feat: establish Quant OS production-80 architecture
This commit is contained in:
@@ -0,0 +1,185 @@
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{
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"schema_version": "1.0",
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"standard_id": "quant-os-production-80-v1",
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"standard_canonical_sha256": "44fc6c168ade4c6de15569214d88b96ce47b22b4120b10c80eb6f212fad5e662",
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"assessed_as_of": "2026-07-30",
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"claim": "CURRENT_CANDIDATE_IS_NOT_80",
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"subject": {
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"candidate_id": "UNASSIGNED",
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"release_sha256": null,
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"model_sha256": null,
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"dataset_sha256": null,
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"account_scope_id": null,
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"material_change_epoch": null
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},
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"pre_canary_attestation": null,
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"qualification_attestation": null,
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"baseline_60": {
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"all_gates_passed": false,
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"gates_passed": 0,
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"gates_total": 10,
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"profile_id": "quant-os-baseline-60",
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"profile_canonical_sha256": "34adf09a824299ddb07c17f56751527ddf96ff5e494e792be0c65da4f8acdeb3",
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"verification": null
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},
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"observations": {
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"real_qmt_observed": false,
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"broker_programmatic_confirmation": false,
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"shadow_trading_days": 0,
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"canary_trading_days": 0,
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"open_p0": null,
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"open_p1": null
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},
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"controls": [
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{
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"id": "D1-PIT",
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"status": "not_passed",
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"evidence": [],
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"note": "No authorized complete production PIT dataset has reached the frozen Ridge path."
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},
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{
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"id": "D1-OPS",
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"status": "not_passed",
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"evidence": [],
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"note": "No production freshness SLO, entitlement record and restore history."
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},
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{
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"id": "D1-REDUNDANCY",
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"status": "not_passed",
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"evidence": [],
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"note": "No independent production source or rehearsed fallback."
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},
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{
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"id": "D2-OOS",
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"status": "not_passed",
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"evidence": [],
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"note": "The connected Ridge candidate still uses synthetic research data."
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},
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{
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"id": "D2-MODEL",
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"status": "not_passed",
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"evidence": [],
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"note": "ModelBundle exists, but production ownership, expiry, approval and rollback evidence do not."
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},
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{
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"id": "D2-CHALLENGER",
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"status": "not_passed",
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"evidence": [],
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"note": "No real-data champion/challenger or production drift history."
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},
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{
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"id": "D3-LAYERS",
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"status": "not_passed",
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"evidence": [],
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"note": "No real-data local/JoinQuant/QMT L1-L5 strict-peer identity; Qlib has only a separate declared-scope research fixture."
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},
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{
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"id": "D3-DIFF",
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"status": "not_passed",
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"evidence": [],
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"note": "Mock parity and one JoinQuant execution smoke do not close a real QMT difference ledger."
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},
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{
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"id": "D4-RISK",
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"status": "not_passed",
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"evidence": [],
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"note": "Risk components exist, but there is no independent real-broker fail-closed service evidence."
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},
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{
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"id": "D4-RULES",
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"status": "not_passed",
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"evidence": [],
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"note": "The effective-dated 2026-07-06 SSE/SZSE rule packs are not implemented; BSE remains explicitly excluded and fail-closed."
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},
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{
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"id": "D4-OMS",
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"status": "not_passed",
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"evidence": [],
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"note": "No real QMT callback, reconnect and restart lifecycle evidence."
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},
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{
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"id": "D4-TCA",
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"status": "not_passed",
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"evidence": [],
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"note": "No controlled-live fills or governed TCA feedback."
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},
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{
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"id": "D5-QMT",
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"status": "not_passed",
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"evidence": [],
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"note": "QMT has fake-contract and syntax evidence only."
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},
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{
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"id": "D5-RECON",
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"status": "not_passed",
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"evidence": [],
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"note": "No real daily broker reconciliation series."
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},
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{
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"id": "D5-EVIDENCE",
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"status": "not_passed",
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"evidence": [],
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"note": "Local HMAC evidence is not broker attestation or real callback history."
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},
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{
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"id": "D5-FALLBACK",
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"status": "not_passed",
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"evidence": [],
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"note": "No real-account manual handoff drill."
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},
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{
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"id": "D6-SHADOW",
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"status": "not_passed",
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"evidence": [],
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"note": "Zero of the required 60 real QMT shadow trading days are recorded."
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},
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{
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"id": "D6-CANARY",
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"status": "not_passed",
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"evidence": [],
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"note": "No limited-capital canary is authorized or observed."
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},
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{
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"id": "D6-DR",
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"status": "not_passed",
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"evidence": [],
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"note": "No measured RPO/RTO and broker failure-drill evidence."
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},
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{
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"id": "D6-RELEASE",
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"status": "not_passed",
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"evidence": [],
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"note": "Independent CI, signed release inventory and rollback drill are not yet complete."
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},
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{
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"id": "D7-SCOPE",
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"status": "not_passed",
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"evidence": [],
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"note": "The intended personal scope is documented but has no private attestation reference."
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},
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{
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"id": "D7-REPORT",
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"status": "not_passed",
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"evidence": [],
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"note": "No broker programmatic-trading confirmation exists yet."
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},
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{
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"id": "D7-FLOW",
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"status": "not_passed",
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"evidence": [],
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"note": "No real-account abnormal-trading monitoring history."
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},
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{
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"id": "D7-SECURITY",
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"status": "not_passed",
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"evidence": [],
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"note": "Repository secret hygiene exists, but production access, rotation and supply-chain evidence do not."
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},
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{
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"id": "D7-REGULATED",
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"status": "not_passed",
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"evidence": [],
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"note": "The regulated-mode activation calendar is documentation-only."
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}
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]
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}
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@@ -0,0 +1,422 @@
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{
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"schema_version": "1.0",
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"standard_id": "quant-os-production-80-v1",
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"name": "Quant OS 80-point controlled-production standard",
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"as_of": "2026-07-30",
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"maximum_score": 100,
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"qualification_threshold": 80,
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"claim_boundary": "Passing is an engineering qualification for limited personal-account production. It is not an investment-return claim, institutional licence or legal opinion.",
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"evidence_tiers": {
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"E0": {
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"rank": 0,
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"name": "assertion_or_document_only"
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},
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"E1": {
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"rank": 1,
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"name": "deterministic_local_test_or_synthetic"
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},
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"E2": {
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"rank": 2,
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"name": "authorized_real_data_frozen_oos_or_external_authority"
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},
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"E3": {
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"rank": 3,
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"name": "production_operational_control_or_real_platform_shadow"
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},
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"E4": {
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"rank": 4,
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"name": "controlled_live_observation"
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}
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},
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"qualification": {
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"baseline_60_gates": 10,
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"minimum_shadow_trading_days": 60,
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"minimum_canary_trading_days": 10,
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"pre_canary_threshold": 77,
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"pre_canary_exempt_hard_gates": [
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"D6-CANARY"
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],
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"maximum_open_p0": 0,
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"maximum_open_p1": 0,
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"score_cap_without_baseline_60": 59,
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"score_cap_without_canary": 79,
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"all_hard_gates_required": true,
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"all_domain_floors_required": true,
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"broker_programmatic_confirmation_required": true,
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"real_qmt_observation_required": true,
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"trusted_pre_canary_authorization_required": true,
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"trusted_promotion_attestation_required": true
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},
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"baseline_prerequisite": {
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"profile_path": "profiles/baseline-60/profile.json",
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"profile_id": "quant-os-baseline-60",
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"trusted_attestation_required": true,
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"minimum_evidence_tier": "E3",
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"claim_control_id": "BASELINE_60",
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"claim_evidence_type": "baseline60_qualification_attestation"
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},
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"attestation_policy": {
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"claim_schema": "quant-os-evidence-claim/1.0",
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"standard_binding": "canonical_json_sha256",
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"assessment_binding": "canonical_json_sha256",
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"issuer_registry_required": true,
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"production_trust_registry": "external_runtime_configuration_required",
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"repository_self_issuance_allowed": false,
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"pre_canary": {
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"control_id": "PRE_CANARY_AUTHORIZATION",
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"evidence_type": "pre_canary_authorization_attestation",
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"minimum_evidence_tier": "E3",
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"required_authorization_fields": [
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"authorization_id",
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"authorized_at",
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"expires_on",
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"account_scope_id",
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"strategy_ids",
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"maximum_capital_cny",
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"maximum_gross_notional_cny",
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"maximum_symbols",
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"symbol_allowlist",
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"flow_limits",
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"stop_conditions",
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"no_automatic_scale_up"
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],
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"required_stop_conditions": [
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"any_risk_data_rule_or_reconciliation_breach",
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"authorization_expired",
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"operator_kill_switch"
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]
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},
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"canary_observation": {
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"control_id": "D6-CANARY",
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"evidence_type": "controlled_live_canary_observation",
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"minimum_evidence_tier": "E4",
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"required_link_fields": [
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"pre_canary_authorization_claim_id",
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"pre_canary_authorization_sha256",
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"canary_started_on",
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"canary_ended_on",
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"trading_days_observed"
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],
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"required_observation_fields": [
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"maximum_capital_cny_observed",
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"maximum_gross_notional_cny_observed",
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"symbols_observed",
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"maximum_submission_and_cancel_requests_per_second_observed",
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"maximum_submission_and_cancel_requests_per_day_observed",
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"automatic_scale_up_observed",
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"breach_events",
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"stop_events"
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]
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},
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"promotion": {
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"control_id": "QUALIFICATION",
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"evidence_type": "production80_promotion_attestation",
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"minimum_evidence_tier": "E4"
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}
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},
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"operating_defaults": {
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"declared_market_scope": {
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"included": [
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"SSE",
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"SZSE"
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],
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"excluded_fail_closed": [
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"BSE"
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],
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"expansion_policy": "requires_effective_dated_rule_pack_and_regression_evidence_before_enablement"
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},
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"rule_pack_contract": {
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"required_fields": [
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"published_at",
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"effective_at",
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"implementation_status",
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"suspended_at",
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"resumed_at",
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"source_url",
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"source_sha256"
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],
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"implementation_status_values": [
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"effective",
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"suspended",
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"partially_suspended",
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"repealed"
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],
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"unknown_or_suspended_behavior": "fail_closed"
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},
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"flow_limits": {
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"maximum_submission_and_cancel_requests_per_second": 10,
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"maximum_submission_and_cancel_requests_per_day": 1000,
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"aggregation_scope": "per_account_and_actual_control_group",
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"message_count_semantics": "all_order_submission_attempts_plus_all_cancel_requests_emitted_by_quant_os",
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"cancellation_rate": {
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"review_threshold": 0.3,
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"numerator": "strategy_initiated_cancel_requests",
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"denominator": "accepted_order_submissions",
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"window": "trading_day_per_account_and_actual_control_group",
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"rejected_submissions": "excluded_from_denominator",
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"partial_fill_then_cancel": "included_in_numerator",
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"exchange_automatic_cancel": "excluded_from_numerator",
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"zero_denominator": "zero_rate"
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},
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"semantics": "internal_conservative_default_not_regulatory_safe_harbor"
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}
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},
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"domains": [
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{
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"id": "D1",
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"name": "Data and point-in-time truth",
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"weight": 15,
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"minimum_score_ratio": 0.6,
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"controls": [
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{
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"id": "D1-PIT",
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"name": "Production PIT dataset is complete, immutable and replayable",
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"weight": 4,
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"hard_gate": true,
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"minimum_evidence_tier": "E2",
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"acceptance": "The declared universe has effective-dated security master, membership, ST, suspension, limits, corporate actions, announcement availability and fail-closed completeness tests."
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},
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{
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"id": "D1-OPS",
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"name": "Data licence, lineage, freshness and recovery are operational",
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"weight": 5,
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"hard_gate": true,
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"minimum_evidence_tier": "E3",
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"acceptance": "Every source has a permitted-use record, immutable lineage, freshness SLO, quality alarms, backfill and restore evidence."
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},
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{
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"id": "D1-REDUNDANCY",
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"name": "Critical inputs have independent validation or a tested fallback",
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"weight": 6,
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"hard_gate": false,
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||||
"minimum_evidence_tier": "E3",
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||||
"acceptance": "A second source or independent control total detects material provider drift and the fallback path is rehearsed."
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}
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||||
]
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||||
},
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{
|
||||
"id": "D2",
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||||
"name": "Research and model governance",
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||||
"weight": 15,
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||||
"minimum_score_ratio": 0.6,
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||||
"controls": [
|
||||
{
|
||||
"id": "D2-OOS",
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"name": "Frozen real-data walk-forward and OOS evidence is valid",
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||||
"weight": 4,
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||||
"hard_gate": true,
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||||
"minimum_evidence_tier": "E2",
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||||
"acceptance": "Purge and embargo, untouched test data, A-share constraints, dated fees, impact, capacity and pre-registered mandate thresholds are all frozen and reproducible."
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||||
},
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||||
{
|
||||
"id": "D2-MODEL",
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||||
"name": "Model, feature and release identities are governed",
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||||
"weight": 5,
|
||||
"hard_gate": true,
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||||
"minimum_evidence_tier": "E2",
|
||||
"acceptance": "Registry records dataset, feature schema, code, config, training cutoff, model hash, owner, approval, rollback and expiry."
|
||||
},
|
||||
{
|
||||
"id": "D2-CHALLENGER",
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||||
"name": "Champion, challenger, drift and experiment selection are controlled",
|
||||
"weight": 6,
|
||||
"hard_gate": false,
|
||||
"minimum_evidence_tier": "E3",
|
||||
"acceptance": "Selection policy is pre-registered; drift and degradation alerts can demote or roll back without touching a hidden test set."
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"id": "D3",
|
||||
"name": "Cross-engine consistency",
|
||||
"weight": 10,
|
||||
"minimum_score_ratio": 0.6,
|
||||
"controls": [
|
||||
{
|
||||
"id": "D3-LAYERS",
|
||||
"name": "Local, JoinQuant and QMT share frozen L1-L5 identities; Qlib follows its declared comparison scope",
|
||||
"weight": 6,
|
||||
"hard_gate": true,
|
||||
"minimum_evidence_tier": "E3",
|
||||
"acceptance": "Local, JoinQuant and QMT strict peers produce identical signals and post-risk target weights under one dual-clock and versioned rule contract. Qlib compares L1/L2 only unless the same frozen model and portfolio implementation are explicitly exported; an unrelated Alpha158 workflow is never claimed as an L3/L4 peer."
|
||||
},
|
||||
{
|
||||
"id": "D3-DIFF",
|
||||
"name": "Order and fill differences are completely explained",
|
||||
"weight": 4,
|
||||
"hard_gate": true,
|
||||
"minimum_evidence_tier": "E3",
|
||||
"acceptance": "Multi-period difference ledgers account for price source, lot, fee, limit, fill and broker-state effects with zero unexplained residual."
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"id": "D4",
|
||||
"name": "Execution and independent risk",
|
||||
"weight": 15,
|
||||
"minimum_score_ratio": 0.6,
|
||||
"controls": [
|
||||
{
|
||||
"id": "D4-RISK",
|
||||
"name": "Independent pre-trade risk fails closed",
|
||||
"weight": 3,
|
||||
"hard_gate": true,
|
||||
"minimum_evidence_tier": "E3",
|
||||
"acceptance": "No strategy can bypass cash, sellable, permission, price, quantity, duplicate-order, concentration, turnover, loss and kill-switch checks."
|
||||
},
|
||||
{
|
||||
"id": "D4-RULES",
|
||||
"name": "Effective-dated SSE/SZSE rule packs are current; BSE remains fail-closed",
|
||||
"weight": 4,
|
||||
"hard_gate": true,
|
||||
"minimum_evidence_tier": "E3",
|
||||
"acceptance": "The declared scope is SSE and SZSE; BSE is explicitly excluded and fails closed until its own rule pack is qualified. Every market, board and security-type rule records publication, effective, suspension, resumption and repeal state plus source hash. Regressions cover the 2026-07-06 rules and SSE provisions that remain suspended; unknown, expired or suspended behavior blocks submission."
|
||||
},
|
||||
{
|
||||
"id": "D4-OMS",
|
||||
"name": "Order lifecycle is idempotent and restart-safe",
|
||||
"weight": 3,
|
||||
"hard_gate": true,
|
||||
"minimum_evidence_tier": "E3",
|
||||
"acceptance": "New, accepted, partial, rejected, cancelled and duplicate callbacks reconcile across disconnect, retry, restart and session rollover."
|
||||
},
|
||||
{
|
||||
"id": "D4-TCA",
|
||||
"name": "Real fills drive TCA and capacity feedback",
|
||||
"weight": 5,
|
||||
"hard_gate": false,
|
||||
"minimum_evidence_tier": "E4",
|
||||
"acceptance": "Arrival, implementation shortfall, spread, impact and participation are measured against actual fills and feed governed limit changes."
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"id": "D5",
|
||||
"name": "Real QMT and broker truth",
|
||||
"weight": 15,
|
||||
"minimum_score_ratio": 0.6,
|
||||
"controls": [
|
||||
{
|
||||
"id": "D5-QMT",
|
||||
"name": "Authorized QMT account contracts are observed end to end",
|
||||
"weight": 5,
|
||||
"hard_gate": true,
|
||||
"minimum_evidence_tier": "E3",
|
||||
"acceptance": "Read-only, simulation and explicitly enabled mutation phases cover query fields, callbacks, reject, partial fill, cancel, reconnect and cross-day recovery."
|
||||
},
|
||||
{
|
||||
"id": "D5-RECON",
|
||||
"name": "Cash, positions, sellable, orders and fills reconcile daily",
|
||||
"weight": 5,
|
||||
"hard_gate": true,
|
||||
"minimum_evidence_tier": "E3",
|
||||
"acceptance": "Every trading day has 100% identity reconciliation and zero unexplained difference; a difference or stale snapshot blocks new risk."
|
||||
},
|
||||
{
|
||||
"id": "D5-EVIDENCE",
|
||||
"name": "Broker facts and callbacks have authenticated replay evidence",
|
||||
"weight": 2,
|
||||
"hard_gate": true,
|
||||
"minimum_evidence_tier": "E3",
|
||||
"acceptance": "Append-only envelopes bind run, account pseudonym, source time, sequence, data, model, config, code, order and callback identities."
|
||||
},
|
||||
{
|
||||
"id": "D5-FALLBACK",
|
||||
"name": "Manual broker fallback and operator handoff are rehearsed",
|
||||
"weight": 3,
|
||||
"hard_gate": true,
|
||||
"minimum_evidence_tier": "E3",
|
||||
"acceptance": "The owner can freeze automation, inspect broker truth and complete or cancel risk safely without hidden automation."
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"id": "D6",
|
||||
"name": "Operations, disaster recovery and audit",
|
||||
"weight": 15,
|
||||
"minimum_score_ratio": 0.6,
|
||||
"controls": [
|
||||
{
|
||||
"id": "D6-SHADOW",
|
||||
"name": "The frozen candidate completes 60 trading days of shadow",
|
||||
"weight": 4,
|
||||
"hard_gate": true,
|
||||
"minimum_evidence_tier": "E3",
|
||||
"acceptance": "The same core strategy, risk and adapter release runs for at least 60 trading days with zero open P0/P1 and daily reconciliation; a material change resets the clock."
|
||||
},
|
||||
{
|
||||
"id": "D6-CANARY",
|
||||
"name": "Limited capital canary completes at least 10 trading days",
|
||||
"weight": 3,
|
||||
"hard_gate": true,
|
||||
"minimum_evidence_tier": "E4",
|
||||
"acceptance": "Capital, gross notional, symbols, account, strategy and submission/cancel flow remain within the cited pre-canary authorization; there is no automatic scale-up, and every risk, data, rule or reconciliation breach is linked to a fail-closed stop event."
|
||||
},
|
||||
{
|
||||
"id": "D6-DR",
|
||||
"name": "Failure recovery meets RPO and RTO targets",
|
||||
"weight": 5,
|
||||
"hard_gate": true,
|
||||
"minimum_evidence_tier": "E3",
|
||||
"acceptance": "Order and fill RPO is zero, trading-window RTO is at most 15 minutes, and network, crash, stale market, corrupt state and duplicate-message drills pass."
|
||||
},
|
||||
{
|
||||
"id": "D6-RELEASE",
|
||||
"name": "Build, promotion, rollback and audit are reproducible",
|
||||
"weight": 3,
|
||||
"hard_gate": true,
|
||||
"minimum_evidence_tier": "E3",
|
||||
"acceptance": "A clean build emits signed manifests and dependency inventory; promotion is approved, atomic, observable and rollback-tested."
|
||||
}
|
||||
]
|
||||
},
|
||||
{
|
||||
"id": "D7",
|
||||
"name": "Compliance and security",
|
||||
"weight": 15,
|
||||
"minimum_score_ratio": 0.6,
|
||||
"controls": [
|
||||
{
|
||||
"id": "D7-SCOPE",
|
||||
"name": "Account and business scope remains personal proprietary",
|
||||
"weight": 3,
|
||||
"hard_gate": true,
|
||||
"minimum_evidence_tier": "E3",
|
||||
"acceptance": "A private attestation is bound to broker KYC or account-ownership evidence and an access review. Third-party money, accepting a mandate to decide or execute trades for another person, providing paid investment advice to others, or sharing trade-control authority blocks this profile and triggers a documented legal/compliance applicability review. Purchasing or reading third-party research does not by itself constitute a third-party trading mandate."
|
||||
},
|
||||
{
|
||||
"id": "D7-REPORT",
|
||||
"name": "Broker programmatic-trading report matches the deployed release",
|
||||
"weight": 4,
|
||||
"hard_gate": true,
|
||||
"minimum_evidence_tier": "E3",
|
||||
"acceptance": "The broker has confirmed first reporting and the deployed strategy, software version, developer, capital, leverage and declared rates match the reported facts; material changes are registered before activation."
|
||||
},
|
||||
{
|
||||
"id": "D7-FLOW",
|
||||
"name": "Abnormal-trading and conservative flow controls are enforced",
|
||||
"weight": 3,
|
||||
"hard_gate": true,
|
||||
"minimum_evidence_tier": "E3",
|
||||
"acceptance": "Per account and actual-control account group, monitoring covers order-submission attempts, cancel requests, one-second cancellation, price impact, trade share, self-trade and reverse trade. The versioned daily-baseline policy counts every Quant OS submission attempt plus cancel request and permits no more than 10 such messages per second or 1000 per trading day. A strategy-initiated cancel-request count divided by accepted order submissions at or above 30% triggers review; rejected submissions are excluded from that denominator, partial-fill-then-cancel is included in the numerator, and exchange automatic cancellation is excluded. Stricter broker or exchange limits prevail and no internal limit claims regulatory safety."
|
||||
},
|
||||
{
|
||||
"id": "D7-SECURITY",
|
||||
"name": "Secrets, access, personal data and supply chain are controlled",
|
||||
"weight": 2,
|
||||
"hard_gate": true,
|
||||
"minimum_evidence_tier": "E3",
|
||||
"acceptance": "Credentials remain in an approved secret store, access is least-privilege and revocable, logs are redacted, dependencies are inventoried, and Colab/public artifacts contain no account facts."
|
||||
},
|
||||
{
|
||||
"id": "D7-REGULATED",
|
||||
"name": "A future regulated-mode rule calendar is maintained",
|
||||
"weight": 3,
|
||||
"hard_gate": false,
|
||||
"minimum_evidence_tier": "E2",
|
||||
"acceptance": "An effective-dated calendar records official URLs, publication and effective dates, retrieval date, content hash and review cadence. External capital or clients always block PERSONAL_PROPRIETARY and trigger a documented legal/compliance applicability determination; private-fund, disclosure, retention or licensed-operation obligations are activated only when that determination finds them applicable."
|
||||
}
|
||||
]
|
||||
}
|
||||
]
|
||||
}
|
||||
Reference in New Issue
Block a user