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Strategy Runtime Boundaries

SimTradeLab executes strategy entry files in a restricted namespace. It blocks the imports and built-ins listed below, but it is not a complete OS or network security sandbox. The restriction makes common Python network clients unavailable to strategy code; it does not claim process-level isolation against every possible access path. Run untrusted code only inside an appropriately isolated host environment.

These restrictions apply only to code loaded as a strategy by the backtest engine; ordinary Python scripts run outside the restricted strategy environment are not restricted by SimTradeLab. Download external datasets in a normal host-side script before starting the backtest, store a fixed local copy, and let the strategy consume that local, reproducible input through supported APIs. Do not fetch live data from initialize, handle_data, or another strategy callback.

The sandbox also removes the built-ins exec, eval, compile, and breakpoint.

Blocked top-level modules

  • os
  • sys
  • io
  • subprocess
  • shutil
  • socket
  • http
  • urllib
  • ctypes
  • signal
  • importlib
  • runpy
  • code
  • codeop

Imports are checked by their top-level name, so urllib.request is blocked by the urllib entry and http.client is blocked by the http entry.

Security code formats

Use the format expected by the API or data boundary you are interacting with. SimTradeLab reuses its existing suffix normalization; this document does not introduce another conversion layer.

Example Role Usage
000300.XSHG Public PTrade-style security code Accepted at public PTrade-compatible API boundaries and normalized internally.
000300.SH Internal market-data security code A short Shanghai suffix used by stock-oriented data sources; preserve the exact code present in that dataset.
000300.SS Benchmark identifier and normalized index code The SimTradeData/Pandas-style Shanghai index code used by the default CN benchmark and by .XSHG normalization.

Do not assume that these three strings are interchangeable in arbitrary files. Public strategy inputs may be normalized, while direct data dictionaries and benchmark configuration must match the identifiers stored by their data source.

API compatibility scope

The sandbox boundary is separate from API compatibility. See the PTrade backtest API support matrix for the current full, partial, pending, and unsupported classifications.