Source: task5-ashare-leader/output/streaming_v0/stress_tests/stress_detail.md
Last modified: 2026-05-18 10:30:52 · 2,823 bytes

Task #5 v1.1 Stress Test

2015_crash

Window: 2015-06-12 -> 2015-08-26. HS300 -44% crash window; Task #5 strict candidate backtest has no 2015 stock-level run yet.

v1_2 Trades

Buys=0, sells=0

No sells in this window.

v1_1 Trades

Buys=0, sells=0

No sells in this window.

v1 Trades

Buys=0, sells=0

No sells in this window.

M-filter Timeline

date hs300_close ma50 ma200 m_on emergency_off
2015-06-12 00:00:00 5335.1151 4761.4042 nan False False
2015-06-26 00:00:00 4336.1947 4861.4814 nan False True
2015-06-30 00:00:00 4472.9976 4852.5787 nan False False
2015-07-01 00:00:00 4253.0210 4847.2007 nan False True
2015-07-21 00:00:00 4166.0057 4663.6158 nan False False
2015-07-22 00:00:00 4157.1604 4651.8106 nan False True
2015-07-24 00:00:00 4176.2787 4631.9680 nan False False
2015-07-29 00:00:00 3930.3791 4584.6954 nan False True
2015-07-30 00:00:00 3815.4118 4565.9053 nan False False
2015-08-21 00:00:00 3589.5358 4178.4821 nan False True

2018_bear

Window: 2018-01-01 -> 2018-12-31. Full-year slow bear.

v1_2 Trades

Buys=0, sells=0

No sells in this window.

v1_1 Trades

Buys=0, sells=0

No sells in this window.

v1 Trades

Buys=0, sells=0

No sells in this window.

M-filter Timeline

date hs300_close ma50 ma200 m_on emergency_off
2018-01-02 00:00:00 4087.4012 4046.8227 3737.1240 True False
2018-02-07 00:00:00 4050.4972 4139.6515 3836.8542 False False
2018-07-05 00:00:00 3342.4379 3742.1610 3950.4944 False True
2018-07-09 00:00:00 3459.1837 3725.2033 3946.3366 False False

2024_smallcap_crash

Window: 2024-01-01 -> 2024-02-08. Small-cap crash stress window.

v1_2 Trades

Buys=0, sells=0

No sells in this window.

v1_1 Trades

Buys=0, sells=0

No sells in this window.

v1 Trades

Buys=0, sells=0

No sells in this window.

M-filter Timeline

date hs300_close ma50 ma200 m_on emergency_off
2024-01-02 00:00:00 3386.3522 3480.5714 3779.8160 False False