feat: add Quant OS A-share baseline

2026-07-26 12:54:04 +08:00
commit 48c5f64bbd
98 changed files with 31874 additions and 0 deletions
@@ -0,0 +1,88 @@
+{
+  "$schema": "https://json-schema.org/draft/2020-12/schema",
+  "$id": "https://boat.local/quant60/schemas/signal.schema.json",
+  "title": "Quant60 signal record",
+  "description": "A point-in-time model output. It is not a target position or an order.",
+  "type": "object",
+  "additionalProperties": false,
+  "required": [
+    "schema_version",
+    "run_id",
+    "signal_id",
+    "as_of",
+    "symbol",
+    "horizon_trading_days",
+    "score",
+    "model_version",
+    "data_version"
+  ],
+  "properties": {
+    "schema_version": {
+      "const": "1.0"
+    },
+    "run_id": {
+      "type": "string",
+      "minLength": 1
+    },
+    "signal_id": {
+      "type": "string",
+      "minLength": 1
+    },
+    "as_of": {
+      "type": "string",
+      "format": "date-time"
+    },
+    "symbol": {
+      "$ref": "#/$defs/canonical_symbol"
+    },
+    "horizon_trading_days": {
+      "type": "integer",
+      "minimum": 1
+    },
+    "score": {
+      "type": "number"
+    },
+    "expected_excess_return": {
+      "type": [
+        "number",
+        "null"
+      ]
+    },
+    "confidence": {
+      "type": [
+        "number",
+        "null"
+      ],
+      "minimum": 0,
+      "maximum": 1
+    },
+    "model_version": {
+      "type": "string",
+      "minLength": 1
+    },
+    "data_version": {
+      "type": "string",
+      "minLength": 1
+    },
+    "feature_version": {
+      "type": [
+        "string",
+        "null"
+      ]
+    },
+    "metadata": {
+      "type": "object"
+    }
+  },
+  "$defs": {
+    "canonical_symbol": {
+      "type": "string",
+      "pattern": "^[0-9]{6}\\.(XSHG|XSHE|XBSE)$",
+      "examples": [
+        "600000.XSHG",
+        "000001.XSHE",
+        "830799.XBSE"
+      ]
+    }
+  }
+}