalar indicating the order quantity.
+        direct : int
+            An INT scalar indicating the trade side.
+        order_validity : int
+            An INT scalar indicating the validity of the order.
+        label : str, optional
+            A STRING scalar used to specify the tag for order categorization.
+        account_type : AccountType, optional
+            An Enum value representing the account type:
+
+            - SPOT: Cash account
+
+            - STOCK: Stock account
+
+            - FUTURES: Futures account
+
+            - OPTION: Options account
+        """
+        return plugin_backtest_submitOrder(
+            self.engine().engine_handle,
+            [
+                code,
+                exchange,
+                time,
+                order_type,
+                order_price,
+                stop_price,
+                quantity,
+                direct,
+                order_validity,
+            ],
+            _convert_Nothing(label),
+            sf_scalar(9, type="INT"),
+            _convert_account(account_type),
+        )
+
+
+class StockOrderMixin(StrategyBase):
+    @final
+    def submit_stock_order(self, code: str, time: Timestamp, order_type: int, order_price: float, quantity: int, direct: int, /, label: str = None, account_type: AccountType = AccountType.DEFAULT):
+        """Submit a stock order.
+
+        Parameters
+        ----------
+        code : str
+            A STRING scalar indicating the stock code.
+        time : Timestamp
+            A TIMESTAMP scalar indicating the order timestamp.
+        order_type : int
+            An INT scalar indicating the order type. Available values:
+
+            - Shanghai Stock Exchange:
+
+              - 0: best five levels immediate or cancel (IOC).
+
+              - 1: best five levels immediate-or-convert-to-limit.
+
+              - 2: best price on own side.
+
+              - 3: best price on counterparty side.
+
+              - 5: Limit order.
+
+              - 6: Cancel order.
+
+            - Shenzhen Stock Exchange:
+
+              - 0: best five levels immediate or cancel (IOC).
+
+              - 1: immediate or cancel (IOC).
+
+              - 2: best price on own side.
+
+              - 3: best price on counterparty side.
+
+              - 4: fill or kill (FOK).
+
+              - 5: Limit order.
+
+              - 6: Cancel order.
+        order_price : float
+            A FLOAT scalar indicating the order price.
+        quantity : int
+            An INT scalar indicating the order quantity.
+        direct : int
+            An INT scalar indicating the trade direction. Optional values:
+
+            - 1: Buy open
+
+            - 2: Sell open
+
+            - 3: Sell close
+
+            - 4: Buy close
+        label : str, optional
+            A STRING scalar indicating the tag for categorizing the order.
+        account_type : AccountType, optional
+            Account type. Optional values:
+
+            - SPOT: Cash account
+
+            - STOCK: Stock account
+
+            - FUTURES: Futures account
+
+            - OPTION: Options account
+        """
+        return plugin_backtest_submitOrder(self.engine().engine_handle, [code, time, order_type, order_price, quantity, direct], _convert_Nothing(label), sf_scalar(0, type="INT"), _convert_account(account_type))
+
+    @final
+    def get_today_pnl(self, symbol: str):
+        """This interface is applicable only to stocks and is used to retrieve account profit and loss (P&L).
+
+        Parameters
+        ----------
+        symbol : str
+            A STRING scalar, representing the stock symbol.
+
+        Returns
+        -------
+        Dictionary
+        
+            A dictionary with the following structure:
+            
+            +-----------+------------------------------------------------------------+
+            | Key       | Description                                                |
+            +===========+============================================================+
+            | symbol    | Security code                                              |
+            +-----------+------------------------------------------------------------+
+            | pnl       | Profit or loss amount of the specified security in the     |
+            |           | current account                                            |
+            +-----------+------------------------------------------------------------+
+            | todayPnl  | Profit or loss amount of the specified security for the    |
+            |           | current trading day                                        |
+            +-----------+------------------------------------------------------------+
+        """
+        return plugin_backtest_getTodayPnl(self.engine().engine_handle, symbol)
+
+    @final
+    @property
+    def stock_total_portfolios(self):
+        """Retrieve the current equity metrics of the stock strategy.
+
+        Returns
+        -------
+        Dictionary
+            A dictionary with the following key-value pairs:
+            
+            - tradeDate: The date
+            
+            - cash: Available cash
+            
+            - totalMarketValue: Total market value of the account
+            
+            - totalEquity: Total equity of the account
+            
+            - netValue: Net value per unit of the account
+            
+            - totalReturn: Cumulative return up to the current day
+            
+            - ratio: Daily return of the account
+            
+            - pnl: Profit and loss of the account for the current day
+        """
+        return plugin_backtest_getStockTotalPortfolios(self.engine().engine_handle)
+
+
+class FuturesOrderMixin(StrategyBase):
+    @final
+    def submit_futures_order(self, code: str, exchange: str, time: Timestamp, order_type: int, order_price: float, stop_price: float, quantity: int, direct: int, order_validity: int, /, label: str = None, account_type: AccountType = AccountType.DEFAULT):
+        """Submits a futures order.
+
+        Parameters
+        ----------
+        code : str
+            A STRING scalar representing the futures symbol.
+        exchange : str
+            A STRING scalar representing the exchange code.
+        time : Timestamp
+            A TIMESTAMP scalar indicating the order timestamp.
+        order_type : int
+            An INT scalar specifying the order type. Possible values are:
+
+            - 0: Market order, submitted at the limit up or limit down price, following the time priority rule.
+
+            - 1: Market stop-loss order.
+
+            - 2: Market take-profit order.
+
+            - 3: Limit stop-loss order.
+
+            - 4: Limit take-profit order.
+
+            - 5: Limit order (default).
+
+        order_price : float
+            A FLOAT scalar representing the order price.
+        stop_price : float
+            A FLOAT scalar representing the stop-loss or take-profit price.
+        quantity : int
+            An INT scalar representing the order quantity.
+        direct : int
+            An INT scalar specifying the trade direction. Possible values are:
+
+            - 1: Buy open
+
+            - 2: Sell open
+
+            - 3: Sell close
+
+            - 4: Buy close
+
+            - 5: Option exercise
+        order_validity : int
+            An INT scalar indicating the order validity type. Possible values are:
+
+            - 0: Good for day (default).
+
+            - 1: Fill or kill (FOK) — execute immediately in full or cancel.
+
+            - 2: Fill and kill (FAK) — execute immediately and cancel any remaining quantity.
+        label : str, optional
+            A STRING scalar used to tag or categorize the order.
+        account_type : AccountType, optional
+            The account type. Possible values are:
+
+            - SPOT: Cash account
+
+            - STOCK: Stock account
+
+            - FUTURES: Futures account
+
+            - OPTION: Options account
+
+        """
+        return plugin_backtest_submitOrder(self.engine().engine_handle, [code, exchange, time, order_type, order_price, stop_price, quantity, direct, order_validity], _convert_Nothing(label), sf_scalar(0, type="INT"), _convert_account(account_type))
+
+    @final
+    @property
+    def futures_total_portfolios(self):
+        """Query the daily futures profit and loss.
+        
+        Returns
+        -------
+        Table
+            Return a table with the following structure:
+            
+            +------------+-----------------------------+
+            | Field Name | Description                 |
+            +============+=============================+
+            | tradeDate  | Date                        |
+            +------------+-----------------------------+
+            | margin     | Margin Occupied             |
+            +------------+-----------------------------+
+            | floatingPnl| Floating PnL                |
+            +------------+-----------------------------+
+            | realizedPnl| Realized Cumulative PnL     |
+            +------------+-----------------------------+
+            | totalPnl   | Total PnL                   |
+            +------------+-----------------------------+
+            | cash       | Available Cash              |
+            +------------+-----------------------------+
+            | totalEquity| Total Equity                |
+            +------------+-----------------------------+
+            | marginRatio| Margin Occupancy Ratio      |
+            +------------+-----------------------------+
+            | pnl        | Daily PnL                   |
+            +------------+-----------------------------+
+            | netValue   | Unit Net Value              |
+            +------------+-----------------------------+
+            | totalReturn| Cumulative Return as of Date|
+            +------------+-----------------------------+
+            | ratio      | Daily Return                |
+            +------------+-----------------------------+
+
+        """
+        return plugin_backtest_getFuturesTotalPortfolios(self.engine().engine_handle)
+
+
+class OptionOrderMixin(StrategyBase):
+    @final
+    def submit_option_order(self, code: str, exchange: str, time: Timestamp, order_type: int, order_price: float, stop_price: float, quantity: int, direct: int, order_validity: int, /, label: str = None, account_type: AccountType = AccountType.DEFAULT):
+        """Submits an options order.
+
+        Parameters
+        ----------
+        code : str
+            A STRING scalar representing the option symbol.
+        exchange : str
+            A STRING scalar representing the exchange code.
+        time : Timestamp
+            A TIMESTAMP scalar indicating the order timestamp.
+        order_type : int
+            An INT scalar specifying the order type. Possible values are:
+
+            - 0: Market order, submitted at the limit up or limit down price, following the time priority rule.
+
+            - 1: Market stop-loss order.
+
+            - 2: Market take-profit order.
+
+            - 3: Limit stop-loss order.
+
+            - 4: Limit take-profit order.
+
+            - 5: Limit order (default).
+
+            - 6: Cancel order.
+
+            - 9: Auto order mode. In this mode, only directions 1 and 2 are supported:
+
+              - If direct = 1:
+
+                - When the order quantity is greater than the current long position (longPosition), a buy open order is submitted.
+
+                - When the order quantity is less than or equal to longPosition, a sell close (direction = 3) order is submitted.
+
+              - If direct = 2:
+
+                - When the order quantity is greater than the current short position (shortPosition), a sell open order is submitted.
+
+                - When the order quantity is less than or equal to shortPosition, a buy close (direction = 4) order is submitted.
+        order_price : float
+            A FLOAT scalar representing the order price.
+        stop_price : float
+            A FLOAT scalar representing the stop-loss or take-profit price.
+        quantity : int
+            An INT scalar representing the order quantity.
+        direct : int
+            An INT scalar specifying the trade direction. Possible values are:
+
+            - 1: Buy open
+
+            - 2: Sell open
+
+            - 3: Sell close
+
+            - 4: Buy close
+
+            - 5: Option exercise
+        order_validity : int
+            An INT scalar indicating the order validity type. Possible values are:
+
+            - 0: Good for day (default).
+
+            - 1: Fill or kill (FOK) — execute immediately in full or cancel.
+
+            - 2: Fill and kill (FAK) — execute immediately and cancel any remaining quantity.
+            
+            The stop-loss/take-profit price is not currently supported and defaults to 0.
+        label : str, optional
+            A STRING scalar used to tag or categorize the order.
+        account_type : AccountType, optional
+            The account type. Possible values are:
+
+            - SPOT: Cash account
+
+            - STOCK: Stock account
+
+            - FUTURES: Futures account
+
+            - OPTION: Options account
+
+        """
+        return plugin_backtest_submitOrder(self.engine().engine_handle, [code, exchange, time, order_type, order_price, stop_price, quantity, direct, order_validity], _convert_Nothing(label), sf_scalar(0, type="INT"), _convert_account(account_type))
+
+    @final
+    @property
+    def option_total_portfolios(self):
+        """Query daily option PnL
+
+        Returns
+        -------
+        Table
+            Return a table with the following structure:
+            
+            +----------------+--------------------------------------+
+            | Field Name     | Description                          |
+            +================+======================================+
+            | tradeDate      | Date                                 |
+            +----------------+--------------------------------------+
+            | margin         | Margin occupied                      |
+            +----------------+--------------------------------------+
+            | floatingPnl    | Floating PnL                         |
+            +----------------+--------------------------------------+
+            | realizedPnl    | Realized cumulative PnL              |
+            +----------------+--------------------------------------+
+            | totalPnl       | Total cumulative PnL                 |
+            +----------------+--------------------------------------+
+            | cash           | Available cash                       |
+            +----------------+--------------------------------------+
+            | totalEquity    | Total account equity                 |
+            +----------------+--------------------------------------+
+            | marginRatio    | Margin ratio                         |
+            +----------------+--------------------------------------+
+            | pnl            | Daily PnL                            |
+            +----------------+--------------------------------------+
+            | netValue       | Account unit net value               |
+            +----------------+--------------------------------------+
+            | totalReturn    | Cumulative return up to the day      |
+            +----------------+--------------------------------------+
+            | ratio          | Daily return                         |
+            +----------------+--------------------------------------+
+
+        """
+        return plugin_backtest_getOptionTotalPortfolios(self.engine().engine_handle)
+
+
+class MarginOrderMixin(StrategyBase):
+    @final
+    def submit_margin_order(self, code: str, time: Timestamp, order_type: int, order_price: float, quantity: int, direct: int, /, label: str = None, account_type: AccountType = AccountType.DEFAULT):
+        """Submit a margin trading order.
+
+        Parameters
+        ----------
+        code : str
+            A STRING scalar indicating the stock symbol.
+        time : Timestamp
+            A TIMESTAMP scalar indicating the timestamp of the order.
+        order_type : int
+            An INT scalar indicating the order type. Available values include:
+            
+            - 0: Market order
+            
+            - 5: Limit order
+        order_price : float
+            A FLOAT scalar indicating the order price.
+        quantity : int
+            An INT scalar indicating the order quantity.
+        direct : int
+            An INT scalar indicating the trade direction. Available values include:
+            
+            - 1: Collateral purchase
+            
+            - 2: Collateral sale
+            
+            - 3: Margin purchase
+            
+            - 4: Short sale
+            
+            - 5: Direct repayment
+            
+            - 6: Sell for repayment
+            
+            - 7: Direct return of borrowed shares
+            
+            - 8: Buy for return of borrowed shares
+        label : str, optional
+            A STRING scalar indicating the label assigned to the order for classification.
+        account_type : AccountType, optional
+            The account type. Available values include:
+            
+            - SPOT: Cash account
+            
+            - STOCK: Stock account
+            
+            - FUTURES: Futures account
+            
+            - OPTION: Options account
+        """
+        return plugin_backtest_submitOrder(self.engine().engine_handle, [code, time, order_type, order_price, quantity, direct], _convert_Nothing(label), sf_scalar(0, type="INT"), _convert_account(account_type))
+
+    @final
+    def get_margin_secu_position(self, symbols: List[str] = None):
+        """Query the collateral purchase position information.        
+        
+
+        Parameters
+        ----------
+        symbols : List[str], optional
+            A STRING vector indicating the list of stock symbols. If omitted, 
+            the function returns all collateral purchase positions.
+
+        Returns
+        -------
+        Dictionary or Table
+            - When the length of symbolList is 1, the function returns a dictionary.
+
+            - When the length of symbolList is not 1, an error is raised.
+
+            - When symbolList is omitted, the function returns a table.            
+                         
+            The returned table's structure is as follows:
+            
+            +---------------------+------------------------------------------------------------+
+            | Name                | Description                                                |
+            +=====================+============================================================+
+            | symbol              | Stock symbol.                                              |
+            +---------------------+------------------------------------------------------------+
+            | lastDayLongPosition | Collateral purchase position quantity at the previous      |
+            |                     | day's close.                                               |
+            +---------------------+------------------------------------------------------------+
+            | lastDayBuyValue     | Collateral purchase value at the previous day's close.     |
+            +---------------------+------------------------------------------------------------+
+            | longPosition        | Current collateral purchase position quantity.             |
+            +---------------------+------------------------------------------------------------+
+            | buyValue            | Current collateral purchase value.                         |
+            +---------------------+------------------------------------------------------------+
+            | todayBuyVolume      | Collateral purchase traded quantity for the current day.   |
+            +---------------------+------------------------------------------------------------+
+            | todayBuyValue       | Collateral purchase traded value for the current day.      |
+            +---------------------+------------------------------------------------------------+
+        
+        """
+        return plugin_backtest_getMarginSecuPosition(self.engine().engine_handle, _convert_Nothing(symbols))
+
+    @final
+    def get_margin_trading_position(self, symbols: List[str] = None):
+        """Queries margin purchase position information.
+
+        Parameters
+        ----------
+        symbols : List[str], optional
+            A STRING vector indicating the list of stock symbols. If omitted, 
+            the function returns margin purchase positions for all stocks.
+
+        Returns
+        -------
+        Dictionary or Table
+            - When symbolList contains only one symbol, a dictionary is returned.
+
+            - When symbolList contains more than one symbol, an error is raised.
+
+            - When symbolList is omitted, a table is returned. 
+                         
+            The returned table's structure is as follows:
+            
+            +--------------------+----------------+-----------------------------------------------+
+            | Field              | Type           | Description                                   |
+            +====================+================+===============================================+
+            | symbol             | STRING         | Stock symbol                                  |
+            +--------------------+----------------+-----------------------------------------------+
+            | lastDayLongPosition| DECIMAL128(8)  | Margin purchase position at previous day's    |
+            |                    |                | close                                         |
+            +--------------------+----------------+-----------------------------------------------+
+            | lastDayBuyValue    | DECIMAL128(8)  | Margin purchase amount at previous day's      |
+            |                    |                | close                                         |
+            +--------------------+----------------+-----------------------------------------------+
+            | lastDayMarginDebt  | DECIMAL128(8)  | Margin debt at previous day's close           |
+            +--------------------+----------------+-----------------------------------------------+
+            | longPosition       | DECIMAL128(8)  | Current margin purchase position              |
+            +--------------------+----------------+-----------------------------------------------+
+            | buyValue           | DECIMAL128(8)  | Current margin purchase amount                |
+            +--------------------+----------------+-----------------------------------------------+
+            | todayBuyVolume     | DECIMAL128(8)  | Margin purchase traded volume today           |
+            +--------------------+----------------+-----------------------------------------------+
+            | todayBuyValue      | DECIMAL128(8)  | Margin purchase traded amount today           |
+            +--------------------+----------------+-----------------------------------------------+
+            | marginBuyProfit    | DECIMAL128(8)  | Profit or loss of margin purchase             |
+            +--------------------+----------------+-----------------------------------------------+
+            | financialFee       | DECIMAL128(8)  | Financing interest                            |
+            +--------------------+----------------+-----------------------------------------------+
+  
+        """
+        return plugin_backtest_getMarginTradingPosition(self.engine().engine_handle, _convert_Nothing(symbols))
+
+    @final
+    def get_secu_lending_position(self, symbols: List[str] = None):
+        """Query short sale positions.
+
+        Parameters
+        ----------
+        symbols : List[str], optional
+            A STRING vector indicating a list of stock symbols. If omitted, all 
+            short-sale positions will be returned by default.
+
+        Returns
+        -------
+        Dictionary or Table
+            - When the length of symbolList is 1, a dictionary is returned.
+
+            - When the length of symbolList is not 1, an error is raised.
+
+            - If symbolList is omitted, a table is returned.          
+                             
+            The returned table's structure is as follows:
+            
+            +------------------------+----------------------------+
+            | Name                   | Description                |
+            +========================+============================+
+            | symbol                 | The underlying stock symbol|
+            +------------------------+----------------------------+
+            | lastDayShortPosition   | Short-sale position at     |
+            |                        | previous close             |
+            +------------------------+----------------------------+
+            | lastDayShortValue      | Short-sale value at        |
+            |                        | previous close             |
+            +------------------------+----------------------------+
+            | lastDaySecuLendingDebt | Short-sale debt at         |
+            |                        | previous close             |
+            +------------------------+----------------------------+
+            | shortPosition          | Current short-sale position|
+            +------------------------+----------------------------+
+            | shortValue             | Current short-sale value   |
+            +------------------------+----------------------------+
+            | todayShortVolume       | Executed short-sale volume |
+            |                        | for the day                |
+            +------------------------+----------------------------+
+            | todayShortValue        | Executed short-sale value  |
+            |                        | for the day                |
+            +------------------------+----------------------------+
+            | secuLendingProfit      | Profit or loss from short  |
+            |                        | selling                    |
+            +------------------------+----------------------------+
+            | secuLendingFee         | Fees for short selling     |
+            +------------------------+----------------------------+
+           
+        """
+        return plugin_backtest_getSecuLendingPosition(self.engine().engine_handle, _convert_Nothing(symbols))
+
+
+class BondOrderMixin(StrategyBase):
+    @final
+    def submit_bond_order(self, code: str, time: Timestamp, order_type: int, settlement_speed: int, bid_price: float, bid_quantity: int, ask_price: float, ask_quantity: int, direct: int, order_id: int, channel: str, /, label: str = None, account_type: AccountType = AccountType.DEFAULT):
+        """Submit a bond order.
+
+        Parameters
+        ----------
+        code : str
+            A STRING scalar representing the option symbol.
+        time : Timestamp
+            A TIMESTAMP scalar indicating the order timestamp.
+        order_type : int
+            An INT scalar specifying the order type. Possible values are:
+
+            - 0: A Market order.
+
+            - 9: For automated orders, the buy/sell direction can only be set to 1 or 2.
+        settlement_speed : int
+            An INT scalar indiacting the settlement speed.
+        bid_price : float
+            A FLOAT scalar indicating buy order price.
+        bid_quantity : int
+            An INT scalar indicating the buy order quantity.
+        ask_price : float
+            A FLOAT scalar indicating sell order price.
+        ask_quantity : int
+            An INT scalar indicating the sell order quantity.
+        direct : int
+            An INT scalar indicating the order direction.
+        order_id : int
+            An INT scalar indicating the order id.
+        channel : str
+            A STRING scalar indicating the channel number.
+        label : str, optional
+            A STRING scalar indicating the label assigned to the order for classification.
+        account_type : AccountType, optional
+            The account type. Available values include:
+
+            - SPOT: Cash account
+
+            - STOCK: Stock account
+
+            - FUTURES: Futures account
+
+            - OPTION: Options account
+
+        """
+        return plugin_backtest_submitOrder(self.engine().engine_handle, [code, time, order_type, settlement_speed, bid_price, bid_quantity, ask_price, ask_quantity, direct, order_id, channel], _convert_Nothing(label), sf_scalar(0, type="INT"), _convert_account(account_type))
+
+    @final
+    def update_position(self, symbol: str, quantity: int, price: float = None):
+        """Update positions and return the order ID. This interface can only be called in simulated trading mode.
+
+        Parameters
+        ----------
+        symbol : str
+            A STRING scalar, indicating the instrument.
+        quantity : int
+            An INT scalar, positive to increase position, negative to decrease position.
+        price : float, optional
+            A DOUBLE scalar, indicating the trade price. If set to 0 or left empty, the latest market price is used.
+
+        """
+        return plugin_backtest_updatePosition(self.engine().engine_handle, symbol, quantity, _convert_Nothing(price))
+
+
+class CryptoOrderMixin(StrategyBase):
+    @final
+    def submit_crypto_order(self, code: str, exchange: str, time: Timestamp, order_type: int, order_price: float, stop_loss_price: float, take_profit_price: float, quantity: int, direct: int, slippage: float, order_validity: int, expiration_time: Timestamp, /, label: str = None, account_type: AccountType = AccountType.DEFAULT):
+        """Submit an cryptocurrency order.
+
+        Parameters
+        ----------
+        code : str
+            A STRING scalar, representing the crypto code.
+        exchange : str
+            A STRING scalar, representing the exchange code.
+        time : Timestamp
+            A TIMESTAMP scalar, representing the order timestamp.
+        order_type : int
+            An INT scalar, representing the order type:
+
+            - 5: Limit order (default).
+
+            - 0: Market order, submitted at daily price limits, following time-priority rules.
+        order_price : float
+            A FLOAT scalar, representing the order price.
+        stop_loss_price : float
+            A FLOAT scalar, representing the stop-loss price.
+        take_profit_price : float
+            A FLOAT scalar, representing the take-profit price.
+        quantity : int
+            An INT scalar, representing the order quantity.
+        direct : int
+            An INT scalar, representing the buy/sell direction:
+
+            - 1: Buy open
+
+            - 2: Sell open
+
+            - 3: Sell close
+
+            - 4: Buy close
+        slippage : float
+            FLOAT, representing slippage.
+        order_validity : int
+            An INT scalar, representing order validity:
+
+            - 0: Valid for the day (default)
+
+            - 1: Immediate full execution or cancel (FOK)
+
+            - 2: Immediate partial execution, remaining canceled (FAK)
+        expiration_time : Timestamp
+            A TIMESTAMP scalar, representing the order expiration time.
+        label : str, optional
+            A STRING scalar, a tag for categorizing the order.
+        account_type : AccountType, optional
+            An Enum value representing the account type:
+
+            - SPOT: Cash account
+
+            - STOCK: Stock account
+
+            - FUTURES: Futures account
+
+            - OPTION: Options account
+
+        """
+        return plugin_backtest_submitOrder(self.engine().engine_handle, [code, exchange, time, order_type, order_price, stop_loss_price, take_profit_price, quantity, direct, slippage, order_validity, expiration_time], _convert_Nothing(label), sf_scalar(0, type="INT"), _convert_account(account_type))
+
+
+class TraditionalBacktester(BacktesterBase):
+    def __init__(self, engine_name: sf_data.String, strategy_cls: Type[T], config: sf_data.Dictionary, security_reference: sf_data.Table = None):
+        self.strategy_cls = strategy_cls
+        self._config = config
+        self._universe = None
+        self.engine_handle = None
+
+        self.strategy = self.strategy_cls(self)
+
+        context = sf_dictionary(key_type="STRING", val_type="ANY")
+        if "context" in self._config:
+            for k, v in self._config["context"].items():
+                context[k] = v
+        if hasattr(strategy_cls, "context"):
+            for k, v in strategy_cls.context.items():
+                context[k] = v
+        config["context"] = context
+
+        callback_d = sf_dictionary(key_type="STRING", val_type="ANY")
+
+        wkptr = weakref.ref(self)
+
+        def real_initialize(context):
+            wkptr().engine_handle = context["engine"]
+            F_swordfish_udf(getattr(wkptr().strategy, "initialize"))(context)
+
+        callback_d["initialize"] = F_swordfish_udf(real_initialize)
+        self._check_valid_callback(callback_d, "beforeTrading", "before_trading")
+        self._check_valid_callback(callback_d, "onTick", "on_tick")
+        self._check_valid_callback(callback_d, "onSnapshot", "on_snapshot")
+        self._check_valid_callback(callback_d, "onBar", "on_bar")
+        self._check_valid_callback(callback_d, "onTransaction", "on_transaction")
+        self._check_valid_callback(callback_d, "onOrder", "on_order")
+        self._check_valid_callback(callback_d, "onTrade", "on_trade")
+        self._check_valid_callback(callback_d, "afterTrading", "after_trading")
+        self._check_valid_callback(callback_d, "finalize", "finalize")
+        on_timer_d = sf_dictionary(key_type="SECOND", val_type="ANY")
+        for k in self.strategy_cls._timer_funcs:
+            child_method = getattr(self.strategy, k)
+            on_timer_d[self.strategy_cls._timer_funcs[k]] = F_swordfish_udf(child_method)
+        callback_d["onTimer"] = on_timer_d
+
+        if hasattr(strategy_cls, "callback_d"):
+            for k, v in strategy_cls.callback_d.items():
+                callback_d[k] = v
+
+        self.engine_handle = plugin_backtest_createBacktester(engine_name, config, callback_d, False, _convert_Nothing(security_reference))
+        self.engine_name = engine_name
+
+        if isinstance(config["cash"], sf_data.Dictionary):
+            self.accounts = {}
+            for k in config["cash"].keys():
+                keys = [_.strip() for _ in str(k).split(",")]
+                for key in keys:
+                    self.accounts[AccountType(key)] = Account(AccountType(key), self.engine_handle)
+        else:
+            self.accounts = {
+                AccountType.DEFAULT: Account(AccountType.DEFAULT, self.engine_handle)
+            }
+
+    def __del__(self):
+        if self.engine_handle is None:
+            return
+        if not Runtime().check():
+            return
+        if self.engine_name in plugin_backtest_getBacktestEngineList().keys():
+            plugin_backtest_dropBacktestEngine(self.engine_name)
+            self.engine_handle = None
+
+    @final
+    def append_data(self, data):
+        """Insert market data to execute a strategy backtest.
+
+        Parameters
+        ----------
+        data : _type_
+            A table containing market data as input.
+        """
+        plugin_backtest_appendQuotationMsg(self.engine_handle, data)
+
+    @final
+    def append_end(self):
+        """Insert end marker to indicate the end of market data.
+        """
+        plugin_backtest_appendEndMarker(self.engine_handle)
+
+    @final
+    def _check_valid_callback(self, callback_d, callback_name: str, method_name: str):
+        parent_method = getattr(StrategyInterface, method_name, None)
+        child_method = getattr(self.strategy_cls, method_name, None)
+        if child_method is not parent_method:
+            callback_d[callback_name] = F_swordfish_udf(getattr(self.strategy, method_name))
+
+    @final
+    @property
+    def context_dict(self): 
+        """Return the logical context.
+
+        """
+        return plugin_backtest_getContextDict(self.engine_handle)
+
+    @final
+    @property
+    def universe(self):
+        """Set the symbol pool for the engine.
+
+        """
+        return self._universe
+
+    @final
+    @universe.setter
+    def universe(self, val: List[str]):
+        plugin_backtest_setUniverse(self.engine_handle, val)
+        self._universe = val
+
+    @final
+    @property
+    def config(self) -> sf_data.Dictionary:
+        return plugin_backtest_getConfig(self.engine_handle)