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feat: preserve Quant OS target-package vertical slice

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This commit is contained in:
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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tools/build_public_status.py
+507 -47
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@@ -18,10 +18,27 @@ PROJECT = Path(__file__).resolve().parents[1]
DEFAULT_OUTPUT = PROJECT / "status" / "status-data.js"
GLOBAL_NAME = "QUANT_OS_PUBLIC_STATUS"
SCHEMA_VERSION = 1
REACHABILITY_PATH = (
"releases/quant60-research-candidate-v1/reachability.json"
)
JOINQUANT_TARGET_PACKAGE_RUN_PATH = (
"evidence/joinquant/TP-20240311-795dcfba/"
"2457a7c39a276e09e0fabf99e28978e1/run.json"
)
JOINQUANT_TARGET_PACKAGE_DOC_PATH = (
"docs/JOINQUANT_TARGET_PACKAGE_EVIDENCE_2026-07-26.md"
)
JOINQUANT_TARGET_PACKAGE_RUN_ID = "2457a7c39a276e09e0fabf99e28978e1"
JOINQUANT_TARGET_PACKAGE_OBSERVED_AT = "2026-07-26T08:50:15Z"
JOINQUANT_TARGET_PACKAGE_BUNDLE_SHA256 = (
"0586930ddc483f4489f09b562f4d4232b458b703e6a1194af809b707211be8c4"
)
SOURCE_PATHS: Tuple[str, ...] = (
"gate_scorecard.json",
"dist/bundle_manifest.json",
REACHABILITY_PATH,
JOINQUANT_TARGET_PACKAGE_RUN_PATH,
"configs/baseline.json",
"README.md",
"docs/ARCHITECTURE.md",
@@ -29,8 +46,10 @@ SOURCE_PATHS: Tuple[str, ...] = (
"docs/PLATFORM_MATRIX.md",
"docs/CROSS_ENGINE_CONSISTENCY.md",
"docs/JOINQUANT_HOSTED_EVIDENCE_2026-07-26.md",
JOINQUANT_TARGET_PACKAGE_DOC_PATH,
"docs/TUSHARE_LOCAL_DATA.md",
"runbooks/PLATFORM_DEPLOYMENT.md",
"tools/build_release_reachability.py",
"tools/build_public_status.py",
)
@@ -245,6 +264,287 @@ def _validate_bundle_manifest(
return public_artifacts
def _validate_reachability_manifest(
project: Path, manifest: Mapping[str, Any]
) -> Dict[str, Any]:
source_root = project / "src"
inserted = str(source_root) not in sys.path
if inserted:
sys.path.insert(0, str(source_root))
try:
from quant60.release_reachability import ( # pylint: disable=import-outside-toplevel
ReleaseReachabilityError,
validate_release_reachability,
)
try:
manifest = validate_release_reachability(
manifest,
repository_root=project,
expected_release_id="quant60-research-candidate-v1",
)
except ReleaseReachabilityError as exc:
raise PublicStatusError(
f"release reachability manifest failed canonical verification: {exc}"
) from exc
finally:
if inserted:
sys.path.remove(str(source_root))
expected_layers = {"universe", "alpha", "portfolio", "risk", "execution"}
expected_capabilities = {
"implemented",
"unit_tested",
"local_entrypoint_reachable",
"jq_entrypoint_reachable",
"qmt_entrypoint_reachable",
"real_platform_observed",
}
declared_sha = str(manifest.get("manifest_sha256", ""))
body = {
key: value
for key, value in manifest.items()
if key != "manifest_sha256"
}
body_bytes = json.dumps(
body,
ensure_ascii=False,
sort_keys=True,
separators=(",", ":"),
).encode("utf-8")
actual_sha = _sha256_bytes(body_bytes)
if not re.fullmatch(r"[0-9a-f]{64}", declared_sha) or declared_sha != actual_sha:
raise PublicStatusError("release reachability manifest self-hash is invalid")
layers = manifest.get("layers")
if not isinstance(layers, dict) or set(layers) != expected_layers:
raise PublicStatusError(
"release reachability manifest must contain the canonical five layers"
)
calculated_summary: Dict[str, bool] = {}
real_platforms: set[str] = set()
real_platform_observed_layers: set[str] = set()
for capability in sorted(expected_capabilities):
statuses: List[bool] = []
for layer in sorted(expected_layers):
claims = layers[layer]
if not isinstance(claims, dict) or set(claims) != expected_capabilities:
raise PublicStatusError(
f"release reachability claims are incomplete for {layer}"
)
claim = claims[capability]
if not isinstance(claim, dict) or not isinstance(
claim.get("status"), bool
):
raise PublicStatusError(
f"release reachability status is invalid for {layer}.{capability}"
)
artifacts = claim.get("artifacts")
if not isinstance(artifacts, list):
raise PublicStatusError(
f"release reachability artifacts are invalid for {layer}.{capability}"
)
status = claim["status"]
if status != bool(artifacts):
raise PublicStatusError(
f"release reachability evidence/status mismatch for "
f"{layer}.{capability}"
)
for index, artifact in enumerate(artifacts):
if not isinstance(artifact, dict):
raise PublicStatusError(
f"release reachability artifact is invalid for "
f"{layer}.{capability}[{index}]"
)
path = _safe_repo_path(
artifact.get("path"),
label=f"{layer}.{capability}[{index}].path",
)
_verify_file_hash(project, path, str(artifact.get("sha256", "")))
if capability == "real_platform_observed":
real_platforms.add(str(artifact.get("platform", "")))
real_platform_observed_layers.add(layer)
statuses.append(status)
calculated_summary[f"all_layers_{capability}"] = all(statuses)
summary = manifest.get("summary")
if not isinstance(summary, dict) or summary != calculated_summary:
raise PublicStatusError(
"release reachability summary does not match per-layer claims"
)
if (
real_platforms != {"joinquant"}
or real_platform_observed_layers != {"execution"}
or calculated_summary["all_layers_real_platform_observed"]
):
raise PublicStatusError(
"current release may claim only JoinQuant execution observation"
)
release_id = str(manifest.get("release_id", ""))
if release_id != "quant60-research-candidate-v1":
raise PublicStatusError("unexpected release reachability release_id")
return {
"releaseId": release_id,
"manifest": REACHABILITY_PATH,
"manifestSha256": declared_sha,
"summary": calculated_summary,
"realPlatformsObserved": sorted(
platform for platform in real_platforms if platform
),
"realPlatformObservedLayers": sorted(real_platform_observed_layers),
}
def _validate_joinquant_target_package_run(
project: Path,
run: Mapping[str, Any],
) -> Dict[str, Any]:
"""Validate the narrow, redacted hosted execution observation."""
if run.get("record_type") != "joinquant_target_package_execution_smoke":
raise PublicStatusError("unexpected JoinQuant TargetPackage run type")
if run.get("platform") != "joinquant" or run.get("status") != "completed":
raise PublicStatusError("JoinQuant TargetPackage run is not completed")
if (
run.get("platform_evidence_class") != "real_platform_runtime"
or run.get("input_evidence_class") != "synthetic-research"
or run.get("performance_claim") is not False
):
raise PublicStatusError(
"JoinQuant TargetPackage evidence classes are unsafe"
)
if run.get("run_id") != JOINQUANT_TARGET_PACKAGE_RUN_ID:
raise PublicStatusError("unexpected JoinQuant TargetPackage run identity")
if run.get("observed_at") != JOINQUANT_TARGET_PACKAGE_OBSERVED_AT:
raise PublicStatusError("unexpected JoinQuant TargetPackage observation time")
backtest = run.get("backtest")
if not isinstance(backtest, dict):
raise PublicStatusError("JoinQuant TargetPackage backtest must be an object")
expected_url = (
"https://www.joinquant.com/algorithm/backtest/detail?backtestId="
+ JOINQUANT_TARGET_PACKAGE_RUN_ID
)
expected_backtest = {
"id": JOINQUANT_TARGET_PACKAGE_RUN_ID,
"url": expected_url,
"start_date": "2024-03-11",
"end_date": "2024-03-13",
"initial_capital_cny": 1_000_000,
"frequency": "day",
"python": "Python3",
"benchmark": "000905.XSHG",
"timezone": "Asia/Shanghai",
}
if backtest != expected_backtest:
raise PublicStatusError("JoinQuant TargetPackage settings drifted")
identity = run.get("artifact_identity")
if not isinstance(identity, dict):
raise PublicStatusError("JoinQuant TargetPackage identity must be an object")
expected_identity = {
"bundle_sha256": JOINQUANT_TARGET_PACKAGE_BUNDLE_SHA256,
"browser_snapshot_sha256": JOINQUANT_TARGET_PACKAGE_BUNDLE_SHA256,
"exact_browser_match": True,
"bundle_manifest_sha256": (
"91f4b4dc0bdd0d9f99b3466c830600e2678be78dd991d4499a4154bffec8597a"
),
"portable_core_sha256": (
"f9de9f18e4008bb0fc80edb0b21cae6ea06a61828d89e9b7c11057f98225fc19"
),
"wrapper_sha256": (
"0c672b64665b7c1d4409ba288b00d1608e976800af3a4f9a6467767ce4def592"
),
}
if identity != expected_identity:
raise PublicStatusError("JoinQuant TargetPackage artifact identity drifted")
target_package = run.get("target_package")
if not isinstance(target_package, dict):
raise PublicStatusError("JoinQuant TargetPackage identity is missing")
if (
target_package.get("package_id") != "TP-20240311-795dcfba"
or target_package.get("evidence_class") != "synthetic-research"
or target_package.get("package_sha256")
!= "baa15c8156aa6cb54d3775d0cd562613a9d0a4f15b0c39f2a60e0f8b8c6f1f3a"
or target_package.get("tape_sha256")
!= "5383c376951637b8d4b1ca42fc6db80347abda74c0181c0f70d6c411fb97ea64"
):
raise PublicStatusError("JoinQuant TargetPackage lineage drifted")
sessions = run.get("session_observations")
if not isinstance(sessions, list) or [
(item.get("date"), item.get("event"), item.get("orders"), item.get("fills"))
for item in sessions
if isinstance(item, dict)
] != [
("2024-03-11", "TARGET_PACKAGE_NOOP", 0, 0),
("2024-03-12", "TARGET_PACKAGE_HIT", 3, 3),
("2024-03-13", "TARGET_PACKAGE_NOOP", 0, 0),
]:
raise PublicStatusError("JoinQuant TargetPackage session evidence drifted")
if run.get("counts") != {
"orders": 3,
"fills": 3,
"skipped_orders": 0,
}:
raise PublicStatusError("JoinQuant TargetPackage order/fill counts drifted")
boundary = run.get("claim_boundary")
if not isinstance(boundary, dict):
raise PublicStatusError("JoinQuant TargetPackage claim boundary is missing")
required_false = (
"upstream_layers_real_platform_observed",
"authorized_real_data_oos_observed",
"qmt_peer_observed",
"same_input_cross_engine_parity_observed",
"all_five_layers_real_platform_observed",
"g9_passed",
"baseline_60_passed",
"release_verified",
"investment_value_claim",
)
if boundary.get("real_platform_observed_layers") != ["execution"] or any(
boundary.get(field) is not False for field in required_false
):
raise PublicStatusError(
"JoinQuant TargetPackage run overclaims its evidence boundary"
)
performance = run.get("performance")
if (
not isinstance(performance, dict)
or performance.get("investment_value_claim") is not False
or performance.get("scope") != "three-session execution wiring smoke only"
):
raise PublicStatusError(
"JoinQuant TargetPackage performance boundary is unsafe"
)
path = _safe_repo_path(
JOINQUANT_TARGET_PACKAGE_RUN_PATH,
label="JoinQuant TargetPackage run",
)
if not (project / path).is_file():
raise PublicStatusError("tracked JoinQuant TargetPackage run is missing")
return {
"runId": JOINQUANT_TARGET_PACKAGE_RUN_ID,
"observedAt": JOINQUANT_TARGET_PACKAGE_OBSERVED_AT,
"marketDataFrom": backtest["start_date"],
"marketDataThrough": backtest["end_date"],
"bundleSha256": identity["bundle_sha256"],
"packageId": target_package["package_id"],
"evidenceClass": target_package["evidence_class"],
"orders": 3,
"fills": 3,
"observedLayers": ["execution"],
"allFiveLayersObserved": False,
"qmtPeerObserved": False,
"g9Passed": False,
"baseline60Passed": False,
"investmentValueClaim": False,
}
def _extract_test_summary(facts: Sequence[Any]) -> Tuple[int | None, int | None]:
for fact in facts:
text = str(fact)
@@ -288,7 +588,13 @@ def _platform_status(name: str) -> str:
def _platform_evidence_links(name: str) -> List[str]:
links = ["platform-matrix"]
if "JoinQuant" in name:
links.append("joinquant-hosted-evidence")
links.extend(
(
"joinquant-hosted-evidence",
"joinquant-target-package-evidence",
"joinquant-target-package-run",
)
)
if "Qlib" in name or "Tushare" in name:
links.append("tushare-data")
if "QMT" in name or "XtTrader" in name:
@@ -337,6 +643,12 @@ def _build_evidence(project: Path) -> List[Dict[str, Any]]:
"dist/bundle_manifest.json",
"machine_record",
),
(
"release-reachability",
"Five-layer release reachability manifest",
REACHABILITY_PATH,
"machine_record",
),
("readme", "Quant OS verification guide", "README.md", "documentation"),
(
"architecture",
@@ -364,10 +676,22 @@ def _build_evidence(project: Path) -> List[Dict[str, Any]]:
),
(
"joinquant-hosted-evidence",
"JoinQuant hosted smoke boundary",
"JoinQuant hosted momentum smoke boundary",
"docs/JOINQUANT_HOSTED_EVIDENCE_2026-07-26.md",
"runtime_evidence",
),
(
"joinquant-target-package-evidence",
"JoinQuant TargetPackage execution evidence boundary",
JOINQUANT_TARGET_PACKAGE_DOC_PATH,
"runtime_evidence",
),
(
"joinquant-target-package-run",
"Redacted JoinQuant TargetPackage hosted run",
JOINQUANT_TARGET_PACKAGE_RUN_PATH,
"machine_record",
),
(
"tushare-data",
"Tushare inventory and Qlib bridge record",
@@ -403,14 +727,14 @@ def _build_layers() -> List[Dict[str, Any]]:
"id": "data",
"name": "数据与时点",
"status": "tested",
"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。",
"capabilities": [
"JQData raw/factor/limits/paused/PIT membership/ST snapshot",
"Tushare completed-Parquet inventory and immutable Qlib provider",
"semantic manifest and data-version verification",
],
"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。"
],
"evidenceLinks": ["architecture", "tushare-data", "scorecard"],
"releaseVerified": False,
@@ -419,52 +743,65 @@ def _build_layers() -> List[Dict[str, Any]]:
"id": "research",
"name": "研究与模型",
"status": "real_runtime",
"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。",
"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",
],
"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。"
],
"evidenceLinks": [
"architecture",
"platform-matrix",
"release-reachability",
"scorecard",
],
"evidenceLinks": ["architecture", "platform-matrix", "scorecard"],
"releaseVerified": False,
},
{
"id": "signal-portfolio",
"name": "信号、组合与事前风险",
"status": "tested",
"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。",
"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",
],
"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。"
],
"evidenceLinks": [
"architecture",
"release-reachability",
"scorecard",
],
"evidenceLinks": ["architecture", "scorecard"],
"releaseVerified": False,
},
{
"id": "backtest",
"name": "回测与跨引擎",
"status": "real_runtime",
"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。",
"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",
],
"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。"
],
"evidenceLinks": [
"platform-matrix",
"joinquant-hosted-evidence",
"joinquant-target-package-evidence",
"joinquant-target-package-run",
"cross-engine",
"release-reachability",
"scorecard",
],
"releaseVerified": False,
@@ -473,17 +810,23 @@ def _build_layers() -> List[Dict[str, Any]]:
"id": "platforms",
"name": "平台适配",
"status": "real_runtime",
"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。",
"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",
],
"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。"
],
"evidenceLinks": [
"platform-matrix",
"joinquant-target-package-evidence",
"joinquant-target-package-run",
"platform-deployment",
"release-reachability",
],
"evidenceLinks": ["platform-matrix", "platform-deployment"],
"releaseVerified": False,
},
{
@@ -526,11 +869,11 @@ def _build_models() -> List[Dict[str, Any]]:
{
"id": "portable-momentum-v1",
"name": "portable-momentum-v1",
"role": "跨引擎冻结计算基线",
"role": "平台连通性 smoke 策略",
"status": "real_runtime",
"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。",
"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。"
],
"evidenceLinks": [
"architecture",
@@ -543,13 +886,18 @@ def _build_models() -> List[Dict[str, Any]]:
{
"id": "ridge-challenger",
"name": "Deterministic Ridge",
"role": "synthetic 研究候选",
"role": "synthetic 五层 Baseline 研究候选",
"status": "tested",
"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。",
"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。"
],
"evidenceLinks": [
"architecture",
"platform-matrix",
"joinquant-target-package-evidence",
"joinquant-target-package-run",
],
"evidenceLinks": ["architecture", "platform-matrix"],
"investmentValueClaim": False,
"releaseVerified": False,
},
@@ -570,9 +918,15 @@ def _build_models() -> List[Dict[str, Any]]:
def _build_next_actions(scorecard: Mapping[str, Any]) -> List[Dict[str, Any]]:
missing = scorecard.get("current_delivery", {}).get(
"external_evidence_missing", []
)
delivery = scorecard.get("current_delivery", {})
if not isinstance(delivery, dict):
raise PublicStatusError("scorecard current_delivery must be an object")
internal = delivery.get("internal_delivery_gaps", [])
missing = delivery.get("external_evidence_missing", [])
if not isinstance(internal, list) or len(internal) < 3:
raise PublicStatusError(
"scorecard must list the internal delivery gaps blocking Baseline"
)
if not isinstance(missing, list) or len(missing) < 5:
raise PublicStatusError(
"scorecard must list the external evidence blocking release"
@@ -580,30 +934,36 @@ def _build_next_actions(scorecard: Mapping[str, Any]) -> List[Dict[str, Any]]:
return [
{
"priority": 1,
"title": "生成授权 JQData 不可变真实快照",
"why": str(missing[0]),
"gateIds": ["G1", "G3", "G7"],
"title": "接通真实数据五层候选",
"why": f"{internal[0]} External prerequisite: {missing[0]}",
"gateIds": ["G1", "G2", "G3", "G5", "G7"],
},
{
"priority": 2,
"title": "冻结聚宽同输入并完成逐层本地比较",
"why": str(missing[1]),
"gateIds": ["G3", "G9"],
"title": "冻结主链风险、优化与执行选择",
"why": str(internal[1]),
"gateIds": ["G3", "G5", "G7", "G9"],
},
{
"priority": 3,
"title": "取得真实 QMT built-in 与 qmttools 导出",
"why": str(missing[2]),
"gateIds": ["G3", "G6", "G9"],
"title": "扩展 JoinQuant 多期对账与逐层 parity",
"why": f"{internal[2]} Required evidence: {missing[1]}",
"gateIds": ["G3", "G7", "G9"],
},
{
"priority": 4,
"title": "运行真实 QMT TargetPackage 候选",
"why": str(missing[2]),
"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": str(missing[3]),
"gateIds": ["G6", "G8", "G9"],
},
{
"priority": 5,
"priority": 6,
"title": "完成连续对账、恢复演练与券商合规确认",
"why": str(missing[4]),
"gateIds": ["G8", "G10"],
@@ -615,6 +975,7 @@ def _build_freshness(
*,
scorecard: Mapping[str, Any],
joinquant_markdown: str,
joinquant_target_package_run: Mapping[str, Any],
tushare_markdown: str,
) -> List[Dict[str, Any]]:
period_match = re.search(
@@ -686,15 +1047,44 @@ def _build_freshness(
},
{
"id": "joinquant-hosted-market-window",
"label": "JoinQuant hosted smoke 行情区间",
"label": "JoinQuant hosted momentum smoke 行情区间",
"status": "runtime_smoke",
"marketDataFrom": joinquant_start,
"marketDataThrough": joinquant_end,
"value": f"{joinquant_start} — {joinquant_end}",
"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。",
"evidenceLinks": ["joinquant-hosted-evidence", "scorecard"],
},
{
"id": "joinquant-target-package-execution-smoke",
"label": "JoinQuant TargetPackage execution smoke",
"status": "runtime_smoke",
"observedAt": str(joinquant_target_package_run["observedAt"]),
"marketDataFrom": str(
joinquant_target_package_run["marketDataFrom"]
),
"marketDataThrough": str(
joinquant_target_package_run["marketDataThrough"]
),
"value": (
f"{joinquant_target_package_run['marketDataFrom']} — "
f"{joinquant_target_package_run['marketDataThrough']}; "
"3 orders / 3 fills"
),
"productionReady": False,
"investmentValueClaim": 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。"
),
"evidenceLinks": [
"joinquant-target-package-evidence",
"joinquant-target-package-run",
"release-reachability",
"scorecard",
],
},
{
"id": "tushare-daily-market-data",
"label": "Tushare daily 行情覆盖",
@@ -806,6 +1196,10 @@ def build_public_status(
project = project.resolve()
scorecard = _load_json(project / "gate_scorecard.json")
manifest = _load_json(project / "dist" / "bundle_manifest.json")
reachability_manifest = _load_json(project / REACHABILITY_PATH)
joinquant_target_package_run_raw = _load_json(
project / JOINQUANT_TARGET_PACKAGE_RUN_PATH
)
baseline = _load_json(project / "configs" / "baseline.json")
platform_markdown = (project / "docs" / "PLATFORM_MATRIX.md").read_text(
encoding="utf-8"
@@ -870,6 +1264,13 @@ def build_public_status(
test_count, optional_skips = _extract_test_summary(facts)
artifacts = _validate_bundle_manifest(project, manifest)
reachability = _validate_reachability_manifest(
project, reachability_manifest
)
joinquant_target_package_run = _validate_joinquant_target_package_run(
project,
joinquant_target_package_run_raw,
)
source_records: List[Dict[str, str]] = []
for relative in SOURCE_PATHS:
safe_path = _safe_repo_path(relative, label="provenance source")
@@ -883,6 +1284,19 @@ def build_public_status(
claim_policy = scorecard["claim_policy"]
delivery = scorecard["current_delivery"]
internal_delivery_gaps = delivery.get("internal_delivery_gaps", [])
external_evidence_missing = delivery.get("external_evidence_missing", [])
if not isinstance(internal_delivery_gaps, list) or len(internal_delivery_gaps) < 3:
raise PublicStatusError(
"scorecard must list the internal delivery gaps blocking Baseline"
)
if (
not isinstance(external_evidence_missing, list)
or len(external_evidence_missing) < 5
):
raise PublicStatusError(
"scorecard must list the external evidence blocking release"
)
payload: Dict[str, Any] = {
"schemaVersion": SCHEMA_VERSION,
"generatedAt": generated_at_value,
@@ -905,8 +1319,20 @@ def build_public_status(
"testsRecorded": test_count,
"optionalSkipsRecorded": optional_skips,
"testEvidenceQualifier": "Scorecard-recorded run; tests do not prove real-platform or broker gates.",
"candidateRealPlatformObserved": bool(
reachability["realPlatformsObserved"]
),
"candidateRealPlatformObservationScope": (
"target_package_execution_consumer_only"
),
"allFiveLayersRealPlatformObserved": bool(
reachability["summary"][
"all_layers_real_platform_observed"
]
),
"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",
@@ -915,12 +1341,45 @@ def build_public_status(
"productionReady": False,
"investmentValueClaim": False,
},
"candidateBoundary": {
"decisionMode": "target_package",
"localEvidenceClass": "synthetic_research",
"connectedRiskModel": "60-session diagonal realized variance",
"connectedOptimizer": "deterministic constrained optimizer",
"connectedExecution": "reference one-shot quantity/order-delta planner",
"realJoinQuantObserved": (
"joinquant" in reachability["realPlatformsObserved"]
),
"realQmtObserved": (
"qmt" in reachability["realPlatformsObserved"]
),
"realPlatformObservedLayers": reachability[
"realPlatformObservedLayers"
],
"allFiveLayersRealPlatformObserved": bool(
reachability["summary"][
"all_layers_real_platform_observed"
]
),
"joinQuantTargetPackageRun": joinquant_target_package_run,
"joinQuantTargetPackageCountsAsBaseline": False,
"joinQuantTargetPackageCountsAsG9": False,
"historicalJoinQuantMode": "portable_momentum_smoke",
"historicalJoinQuantCountsAsBaseline": False,
"reachability": reachability,
"releaseVerified": False,
},
"deliveryGaps": {
"internal": [str(item) for item in internal_delivery_gaps],
"externalEvidence": [str(item) for item in external_evidence_missing],
},
"layers": _build_layers(),
"models": _build_models(),
"platforms": _build_platforms(platform_markdown),
"freshness": _build_freshness(
scorecard=scorecard,
joinquant_markdown=joinquant_markdown,
joinquant_target_package_run=joinquant_target_package_run,
tushare_markdown=tushare_markdown,
),
"gates": gates,
@@ -954,6 +1413,7 @@ def build_public_status(
"provenance": {
"scorecard": "gate_scorecard.json",
"bundleManifest": "dist/bundle_manifest.json",
"releaseReachability": REACHABILITY_PATH,
"platformMatrix": "docs/PLATFORM_MATRIX.md",
"baselineConfig": "configs/baseline.json",
"sourceSetSha256": source_set_sha,