feat: operationalize local Tushare Qlib research
This commit is contained in:
@@ -0,0 +1,85 @@
|
||||
{
|
||||
"schema_version": 1,
|
||||
"record_type": "quant_os_tushare_qlib_research_run",
|
||||
"run_id": "5bf19d2d",
|
||||
"audit_as_of": "2026-07-31",
|
||||
"scope": {
|
||||
"index_code": "000905.SH",
|
||||
"start": "2018-01-01",
|
||||
"end": "2025-12-31",
|
||||
"daily_market_data_from": "2018-01-02",
|
||||
"daily_market_data_through": "2025-12-31",
|
||||
"daily_partitions_completed": 96,
|
||||
"daily_partitions_planned": 96,
|
||||
"daily_rows": 8813885
|
||||
},
|
||||
"snapshot": {
|
||||
"selected_jobs": 221,
|
||||
"verified_jobs": 221,
|
||||
"double_verified_jobs": 221,
|
||||
"manifest_sha256": "744a69828f527594e9f2787280095368c50deffa2f269c359ae65e2e0ac2d5f2",
|
||||
"selection_sha256": "66e91fffecba5fa042922c49e339f24212c3febf5b874279866fdca660f54fb5"
|
||||
},
|
||||
"provider": {
|
||||
"verified": true,
|
||||
"data_version": "5bf19d2da064357ad1802bca4bfa0c0505ed63fe2b24785ec6c56ecff1724963",
|
||||
"tree_sha256": "f173b8095fd9a62a63807324fa48bad83f0c282eea3abba871d0b0efd30b199f",
|
||||
"manifest_sha256": "27fb6fedb6a4b114eae2aba44505fb6c4d32c7a9ae81e58c724dfadb8dd10ed0",
|
||||
"file_count": 10011,
|
||||
"byte_count": 71707194,
|
||||
"calendar_sessions": 1942,
|
||||
"instrument_count": 1111,
|
||||
"selected_daily_rows": 1975455,
|
||||
"observed_membership_snapshots": 97,
|
||||
"effective_membership_snapshots": 96,
|
||||
"same_session_membership_use": false,
|
||||
"price_adjustment_complete": true,
|
||||
"benchmark": "SH000905",
|
||||
"converter_source_matches_current": true
|
||||
},
|
||||
"lineage": {
|
||||
"verified": true,
|
||||
"source_job_count": 221,
|
||||
"matched_fields": [
|
||||
"id",
|
||||
"path",
|
||||
"row_count",
|
||||
"byte_count",
|
||||
"sha256",
|
||||
"request_sha256"
|
||||
],
|
||||
"mismatch_count": 0,
|
||||
"converter_source_matches_current": true
|
||||
},
|
||||
"source_stability": {
|
||||
"state_db_changed_through_file_verification": true,
|
||||
"state_db_change_scope": "unrelated live downloader jobs",
|
||||
"snapshot_jobs_still_latest": true,
|
||||
"selected_scope_stable": true,
|
||||
"post_read_file_verification": true,
|
||||
"provider_source_jobs": 221,
|
||||
"snapshot_source_jobs": 221,
|
||||
"source_job_full_field_diff": 0
|
||||
},
|
||||
"reproducibility": {
|
||||
"runs": 2,
|
||||
"byte_identical": true,
|
||||
"run_sha256": "803035a95ee9cf6f90af20cdf7e7024149b97e0113b585209a80f80048be87d3",
|
||||
"signal_rows": 176615,
|
||||
"portfolio_days": 1698
|
||||
},
|
||||
"performance": {
|
||||
"strategy_cumulative_return": 0.2531519864,
|
||||
"benchmark_cumulative_return": 0.7895593835,
|
||||
"max_drawdown": -0.6041641366
|
||||
},
|
||||
"limitations": {
|
||||
"stock_st": "denied",
|
||||
"qlib_limit_threshold": 0.095,
|
||||
"limit_rule_fidelity": "market-level approximation; not per-symbol daily limit prices",
|
||||
"research_only": true
|
||||
},
|
||||
"production_ready": false,
|
||||
"investment_value_claim": false,
|
||||
"gate_credit": []
|
||||
}
|
||||
Reference in New Issue
Block a user