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FinLab Official Glossary

This page defines the standard terminology used in FinLab documentation.

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 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 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')

Portfolio Concepts

English Chinese Code/API Definition Example
portfolio 投資組合 Portfolio A collection of multiple strategies 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

Data Structures

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

Performance Metrics

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

Terms to Avoid

Avoid Use Instead Reason
stop-loss, stop-profit (止損、止盈) stop loss, take profit (停損、停利) Industry-standard 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 precise
re-balance, roll over (重新平衡、轉倉) rebalance (再平衡) Unified terminology
back test backtest Follow industry standard

Chinese-English Mixing Guidelines

  1. Use English for technical terms: DataFrame, stop_loss, backtest
  2. Use Chinese for explanatory text
  3. Annotate with English on first mention: e.g., "停損 (stop loss)"
  4. Keep code parameters in English: stop_loss=0.1 (not 停損=0.1)

References