feat: establish Quant OS production-80 architecture
This commit is contained in:
+5
-5
@@ -1,7 +1,7 @@
|
||||
{
|
||||
"schema_version": "1.0",
|
||||
"system": "Quant OS / quant60 baseline kernel",
|
||||
"audit_as_of": "2026-07-26",
|
||||
"audit_as_of": "2026-07-30",
|
||||
"claim_policy": {
|
||||
"baseline_threshold": 60,
|
||||
"all_gates_required": true,
|
||||
@@ -35,7 +35,7 @@
|
||||
"status": "not_scored",
|
||||
"reason": "Quant OS 已接通本地 synthetic 五层候选链,能冻结 Ridge ModelBundle、逐层 trace 和无股数 TargetPackageV1;一个 synthetic-research TargetPackage 已在真实 JoinQuant hosted 环境完成消费、账户/开盘价绑定、3 笔委托和 3 笔成交,因此 execution 层已有真实平台观察。但真实 provider-data 长样本/OOS 尚未接入,JoinQuant 没有重跑上游 Universe/Alpha/Portfolio/Risk,QMT peer 与逐层真实数据 parity 仍缺失,factor risk、CVXPY 和 guarded TWAP/POV 也尚未进入当前主链。因此它仍是 NOT_BASELINE_60,G9 未通过。",
|
||||
"verified_supporting_facts": [
|
||||
"The current standard-library suite completed 285 tests with OK and 6 optional-runtime skips; successful local tests do not prove real-platform, broker or compliance gates.",
|
||||
"The independent-repository standard-library suite completed 315 tests with OK and 6 optional-runtime skips; successful local tests do not prove real-platform, broker or compliance gates.",
|
||||
"The local synthetic research entrypoint now executes one causally linked Universe → Ridge Alpha → cost/risk-aware Portfolio → post-risk gate → reference Execution path, freezes a replayable ModelBundle, and publishes a hash-linked TargetPackageV1 and five-layer trace. This is structural synthetic evidence only.",
|
||||
"The connected candidate currently uses 60-session diagonal realized variance, explicit spread/fee/square-root-impact cost forecasts, the deterministic constrained optimizer, a post-target risk gate, and reference lot/T+1 order deltas. factor_risk.py, the optional CVXPY solver mode, and guarded TWAP/POV are not selected by the current main slice.",
|
||||
"JoinQuant and QMT target-package modes verify an exact embedded package tape, match the declared dual clock, bind platform equity/positions/sellable quantities/prices, and reject missing, duplicate or tampered packages without falling back to momentum. Both modes have local harness/contract evidence; JoinQuant execution alone now also has one narrow real hosted smoke.",
|
||||
@@ -58,8 +58,8 @@
|
||||
"authorized JQData market snapshot, licence/lineage record and a frozen provider-data candidate tape",
|
||||
"authorized real-data multi-period JoinQuant TargetPackage run plus same-input local/JoinQuant layer-by-layer reconciliation",
|
||||
"real QMT TargetPackage built-in and qmttools backtest exports",
|
||||
"real QMT historical-ST positive control, terminal/xtquant build record, broker query contract and trade-amount semantic probes, callback/restart and at least 20 trading days of shadow evidence",
|
||||
"continuous reconciliation, recovery drills and broker compliance confirmation"
|
||||
"real QMT historical-ST positive control, terminal/xtquant build record, broker query contract and trade-amount semantic probes, and callback/restart evidence; Baseline 60 requires at least 20 trading days of shadow, while the current Production 80 gap requires at least 60 trading days for the same frozen candidate",
|
||||
"continuous reconciliation, recovery drills and broker programmatic-trading report/verification confirmation"
|
||||
]
|
||||
},
|
||||
"gates": [
|
||||
@@ -167,7 +167,7 @@
|
||||
"required_evidence": [
|
||||
"真实平台跨引擎 manifest",
|
||||
"逐层 signal/target/order 差异",
|
||||
"QMT 至少 20 个交易日影子记录"
|
||||
"Baseline 60 所需的 QMT 至少 20 个交易日影子记录;Production 80 另要求同一冻结候选至少 60 个交易日"
|
||||
],
|
||||
"evidence": []
|
||||
},
|
||||
|
||||
Reference in New Issue
Block a user