Glossary

For skimming. Detail pages are in the nav.

English	中文	One-liner
Closed bar	闭棒	At bar open, only read the previous bar’s closed features
Three windows	三段 / 三段日历	Bear / bull / recent reported separately; recent alone cannot close the case
Five KPIs	五项 KPI	CAGR, Calmar, win rate, max drawdown, Sharpe
Falsification	证伪	Written in advance: which KPI in which window voids this sentence
Kill switch	熔断	Off when comparing strategies; a separate on-run only looks at account protection
Feature	特征	A pre-computed, on-disk measurement column
Factor / regime	因子 / 市况	Which side of an exposure you stand on (a permission, not an entry)
Contract	合同	Entry / direction / exit written down hard
Feature store	特征库	Monthly parquet; at open only read the previous bar
Court	评测机	A locked backtest that only prints five KPIs by window
Gate	门控	A hard permission to trade or not
Cross-section	横截面	Scoring a basket every day, not a single-symbol event axis
Hypothesis validator	假设验证器	This repo’s role (the name is still interpretable-ml-trading): write ideas as contracts, print tables with the local ruler; ships a base feature library, you write the conclusion after reading the report
Q & A	Q & A	The Lab questions in plain language: can a rule cheat, why three windows, why correlation cannot close