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 +1,205 @@
+{
+  "$schema": "https://json-schema.org/draft/2020-12/schema",
+  "$id": "https://boat.local/quant60/schemas/target_package.schema.json",
+  "title": "Quant60 TargetPackageV1",
+  "description": "Canonical post-risk portfolio weights. Share quantities, orders, fills and account facts are forbidden and belong to the downstream execution plan.",
+  "type": "object",
+  "additionalProperties": false,
+  "required": [
+    "schema_version",
+    "package_type",
+    "package_id",
+    "decision_id",
+    "release",
+    "evidence_class",
+    "model_id",
+    "signal_as_of",
+    "next_session",
+    "model_sha256",
+    "data_sha256",
+    "feature_sha256",
+    "risk_sha256",
+    "cost_sha256",
+    "optimizer_sha256",
+    "config_sha256",
+    "source_sha256",
+    "target_weights",
+    "universe",
+    "constraints",
+    "package_sha256"
+  ],
+  "properties": {
+    "schema_version": {
+      "const": "1.0"
+    },
+    "package_type": {
+      "const": "TargetPackageV1"
+    },
+    "package_id": {
+      "$ref": "#/$defs/identifier"
+    },
+    "decision_id": {
+      "$ref": "#/$defs/identifier"
+    },
+    "release": {
+      "$ref": "#/$defs/identifier"
+    },
+    "evidence_class": {
+      "$ref": "#/$defs/identifier"
+    },
+    "model_id": {
+      "$ref": "#/$defs/identifier"
+    },
+    "signal_as_of": {
+      "type": "string",
+      "format": "date-time",
+      "pattern": "^[0-9]{4}-[0-9]{2}-[0-9]{2}T15:00:00\\+08:00$"
+    },
+    "next_session": {
+      "type": "string",
+      "format": "date"
+    },
+    "model_sha256": {
+      "$ref": "#/$defs/sha256"
+    },
+    "data_sha256": {
+      "$ref": "#/$defs/sha256"
+    },
+    "feature_sha256": {
+      "$ref": "#/$defs/sha256"
+    },
+    "risk_sha256": {
+      "$ref": "#/$defs/sha256"
+    },
+    "cost_sha256": {
+      "$ref": "#/$defs/sha256"
+    },
+    "optimizer_sha256": {
+      "$ref": "#/$defs/sha256"
+    },
+    "config_sha256": {
+      "$ref": "#/$defs/sha256"
+    },
+    "source_sha256": {
+      "$ref": "#/$defs/sha256"
+    },
+    "target_weights": {
+      "type": "object",
+      "minProperties": 1,
+      "propertyNames": {
+        "$ref": "#/$defs/canonical_symbol"
+      },
+      "additionalProperties": {
+        "type": "number",
+        "minimum": 0,
+        "maximum": 1
+      }
+    },
+    "universe": {
+      "type": "object",
+      "minProperties": 1,
+      "propertyNames": {
+        "$ref": "#/$defs/canonical_symbol"
+      },
+      "additionalProperties": {
+        "$ref": "#/$defs/universe_member"
+      }
+    },
+    "constraints": {
+      "$ref": "#/$defs/constraints"
+    },
+    "package_sha256": {
+      "$ref": "#/$defs/sha256"
+    }
+  },
+  "$defs": {
+    "identifier": {
+      "type": "string",
+      "minLength": 1,
+      "pattern": "^[A-Za-z0-9][A-Za-z0-9._:-]{0,127}$"
+    },
+    "sha256": {
+      "type": "string",
+      "pattern": "^[0-9a-f]{64}$"
+    },
+    "canonical_symbol": {
+      "type": "string",
+      "pattern": "^[0-9]{6}\\.(XSHG|XSHE|XBSE)$"
+    },
+    "universe_member": {
+      "type": "object",
+      "additionalProperties": false,
+      "required": [
+        "state",
+        "reasons"
+      ],
+      "properties": {
+        "state": {
+          "type": "string",
+          "enum": [
+            "openable",
+            "hold_only",
+            "sell_only",
+            "frozen",
+            "excluded"
+          ]
+        },
+        "reasons": {
+          "type": "array",
+          "minItems": 1,
+          "uniqueItems": true,
+          "items": {
+            "type": "string",
+            "pattern": "^[A-Z][A-Z0-9_]*$"
+          }
+        }
+      }
+    },
+    "constraints": {
+      "type": "object",
+      "additionalProperties": false,
+      "required": [
+        "constraint_state",
+        "long_only",
+        "max_single_weight",
+        "max_gross_weight",
+        "max_one_way_turnover",
+        "actual_gross_weight"
+      ],
+      "properties": {
+        "constraint_state": {
+          "type": "string",
+          "enum": [
+            "FEASIBLE",
+            "REPAIRED",
+            "RISK_REDUCTION_ONLY",
+            "NO_TRADE"
+          ]
+        },
+        "long_only": {
+          "const": true
+        },
+        "max_single_weight": {
+          "type": "number",
+          "exclusiveMinimum": 0,
+          "maximum": 1
+        },
+        "max_gross_weight": {
+          "type": "number",
+          "minimum": 0,
+          "maximum": 1
+        },
+        "max_one_way_turnover": {
+          "type": "number",
+          "minimum": 0,
+          "maximum": 1
+        },
+        "actual_gross_weight": {
+          "type": "number",
+          "minimum": 0,
+          "maximum": 1
+        }
+      }
+    }
+  }
+}