feat: operationalize local Tushare Qlib research
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{
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"schema_version": "1.0",
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"system": "Quant OS / quant60 baseline kernel",
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"audit_as_of": "2026-07-30",
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"audit_as_of": "2026-07-31",
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"claim_policy": {
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"baseline_threshold": 60,
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"all_gates_required": true,
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@@ -35,7 +35,7 @@
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"status": "not_scored",
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"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/Risk,QMT 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_60,G9 未通过。",
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"verified_supporting_facts": [
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"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.",
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"The independent-repository standard-library suite completed 325 tests with OK and 1 optional-runtime skip; successful local tests do not prove real-platform, broker or compliance gates.",
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"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.",
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"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.",
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"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.",
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@@ -44,7 +44,7 @@
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"The local snapshot can drive snapshot-backtest and snapshot-decision with manifest verification; it freezes a cross-checked provider trading calendar, and a T-close signal can bind only to a broker observation in the unique next session's Asia/Shanghai [09:00,09:30) window without collapsing the two clocks.",
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"CPython 3.12 with pyqlib 0.9.7 completed a native momentum fixture smoke with 24 signals and saved audited portfolio-table hashes, bounds and recomputed metrics.",
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"Qlib Alpha158, LightGBM and Recorder completed a real local fixture smoke with audited portfolio output; the deterministic two-stock synthetic fixture has no investment-value meaning.",
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"The local Tushare inventory verified all 93 completed Parquet files against recorded size, SHA-256 and row count. An immutable managed Qlib provider and the same early-history momentum command produced byte-identical evidence JSON twice with PYTHONHASHSEED=0. The mirror is only about 8.2% complete for daily partitions and lacks adjustment, real benchmark, point-in-time membership, ST, suspension and limit data, so production_ready and investment_value_claim remain false and no gate credit is earned.",
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"The local Tushare CSI500 2018-2025 scoped release double-verified 221/221 selected jobs and confirmed that all remained latest; the live SQLite ledger changed only because of unrelated downloader jobs. The dedicated lineage verifier matched all 221 converter source jobs on id, path, row_count, byte_count, sha256 and request_sha256 with mismatch_count=0, so converter_source_matches_current=true. The verified Qlib provider has data version 5bf19d2da064357ad1802bca4bfa0c0505ed63fe2b24785ec6c56ecff1724963, manifest SHA-256 27fb6fedb6a4b114eae2aba44505fb6c4d32c7a9ae81e58c724dfadb8dd10ed0, 10,011 files, 71,707,194 bytes, 1,942 sessions, 1,111 instruments, adjusted prices, a real SH000905 benchmark and next-session-effective historical membership. Two identical runs produced SHA-256 803035a95ee9cf6f90af20cdf7e7024149b97e0113b585209a80f80048be87d3, 176,615 signals and 1,698 portfolio days. Historical stock_st remains unavailable and the Qlib 9.5% limit threshold is only a market-level approximation, so production_ready and investment_value_claim remain false and gate_credit remains empty.",
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"A real JoinQuant daily hosted backtest completed for 2024-01-02 through 2024-12-31 with CNY 1,000,000; the visible completed-run log had zero ERROR/Traceback/order-rejection entries. That run used portable_momentum_smoke, not the Ridge/TargetPackage Baseline candidate, and earns no candidate or cross-engine gate credit.",
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"The QMT shadow CLI is strictly read-only and produces HMAC account-bound broker observation, broker snapshot and target-diff artifacts. QMT_SHADOW_EVIDENCE_V1 authenticates semantic content, deterministic published bytes, the original decision, planner/engine/operator source and fixed policy; semantic replay verifies exact derived state. Independent local QA completed 58 deterministic scenarios, 500 malformed fuzz cases and 300 legal-observation fuzz cases with no P0/P1. This is Quant OS publisher integrity, not broker attestation, and it still has only fake-broker evidence.",
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"JoinQuant/QMT mock parity is mock_contract_only, real_platform_pass is false and it earns no G9 gate credit."
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