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feat: preserve Quant OS target-package vertical slice

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zebzhang
2026-07-30 21:27:44 +08:00
parent 00efeb7ec2
commit 919c64c679
42 changed files with 15454 additions and 404 deletions
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evidence/joinquant/TP-20240311-795dcfba/2457a7c39a276e09e0fabf99e28978e1/run.json
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{
"schema_version": "1.0",
"record_type": "joinquant_target_package_execution_smoke",
"platform": "joinquant",
"status": "completed",
"platform_evidence_class": "real_platform_runtime",
"input_evidence_class": "synthetic-research",
"performance_claim": false,
"observed_at": "2026-07-26T08:50:15Z",
"run_id": "2457a7c39a276e09e0fabf99e28978e1",
"backtest": {
"id": "2457a7c39a276e09e0fabf99e28978e1",
"url": "https://www.joinquant.com/algorithm/backtest/detail?backtestId=2457a7c39a276e09e0fabf99e28978e1",
"start_date": "2024-03-11",
"end_date": "2024-03-13",
"initial_capital_cny": 1000000,
"frequency": "day",
"python": "Python3",
"benchmark": "000905.XSHG",
"timezone": "Asia/Shanghai"
},
"artifact_identity": {
"bundle_sha256": "0586930ddc483f4489f09b562f4d4232b458b703e6a1194af809b707211be8c4",
"browser_snapshot_sha256": "0586930ddc483f4489f09b562f4d4232b458b703e6a1194af809b707211be8c4",
"exact_browser_match": true,
"bundle_manifest_sha256": "91f4b4dc0bdd0d9f99b3466c830600e2678be78dd991d4499a4154bffec8597a",
"portable_core_sha256": "f9de9f18e4008bb0fc80edb0b21cae6ea06a61828d89e9b7c11057f98225fc19",
"wrapper_sha256": "0c672b64665b7c1d4409ba288b00d1608e976800af3a4f9a6467767ce4def592"
},
"target_package": {
"package_id": "TP-20240311-795dcfba",
"decision_id": "RD-20240311",
"release": "quant60-research-candidate-v1",
"evidence_class": "synthetic-research",
"package_sha256": "baa15c8156aa6cb54d3775d0cd562613a9d0a4f15b0c39f2a60e0f8b8c6f1f3a",
"tape_sha256": "5383c376951637b8d4b1ca42fc6db80347abda74c0181c0f70d6c411fb97ea64",
"signal_as_of": "2024-03-11T15:00:00+08:00",
"next_session": "2024-03-12"
},
"session_observations": [
{
"date": "2024-03-11",
"event": "TARGET_PACKAGE_NOOP",
"exact_clock_match": false,
"fallback_invoked": false,
"orders": 0,
"fills": 0
},
{
"date": "2024-03-12",
"event": "TARGET_PACKAGE_HIT",
"exact_clock_match": true,
"price_source": "CURRENT_DATA_DAY_OPEN",
"package_weights_exact": true,
"orders": 3,
"fills": 3
},
{
"date": "2024-03-13",
"event": "TARGET_PACKAGE_NOOP",
"exact_clock_match": false,
"fallback_invoked": false,
"orders": 0,
"fills": 0
}
],
"day_open_prices": {
"000001.XSHE": 10.48,
"000333.XSHE": 65.35,
"000651.XSHE": 40.46,
"002415.XSHE": 34.21,
"002594.XSHE": 201.0,
"300059.XSHE": 13.85,
"300750.XSHE": 183.34,
"600000.XSHG": 7.11,
"600519.XSHG": 1693.94,
"601012.XSHG": 22.22,
"601318.XSHG": 43.17,
"688981.XSHG": 47.86
},
"target_weights": {
"000001.XSHE": 0.0,
"000333.XSHE": 0.0,
"000651.XSHE": 0.0,
"002415.XSHE": 0.0,
"002594.XSHE": 0.0,
"300059.XSHE": 0.0,
"300750.XSHE": 0.0,
"600000.XSHG": 0.0,
"600519.XSHG": 0.1,
"601012.XSHG": 0.1,
"601318.XSHG": 0.1,
"688981.XSHG": 0.1
},
"target_quantities": {
"000001.XSHE": 0,
"000333.XSHE": 0,
"000651.XSHE": 0,
"002415.XSHE": 0,
"002594.XSHE": 0,
"300059.XSHE": 0,
"300750.XSHE": 0,
"600000.XSHG": 0,
"600519.XSHG": 0,
"601012.XSHG": 4500,
"601318.XSHG": 2300,
"688981.XSHG": 2000
},
"lot_rounding": {
"symbol": "600519.XSHG",
"target_weight": 0.1,
"day_open": 1693.94,
"board_lot": 100,
"target_notional_cny": 100000,
"one_board_lot_notional_cny": 169394,
"target_quantity": 0,
"reason": "one board lot costs more than target notional"
},
"orders": [
{
"security": "601012.XSHG",
"target_quantity": 4500,
"submitted_quantity": 4500,
"style": "market",
"status": "held"
},
{
"security": "601318.XSHG",
"target_quantity": 2300,
"submitted_quantity": 2300,
"style": "market",
"status": "held"
},
{
"security": "688981.XSHG",
"target_quantity": 2000,
"submitted_quantity": 2000,
"style": "limit",
"protection_price": 57.59,
"status": "held"
}
],
"fills": [
{
"security": "601012.XSHG",
"quantity": 4500,
"price": 22.22,
"time": "2024-03-12T09:30:00"
},
{
"security": "601318.XSHG",
"quantity": 2300,
"price": 43.18,
"time": "2024-03-12T09:30:00"
},
{
"security": "688981.XSHG",
"quantity": 2000,
"price": 47.87,
"time": "2024-03-12T09:30:00"
}
],
"counts": {
"orders": 3,
"fills": 3,
"skipped_orders": 0
},
"performance": {
"strategy_return": -0.0029,
"annualized_return": -0.2118,
"excess_return": -0.0149,
"benchmark_return": 0.0122,
"alpha": -0.341,
"beta": 0.052,
"sharpe": -4.712,
"max_drawdown": 0.0047,
"final_total_value_cny": 997148.04076,
"scope": "three-session execution wiring smoke only",
"investment_value_claim": false
},
"claim_boundary": {
"real_platform_observed_layers": [
"execution"
],
"upstream_layers_computed_in_joinquant": [],
"upstream_layers_real_platform_observed": false,
"authorized_real_data_oos_observed": false,
"qmt_peer_observed": false,
"same_input_cross_engine_parity_observed": false,
"all_five_layers_real_platform_observed": false,
"g9_passed": false,
"baseline_60_passed": false,
"release_verified": false,
"investment_value_claim": false,
"note": "This run proves only the hosted TargetPackage consumer, account/price binding, order submission, and fills for one synthetic-research package."
},
"redaction": {
"contains_account_identifier": false,
"contains_cookie": false,
"contains_token": false,
"contains_credentials": false,
"contains_personal_information": false,
"raw_screenshots_or_logs_included": false
}
}