FinLab Official Glossary

This page defines the standard terminology used in FinLab documentation to ensure consistency. Chinese equivalents are provided for reference.

Core Trading Concepts

English	Chinese	Code/API	Definition	Example
stop loss	停損	`stop_loss`	Automatically close a position when losses reach a certain percentage to prevent further loss	`stop_loss=0.1` means exit at 10% loss
take profit	停利	`take_profit`	Automatically close a position when profits reach a certain percentage to lock in gains	`take_profit=0.2` means exit at 20% gain
entry	進場	`entry`	The point at which a strategy generates a buy signal	`entry_signal = close > ma20`
exit	出場	`exit`	The point at which a strategy generates a sell signal	`exit_signal = close < ma20`
backtest	回測	`sim()`	Evaluate strategy performance using historical data	`report = sim(position, resample='M')`

English	Chinese	Code/API	Definition	Example
portfolio	投資組合	`Portfolio`	A collection of multiple strategies used for risk diversification	`portfolio = Portfolio({'Strategy A': (report1, 0.5), ...})`
position	持倉	`position`	Currently held stocks and their weights	`position = close > ma20`
rebalance	再平衡	`resample`	Periodically adjust position weights to target allocation	`resample='M'` means monthly rebalancing

English	Chinese	Class Name	Definition	Example
DataFrame	資料框架	`DataFrame`	Tabular data structure from pandas (note: capital D and F)	`close = data.get('price:收盤價')`
FinlabDataFrame	FinLab 資料框架	`FinlabDataFrame`	Custom class extending pandas DataFrame	Auto-alignment, technical indicator methods

English	Chinese	API Field	Definition
annual return	年化報酬率	`annual_return`	Annualized rate of return for the strategy
Sharpe ratio	夏普率	`daily_sharpe`	Risk-adjusted return; higher is better
maximum drawdown	最大回撤	`max_drawdown`	Largest peak-to-trough decline in portfolio value

Avoid	Use Instead	Reason
stop-loss, stop-profit (止損、止盈)	stop loss, take profit (停損、停利)	Avoids confusion; "stop loss / take profit" are the standard industry terms
dataframe	DataFrame	First letters should be capitalized (following pandas convention)
buy, sell (買入、賣出)	entry, exit (進場、出場)	"Entry/exit" are more professional and precise
re-balance, roll over (重新平衡、轉倉)	rebalance (再平衡)	Unified terminology
back test (two words)	backtest (one word)	Follow industry standard

These guidelines apply when writing FinLab documentation in Chinese: