{ "schema_version": "1.0", "system": "Quant OS / quant60 baseline kernel", "audit_as_of": "2026-07-31", "claim_policy": { "baseline_threshold": 60, "all_gates_required": true, "rule": "A score is earned only by linked, reproducible evidence. Source files, mocks, fixtures and successful unit tests do not prove real-platform, live-broker or compliance gates.", "current_claim": "NOT_BASELINE_60" }, "article_reassessment": { "design_coverage": { "score": 70, "out_of": 100, "scope": "How much of the intended research-to-production responsibility chain the 2026-07-22 article discusses.", "status": "estimated" }, "implementable_specification": { "score": 49, "out_of": 100, "scope": "How much of the article was sufficiently specified to implement without inventing contracts, data semantics, defaults or operational decisions.", "status": "estimated" }, "original_implementation_evidence": { "score": 6, "out_of": 100, "scope": "Evidence present before the first code delivery; this historical score is not the score of the current Quant OS repository.", "status": "historical" }, "gates_passed": 0, "gates_total": 10 }, "current_delivery": { "score": null, "status": "not_scored", "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。", "verified_supporting_facts": [ "The independent-repository standard-library suite completed 325 tests with OK and 1 optional-runtime skip; successful local tests do not prove real-platform, broker or compliance gates.", "The local synthetic research entrypoint now executes one causally linked Universe → Ridge Alpha → cost/risk-aware Portfolio → post-risk gate → reference Execution path, freezes a replayable ModelBundle, and publishes a hash-linked TargetPackageV1 and five-layer trace. This is structural synthetic evidence only.", "The connected candidate currently uses 60-session diagonal realized variance, explicit spread/fee/square-root-impact cost forecasts, the deterministic constrained optimizer, a post-target risk gate, and reference lot/T+1 order deltas. factor_risk.py, the optional CVXPY solver mode, and guarded TWAP/POV are not selected by the current main slice.", "JoinQuant and QMT target-package modes verify an exact embedded package tape, match the declared dual clock, bind platform equity/positions/sellable quantities/prices, and reject missing, duplicate or tampered packages without falling back to momentum. Both modes have local harness/contract evidence; JoinQuant execution alone now also has one narrow real hosted smoke.", "JoinQuant backtest 2457a7c39a276e09e0fabf99e28978e1 ran the exact FINAL4 bundle for 2024-03-11 through 2024-03-13 with CNY 1,000,000, daily Python3 and CSI 500 benchmark. It observed 3/11 and 3/13 no-op, an exact package hit on 3/12 using CURRENT_DATA_DAY_OPEN, exact package weights, three accepted orders and three fills. The input evidence class remains synthetic-research; only execution.real_platform_observed is true, performance_claim is false, and this run earns no G9 or Baseline score.", "The JQData adapter maps raw bars, adjustment factor, previous close, daily limits, pause state, PIT is_st and daily PIT index membership into a semantically revalidated snapshot; it rejects an end date that has not reached the provider's complete daily-bar boundary, and only fake-provider tests have been run so far.", "The local snapshot can drive snapshot-backtest and snapshot-decision with manifest verification; it freezes a cross-checked provider trading calendar, and a T-close signal can bind only to a broker observation in the unique next session's Asia/Shanghai [09:00,09:30) window without collapsing the two clocks.", "CPython 3.12 with pyqlib 0.9.7 completed a native momentum fixture smoke with 24 signals and saved audited portfolio-table hashes, bounds and recomputed metrics.", "Qlib Alpha158, LightGBM and Recorder completed a real local fixture smoke with audited portfolio output; the deterministic two-stock synthetic fixture has no investment-value meaning.", "The local Tushare CSI500 2018-2025 scoped release double-verified 221/221 selected jobs and confirmed that all remained latest; the live SQLite ledger changed only because of unrelated downloader jobs. The dedicated lineage verifier matched all 221 converter source jobs on id, path, row_count, byte_count, sha256 and request_sha256 with mismatch_count=0, so converter_source_matches_current=true. The verified Qlib provider has data version 5bf19d2da064357ad1802bca4bfa0c0505ed63fe2b24785ec6c56ecff1724963, manifest SHA-256 27fb6fedb6a4b114eae2aba44505fb6c4d32c7a9ae81e58c724dfadb8dd10ed0, 10,011 files, 71,707,194 bytes, 1,942 sessions, 1,111 instruments, adjusted prices, a real SH000905 benchmark and next-session-effective historical membership. Two identical runs produced SHA-256 803035a95ee9cf6f90af20cdf7e7024149b97e0113b585209a80f80048be87d3, 176,615 signals and 1,698 portfolio days. Historical stock_st remains unavailable and the Qlib 9.5% limit threshold is only a market-level approximation, so production_ready and investment_value_claim remain false and gate_credit remains empty.", "A real JoinQuant daily hosted backtest completed for 2024-01-02 through 2024-12-31 with CNY 1,000,000; the visible completed-run log had zero ERROR/Traceback/order-rejection entries. That run used portable_momentum_smoke, not the Ridge/TargetPackage Baseline candidate, and earns no candidate or cross-engine gate credit.", "The QMT shadow CLI is strictly read-only and produces HMAC account-bound broker observation, broker snapshot and target-diff artifacts. QMT_SHADOW_EVIDENCE_V1 authenticates semantic content, deterministic published bytes, the original decision, planner/engine/operator source and fixed policy; semantic replay verifies exact derived state. Independent local QA completed 58 deterministic scenarios, 500 malformed fuzz cases and 300 legal-observation fuzz cases with no P0/P1. This is Quant OS publisher integrity, not broker attestation, and it still has only fake-broker evidence.", "JoinQuant/QMT mock parity is mock_contract_only, real_platform_pass is false and it earns no G9 gate credit." ], "internal_delivery_gaps": [ "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." ], "external_evidence_missing": [ "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, and callback/restart evidence; Baseline 60 requires at least 20 trading days of shadow, while the current Production 80 gap requires at least 60 trading days for the same frozen candidate", "continuous reconciliation, recovery drills and broker programmatic-trading report/verification confirmation" ] }, "gates": [ { "id": "G1", "name": "数据时点", "status": "not_passed", "acceptance": "历史预测可重放当时实际可得数据；财报按 available_time 连接；未来公告注入测试被拒绝。", "required_evidence": [ "PIT 数据 manifest 与字段可得时间规范", "未来公告注入测试报告", "授权真实数据的历史决策日抽样重放报告" ], "evidence": [] }, { "id": "G2", "name": "样本外验证", "status": "not_passed", "acceptance": "时间有序且带 purge/embargo 的 walk-forward；测试集隔离；成本后多状态结果已保存。", "required_evidence": [ "切分代码与测试", "真实授权长样本上的冻结 walk-forward 报告", "未触碰测试集声明和冻结模型包" ], "evidence": [] }, { "id": "G3", "name": "A 股现实", "status": "not_passed", "acceptance": "停复牌、涨跌停、交易单位、T+1、费用、公司行动和日期化规则均被回放验证。", "required_evidence": [ "每类规则的回归夹具", "日期化规则版本", "真实平台跨引擎差异报告" ], "evidence": [] }, { "id": "G4", "name": "稳定合约", "status": "not_passed", "acceptance": "Signal、Target、OrderEvent、BrokerSnapshot 分层落盘并通过版本化 JSON Schema 验证。", "required_evidence": [ "四类 schema 的发布验证报告", "正反例 fixture", "迁移兼容性策略和演练" ], "evidence": [] }, { "id": "G5", "name": "事前风险", "status": "not_passed", "acceptance": "目标生成前检查集中度、行业/风格、组合波动、流动性、换手与不可卖仓位。", "required_evidence": [ "真实数据校准的风险模型版本", "约束解释与不可行降级测试", "压力测试和容量报告" ], "evidence": [] }, { "id": "G6", "name": "订单状态", "status": "not_passed", "acceptance": "真实或券商认证环境覆盖受理、部分成交、全成、撤单中、已撤、拒单、乱序/重复与未知状态。", "required_evidence": [ "状态机测试报告", "券商回调脱敏回放", "重启幂等演练" ], "evidence": [] }, { "id": "G7", "name": "可复现", "status": "not_passed", "acceptance": "每个 run 绑定代码、Python/依赖、配置 hash、数据、模型、规则与随机种子；固定输入可重放。", "required_evidence": [ "发布级 run manifest", "干净环境重建记录", "版本冻结后的确定性重放差异报告" ], "evidence": [] }, { "id": "G8", "name": "对账与停机", "status": "not_passed", "acceptance": "启动、运行中、日终对账；不明差异阻止新单；kill switch 与恢复手册经过演练。", "required_evidence": [ "连续对账报告", "故障注入/恢复演练", "kill switch 测试" ], "evidence": [] }, { "id": "G9", "name": "跨引擎一致性", "status": "not_passed", "acceptance": "同一 canonical fixture/config 在本地、聚宽与可用 QMT/Qlib 路径上的语义差异处于声明容差且有原因码。", "required_evidence": [ "真实平台跨引擎 manifest", "逐层 signal/target/order 差异", "Baseline 60 所需的 QMT 至少 20 个交易日影子记录；Production 80 另要求同一冻结候选至少 60 个交易日" ], "evidence": [] }, { "id": "G10", "name": "合规", "status": "not_passed", "acceptance": "实际券商书面确认接口权限、频率、模拟/实盘差异及程序化交易报告要求，完成先报告后交易。", "required_evidence": [ "券商确认材料索引", "程序化交易报告状态", "账户权限与限额检查记录" ], "evidence": [] } ] }