1004 lines
33 KiB
JavaScript
1004 lines
33 KiB
JavaScript
// Generated by tools/build_public_status.py; do not edit by hand.
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window.QUANT_OS_PUBLIC_STATUS = {
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"auditAsOf": "2026-07-26",
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"bundles": {
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"artifacts": [
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{
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"core": "src/quant60/portable_core.py",
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"coreSha256": "af29e4e5e10705cf6aff89874394c1e80d3780f093c19d90ed53ef9d0188a934",
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"effectiveConfigSha256": "3ef9b9efda9ec6cc5f57a5daca57cab3b68242e0368f18fdaaf9e249bdaa7873",
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"id": "joinquant",
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"integrity": "manifest_hashes_match_repository",
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"output": "dist/joinquant_strategy.py",
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"outputSha256": "22ddb0546beb3bd4e4bbedecb271452111324c3903e45be1f4ac3d39f38cce4f",
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"wrapper": "platforms/joinquant_strategy.py",
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"wrapperSha256": "b5a8e3b0a774a0f45f52f6bcccbe786e234913a1a4cf5b68b85e2bd989ee9294"
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},
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{
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"core": "src/quant60/portable_core.py",
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"coreSha256": "af29e4e5e10705cf6aff89874394c1e80d3780f093c19d90ed53ef9d0188a934",
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"effectiveConfigSha256": "11f189ea5c9d4eaddeb6394dc342abc871941cb3395d7ff79aae1275ce2ad98f",
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"id": "qmt_builtin",
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"integrity": "manifest_hashes_match_repository",
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"output": "dist/qmt_builtin_strategy.py",
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"outputSha256": "ad503e5ebde60a5deb0ec86334c04d4be2d77ab91d9607d4fe88e2119f22d5dc",
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"wrapper": "platforms/qmt_builtin_strategy.py",
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"wrapperSha256": "efb931bbd04d0abf0a576f2422a13403fd4d659dccf59f8170e8b13b1bafa640"
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}
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],
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"baselineConfig": "configs/baseline.json",
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"baselineConfigSha256": "939a7df386b06bc82869940572c35544e9361913b94d9e03027411e51b1006e1",
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"baselineParameters": {
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"benchmark": "000905.XSHG",
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"cashBuffer": 0.02,
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"grossTarget": 0.95,
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"lookback": 20,
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"maxWeight": 0.05,
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"participationRate": 0.1,
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"rebalanceSchedule": "weekly_first_close",
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"slippageBps": 2.0,
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"topN": 20,
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"universeMode": "pit_index"
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},
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"portableCoreSha256": "af29e4e5e10705cf6aff89874394c1e80d3780f093c19d90ed53ef9d0188a934",
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"schemaVersion": 1
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},
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"claim": {
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"allGatesRequired": true,
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"baselineThreshold": 60,
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"gatesPassed": 0,
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"gatesTotal": 10,
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"liveReady": false,
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"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。",
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"releaseVerified": false,
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"score": null,
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"scoreStatus": "not_scored",
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"status": "NOT_BASELINE_60"
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},
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"evidence": [
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{
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"id": "scorecard",
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"kind": "machine_record",
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"label": "Gate scorecard",
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"path": "gate_scorecard.json"
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},
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{
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"id": "bundle-manifest",
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"kind": "machine_record",
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"label": "Portable bundle manifest",
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"path": "dist/bundle_manifest.json"
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},
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{
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"id": "readme",
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"kind": "documentation",
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"label": "Quant OS verification guide",
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"path": "README.md"
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},
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{
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"id": "architecture",
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"kind": "documentation",
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"label": "Architecture and trust boundaries",
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"path": "docs/ARCHITECTURE.md"
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},
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{
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"id": "audit",
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"kind": "audit",
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"label": "Baseline 60 reassessment",
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"path": "docs/AUDIT_2026-07-25.md"
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},
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{
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"id": "platform-matrix",
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"kind": "audit",
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"label": "Platform capability matrix",
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"path": "docs/PLATFORM_MATRIX.md"
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},
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{
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"id": "cross-engine",
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"kind": "documentation",
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"label": "Cross-engine consistency contract",
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"path": "docs/CROSS_ENGINE_CONSISTENCY.md"
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},
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{
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"id": "joinquant-hosted-evidence",
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"kind": "runtime_evidence",
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"label": "JoinQuant hosted smoke boundary",
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"path": "docs/JOINQUANT_HOSTED_EVIDENCE_2026-07-26.md"
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},
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{
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"id": "tushare-data",
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"kind": "runtime_evidence",
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"label": "Tushare inventory and Qlib bridge record",
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"path": "docs/TUSHARE_LOCAL_DATA.md"
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},
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{
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"id": "platform-deployment",
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"kind": "runbook",
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"label": "Platform deployment runbook",
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"path": "runbooks/PLATFORM_DEPLOYMENT.md"
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}
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],
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"freshness": [
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{
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"asOf": "2026-07-26",
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"evidenceLinks": [
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"scorecard",
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"audit"
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],
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"id": "project-audit",
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"label": "项目证据审计",
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"semantics": "证据盘点日期；不是部署时间，也不是行情截止日。",
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"status": "recorded",
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"value": "2026-07-26"
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},
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{
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"evidenceLinks": [
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"joinquant-hosted-evidence",
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"scorecard"
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],
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"id": "joinquant-hosted-market-window",
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"label": "JoinQuant hosted smoke 行情区间",
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"marketDataFrom": "2024-01-02",
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"marketDataThrough": "2024-12-31",
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"productionReady": false,
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"semantics": "单次真实 hosted runtime smoke 的回测区间；不代表同输入跨引擎通过。",
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"status": "runtime_smoke",
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"value": "2024-01-02 — 2024-12-31"
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},
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{
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"completedPartitions": 35,
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"completedRows": 28731,
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"completionLabel": "35/428（约 8.2%）",
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"completionRatio": 0.081776,
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"evidenceLinks": [
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"tushare-data",
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"scorecard"
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],
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"id": "tushare-daily-market-data",
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"label": "Tushare daily 行情覆盖",
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"marketDataFrom": "1990-12-19",
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"marketDataThrough": "1993-10-29",
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"plannedPartitions": 428,
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"productionReady": false,
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"semantics": "marketDataThrough 仅取自 daily 行情分区；绝不使用覆盖更晚的 trade_cal 日期。",
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"status": "partial",
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"value": "35/428（约 8.2%），行情截至 1993-10-29"
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},
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{
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"evidenceLinks": [
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"platform-matrix",
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"scorecard"
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],
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"id": "jqdata-real-snapshot",
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"label": "JQData 授权真实快照",
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"marketDataThrough": null,
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"productionReady": false,
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"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。",
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"status": "blocked",
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"value": "N/A"
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},
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{
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"evidenceLinks": [
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"platform-matrix",
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"platform-deployment",
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"scorecard"
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],
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"id": "qmt-broker-real-runtime",
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"label": "QMT / broker 真实运行",
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"lastRealRuntimeAt": null,
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"productionReady": false,
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"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。",
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"status": "blocked",
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"value": "N/A"
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}
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],
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"gates": [
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{
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"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。",
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"claim": "未通过；不得计分。",
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"evidence": [],
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"evidenceLinks": [
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"scorecard",
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"audit"
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],
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"id": "G1",
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"limitations": [
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"PIT 数据 manifest 与字段可得时间规范",
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"未来公告注入测试报告",
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"授权真实数据的历史决策日抽样重放报告"
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],
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"name": "数据时点",
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"requiredEvidence": [
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"PIT 数据 manifest 与字段可得时间规范",
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"未来公告注入测试报告",
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"授权真实数据的历史决策日抽样重放报告"
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],
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"status": "not_passed"
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},
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{
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"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。",
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"claim": "未通过；不得计分。",
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"evidence": [],
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"evidenceLinks": [
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"scorecard",
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"audit"
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],
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"id": "G2",
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"limitations": [
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"切分代码与测试",
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"真实授权长样本上的冻结 walk-forward 报告",
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"未触碰测试集声明和冻结模型包"
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],
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"name": "样本外验证",
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"requiredEvidence": [
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"切分代码与测试",
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"真实授权长样本上的冻结 walk-forward 报告",
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"未触碰测试集声明和冻结模型包"
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],
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"status": "not_passed"
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},
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{
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"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。",
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"claim": "未通过；不得计分。",
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"evidence": [],
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"evidenceLinks": [
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"scorecard",
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"audit"
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],
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"id": "G3",
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"limitations": [
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"每类规则的回归夹具",
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"日期化规则版本",
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"真实平台跨引擎差异报告"
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],
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"name": "A 股现实",
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"requiredEvidence": [
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"每类规则的回归夹具",
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"日期化规则版本",
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"真实平台跨引擎差异报告"
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],
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"status": "not_passed"
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},
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{
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"acceptance": "Signal、Target、OrderEvent、BrokerSnapshot 分层落盘并通过版本化 JSON Schema 验证。",
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"claim": "未通过；不得计分。",
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"evidence": [],
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"evidenceLinks": [
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"scorecard",
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"audit"
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],
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"id": "G4",
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"limitations": [
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"四类 schema 的发布验证报告",
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"正反例 fixture",
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"迁移兼容性策略和演练"
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],
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"name": "稳定合约",
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"requiredEvidence": [
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"四类 schema 的发布验证报告",
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"正反例 fixture",
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"迁移兼容性策略和演练"
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],
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"status": "not_passed"
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},
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{
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"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。",
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"claim": "未通过；不得计分。",
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"evidence": [],
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"evidenceLinks": [
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"scorecard",
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"audit"
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],
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"id": "G5",
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"limitations": [
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"真实数据校准的风险模型版本",
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"约束解释与不可行降级测试",
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"压力测试和容量报告"
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],
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"name": "事前风险",
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"requiredEvidence": [
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"真实数据校准的风险模型版本",
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"约束解释与不可行降级测试",
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"压力测试和容量报告"
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],
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"status": "not_passed"
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},
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{
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"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。",
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"claim": "未通过；不得计分。",
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"evidence": [],
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"evidenceLinks": [
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"scorecard",
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"audit"
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],
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"id": "G6",
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"limitations": [
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"状态机测试报告",
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"券商回调脱敏回放",
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"重启幂等演练"
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],
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"name": "订单状态",
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"requiredEvidence": [
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"状态机测试报告",
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"券商回调脱敏回放",
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"重启幂等演练"
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],
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"status": "not_passed"
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},
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{
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"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。",
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"claim": "未通过；不得计分。",
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"evidence": [],
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"evidenceLinks": [
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"scorecard",
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"audit"
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],
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"id": "G7",
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"limitations": [
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"发布级 run manifest",
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"干净环境重建记录",
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"版本冻结后的确定性重放差异报告"
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],
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"name": "可复现",
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"requiredEvidence": [
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"发布级 run manifest",
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"干净环境重建记录",
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"版本冻结后的确定性重放差异报告"
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],
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"status": "not_passed"
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},
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{
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"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。",
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"claim": "未通过；不得计分。",
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"evidence": [],
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"evidenceLinks": [
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"scorecard",
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"audit"
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],
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"id": "G8",
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"limitations": [
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"连续对账报告",
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"故障注入/恢复演练",
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"kill switch 测试"
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],
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"name": "对账与停机",
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"requiredEvidence": [
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"连续对账报告",
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"故障注入/恢复演练",
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"kill switch 测试"
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],
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"status": "not_passed"
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},
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{
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"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。",
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"claim": "未通过；不得计分。",
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"evidence": [],
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"evidenceLinks": [
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"scorecard",
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"audit"
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],
|
||
"id": "G9",
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||
"limitations": [
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"真实平台跨引擎 manifest",
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"逐层 signal/target/order 差异",
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"QMT 至少 20 个交易日影子记录"
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],
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"name": "跨引擎一致性",
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"requiredEvidence": [
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"真实平台跨引擎 manifest",
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"逐层 signal/target/order 差异",
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"QMT 至少 20 个交易日影子记录"
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],
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"status": "not_passed"
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},
|
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{
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"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。",
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"claim": "未通过；不得计分。",
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"evidence": [],
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"evidenceLinks": [
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"scorecard",
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"audit"
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],
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"id": "G10",
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"limitations": [
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"券商确认材料索引",
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"程序化交易报告状态",
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"账户权限与限额检查记录"
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],
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"name": "合规",
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"requiredEvidence": [
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"券商确认材料索引",
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"程序化交易报告状态",
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"账户权限与限额检查记录"
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],
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"status": "not_passed"
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}
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],
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"generatedAt": "2026-07-26T00:00:00Z",
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"generatedAtSource": "audit_as_of",
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"layers": [
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{
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"capabilities": [
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"JQData raw/factor/limits/paused/PIT membership/ST snapshot",
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"Tushare completed-Parquet inventory and immutable Qlib provider",
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"semantic manifest and data-version verification"
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],
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"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。",
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"evidenceLinks": [
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"architecture",
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"tushare-data",
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"scorecard"
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],
|
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"id": "data",
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"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 全年 run 已完成且可见日志 0 ERROR；单文件、PIT index/ST、批量 history、费率/滑点/10% 参与率、科创板保护价/200 股约束已运行",
|
||
"evidenceLinks": [
|
||
"platform-matrix",
|
||
"joinquant-hosted-evidence"
|
||
],
|
||
"id": "joinquant-hosted-bundle",
|
||
"intendedUse": "hosted backtest",
|
||
"limitations": [
|
||
"尚无完整输入/plan/orders/fills 导出和同输入本地比较"
|
||
],
|
||
"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 回滚模拟和 mock parity",
|
||
"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": "bundle 硬限制 backtest；毫秒 timetag PIT 成分/ST；固定中证 500、费率/滑点；模块全局 g",
|
||
"evidenceLinks": [
|
||
"platform-matrix",
|
||
"platform-deployment"
|
||
],
|
||
"id": "qmt-built-in-bundle",
|
||
"intendedUse": "GUI backtest-only",
|
||
"limitations": [
|
||
"尚无真实 QMT run/export；10% GUI 配置与历史 ST 正例探针待取证"
|
||
],
|
||
"liveReady": false,
|
||
"name": "QMT built-in bundle",
|
||
"prerequisite": "授权 QMT 客户端/板块与历史 ST 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": "1243b3d6821fd7cc24d8473b094dbeb1f1791cc1931f25e5fb683489bbd0bd98",
|
||
"payloadSha256Semantics": "SHA-256 of canonical payload before payloadSha256 is added.",
|
||
"platformMatrix": "docs/PLATFORM_MATRIX.md",
|
||
"scorecard": "gate_scorecard.json",
|
||
"sourceSetSha256": "e49692c14e142b3bab524763243c16ae4964eb5933d35d867cf89ed52dbcc90c",
|
||
"sources": [
|
||
{
|
||
"path": "gate_scorecard.json",
|
||
"sha256": "59e5db5c57d1665ee4a2a2f4cf0ef93a1e7a17e1ef7aa62d0fb64da4ad637c6e"
|
||
},
|
||
{
|
||
"path": "dist/bundle_manifest.json",
|
||
"sha256": "7290480dbe9c5ec7453896f0ffa6d5cec2f72284cb0f723902d29b37d912bdee"
|
||
},
|
||
{
|
||
"path": "configs/baseline.json",
|
||
"sha256": "939a7df386b06bc82869940572c35544e9361913b94d9e03027411e51b1006e1"
|
||
},
|
||
{
|
||
"path": "README.md",
|
||
"sha256": "3bbd5821ad0641ad9bd6b6dd72a8dcebcddf8655fb0d5fa10ca16a46eaf35a62"
|
||
},
|
||
{
|
||
"path": "docs/ARCHITECTURE.md",
|
||
"sha256": "b22fc952a260d0201d3b1a6bf221628c5dd341391b4e814261413e27ab181fd1"
|
||
},
|
||
{
|
||
"path": "docs/AUDIT_2026-07-25.md",
|
||
"sha256": "39731b2c828c01f83c5b8626f2ca02762c376da2cfcd62f2e2c4d8a2f32f780e"
|
||
},
|
||
{
|
||
"path": "docs/PLATFORM_MATRIX.md",
|
||
"sha256": "5a084e99df1cd31f89859b390c6cb0e79a68a0f34514bf8a30b3cc1a0c64f1eb"
|
||
},
|
||
{
|
||
"path": "docs/CROSS_ENGINE_CONSISTENCY.md",
|
||
"sha256": "358e4798bf853a96cb288ac379f916938415b86e86dbe4fa0e3fb4a86a612b6f"
|
||
},
|
||
{
|
||
"path": "docs/JOINQUANT_HOSTED_EVIDENCE_2026-07-26.md",
|
||
"sha256": "03df249829b3ad9b4fe33c5d93afbd842561458f4ff2fe10e80e4432934eb2d2"
|
||
},
|
||
{
|
||
"path": "docs/TUSHARE_LOCAL_DATA.md",
|
||
"sha256": "fd6cfe6cf45dbdd82e6aa88e80b119e05a888c560b79907370c6e023b5e00e82"
|
||
},
|
||
{
|
||
"path": "runbooks/PLATFORM_DEPLOYMENT.md",
|
||
"sha256": "f6bb1eda335c0d05f96d39b4d4167ee623fe6cffeef75015ba7985638fa8f635"
|
||
},
|
||
{
|
||
"path": "tools/build_public_status.py",
|
||
"sha256": "329332a09238499cf63530d011d4181d26edf506a23d665165e4b3ff49f796ca"
|
||
}
|
||
]
|
||
},
|
||
"schemaVersion": 1,
|
||
"summary": {
|
||
"gateCoverageLabel": "0/10 passed",
|
||
"investmentValueClaim": false,
|
||
"optionalSkipsRecorded": 6,
|
||
"productionReady": false,
|
||
"realRuntimeSmokes": [
|
||
"JoinQuant hosted daily backtest (runtime/path only)",
|
||
"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": 224
|
||
},
|
||
"system": "Quant OS / quant60 baseline kernel"
|
||
};
|