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 +1,80 @@
+{
+  "$schema": "https://json-schema.org/draft/2020-12/schema",
+  "$id": "https://boat.local/quant60/schemas/target.schema.json",
+  "title": "Quant60 target-position record",
+  "description": "A portfolio decision produced from signals. It is not proof of an order or fill.",
+  "type": "object",
+  "additionalProperties": false,
+  "required": [
+    "schema_version",
+    "run_id",
+    "decision_id",
+    "as_of",
+    "symbol",
+    "target_weight",
+    "target_quantity",
+    "config_hash"
+  ],
+  "properties": {
+    "schema_version": {
+      "const": "1.0"
+    },
+    "run_id": {
+      "type": "string",
+      "minLength": 1
+    },
+    "decision_id": {
+      "type": "string",
+      "minLength": 1
+    },
+    "as_of": {
+      "type": "string",
+      "format": "date-time"
+    },
+    "symbol": {
+      "$ref": "#/$defs/canonical_symbol"
+    },
+    "target_weight": {
+      "type": "number",
+      "minimum": 0,
+      "maximum": 1
+    },
+    "target_quantity": {
+      "type": "integer",
+      "minimum": 0
+    },
+    "lot_size": {
+      "type": "integer",
+      "minimum": 1,
+      "default": 100
+    },
+    "signal_id": {
+      "type": [
+        "string",
+        "null"
+      ]
+    },
+    "constraint_state": {
+      "type": "string",
+      "enum": [
+        "FEASIBLE",
+        "REPAIRED",
+        "RISK_REDUCTION_ONLY",
+        "NO_TRADE"
+      ]
+    },
+    "config_hash": {
+      "type": "string",
+      "minLength": 1
+    },
+    "metadata": {
+      "type": "object"
+    }
+  },
+  "$defs": {
+    "canonical_symbol": {
+      "type": "string",
+      "pattern": "^[0-9]{6}\\.(XSHG|XSHE|XBSE)$"
+    }
+  }
+}