206 lines
5.8 KiB
JSON
206 lines
5.8 KiB
JSON
{
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"schema_version": "1.0",
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"record_type": "joinquant_target_package_execution_smoke",
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"platform": "joinquant",
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"status": "completed",
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"platform_evidence_class": "real_platform_runtime",
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"input_evidence_class": "synthetic-research",
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"performance_claim": false,
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"observed_at": "2026-07-26T08:50:15Z",
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"run_id": "2457a7c39a276e09e0fabf99e28978e1",
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"backtest": {
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"id": "2457a7c39a276e09e0fabf99e28978e1",
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"url": "https://www.joinquant.com/algorithm/backtest/detail?backtestId=2457a7c39a276e09e0fabf99e28978e1",
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"start_date": "2024-03-11",
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"end_date": "2024-03-13",
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"initial_capital_cny": 1000000,
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"frequency": "day",
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"python": "Python3",
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"benchmark": "000905.XSHG",
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"timezone": "Asia/Shanghai"
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},
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"artifact_identity": {
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"bundle_sha256": "0586930ddc483f4489f09b562f4d4232b458b703e6a1194af809b707211be8c4",
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"browser_snapshot_sha256": "0586930ddc483f4489f09b562f4d4232b458b703e6a1194af809b707211be8c4",
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"exact_browser_match": true,
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"bundle_manifest_sha256": "91f4b4dc0bdd0d9f99b3466c830600e2678be78dd991d4499a4154bffec8597a",
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"portable_core_sha256": "f9de9f18e4008bb0fc80edb0b21cae6ea06a61828d89e9b7c11057f98225fc19",
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"wrapper_sha256": "0c672b64665b7c1d4409ba288b00d1608e976800af3a4f9a6467767ce4def592"
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},
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"target_package": {
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"package_id": "TP-20240311-795dcfba",
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"decision_id": "RD-20240311",
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"release": "quant60-research-candidate-v1",
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"evidence_class": "synthetic-research",
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"package_sha256": "baa15c8156aa6cb54d3775d0cd562613a9d0a4f15b0c39f2a60e0f8b8c6f1f3a",
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"tape_sha256": "5383c376951637b8d4b1ca42fc6db80347abda74c0181c0f70d6c411fb97ea64",
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"signal_as_of": "2024-03-11T15:00:00+08:00",
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"next_session": "2024-03-12"
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},
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"session_observations": [
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{
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"date": "2024-03-11",
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"event": "TARGET_PACKAGE_NOOP",
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"exact_clock_match": false,
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"fallback_invoked": false,
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"orders": 0,
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"fills": 0
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},
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{
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"date": "2024-03-12",
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"event": "TARGET_PACKAGE_HIT",
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"exact_clock_match": true,
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"price_source": "CURRENT_DATA_DAY_OPEN",
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"package_weights_exact": true,
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"orders": 3,
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"fills": 3
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},
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{
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"date": "2024-03-13",
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"event": "TARGET_PACKAGE_NOOP",
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"exact_clock_match": false,
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"fallback_invoked": false,
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"orders": 0,
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"fills": 0
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}
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],
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"day_open_prices": {
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"000001.XSHE": 10.48,
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"000333.XSHE": 65.35,
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"000651.XSHE": 40.46,
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"002415.XSHE": 34.21,
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"002594.XSHE": 201.0,
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"300059.XSHE": 13.85,
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"300750.XSHE": 183.34,
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"600000.XSHG": 7.11,
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"600519.XSHG": 1693.94,
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"601012.XSHG": 22.22,
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"601318.XSHG": 43.17,
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"688981.XSHG": 47.86
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},
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"target_weights": {
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"000001.XSHE": 0.0,
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"000333.XSHE": 0.0,
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"000651.XSHE": 0.0,
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"002415.XSHE": 0.0,
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"002594.XSHE": 0.0,
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"300059.XSHE": 0.0,
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"300750.XSHE": 0.0,
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"600000.XSHG": 0.0,
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"600519.XSHG": 0.1,
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"601012.XSHG": 0.1,
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"601318.XSHG": 0.1,
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"688981.XSHG": 0.1
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},
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"target_quantities": {
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"000001.XSHE": 0,
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"000333.XSHE": 0,
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"000651.XSHE": 0,
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"002415.XSHE": 0,
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"002594.XSHE": 0,
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"300059.XSHE": 0,
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"300750.XSHE": 0,
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"600000.XSHG": 0,
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"600519.XSHG": 0,
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"601012.XSHG": 4500,
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"601318.XSHG": 2300,
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"688981.XSHG": 2000
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},
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"lot_rounding": {
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"symbol": "600519.XSHG",
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"target_weight": 0.1,
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"day_open": 1693.94,
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"board_lot": 100,
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"target_notional_cny": 100000,
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"one_board_lot_notional_cny": 169394,
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"target_quantity": 0,
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"reason": "one board lot costs more than target notional"
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},
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"orders": [
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{
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"security": "601012.XSHG",
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"target_quantity": 4500,
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"submitted_quantity": 4500,
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"style": "market",
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"status": "held"
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},
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{
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"security": "601318.XSHG",
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"target_quantity": 2300,
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"submitted_quantity": 2300,
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"style": "market",
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"status": "held"
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},
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{
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"security": "688981.XSHG",
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"target_quantity": 2000,
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"submitted_quantity": 2000,
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"style": "limit",
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"protection_price": 57.59,
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"status": "held"
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}
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],
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"fills": [
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{
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"security": "601012.XSHG",
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"quantity": 4500,
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"price": 22.22,
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"time": "2024-03-12T09:30:00"
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},
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{
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"security": "601318.XSHG",
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"quantity": 2300,
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"price": 43.18,
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"time": "2024-03-12T09:30:00"
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},
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{
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"security": "688981.XSHG",
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"quantity": 2000,
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"price": 47.87,
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"time": "2024-03-12T09:30:00"
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}
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],
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"counts": {
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"orders": 3,
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"fills": 3,
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"skipped_orders": 0
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},
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"performance": {
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"strategy_return": -0.0029,
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"annualized_return": -0.2118,
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"excess_return": -0.0149,
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"benchmark_return": 0.0122,
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"alpha": -0.341,
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"beta": 0.052,
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"sharpe": -4.712,
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"max_drawdown": 0.0047,
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"final_total_value_cny": 997148.04076,
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"scope": "three-session execution wiring smoke only",
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"investment_value_claim": false
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},
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"claim_boundary": {
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"real_platform_observed_layers": [
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"execution"
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],
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"upstream_layers_computed_in_joinquant": [],
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"upstream_layers_real_platform_observed": false,
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"authorized_real_data_oos_observed": false,
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"qmt_peer_observed": false,
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"same_input_cross_engine_parity_observed": false,
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"all_five_layers_real_platform_observed": false,
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"g9_passed": false,
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"baseline_60_passed": false,
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"release_verified": false,
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"investment_value_claim": false,
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"note": "This run proves only the hosted TargetPackage consumer, account/price binding, order submission, and fills for one synthetic-research package."
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},
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"redaction": {
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"contains_account_identifier": false,
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"contains_cookie": false,
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"contains_token": false,
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"contains_credentials": false,
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"contains_personal_information": false,
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"raw_screenshots_or_logs_included": false
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}
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}
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