// Generated by tools/build_public_status.py; do not edit by hand. window.QUANT_OS_PUBLIC_STATUS = { "auditAsOf": "2026-07-26", "bundles": { "artifacts": [ { "core": "src/quant60/portable_core.py", "coreSha256": "af29e4e5e10705cf6aff89874394c1e80d3780f093c19d90ed53ef9d0188a934", "effectiveConfigSha256": "3ef9b9efda9ec6cc5f57a5daca57cab3b68242e0368f18fdaaf9e249bdaa7873", "id": "joinquant", "integrity": "manifest_hashes_match_repository", "output": "dist/joinquant_strategy.py", "outputSha256": "22ddb0546beb3bd4e4bbedecb271452111324c3903e45be1f4ac3d39f38cce4f", "wrapper": "platforms/joinquant_strategy.py", "wrapperSha256": "b5a8e3b0a774a0f45f52f6bcccbe786e234913a1a4cf5b68b85e2bd989ee9294" }, { "core": "src/quant60/portable_core.py", "coreSha256": "af29e4e5e10705cf6aff89874394c1e80d3780f093c19d90ed53ef9d0188a934", "effectiveConfigSha256": "11f189ea5c9d4eaddeb6394dc342abc871941cb3395d7ff79aae1275ce2ad98f", "id": "qmt_builtin", "integrity": "manifest_hashes_match_repository", "output": "dist/qmt_builtin_strategy.py", "outputSha256": "ad503e5ebde60a5deb0ec86334c04d4be2d77ab91d9607d4fe88e2119f22d5dc", "wrapper": "platforms/qmt_builtin_strategy.py", "wrapperSha256": "efb931bbd04d0abf0a576f2422a13403fd4d659dccf59f8170e8b13b1bafa640" } ], "baselineConfig": "configs/baseline.json", "baselineConfigSha256": "939a7df386b06bc82869940572c35544e9361913b94d9e03027411e51b1006e1", "baselineParameters": { "benchmark": "000905.XSHG", "cashBuffer": 0.02, "grossTarget": 0.95, "lookback": 20, "maxWeight": 0.05, "participationRate": 0.1, "rebalanceSchedule": "weekly_first_close", "slippageBps": 2.0, "topN": 20, "universeMode": "pit_index" }, "portableCoreSha256": "af29e4e5e10705cf6aff89874394c1e80d3780f093c19d90ed53ef9d0188a934", "schemaVersion": 1 }, "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。", "releaseVerified": false, "score": null, "scoreStatus": "not_scored", "status": "NOT_BASELINE_60" }, "evidence": [ { "id": "scorecard", "kind": "machine_record", "label": "Gate scorecard", "path": "gate_scorecard.json" }, { "id": "bundle-manifest", "kind": "machine_record", "label": "Portable bundle manifest", "path": "dist/bundle_manifest.json" }, { "id": "readme", "kind": "documentation", "label": "Quant OS verification guide", "path": "README.md" }, { "id": "architecture", "kind": "documentation", "label": "Architecture and trust boundaries", "path": "docs/ARCHITECTURE.md" }, { "id": "audit", "kind": "audit", "label": "Baseline 60 reassessment", "path": "docs/AUDIT_2026-07-25.md" }, { "id": "platform-matrix", "kind": "audit", "label": "Platform capability matrix", "path": "docs/PLATFORM_MATRIX.md" }, { "id": "cross-engine", "kind": "documentation", "label": "Cross-engine consistency contract", "path": "docs/CROSS_ENGINE_CONSISTENCY.md" }, { "id": "joinquant-hosted-evidence", "kind": "runtime_evidence", "label": "JoinQuant hosted smoke boundary", "path": "docs/JOINQUANT_HOSTED_EVIDENCE_2026-07-26.md" }, { "id": "tushare-data", "kind": "runtime_evidence", "label": "Tushare inventory and Qlib bridge record", "path": "docs/TUSHARE_LOCAL_DATA.md" }, { "id": "platform-deployment", "kind": "runbook", "label": "Platform deployment runbook", "path": "runbooks/PLATFORM_DEPLOYMENT.md" } ], "freshness": [ { "asOf": "2026-07-26", "evidenceLinks": [ "scorecard", "audit" ], "id": "project-audit", "label": "项目证据审计", "semantics": "证据盘点日期;不是部署时间,也不是行情截止日。", "status": "recorded", "value": "2026-07-26" }, { "evidenceLinks": [ "joinquant-hosted-evidence", "scorecard" ], "id": "joinquant-hosted-market-window", "label": "JoinQuant hosted 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。", "status": "runtime_smoke", "value": "2024-01-02 — 2024-12-31" }, { "completedPartitions": 35, "completedRows": 28731, "completionLabel": "35/428(约 8.2%)", "completionRatio": 0.081776, "evidenceLinks": [ "tushare-data", "scorecard" ], "id": "tushare-daily-market-data", "label": "Tushare daily 行情覆盖", "marketDataFrom": "1990-12-19", "marketDataThrough": "1993-10-29", "plannedPartitions": 428, "productionReady": false, "semantics": "marketDataThrough 仅取自 daily 行情分区;绝不使用覆盖更晚的 trade_cal 日期。", "status": "partial", "value": "35/428(约 8.2%),行情截至 1993-10-29" }, { "evidenceLinks": [ "platform-matrix", "scorecard" ], "id": "jqdata-real-snapshot", "label": "JQData 授权真实快照", "marketDataThrough": null, "productionReady": false, "semantics": "只有 fake-provider 合同测试;尚无授权账号生成并保存的真实快照。", "status": "blocked", "value": "N/A" }, { "evidenceLinks": [ "platform-matrix", "platform-deployment", "scorecard" ], "id": "qmt-broker-real-runtime", "label": "QMT / broker 真实运行", "lastRealRuntimeAt": null, "productionReady": false, "semantics": "QMT 只有 bundle/harness,XtTrader 只有 fake-broker 只读合同;尚无真实运行或 20 日影子证据。", "status": "blocked", "value": "N/A" } ], "gates": [ { "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。", "claim": "未通过;不得计分。", "evidence": [], "evidenceLinks": [ "scorecard", "audit" ], "id": "G1", "limitations": [ "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" ], "name": "数据时点", "requiredEvidence": [ "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" ], "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。", "claim": "未通过;不得计分。", "evidence": [], "evidenceLinks": [ "scorecard", "audit" ], "id": "G2", "limitations": [ "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" ], "name": "样本外验证", "requiredEvidence": [ "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" ], "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。", "claim": "未通过;不得计分。", "evidence": [], "evidenceLinks": [ "scorecard", "audit" ], "id": "G3", "limitations": [ "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" ], "name": "A 股现实", "requiredEvidence": [ "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" ], "status": "not_passed" }, { "acceptance": "Signal、Target、OrderEvent、BrokerSnapshot 分层落盘并通过版本化 JSON Schema 验证。", "claim": "未通过;不得计分。", "evidence": [], "evidenceLinks": [ "scorecard", "audit" ], "id": "G4", "limitations": [ "四类 schema 的发布验证报告", "正反例 fixture", "迁移兼容性策略和演练" ], "name": "稳定合约", "requiredEvidence": [ "四类 schema 的发布验证报告", "正反例 fixture", "迁移兼容性策略和演练" ], "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。", "claim": "未通过;不得计分。", "evidence": [], "evidenceLinks": [ "scorecard", "audit" ], "id": "G5", "limitations": [ "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" ], "name": "事前风险", "requiredEvidence": [ "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" ], "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。", "claim": "未通过;不得计分。", "evidence": [], "evidenceLinks": [ "scorecard", "audit" ], "id": "G6", "limitations": [ "状态机测试报告", "券商回调脱敏回放", "重启幂等演练" ], "name": "订单状态", "requiredEvidence": [ "状态机测试报告", "券商回调脱敏回放", "重启幂等演练" ], "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。", "claim": "未通过;不得计分。", "evidence": [], "evidenceLinks": [ "scorecard", "audit" ], "id": "G7", "limitations": [ "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" ], "name": "可复现", "requiredEvidence": [ "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" ], "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。", "claim": "未通过;不得计分。", "evidence": [], "evidenceLinks": [ "scorecard", "audit" ], "id": "G8", "limitations": [ "连续对账报告", "故障注入/恢复演练", "kill switch 测试" ], "name": "对账与停机", "requiredEvidence": [ "连续对账报告", "故障注入/恢复演练", "kill switch 测试" ], "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。", "claim": "未通过;不得计分。", "evidence": [], "evidenceLinks": [ "scorecard", "audit" ], "id": "G9", "limitations": [ "真实平台跨引擎 manifest", "逐层 signal/target/order 差异", "QMT 至少 20 个交易日影子记录" ], "name": "跨引擎一致性", "requiredEvidence": [ "真实平台跨引擎 manifest", "逐层 signal/target/order 差异", "QMT 至少 20 个交易日影子记录" ], "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。", "claim": "未通过;不得计分。", "evidence": [], "evidenceLinks": [ "scorecard", "audit" ], "id": "G10", "limitations": [ "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" ], "name": "合规", "requiredEvidence": [ "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" ], "status": "not_passed" } ], "generatedAt": "2026-07-26T00:00:00Z", "generatedAtSource": "audit_as_of", "layers": [ { "capabilities": [ "JQData raw/factor/limits/paused/PIT membership/ST snapshot", "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。", "evidenceLinks": [ "architecture", "tushare-data", "scorecard" ], "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。" ], "name": "数据与时点", "releaseVerified": false, "status": "tested" }, { "capabilities": [ "PIT features, purged walk-forward and deterministic Ridge", "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。", "evidenceLinks": [ "architecture", "platform-matrix", "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。" ], "name": "研究与模型", "releaseVerified": false, "status": "real_runtime" }, { "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" ], "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。", "evidenceLinks": [ "architecture", "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。" ], "name": "信号、组合与事前风险", "releaseVerified": false, "status": "tested" }, { "capabilities": [ "local event and snapshot backtests", "JoinQuant hosted single-file bundle", "QMT built-in/qmttools backtest-only bundle", "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。", "evidenceLinks": [ "platform-matrix", "joinquant-hosted-evidence", "cross-engine", "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。" ], "name": "回测与跨引擎", "releaseVerified": false, "status": "real_runtime" }, { "capabilities": [ "local and Colab zero-account smoke", "JQData snapshot entrypoint", "JoinQuant upload bundle", "QMT built-in 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。", "evidenceLinks": [ "platform-matrix", "platform-deployment" ], "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。" ], "name": "平台适配", "releaseVerified": false, "status": "real_runtime" }, { "capabilities": [ "read-only broker observation and broker snapshot", "account-bound target-diff shadow plan", "authenticated evidence envelope and exact replay" ], "claim": "XtTrader operator 入口严格只读;HMAC 账户绑定和 semantic replay 已有 fake-broker 合同测试。", "evidenceLinks": [ "architecture", "platform-matrix", "scorecard" ], "id": "broker-oms", "limitations": [ "无真实券商 attestation、回调/重启证明和 20 个交易日影子记录;没有实盘下单入口。" ], "name": "券商、订单与影子盘", "releaseVerified": false, "status": "blocked" }, { "capabilities": [ "versioned exchange schemas and manifest verification", "ledger replay and reconciliation contracts", "security, deployment and incident runbooks" ], "claim": "版本化 schema、manifest、hash-chain、runbook 与 fail-closed 验证器已实现。", "evidenceLinks": [ "architecture", "scorecard", "platform-deployment" ], "id": "operations", "limitations": [ "缺连续真实对账、恢复演练、kill switch 演练及券商程序化交易书面确认。" ], "name": "证据、对账与合规", "releaseVerified": false, "status": "blocked" } ], "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。", "evidenceLinks": [ "architecture", "bundle-manifest", "joinquant-hosted-evidence" ], "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。" ], "name": "portable-momentum-v1", "releaseVerified": false, "role": "跨引擎冻结计算基线", "status": "real_runtime" }, { "claim": "purged walk-forward research pipeline 中可确定性训练和评估。", "evidenceLinks": [ "architecture", "platform-matrix" ], "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。" ], "name": "Deterministic Ridge", "releaseVerified": false, "role": "synthetic 研究候选", "status": "tested" }, { "claim": "pyqlib 0.9.7 的 fit、Recorder 和 portfolio workflow 已在真实本地运行时完成。", "evidenceLinks": [ "architecture", "platform-matrix" ], "id": "alpha158-lightgbm", "investmentValueClaim": false, "limitations": [ "数据仅为两只 synthetic 股票 fixture;表现没有投资意义,尚无冻结部署模型。" ], "name": "Alpha158 + LightGBM", "releaseVerified": false, "role": "Qlib 研究候选", "status": "real_runtime" } ], "nextActions": [ { "gateIds": [ "G1", "G3", "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" }, { "gateIds": [ "G3", "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" }, { "gateIds": [ "G3", "G6", "G9" ], "priority": 3, "title": "取得真实 QMT built-in 与 qmttools 导出", "why": "real QMT built-in and qmttools backtest exports" }, { "gateIds": [ "G6", "G8", "G9" ], "priority": 4, "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" }, { "gateIds": [ "G8", "G10" ], "priority": 5, "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", "evidenceLinks": [ "platform-matrix" ], "id": "local-synthetic-execution", "intendedUse": "确定性事件回测、ledger/replay", "limitations": [ "synthetic 不代表真实市场/收益" ], "liveReady": false, "name": "Local synthetic execution", "prerequisite": "Python ≥3.10,无账号", "releaseVerified": false, "status": "tested" }, { "claim": "research smoke + manifest verifier 可运行", "evidenceLinks": [ "platform-matrix" ], "id": "local-synthetic-research", "intendedUse": "PIT/features/walk-forward/Ridge/risk/cost/target", "limitations": [ "Ridge 未冻结部署,未做授权长样本 OOS" ], "liveReady": false, "name": "Local synthetic research", "prerequisite": "Python ≥3.10,无账号", "releaseVerified": false, "status": "tested" }, { "claim": "fake-provider 测试覆盖 raw/factor/pre-close/limits/paused/PIT is_st/membership、24:00 完整收盘约束和语义 verifier", "evidenceLinks": [ "platform-matrix" ], "id": "jqdata-ingestion", "intendedUse": "授权数据到 canonical immutable snapshot", "limitations": [ "尚未登录真实账号保存快照、许可与 lineage" ], "liveReady": false, "name": "JQData ingestion", "prerequisite": "jqdatasdk==1.9.8 + 授权账号", "releaseVerified": false, "status": "tested" }, { "claim": "snapshot-backtest 复用 production decision path,输出普通 run manifest", "evidenceLinks": [ "platform-matrix" ], "id": "snapshot-local-backtest", "intendedUse": "PIT membership 的 provider-data 本地回测", "limitations": [ "尚无授权真实 snapshot;仍是本地 fill model" ], "liveReady": false, "name": "Snapshot local backtest", "prerequisite": "semantic verifier 通过的 snapshot", "releaseVerified": false, "status": "tested" }, { "claim": "fail-closed broker state 与 exact decision manifest verifier 已实现", "evidenceLinks": [ "platform-matrix" ], "id": "snapshot-decision", "intendedUse": "某决策日 Signal/Target/Order Delta", "limitations": [ "未接真实账户 snapshot,未冻结生产模型" ], "liveReady": false, "name": "Snapshot decision", "prerequisite": "snapshot + equity 或完整 broker snapshot", "releaseVerified": false, "status": "tested" }, { "claim": "notebook 已可本地逐 cell 执行", "evidenceLinks": [ "platform-matrix" ], "id": "colab", "intendedUse": "clone、测试、bundle、本地两条 synthetic 链;可选 JQData/Qlib", "limitations": [ "可选账号/依赖 cell 仍需运行时授权;不是平台证据" ], "liveReady": false, "name": "Colab", "prerequisite": "Colab runtime", "releaseVerified": false, "status": "tested" }, { "claim": "fake lifecycle 与 mock parity 可运行", "evidenceLinks": [ "platform-matrix", "joinquant-hosted-evidence" ], "id": "joinquant-local-harness", "intendedUse": "wrapper API 合同", "limitations": [ "不证明 JoinQuant" ], "liveReady": false, "name": "JoinQuant local harness", "prerequisite": "Python ≥3.10,无账号", "releaseVerified": false, "status": "tested" }, { "claim": "真实 2024 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