// 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": "f9de9f18e4008bb0fc80edb0b21cae6ea06a61828d89e9b7c11057f98225fc19", "effectiveConfigSha256": "d4ae2882e9b5d8d673e7c62c0dc54def7c20221c358ac091ee6529bf0413df0b", "id": "joinquant", "integrity": "manifest_hashes_match_repository", "output": "dist/joinquant_strategy.py", "outputSha256": "be4ca1d5764416b7c8e6c206121c0f0bd8219e7317679d79bc72a95492286b1a", "wrapper": "platforms/joinquant_strategy.py", "wrapperSha256": "0c672b64665b7c1d4409ba288b00d1608e976800af3a4f9a6467767ce4def592" }, { "core": "src/quant60/portable_core.py", "coreSha256": "f9de9f18e4008bb0fc80edb0b21cae6ea06a61828d89e9b7c11057f98225fc19", "effectiveConfigSha256": "7e4739937e4e99e5b58154f53271d8d3bfaed47d8d1d5adc747101babde827f5", "id": "qmt_builtin", "integrity": "manifest_hashes_match_repository", "output": "dist/qmt_builtin_strategy.py", "outputSha256": "483877b7ea55c8e0f5e4e47b48a156b3add6cf0a8085011414c5c600913939b5", "wrapper": "platforms/qmt_builtin_strategy.py", "wrapperSha256": "a1e53dc22ebd9bb01be43675786151606bbed273d8ab883fb933461e379d2727" } ], "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": "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", "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": "release-reachability", "kind": "machine_record", "label": "Five-layer release reachability manifest", "path": "releases/quant60-research-candidate-v1/reachability.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 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", "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 momentum smoke 行情区间", "marketDataFrom": "2024-01-02", "marketDataThrough": "2024-12-31", "productionReady": false, "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, "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", "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；当前五层候选仍使用 synthetic 数据。" ], "name": "数据与时点", "releaseVerified": false, "status": "tested" }, { "capabilities": [ "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 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": [ "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, "status": "real_runtime" }, { "capabilities": [ "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": "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": [ "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, "status": "tested" }, { "capabilities": [ "local event and snapshot backtests", "fail-closed JoinQuant TargetPackage single-file consumer", "fail-closed QMT built-in TargetPackage backtest consumer", "Qlib research runners" ], "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-target-package-evidence", "joinquant-target-package-run", "cross-engine", "release-reachability", "scorecard" ], "id": "backtest", "limitations": [ "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, "status": "real_runtime" }, { "capabilities": [ "local and Colab zero-account smoke", "JQData snapshot entrypoint", "JoinQuant momentum or explicit TargetPackage upload bundle", "QMT built-in TargetPackage and qmttools entrypoints" ], "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", "joinquant-target-package-evidence", "joinquant-target-package-run", "platform-deployment", "release-reachability" ], "id": "platforms", "limitations": [ "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, "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；2024 JoinQuant hosted run 只证明这一 smoke 路径。", "evidenceLinks": [ "architecture", "bundle-manifest", "joinquant-hosted-evidence" ], "id": "portable-momentum-v1", "investmentValueClaim": false, "limitations": [ "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": "平台连通性 smoke 策略", "status": "real_runtime" }, { "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", "joinquant-target-package-evidence", "joinquant-target-package-run" ], "id": "ridge-challenger", "investmentValueClaim": false, "limitations": [ "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 五层 Baseline 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", "G2", "G3", "G5", "G7" ], "priority": 1, "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", "G7", "G9" ], "priority": 3, "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": [ "G6", "G8", "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" }, { "gateIds": [ "G8", "G10" ], "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、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": "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": "五层 vertical slice：Universe/Ridge Alpha/risk+cost Portfolio/post-risk/reference Execution", "limitations": [ "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", "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": "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-target-package-evidence", "joinquant-target-package-run" ], "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": "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-target-package-evidence", "joinquant-target-package-run" ], "id": "joinquant-hosted-bundle", "intendedUse": "hosted backtest", "limitations": [ "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", "prerequisite": "JoinQuant 登录/数据权限", "releaseVerified": false, "status": "real_runtime" }, { "claim": "Python 3.6 source、ContextInfo 回滚模拟、动量 smoke 与 TargetPackage 合同", "evidenceLinks": [ "platform-matrix", "platform-deployment" ], "id": "qmt-local-harness", "intendedUse": "built-in wrapper 合同", "limitations": [ "不证明 QMT" ], "liveReady": false, "name": "QMT local harness", "prerequisite": "Python ≥3.10，无账号", "releaseVerified": false, "status": "tested" }, { "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" ], "id": "qmt-built-in-bundle", "intendedUse": "GUI backtest-only", "limitations": [ "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/历史数据", "releaseVerified": false, "status": "implemented" }, { "claim": "固定中证 500/10% 参与率、参数、只读 preflight 和 hard backtest/history 合同已测", "evidenceLinks": [ "platform-matrix" ], "id": "qmttools-runner", "intendedUse": "native-Python QMT backtest/history", "limitations": [ "尚无专有运行时实跑" ], "liveReady": false, "name": "qmttools runner", "prerequisite": "券商分发 xtquant + 已登录 terminal", "releaseVerified": false, "status": "implemented" }, { "claim": "HMAC 账户绑定 + authenticated evidence envelope、decision/observation semantic replay、资产/持仓/委托/成交恒等式、fail-closed exact verifier 与 fake broker 合同", "evidenceLinks": [ "platform-matrix", "platform-deployment" ], "id": "xttrader-read-only-shadow", "intendedUse": "账户绑定 target-diff 与 broker observation", "limitations": [ "HMAC 不是 broker attestation；仍缺官方 query 失败/空结果合同、callback/restart、20 日真实 shadow；not live-ready" ], "liveReady": false, "name": "XtTrader read-only shadow", "prerequisite": "MiniQMT/QMT、账户查询权限、既有本地 HMAC key", "releaseVerified": false, "status": "tested" }, { "claim": "真实本地 fixture 成功，24 signal；保存 signal/report hash、表边界和重算 portfolio 指标", "evidenceLinks": [ "platform-matrix", "tushare-data" ], "id": "qlib-native-momentum", "intendedUse": "signal/model research", "limitations": [ "synthetic 两股票；无真实数据/OOS，无 L3/L4 parity" ], "liveReady": false, "name": "Qlib native momentum", "prerequisite": "CPython 3.12 + exactly pyqlib==0.9.7", "releaseVerified": false, "status": "real_runtime" }, { "claim": "真实 fixture 完成 model/Recorder；读取 portfolio report，保存表 hash、边界、重算指标与 artifact path", "evidenceLinks": [ "platform-matrix", "tushare-data" ], "id": "qlib-alpha158-lightgbm", "intendedUse": "model fit + Recorder workflow", "limitations": [ "synthetic 两股票性能无意义；真实 provider/OOS 和冻结模型缺失" ], "liveReady": false, "name": "Qlib Alpha158/LightGBM", "prerequisite": "同上 + LightGBM/MLflow stack", "releaseVerified": false, "status": "real_runtime" }, { "claim": "93 个 completed 文件全部通过 size/SHA/row-count；v4 provider verifier 成功；同一动量命令连续两次 evidence JSON 逐 byte 相同", "evidenceLinks": [ "platform-matrix", "tushare-data" ], "id": "tushare-local-to-qlib", "intendedUse": "completed Parquet 的只读盘点、不可变 provider 与本地研究 smoke", "limitations": [ "daily 仅完成约 8.2%，缺复权、真实 benchmark、PIT 成分/ST/停牌/涨跌停；production_ready=false" ], "liveReady": false, "name": "Tushare local → Qlib", "prerequisite": "同上 + pyarrow==24.0.0；本地镜像", "releaseVerified": false, "status": "real_runtime" }, { "claim": "mock_contract_only、real_platform_pass=false、gate_credit=[]", "evidenceLinks": [ "platform-matrix" ], "id": "mock-parity-exporter", "intendedUse": "JoinQuant/QMT wrapper 的 L2—L4 合同回归", "limitations": [ "不计 G9；必须换成真实平台导出" ], "liveReady": false, "name": "Mock parity exporter", "prerequisite": "Python ≥3.10", "releaseVerified": false, "status": "tested" } ], "provenance": { "baselineConfig": "configs/baseline.json", "bundleManifest": "dist/bundle_manifest.json", "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": "e1b8bb8827c6c051a73872f2b0ac46f18dcf705fb50768eb98090bbbe08f863c", "sources": [ { "path": "gate_scorecard.json", "sha256": "db9ed17d1b56452f973db23461e8298b4f43f319b04be373adb383133500c2b6" }, { "path": "dist/bundle_manifest.json", "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", "sha256": "939a7df386b06bc82869940572c35544e9361913b94d9e03027411e51b1006e1" }, { "path": "README.md", "sha256": "d5593bdc4e535502ba817636053dc8ac38f8594be6f9e61f0fe2d11cf883a985" }, { "path": "docs/ARCHITECTURE.md", "sha256": "93b1981168084f40c6d127dc534ff2e60eb4cd0703c8ef446c6df58b351dfbaa" }, { "path": "docs/AUDIT_2026-07-25.md", "sha256": "c070b49dfc2805c338400697369d886a6dc47b53af4a1834d0dfd383431e74d0" }, { "path": "docs/PLATFORM_MATRIX.md", "sha256": "4880b17e54257b794398bf734d80ea40d1180e52845762987443a9c61d562a23" }, { "path": "docs/CROSS_ENGINE_CONSISTENCY.md", "sha256": "358e4798bf853a96cb288ac379f916938415b86e86dbe4fa0e3fb4a86a612b6f" }, { "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" }, { "path": "runbooks/PLATFORM_DEPLOYMENT.md", "sha256": "f6bb1eda335c0d05f96d39b4d4167ee623fe6cffeef75015ba7985638fa8f635" }, { "path": "tools/build_release_reachability.py", "sha256": "fecee5980917f86440e96ccfe488e52111db5715b6f3847b87cb98f9a895b4be" }, { "path": "tools/build_public_status.py", "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 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": 285 }, "system": "Quant OS / quant60 baseline kernel" };