{ "schema_version": "1.0", "system": "Quant OS / quant60 baseline kernel", "audit_as_of": "2026-07-26", "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 current standard-library suite completed 285 tests with OK and 6 optional-runtime skips; 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 inventory verified all 93 completed Parquet files against recorded size, SHA-256 and row count. An immutable managed Qlib provider and the same early-history momentum command produced byte-identical evidence JSON twice with PYTHONHASHSEED=0. The mirror is only about 8.2% complete for daily partitions and lacks adjustment, real benchmark, point-in-time membership, ST, suspension and limit data, so production_ready and investment_value_claim remain false and no gate credit is earned.", "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, callback/restart and at least 20 trading days of shadow evidence", "continuous reconciliation, recovery drills and broker compliance 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", "QMT 至少 20 个交易日影子记录" ], "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": [] } ] }