Chapter 6: A-Share Market Microstructure and Strategy Practice

This chapter is currently maintained in Chinese first.

• Chinese chapter: 第 6 章：A 股市场微观结构与策略实战
• Commission note: Chinese chapter now documents percent, fixed, and per_unit commission modes; A-share default remains percent + min_commission.
• Textbook home: Chinese textbook index
• Practice links:
• Primary example: examples/textbook/ch06_stock_a.py
• Extended example: examples/20_risk_management_demo.py
• Guide: Quant Basics Guide