feat: establish Quant OS production-80 architecture

This commit is contained in:
2026-07-30 22:59:25 +08:00
parent 919c64c679
commit 26cc814f3f
67 changed files with 7005 additions and 142 deletions
+5 -5
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@@ -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/RiskQMT 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_60G9 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": []
},