feat: preserve Quant OS target-package vertical slice
This commit is contained in:
+228
-72
@@ -5,25 +5,25 @@ window.QUANT_OS_PUBLIC_STATUS = {
|
||||
"artifacts": [
|
||||
{
|
||||
"core": "src/quant60/portable_core.py",
|
||||
"coreSha256": "af29e4e5e10705cf6aff89874394c1e80d3780f093c19d90ed53ef9d0188a934",
|
||||
"effectiveConfigSha256": "3ef9b9efda9ec6cc5f57a5daca57cab3b68242e0368f18fdaaf9e249bdaa7873",
|
||||
"coreSha256": "f9de9f18e4008bb0fc80edb0b21cae6ea06a61828d89e9b7c11057f98225fc19",
|
||||
"effectiveConfigSha256": "d4ae2882e9b5d8d673e7c62c0dc54def7c20221c358ac091ee6529bf0413df0b",
|
||||
"id": "joinquant",
|
||||
"integrity": "manifest_hashes_match_repository",
|
||||
"output": "dist/joinquant_strategy.py",
|
||||
"outputSha256": "22ddb0546beb3bd4e4bbedecb271452111324c3903e45be1f4ac3d39f38cce4f",
|
||||
"outputSha256": "be4ca1d5764416b7c8e6c206121c0f0bd8219e7317679d79bc72a95492286b1a",
|
||||
"wrapper": "platforms/joinquant_strategy.py",
|
||||
"wrapperSha256": "b5a8e3b0a774a0f45f52f6bcccbe786e234913a1a4cf5b68b85e2bd989ee9294"
|
||||
"wrapperSha256": "0c672b64665b7c1d4409ba288b00d1608e976800af3a4f9a6467767ce4def592"
|
||||
},
|
||||
{
|
||||
"core": "src/quant60/portable_core.py",
|
||||
"coreSha256": "af29e4e5e10705cf6aff89874394c1e80d3780f093c19d90ed53ef9d0188a934",
|
||||
"effectiveConfigSha256": "11f189ea5c9d4eaddeb6394dc342abc871941cb3395d7ff79aae1275ce2ad98f",
|
||||
"coreSha256": "f9de9f18e4008bb0fc80edb0b21cae6ea06a61828d89e9b7c11057f98225fc19",
|
||||
"effectiveConfigSha256": "7e4739937e4e99e5b58154f53271d8d3bfaed47d8d1d5adc747101babde827f5",
|
||||
"id": "qmt_builtin",
|
||||
"integrity": "manifest_hashes_match_repository",
|
||||
"output": "dist/qmt_builtin_strategy.py",
|
||||
"outputSha256": "ad503e5ebde60a5deb0ec86334c04d4be2d77ab91d9607d4fe88e2119f22d5dc",
|
||||
"outputSha256": "483877b7ea55c8e0f5e4e47b48a156b3add6cf0a8085011414c5c600913939b5",
|
||||
"wrapper": "platforms/qmt_builtin_strategy.py",
|
||||
"wrapperSha256": "efb931bbd04d0abf0a576f2422a13403fd4d659dccf59f8170e8b13b1bafa640"
|
||||
"wrapperSha256": "a1e53dc22ebd9bb01be43675786151606bbed273d8ab883fb933461e379d2727"
|
||||
}
|
||||
],
|
||||
"baselineConfig": "configs/baseline.json",
|
||||
@@ -40,21 +40,91 @@ window.QUANT_OS_PUBLIC_STATUS = {
|
||||
"topN": 20,
|
||||
"universeMode": "pit_index"
|
||||
},
|
||||
"portableCoreSha256": "af29e4e5e10705cf6aff89874394c1e80d3780f093c19d90ed53ef9d0188a934",
|
||||
"portableCoreSha256": "f9de9f18e4008bb0fc80edb0b21cae6ea06a61828d89e9b7c11057f98225fc19",
|
||||
"schemaVersion": 1
|
||||
},
|
||||
"candidateBoundary": {
|
||||
"allFiveLayersRealPlatformObserved": false,
|
||||
"connectedExecution": "reference one-shot quantity/order-delta planner",
|
||||
"connectedOptimizer": "deterministic constrained optimizer",
|
||||
"connectedRiskModel": "60-session diagonal realized variance",
|
||||
"decisionMode": "target_package",
|
||||
"historicalJoinQuantCountsAsBaseline": false,
|
||||
"historicalJoinQuantMode": "portable_momentum_smoke",
|
||||
"joinQuantTargetPackageCountsAsBaseline": false,
|
||||
"joinQuantTargetPackageCountsAsG9": false,
|
||||
"joinQuantTargetPackageRun": {
|
||||
"allFiveLayersObserved": false,
|
||||
"baseline60Passed": false,
|
||||
"bundleSha256": "0586930ddc483f4489f09b562f4d4232b458b703e6a1194af809b707211be8c4",
|
||||
"evidenceClass": "synthetic-research",
|
||||
"fills": 3,
|
||||
"g9Passed": false,
|
||||
"investmentValueClaim": false,
|
||||
"marketDataFrom": "2024-03-11",
|
||||
"marketDataThrough": "2024-03-13",
|
||||
"observedAt": "2026-07-26T08:50:15Z",
|
||||
"observedLayers": [
|
||||
"execution"
|
||||
],
|
||||
"orders": 3,
|
||||
"packageId": "TP-20240311-795dcfba",
|
||||
"qmtPeerObserved": false,
|
||||
"runId": "2457a7c39a276e09e0fabf99e28978e1"
|
||||
},
|
||||
"localEvidenceClass": "synthetic_research",
|
||||
"reachability": {
|
||||
"manifest": "releases/quant60-research-candidate-v1/reachability.json",
|
||||
"manifestSha256": "bf3379b1d8d73ea64d73db8317cfa27307b5dc218884ea2710ffe71dd116c017",
|
||||
"realPlatformObservedLayers": [
|
||||
"execution"
|
||||
],
|
||||
"realPlatformsObserved": [
|
||||
"joinquant"
|
||||
],
|
||||
"releaseId": "quant60-research-candidate-v1",
|
||||
"summary": {
|
||||
"all_layers_implemented": true,
|
||||
"all_layers_jq_entrypoint_reachable": true,
|
||||
"all_layers_local_entrypoint_reachable": true,
|
||||
"all_layers_qmt_entrypoint_reachable": true,
|
||||
"all_layers_real_platform_observed": false,
|
||||
"all_layers_unit_tested": true
|
||||
}
|
||||
},
|
||||
"realJoinQuantObserved": true,
|
||||
"realPlatformObservedLayers": [
|
||||
"execution"
|
||||
],
|
||||
"realQmtObserved": false,
|
||||
"releaseVerified": false
|
||||
},
|
||||
"claim": {
|
||||
"allGatesRequired": true,
|
||||
"baselineThreshold": 60,
|
||||
"gatesPassed": 0,
|
||||
"gatesTotal": 10,
|
||||
"liveReady": false,
|
||||
"reason": "Quant OS 已有可执行本地流水线、真实 Qlib fixture smoke、带校验但不完整的 Tushare→Qlib 技术 smoke，以及一次完成的真实聚宽 hosted smoke；但仍缺完整复权 PIT 数据、同输入聚宽比较、真实 QMT、券商影子盘、连续对账与合规证据，因此不能计入 Baseline 60。",
|
||||
"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。",
|
||||
"releaseVerified": false,
|
||||
"score": null,
|
||||
"scoreStatus": "not_scored",
|
||||
"status": "NOT_BASELINE_60"
|
||||
},
|
||||
"deliveryGaps": {
|
||||
"externalEvidence": [
|
||||
"authorized JQData market snapshot, licence/lineage record and a frozen provider-data candidate tape",
|
||||
"authorized real-data multi-period JoinQuant TargetPackage run plus same-input local/JoinQuant layer-by-layer reconciliation",
|
||||
"real QMT TargetPackage built-in and qmttools backtest exports",
|
||||
"real QMT historical-ST positive control, terminal/xtquant build record, broker query contract and trade-amount semantic probes, callback/restart and at least 20 trading days of shadow evidence",
|
||||
"continuous reconciliation, recovery drills and broker compliance confirmation"
|
||||
],
|
||||
"internal": [
|
||||
"The authorized provider-data path has not yet been connected end to end to the frozen Ridge ModelBundle, calibrated risk/cost inputs, five-layer Baseline candidate and TargetPackage tape; the current connected candidate remains synthetic.",
|
||||
"factor_risk.py, the optional CVXPY optimizer mode and guarded TWAP/POV exist as components or optional paths but are not selected by the current Baseline main slice; the connected risk model is 60-session diagonal realized variance and execution is the reference one-shot planner.",
|
||||
"One synthetic-research TargetPackageV1 has been observed at the real JoinQuant execution boundary, but JoinQuant did not recompute the upstream four layers; there is no authorized real-data multi-period tape, same-input layer-by-layer parity, or real QMT peer."
|
||||
]
|
||||
},
|
||||
"evidence": [
|
||||
{
|
||||
"id": "scorecard",
|
||||
@@ -68,6 +138,12 @@ window.QUANT_OS_PUBLIC_STATUS = {
|
||||
"label": "Portable bundle manifest",
|
||||
"path": "dist/bundle_manifest.json"
|
||||
},
|
||||
{
|
||||
"id": "release-reachability",
|
||||
"kind": "machine_record",
|
||||
"label": "Five-layer release reachability manifest",
|
||||
"path": "releases/quant60-research-candidate-v1/reachability.json"
|
||||
},
|
||||
{
|
||||
"id": "readme",
|
||||
"kind": "documentation",
|
||||
@@ -101,9 +177,21 @@ window.QUANT_OS_PUBLIC_STATUS = {
|
||||
{
|
||||
"id": "joinquant-hosted-evidence",
|
||||
"kind": "runtime_evidence",
|
||||
"label": "JoinQuant hosted smoke boundary",
|
||||
"label": "JoinQuant hosted momentum smoke boundary",
|
||||
"path": "docs/JOINQUANT_HOSTED_EVIDENCE_2026-07-26.md"
|
||||
},
|
||||
{
|
||||
"id": "joinquant-target-package-evidence",
|
||||
"kind": "runtime_evidence",
|
||||
"label": "JoinQuant TargetPackage execution evidence boundary",
|
||||
"path": "docs/JOINQUANT_TARGET_PACKAGE_EVIDENCE_2026-07-26.md"
|
||||
},
|
||||
{
|
||||
"id": "joinquant-target-package-run",
|
||||
"kind": "machine_record",
|
||||
"label": "Redacted JoinQuant TargetPackage hosted run",
|
||||
"path": "evidence/joinquant/TP-20240311-795dcfba/2457a7c39a276e09e0fabf99e28978e1/run.json"
|
||||
},
|
||||
{
|
||||
"id": "tushare-data",
|
||||
"kind": "runtime_evidence",
|
||||
@@ -136,14 +224,32 @@ window.QUANT_OS_PUBLIC_STATUS = {
|
||||
"scorecard"
|
||||
],
|
||||
"id": "joinquant-hosted-market-window",
|
||||
"label": "JoinQuant hosted smoke 行情区间",
|
||||
"label": "JoinQuant hosted momentum smoke 行情区间",
|
||||
"marketDataFrom": "2024-01-02",
|
||||
"marketDataThrough": "2024-12-31",
|
||||
"productionReady": false,
|
||||
"semantics": "单次真实 hosted runtime smoke 的回测区间；不代表同输入跨引擎通过。",
|
||||
"semantics": "旧 momentum hosted runtime smoke 的回测区间；不是 TargetPackage 候选或同输入跨引擎证据。",
|
||||
"status": "runtime_smoke",
|
||||
"value": "2024-01-02 — 2024-12-31"
|
||||
},
|
||||
{
|
||||
"evidenceLinks": [
|
||||
"joinquant-target-package-evidence",
|
||||
"joinquant-target-package-run",
|
||||
"release-reachability",
|
||||
"scorecard"
|
||||
],
|
||||
"id": "joinquant-target-package-execution-smoke",
|
||||
"investmentValueClaim": false,
|
||||
"label": "JoinQuant TargetPackage execution smoke",
|
||||
"marketDataFrom": "2024-03-11",
|
||||
"marketDataThrough": "2024-03-13",
|
||||
"observedAt": "2026-07-26T08:50:15Z",
|
||||
"productionReady": false,
|
||||
"semantics": "真实平台只观察 synthetic-research TargetPackage 的 execution consumer；不代表上游四层真实平台执行、长样本 OOS 或 G9。",
|
||||
"status": "runtime_smoke",
|
||||
"value": "2024-03-11 — 2024-03-13; 3 orders / 3 fills"
|
||||
},
|
||||
{
|
||||
"completedPartitions": 35,
|
||||
"completedRows": 28731,
|
||||
@@ -422,7 +528,7 @@ window.QUANT_OS_PUBLIC_STATUS = {
|
||||
"Tushare completed-Parquet inventory and immutable Qlib provider",
|
||||
"semantic manifest and data-version verification"
|
||||
],
|
||||
"claim": "不可变快照、PIT 字段合同和 Tushare→Qlib 技术链路已实现并有本地合同/运行证据。",
|
||||
"claim": "不可变快照、PIT 字段合同和 Tushare→Qlib 技术链路已有本地合同/运行证据；这些 provider-data 路径尚未接成当前 Ridge 五层候选。",
|
||||
"evidenceLinks": [
|
||||
"architecture",
|
||||
"tushare-data",
|
||||
@@ -430,7 +536,7 @@ window.QUANT_OS_PUBLIC_STATUS = {
|
||||
],
|
||||
"id": "data",
|
||||
"limitations": [
|
||||
"尚无授权 JQData 真实快照与许可 lineage；Tushare 镜像仅部分完成且缺生产关键字段。"
|
||||
"尚无授权 JQData 真实快照与许可 lineage；Tushare 镜像仅部分完成且缺生产关键字段；当前五层候选仍使用 synthetic 数据。"
|
||||
],
|
||||
"name": "数据与时点",
|
||||
"releaseVerified": false,
|
||||
@@ -438,19 +544,21 @@ window.QUANT_OS_PUBLIC_STATUS = {
|
||||
},
|
||||
{
|
||||
"capabilities": [
|
||||
"PIT features, purged walk-forward and deterministic Ridge",
|
||||
"train-only preprocessing, purged walk-forward and deterministic Ridge",
|
||||
"replayable frozen ModelBundle and synthetic TargetPackageV1",
|
||||
"Qlib native momentum",
|
||||
"Qlib Alpha158, LightGBM and Recorder workflow"
|
||||
],
|
||||
"claim": "synthetic research pipeline 已通过测试；Qlib 0.9.7 的 momentum 与 Alpha158/LightGBM fixture 已在真实本地运行时完成。",
|
||||
"claim": "synthetic 五层研究入口能冻结 train-only Ridge ModelBundle、逐层 trace 与 TargetPackageV1；Qlib momentum 和 Alpha158/LightGBM fixture 是另外的受限研究 smoke。",
|
||||
"evidenceLinks": [
|
||||
"architecture",
|
||||
"platform-matrix",
|
||||
"release-reachability",
|
||||
"scorecard"
|
||||
],
|
||||
"id": "research",
|
||||
"limitations": [
|
||||
"fixture 仅两只 synthetic 股票；没有授权长样本 OOS、冻结模型包或投资价值证据。"
|
||||
"候选和 Qlib fixture 均是 synthetic；尚无授权长样本 OOS、真实数据校准、平台候选观察或投资价值证据。"
|
||||
],
|
||||
"name": "研究与模型",
|
||||
"releaseVerified": false,
|
||||
@@ -458,18 +566,20 @@ window.QUANT_OS_PUBLIC_STATUS = {
|
||||
},
|
||||
{
|
||||
"capabilities": [
|
||||
"portable momentum scoring and capped target weights",
|
||||
"lot-rounded target quantities and T+1 sellable deltas",
|
||||
"factor risk, dated cost and constrained target research"
|
||||
"explicit fee/spread/square-root-impact cost forecast",
|
||||
"diagonal realized-variance risk input and deterministic constrained target",
|
||||
"single-name, industry, gross, capacity and turnover constraints",
|
||||
"post-risk weights with hash-linked lineage"
|
||||
],
|
||||
"claim": "Signal→Target→Order Delta 合同、成本、风险与约束目标在本地测试路径可重放。",
|
||||
"claim": "当前 synthetic 主链把 Ridge Alpha、显式成本、60 日对角 realized variance、deterministic optimizer 和 post-risk gate 接成可重放 TargetPackage。",
|
||||
"evidenceLinks": [
|
||||
"architecture",
|
||||
"release-reachability",
|
||||
"scorecard"
|
||||
],
|
||||
"id": "signal-portfolio",
|
||||
"limitations": [
|
||||
"风险、冲击和容量尚未用授权真实数据校准；G4/G5 均未通过。"
|
||||
"factor_risk.py 与 optional CVXPY solver 未被当前主链选择；风险、冲击和容量尚未用授权真实数据校准，G4/G5 均未通过。"
|
||||
],
|
||||
"name": "信号、组合与事前风险",
|
||||
"releaseVerified": false,
|
||||
@@ -478,20 +588,22 @@ window.QUANT_OS_PUBLIC_STATUS = {
|
||||
{
|
||||
"capabilities": [
|
||||
"local event and snapshot backtests",
|
||||
"JoinQuant hosted single-file bundle",
|
||||
"QMT built-in/qmttools backtest-only bundle",
|
||||
"fail-closed JoinQuant TargetPackage single-file consumer",
|
||||
"fail-closed QMT built-in TargetPackage backtest consumer",
|
||||
"Qlib research runners"
|
||||
],
|
||||
"claim": "本地 synthetic、Qlib fixture 与一次真实 JoinQuant hosted smoke 已运行；QMT 仍只有 bundle/harness。",
|
||||
"claim": "本地 synthetic 五层候选、平台 harness 和一次真实 JoinQuant TargetPackage execution smoke 已运行；QMT 尚无真实 peer run。",
|
||||
"evidenceLinks": [
|
||||
"platform-matrix",
|
||||
"joinquant-hosted-evidence",
|
||||
"joinquant-target-package-evidence",
|
||||
"joinquant-target-package-run",
|
||||
"cross-engine",
|
||||
"release-reachability",
|
||||
"scorecard"
|
||||
],
|
||||
"id": "backtest",
|
||||
"limitations": [
|
||||
"没有冻结同输入的本地/聚宽/QMT 逐层对比；真实 QMT 尚未运行，G9 未通过。"
|
||||
"聚宽只观察到一个 synthetic-research TargetPackage 的消费、账户/开盘价绑定和三笔成交；无真实长样本 OOS、QMT peer 或逐层真实数据 parity，G9 未通过。"
|
||||
],
|
||||
"name": "回测与跨引擎",
|
||||
"releaseVerified": false,
|
||||
@@ -501,17 +613,20 @@ window.QUANT_OS_PUBLIC_STATUS = {
|
||||
"capabilities": [
|
||||
"local and Colab zero-account smoke",
|
||||
"JQData snapshot entrypoint",
|
||||
"JoinQuant upload bundle",
|
||||
"QMT built-in and qmttools entrypoints"
|
||||
"JoinQuant momentum or explicit TargetPackage upload bundle",
|
||||
"QMT built-in TargetPackage and qmttools entrypoints"
|
||||
],
|
||||
"claim": "Local、Colab、JoinQuant、Qlib 有可执行入口；JoinQuant/Qlib 有受限真实运行时 smoke。",
|
||||
"claim": "Local、Colab、JoinQuant、QMT、Qlib 有入口；JoinQuant 已真实观察 synthetic-research TargetPackage 的 execution consumer，QMT 候选仍未实跑。",
|
||||
"evidenceLinks": [
|
||||
"platform-matrix",
|
||||
"platform-deployment"
|
||||
"joinquant-target-package-evidence",
|
||||
"joinquant-target-package-run",
|
||||
"platform-deployment",
|
||||
"release-reachability"
|
||||
],
|
||||
"id": "platforms",
|
||||
"limitations": [
|
||||
"JQData 真实账号、QMT 客户端/数据权限及平台完整导出仍是外部前置条件。"
|
||||
"JoinQuant 没有重跑上游四层；JQData 授权真实候选、QMT 客户端/数据权限、QMT peer 导出与逐层真实数据 parity 仍是外部前置条件。"
|
||||
],
|
||||
"name": "平台适配",
|
||||
"releaseVerified": false,
|
||||
@@ -560,7 +675,7 @@ window.QUANT_OS_PUBLIC_STATUS = {
|
||||
],
|
||||
"models": [
|
||||
{
|
||||
"claim": "共享 symbol normalization、momentum、target weight/quantity 与 order-delta 计算；已进入 JoinQuant hosted smoke 和本地 Qlib momentum 路径。",
|
||||
"claim": "共享 symbol normalization、momentum、target weight/quantity 与 order-delta 计算；2024 JoinQuant hosted run 只证明这一 smoke 路径。",
|
||||
"evidenceLinks": [
|
||||
"architecture",
|
||||
"bundle-manifest",
|
||||
@@ -569,27 +684,29 @@ window.QUANT_OS_PUBLIC_STATUS = {
|
||||
"id": "portable-momentum-v1",
|
||||
"investmentValueClaim": false,
|
||||
"limitations": [
|
||||
"尚无同输入 L1–L4 真实跨引擎通过证据，不是已验证的生产 champion。"
|
||||
"不是 Ridge/TargetPackage Baseline 候选；旧 hosted run 不得用于候选或 G9 计分。"
|
||||
],
|
||||
"name": "portable-momentum-v1",
|
||||
"releaseVerified": false,
|
||||
"role": "跨引擎冻结计算基线",
|
||||
"role": "平台连通性 smoke 策略",
|
||||
"status": "real_runtime"
|
||||
},
|
||||
{
|
||||
"claim": "purged walk-forward research pipeline 中可确定性训练和评估。",
|
||||
"claim": "train-only 预处理、系数、截距、训练截止和 lineage 可冻结为可重放 ModelBundle；其 synthetic TargetPackageV1 已被真实 JoinQuant execution consumer 消费并成交。",
|
||||
"evidenceLinks": [
|
||||
"architecture",
|
||||
"platform-matrix"
|
||||
"platform-matrix",
|
||||
"joinquant-target-package-evidence",
|
||||
"joinquant-target-package-run"
|
||||
],
|
||||
"id": "ridge-challenger",
|
||||
"investmentValueClaim": false,
|
||||
"limitations": [
|
||||
"只在 synthetic 研究路径验证；无真实 OOS、versioned model bundle 或跨平台推理验证。"
|
||||
"JoinQuant 只观察执行边界，未重跑上游四层；无授权真实 OOS、真实校准、QMT peer 或投资价值证据。"
|
||||
],
|
||||
"name": "Deterministic Ridge",
|
||||
"releaseVerified": false,
|
||||
"role": "synthetic 研究候选",
|
||||
"role": "synthetic 五层 Baseline 研究候选",
|
||||
"status": "tested"
|
||||
},
|
||||
{
|
||||
@@ -613,31 +730,35 @@ window.QUANT_OS_PUBLIC_STATUS = {
|
||||
{
|
||||
"gateIds": [
|
||||
"G1",
|
||||
"G2",
|
||||
"G3",
|
||||
"G5",
|
||||
"G7"
|
||||
],
|
||||
"priority": 1,
|
||||
"title": "生成授权 JQData 不可变真实快照",
|
||||
"why": "authorized JQData market snapshot and licence/lineage record"
|
||||
"title": "接通真实数据五层候选",
|
||||
"why": "The authorized provider-data path has not yet been connected end to end to the frozen Ridge ModelBundle, calibrated risk/cost inputs, five-layer Baseline candidate and TargetPackage tape; the current connected candidate remains synthetic. External prerequisite: authorized JQData market snapshot, licence/lineage record and a frozen provider-data candidate tape"
|
||||
},
|
||||
{
|
||||
"gateIds": [
|
||||
"G3",
|
||||
"G5",
|
||||
"G7",
|
||||
"G9"
|
||||
],
|
||||
"priority": 2,
|
||||
"title": "冻结聚宽同输入并完成逐层本地比较",
|
||||
"why": "complete JoinQuant hosted input/plan/order/fill export and same-input local comparison"
|
||||
"title": "冻结主链风险、优化与执行选择",
|
||||
"why": "factor_risk.py, the optional CVXPY optimizer mode and guarded TWAP/POV exist as components or optional paths but are not selected by the current Baseline main slice; the connected risk model is 60-session diagonal realized variance and execution is the reference one-shot planner."
|
||||
},
|
||||
{
|
||||
"gateIds": [
|
||||
"G3",
|
||||
"G6",
|
||||
"G7",
|
||||
"G9"
|
||||
],
|
||||
"priority": 3,
|
||||
"title": "取得真实 QMT built-in 与 qmttools 导出",
|
||||
"why": "real QMT built-in and qmttools backtest exports"
|
||||
"title": "扩展 JoinQuant 多期对账与逐层 parity",
|
||||
"why": "One synthetic-research TargetPackageV1 has been observed at the real JoinQuant execution boundary, but JoinQuant did not recompute the upstream four layers; there is no authorized real-data multi-period tape, same-input layer-by-layer parity, or real QMT peer. Required evidence: authorized real-data multi-period JoinQuant TargetPackage run plus same-input local/JoinQuant layer-by-layer reconciliation"
|
||||
},
|
||||
{
|
||||
"gateIds": [
|
||||
@@ -646,6 +767,16 @@ window.QUANT_OS_PUBLIC_STATUS = {
|
||||
"G9"
|
||||
],
|
||||
"priority": 4,
|
||||
"title": "运行真实 QMT TargetPackage 候选",
|
||||
"why": "real QMT TargetPackage built-in and qmttools backtest exports"
|
||||
},
|
||||
{
|
||||
"gateIds": [
|
||||
"G6",
|
||||
"G8",
|
||||
"G9"
|
||||
],
|
||||
"priority": 5,
|
||||
"title": "完成 QMT 券商合同探针与至少 20 日影子盘",
|
||||
"why": "real QMT historical-ST positive control, terminal/xtquant build record, broker query contract and trade-amount semantic probes, callback/restart and at least 20 trading days of shadow evidence"
|
||||
},
|
||||
@@ -654,14 +785,14 @@ window.QUANT_OS_PUBLIC_STATUS = {
|
||||
"G8",
|
||||
"G10"
|
||||
],
|
||||
"priority": 5,
|
||||
"priority": 6,
|
||||
"title": "完成连续对账、恢复演练与券商合规确认",
|
||||
"why": "continuous reconciliation, recovery drills and broker compliance confirmation"
|
||||
}
|
||||
],
|
||||
"platforms": [
|
||||
{
|
||||
"claim": "标准库套件最近记录为 224 tests、OK、6 skip；smoke + exact manifest verifier 可运行",
|
||||
"claim": "标准库套件、smoke + exact manifest verifier 可运行",
|
||||
"evidenceLinks": [
|
||||
"platform-matrix"
|
||||
],
|
||||
@@ -677,14 +808,14 @@ window.QUANT_OS_PUBLIC_STATUS = {
|
||||
"status": "tested"
|
||||
},
|
||||
{
|
||||
"claim": "research smoke + manifest verifier 可运行",
|
||||
"claim": "冻结 model bundle、TargetPackageV1、layer trace + manifest verifier 可运行；风险/成本扰动必须改变 target",
|
||||
"evidenceLinks": [
|
||||
"platform-matrix"
|
||||
],
|
||||
"id": "local-synthetic-research",
|
||||
"intendedUse": "PIT/features/walk-forward/Ridge/risk/cost/target",
|
||||
"intendedUse": "五层 vertical slice：Universe/Ridge Alpha/risk+cost Portfolio/post-risk/reference Execution",
|
||||
"limitations": [
|
||||
"Ridge 未冻结部署，未做授权长样本 OOS"
|
||||
"仍是 synthetic；当前只接对角风险与 deterministic optimizer，未做授权长样本 OOS"
|
||||
],
|
||||
"liveReady": false,
|
||||
"name": "Local synthetic research",
|
||||
@@ -757,10 +888,12 @@ window.QUANT_OS_PUBLIC_STATUS = {
|
||||
"status": "tested"
|
||||
},
|
||||
{
|
||||
"claim": "fake lifecycle 与 mock parity 可运行",
|
||||
"claim": "动量 smoke 与 TargetPackage 消费模式均有 fake lifecycle；目标包缺失/篡改不回退",
|
||||
"evidenceLinks": [
|
||||
"platform-matrix",
|
||||
"joinquant-hosted-evidence"
|
||||
"joinquant-hosted-evidence",
|
||||
"joinquant-target-package-evidence",
|
||||
"joinquant-target-package-run"
|
||||
],
|
||||
"id": "joinquant-local-harness",
|
||||
"intendedUse": "wrapper API 合同",
|
||||
@@ -774,15 +907,17 @@ window.QUANT_OS_PUBLIC_STATUS = {
|
||||
"status": "tested"
|
||||
},
|
||||
{
|
||||
"claim": "真实 2024 全年 run 已完成且可见日志 0 ERROR；单文件、PIT index/ST、批量 history、费率/滑点/10% 参与率、科创板保护价/200 股约束已运行",
|
||||
"claim": "动量 smoke 的真实 2024 全年 run 已完成；FINAL4 的单个 synthetic-research TargetPackage 已在真实 hosted 环境按 day_open 命中并产生 3 单/3 fill",
|
||||
"evidenceLinks": [
|
||||
"platform-matrix",
|
||||
"joinquant-hosted-evidence"
|
||||
"joinquant-hosted-evidence",
|
||||
"joinquant-target-package-evidence",
|
||||
"joinquant-target-package-run"
|
||||
],
|
||||
"id": "joinquant-hosted-bundle",
|
||||
"intendedUse": "hosted backtest",
|
||||
"limitations": [
|
||||
"尚无完整输入/plan/orders/fills 导出和同输入本地比较"
|
||||
"只观察 execution consumer；无授权真实长样本/OOS、上游四层 hosted 执行、QMT peer 或逐层真实数据 parity"
|
||||
],
|
||||
"liveReady": false,
|
||||
"name": "JoinQuant hosted bundle",
|
||||
@@ -791,7 +926,7 @@ window.QUANT_OS_PUBLIC_STATUS = {
|
||||
"status": "real_runtime"
|
||||
},
|
||||
{
|
||||
"claim": "Python 3.6 source、ContextInfo 回滚模拟和 mock parity",
|
||||
"claim": "Python 3.6 source、ContextInfo 回滚模拟、动量 smoke 与 TargetPackage 合同",
|
||||
"evidenceLinks": [
|
||||
"platform-matrix",
|
||||
"platform-deployment"
|
||||
@@ -808,7 +943,7 @@ window.QUANT_OS_PUBLIC_STATUS = {
|
||||
"status": "tested"
|
||||
},
|
||||
{
|
||||
"claim": "bundle 硬限制 backtest；毫秒 timetag PIT 成分/ST；固定中证 500、费率/滑点；模块全局 g",
|
||||
"claim": "两种模式都硬限制 backtest；TargetPackage 模式不重算上游四层；模块全局 g",
|
||||
"evidenceLinks": [
|
||||
"platform-matrix",
|
||||
"platform-deployment"
|
||||
@@ -816,11 +951,11 @@ window.QUANT_OS_PUBLIC_STATUS = {
|
||||
"id": "qmt-built-in-bundle",
|
||||
"intendedUse": "GUI backtest-only",
|
||||
"limitations": [
|
||||
"尚无真实 QMT run/export；10% GUI 配置与历史 ST 正例探针待取证"
|
||||
"尚无 TargetPackage 真实 QMT run/export；10% GUI 配置和执行时钟待取证"
|
||||
],
|
||||
"liveReady": false,
|
||||
"name": "QMT built-in bundle",
|
||||
"prerequisite": "授权 QMT 客户端/板块与历史 ST 数据",
|
||||
"prerequisite": "授权 QMT 客户端/历史数据",
|
||||
"releaseVerified": false,
|
||||
"status": "implemented"
|
||||
},
|
||||
@@ -928,19 +1063,28 @@ window.QUANT_OS_PUBLIC_STATUS = {
|
||||
"provenance": {
|
||||
"baselineConfig": "configs/baseline.json",
|
||||
"bundleManifest": "dist/bundle_manifest.json",
|
||||
"payloadSha256": "1243b3d6821fd7cc24d8473b094dbeb1f1791cc1931f25e5fb683489bbd0bd98",
|
||||
"payloadSha256": "76aad7a50088b9949b9c2549a4da568d14c6bc2ff4acc7df6419989637386bc3",
|
||||
"payloadSha256Semantics": "SHA-256 of canonical payload before payloadSha256 is added.",
|
||||
"platformMatrix": "docs/PLATFORM_MATRIX.md",
|
||||
"releaseReachability": "releases/quant60-research-candidate-v1/reachability.json",
|
||||
"scorecard": "gate_scorecard.json",
|
||||
"sourceSetSha256": "e49692c14e142b3bab524763243c16ae4964eb5933d35d867cf89ed52dbcc90c",
|
||||
"sourceSetSha256": "e1b8bb8827c6c051a73872f2b0ac46f18dcf705fb50768eb98090bbbe08f863c",
|
||||
"sources": [
|
||||
{
|
||||
"path": "gate_scorecard.json",
|
||||
"sha256": "59e5db5c57d1665ee4a2a2f4cf0ef93a1e7a17e1ef7aa62d0fb64da4ad637c6e"
|
||||
"sha256": "db9ed17d1b56452f973db23461e8298b4f43f319b04be373adb383133500c2b6"
|
||||
},
|
||||
{
|
||||
"path": "dist/bundle_manifest.json",
|
||||
"sha256": "7290480dbe9c5ec7453896f0ffa6d5cec2f72284cb0f723902d29b37d912bdee"
|
||||
"sha256": "3323a07d0c93c6a9dcf8ead2760025ee8f78136bf9334ca5bd4fd836fbbedb54"
|
||||
},
|
||||
{
|
||||
"path": "releases/quant60-research-candidate-v1/reachability.json",
|
||||
"sha256": "2a506c2a4a9f4d813c34be4b3d02acdef6a2aa4c6eeff304be5065f1d3d34cbb"
|
||||
},
|
||||
{
|
||||
"path": "evidence/joinquant/TP-20240311-795dcfba/2457a7c39a276e09e0fabf99e28978e1/run.json",
|
||||
"sha256": "9956c5e61bdc1c82bc24f20f24c1d65a201bab2f71c2c9e4e23eb5bd40eca6ce"
|
||||
},
|
||||
{
|
||||
"path": "configs/baseline.json",
|
||||
@@ -948,19 +1092,19 @@ window.QUANT_OS_PUBLIC_STATUS = {
|
||||
},
|
||||
{
|
||||
"path": "README.md",
|
||||
"sha256": "3bbd5821ad0641ad9bd6b6dd72a8dcebcddf8655fb0d5fa10ca16a46eaf35a62"
|
||||
"sha256": "d5593bdc4e535502ba817636053dc8ac38f8594be6f9e61f0fe2d11cf883a985"
|
||||
},
|
||||
{
|
||||
"path": "docs/ARCHITECTURE.md",
|
||||
"sha256": "b22fc952a260d0201d3b1a6bf221628c5dd341391b4e814261413e27ab181fd1"
|
||||
"sha256": "93b1981168084f40c6d127dc534ff2e60eb4cd0703c8ef446c6df58b351dfbaa"
|
||||
},
|
||||
{
|
||||
"path": "docs/AUDIT_2026-07-25.md",
|
||||
"sha256": "39731b2c828c01f83c5b8626f2ca02762c376da2cfcd62f2e2c4d8a2f32f780e"
|
||||
"sha256": "c070b49dfc2805c338400697369d886a6dc47b53af4a1834d0dfd383431e74d0"
|
||||
},
|
||||
{
|
||||
"path": "docs/PLATFORM_MATRIX.md",
|
||||
"sha256": "5a084e99df1cd31f89859b390c6cb0e79a68a0f34514bf8a30b3cc1a0c64f1eb"
|
||||
"sha256": "4880b17e54257b794398bf734d80ea40d1180e52845762987443a9c61d562a23"
|
||||
},
|
||||
{
|
||||
"path": "docs/CROSS_ENGINE_CONSISTENCY.md",
|
||||
@@ -970,6 +1114,10 @@ window.QUANT_OS_PUBLIC_STATUS = {
|
||||
"path": "docs/JOINQUANT_HOSTED_EVIDENCE_2026-07-26.md",
|
||||
"sha256": "03df249829b3ad9b4fe33c5d93afbd842561458f4ff2fe10e80e4432934eb2d2"
|
||||
},
|
||||
{
|
||||
"path": "docs/JOINQUANT_TARGET_PACKAGE_EVIDENCE_2026-07-26.md",
|
||||
"sha256": "99b62e06b843e9866dc88b0479ce474232a5cae84c8595ad5adb2bf707b3d205"
|
||||
},
|
||||
{
|
||||
"path": "docs/TUSHARE_LOCAL_DATA.md",
|
||||
"sha256": "fd6cfe6cf45dbdd82e6aa88e80b119e05a888c560b79907370c6e023b5e00e82"
|
||||
@@ -978,26 +1126,34 @@ window.QUANT_OS_PUBLIC_STATUS = {
|
||||
"path": "runbooks/PLATFORM_DEPLOYMENT.md",
|
||||
"sha256": "f6bb1eda335c0d05f96d39b4d4167ee623fe6cffeef75015ba7985638fa8f635"
|
||||
},
|
||||
{
|
||||
"path": "tools/build_release_reachability.py",
|
||||
"sha256": "fecee5980917f86440e96ccfe488e52111db5715b6f3847b87cb98f9a895b4be"
|
||||
},
|
||||
{
|
||||
"path": "tools/build_public_status.py",
|
||||
"sha256": "329332a09238499cf63530d011d4181d26edf506a23d665165e4b3ff49f796ca"
|
||||
"sha256": "38347c2238a38fc603703c7265fd1ca54480b3f3f8c453cde9f21056f207a4ec"
|
||||
}
|
||||
]
|
||||
},
|
||||
"schemaVersion": 1,
|
||||
"summary": {
|
||||
"allFiveLayersRealPlatformObserved": false,
|
||||
"candidateRealPlatformObservationScope": "target_package_execution_consumer_only",
|
||||
"candidateRealPlatformObserved": true,
|
||||
"gateCoverageLabel": "0/10 passed",
|
||||
"investmentValueClaim": false,
|
||||
"optionalSkipsRecorded": 6,
|
||||
"productionReady": false,
|
||||
"realRuntimeSmokes": [
|
||||
"JoinQuant hosted daily backtest (runtime/path only)",
|
||||
"JoinQuant TargetPackage execution consumer: one synthetic-research package, 3 orders / 3 fills (not Baseline/G9 evidence)",
|
||||
"JoinQuant portable_momentum_smoke hosted daily backtest (not Baseline/TargetPackage evidence)",
|
||||
"Qlib native momentum fixture",
|
||||
"Qlib Alpha158 + LightGBM fixture",
|
||||
"Tushare completed-partition Qlib momentum smoke"
|
||||
],
|
||||
"testEvidenceQualifier": "Scorecard-recorded run; tests do not prove real-platform or broker gates.",
|
||||
"testsRecorded": 224
|
||||
"testsRecorded": 285
|
||||
},
|
||||
"system": "Quant OS / quant60 baseline kernel"
|
||||
};
|
||||
|
||||
Reference in New Issue
Block a user