89 lines
1.7 KiB
JSON
89 lines
1.7 KiB
JSON
{
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"$schema": "https://json-schema.org/draft/2020-12/schema",
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"$id": "https://boat.local/quant60/schemas/signal.schema.json",
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"title": "Quant60 signal record",
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"description": "A point-in-time model output. It is not a target position or an order.",
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"type": "object",
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"additionalProperties": false,
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"required": [
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"schema_version",
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"run_id",
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"signal_id",
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"as_of",
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"symbol",
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"horizon_trading_days",
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"score",
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"model_version",
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"data_version"
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],
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"properties": {
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"schema_version": {
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"const": "1.0"
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},
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"run_id": {
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"type": "string",
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"minLength": 1
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},
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"signal_id": {
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"type": "string",
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"minLength": 1
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},
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"as_of": {
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"type": "string",
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"format": "date-time"
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},
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"symbol": {
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"$ref": "#/$defs/canonical_symbol"
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},
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"horizon_trading_days": {
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"type": "integer",
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"minimum": 1
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},
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"score": {
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"type": "number"
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},
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"expected_excess_return": {
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"type": [
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"number",
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"null"
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]
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},
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"confidence": {
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"type": [
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"number",
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"null"
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],
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"minimum": 0,
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"maximum": 1
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},
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"model_version": {
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"type": "string",
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"minLength": 1
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},
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"data_version": {
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"type": "string",
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"minLength": 1
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},
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"feature_version": {
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"type": [
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"string",
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"null"
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]
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},
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"metadata": {
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"type": "object"
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}
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},
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"$defs": {
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"canonical_symbol": {
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"type": "string",
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"pattern": "^[0-9]{6}\\.(XSHG|XSHE|XBSE)$",
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"examples": [
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"600000.XSHG",
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"000001.XSHE",
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"830799.XBSE"
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]
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}
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}
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}
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