105 lines
4.5 KiB
Markdown
105 lines
4.5 KiB
Markdown
# JoinQuant TargetPackage execution evidence — 2026-07-26
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This is a conservative record of one real JoinQuant hosted execution smoke.
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It proves that the frozen TargetPackage consumer reached the real hosted
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account/price/order/fill boundary. It does not prove that JoinQuant recomputed
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the upstream Universe, Alpha, Portfolio, or Risk layers, and it is not an
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investment-performance claim.
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## Frozen identity
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- Run:
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[JoinQuant backtest detail](https://www.joinquant.com/algorithm/backtest/detail?backtestId=2457a7c39a276e09e0fabf99e28978e1)
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- Run ID: `2457a7c39a276e09e0fabf99e28978e1`
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- Observed at: `2026-07-26T08:50:15Z`
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- Bundle SHA-256:
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`0586930ddc483f4489f09b562f4d4232b458b703e6a1194af809b707211be8c4`
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- Bundle manifest SHA-256:
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`91f4b4dc0bdd0d9f99b3466c830600e2678be78dd991d4499a4154bffec8597a`
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- Portable core SHA-256:
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`f9de9f18e4008bb0fc80edb0b21cae6ea06a61828d89e9b7c11057f98225fc19`
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- Wrapper SHA-256:
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`0c672b64665b7c1d4409ba288b00d1608e976800af3a4f9a6467767ce4def592`
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- TargetPackage ID: `TP-20240311-795dcfba`
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- Package SHA-256:
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`baa15c8156aa6cb54d3775d0cd562613a9d0a4f15b0c39f2a60e0f8b8c6f1f3a`
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- Tape SHA-256:
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`5383c376951637b8d4b1ca42fc6db80347abda74c0181c0f70d6c411fb97ea64`
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- Evidence class: `synthetic-research`
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The uploaded browser snapshot and the frozen bundle had the same SHA-256.
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The machine record distinguishes
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`platform_evidence_class=real_platform_runtime` from
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`input_evidence_class=synthetic-research` and fixes
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`performance_claim=false`.
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The tracked, redacted machine record is
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[`run.json`](../evidence/joinquant/TP-20240311-795dcfba/2457a7c39a276e09e0fabf99e28978e1/run.json).
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It contains no account identifier, cookie, token, credentials, screenshots, or
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personal information.
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## Runtime and observed sessions
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- Period: 2024-03-11 through 2024-03-13
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- Initial capital: CNY 1,000,000
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- Frequency/runtime: daily, Python 3
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- Benchmark: CSI 500 (`000905.XSHG`)
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- Decision mode: `target_package`
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| Session | Hosted observation | Orders | Fills |
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| --- | --- | ---: | ---: |
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| 2024-03-11 | Exact-clock miss; `TARGET_PACKAGE_NOOP`; no fallback | 0 | 0 |
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| 2024-03-12 | Package hit; prices bound from `CURRENT_DATA_DAY_OPEN` | 3 | 3 |
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| 2024-03-13 | Exact-clock miss; `TARGET_PACKAGE_NOOP`; no fallback | 0 | 0 |
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The hosted plan preserved the package weights exactly: 10% each for
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`600519.XSHG`, `601012.XSHG`, `601318.XSHG`, and `688981.XSHG`; all other
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weights were zero.
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The resulting targets and fills were:
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| Symbol | Weight | Target quantity | Filled quantity | Fill price |
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| --- | ---: | ---: | ---: | ---: |
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| `600519.XSHG` | 0.10 | 0 | 0 | — |
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| `601012.XSHG` | 0.10 | 4,500 | 4,500 | 22.22 |
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| `601318.XSHG` | 0.10 | 2,300 | 2,300 | 43.18 |
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| `688981.XSHG` | 0.10 | 2,000 | 2,000 | 47.87 |
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`600519.XSHG` opened at CNY 1,693.94. One 100-share board lot therefore
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required CNY 169,394, above the CNY 100,000 target notional. The deterministic
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lot rule correctly produced a zero-share target; this was not a rejected or
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skipped order. The STAR Market request for `688981.XSHG` used the configured
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hosted limit-price protection.
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## What this evidence proves
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For the `execution` layer only, this run observes:
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- exact bundle/package identity verification;
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- exact signal-close/next-session clock matching with no momentum fallback;
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- real hosted equity and `day_open` price binding;
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- deterministic target-quantity and order construction;
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- three accepted orders and three real hosted fills;
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- clean no-op behavior on the surrounding sessions.
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The release reachability manifest may therefore mark only
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`execution.real_platform_observed=true`, backed by the tracked machine record.
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Universe, Alpha, Portfolio, and Risk remain
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`real_platform_observed=false`: those layers were computed locally and carried
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to JoinQuant as a frozen TargetPackage rather than recomputed inside JoinQuant.
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## What this evidence does not prove
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The package still has evidence class `synthetic-research`. This three-session,
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single-package run provides no:
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- authorized real-data long-sample or out-of-sample validation;
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- real-data calibration of the upstream Alpha, Portfolio, or Risk layers;
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- multi-period same-input layer-by-layer local/JoinQuant parity;
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- real QMT peer run or 20-trading-day broker shadow;
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- G9 cross-engine acceptance, `BASELINE_60`, release verification, live
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readiness, or investment-value evidence.
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The hosted performance fields are retained in the machine record solely to
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identify the completed smoke. They are economically meaningless over this
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three-session window and must not be presented as strategy performance.
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