feat: preserve Quant OS target-package vertical slice

2026-07-30 21:27:44 +08:00
parent 00efeb7ec2
commit 919c64c679
42 changed files with 15454 additions and 404 deletions
@@ -0,0 +1,190 @@
+{
+  "$schema": "https://json-schema.org/draft/2020-12/schema",
+  "$id": "https://boat.local/quant60/schemas/model_bundle.schema.json",
+  "title": "Quant60 deterministic Ridge model bundle",
+  "description": "Frozen train-only feature transforms, Ridge parameters, training cutoff, label semantics, and lineage hashes for deterministic replay.",
+  "type": "object",
+  "additionalProperties": false,
+  "required": [
+    "schema_version",
+    "artifact_type",
+    "bundle_sha256",
+    "trained_through",
+    "label",
+    "lineage",
+    "preprocessor",
+    "model"
+  ],
+  "properties": {
+    "schema_version": {
+      "const": "1.0"
+    },
+    "artifact_type": {
+      "const": "quant60-deterministic-ridge-bundle"
+    },
+    "bundle_sha256": {
+      "$ref": "#/$defs/sha256"
+    },
+    "trained_through": {
+      "type": "string",
+      "format": "date"
+    },
+    "label": {
+      "type": "object",
+      "additionalProperties": false,
+      "required": [
+        "name",
+        "horizon_trading_days"
+      ],
+      "properties": {
+        "name": {
+          "type": "string",
+          "minLength": 1
+        },
+        "horizon_trading_days": {
+          "type": "integer",
+          "minimum": 1
+        }
+      }
+    },
+    "lineage": {
+      "type": "object",
+      "additionalProperties": false,
+      "required": [
+        "data_sha256",
+        "source_sha256",
+        "config_sha256"
+      ],
+      "properties": {
+        "data_sha256": {
+          "$ref": "#/$defs/sha256"
+        },
+        "source_sha256": {
+          "$ref": "#/$defs/sha256"
+        },
+        "config_sha256": {
+          "$ref": "#/$defs/sha256"
+        }
+      }
+    },
+    "preprocessor": {
+      "type": "object",
+      "additionalProperties": false,
+      "required": [
+        "type",
+        "winsor_fraction",
+        "feature_order",
+        "output_feature_order",
+        "transforms"
+      ],
+      "properties": {
+        "type": {
+          "const": "train-only-winsor-impute-standardize"
+        },
+        "winsor_fraction": {
+          "type": "number",
+          "minimum": 0,
+          "maximum": 0.5
+        },
+        "feature_order": {
+          "type": "array",
+          "minItems": 1,
+          "uniqueItems": true,
+          "items": {
+            "type": "string",
+            "minLength": 1
+          }
+        },
+        "output_feature_order": {
+          "type": "array",
+          "minItems": 2,
+          "uniqueItems": true,
+          "items": {
+            "type": "string",
+            "minLength": 1
+          }
+        },
+        "transforms": {
+          "type": "array",
+          "minItems": 1,
+          "items": {
+            "$ref": "#/$defs/feature_transform"
+          }
+        }
+      }
+    },
+    "model": {
+      "type": "object",
+      "additionalProperties": false,
+      "required": [
+        "type",
+        "alpha",
+        "fit_intercept",
+        "coefficients",
+        "intercept"
+      ],
+      "properties": {
+        "type": {
+          "const": "deterministic-ridge"
+        },
+        "alpha": {
+          "type": "number",
+          "minimum": 0
+        },
+        "fit_intercept": {
+          "type": "boolean"
+        },
+        "coefficients": {
+          "type": "array",
+          "minItems": 1,
+          "items": {
+            "type": "number"
+          }
+        },
+        "intercept": {
+          "type": "number"
+        }
+      }
+    }
+  },
+  "$defs": {
+    "sha256": {
+      "type": "string",
+      "pattern": "^[0-9a-f]{64}$"
+    },
+    "feature_transform": {
+      "type": "object",
+      "additionalProperties": false,
+      "required": [
+        "name",
+        "lower",
+        "upper",
+        "median",
+        "mean",
+        "scale"
+      ],
+      "properties": {
+        "name": {
+          "type": "string",
+          "minLength": 1
+        },
+        "lower": {
+          "type": "number"
+        },
+        "upper": {
+          "type": "number"
+        },
+        "median": {
+          "type": "number"
+        },
+        "mean": {
+          "type": "number"
+        },
+        "scale": {
+          "type": "number",
+          "exclusiveMinimum": 0
+        }
+      }
+    }
+  }
+}