191 lines
4.1 KiB
JSON
191 lines
4.1 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/model_bundle.schema.json",
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"title": "Quant60 deterministic Ridge model bundle",
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"description": "Frozen train-only feature transforms, Ridge parameters, training cutoff, label semantics, and lineage hashes for deterministic replay.",
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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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"artifact_type",
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"bundle_sha256",
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"trained_through",
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"label",
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"lineage",
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"preprocessor",
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"model"
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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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"artifact_type": {
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"const": "quant60-deterministic-ridge-bundle"
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},
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"bundle_sha256": {
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"$ref": "#/$defs/sha256"
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},
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"trained_through": {
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"type": "string",
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"format": "date"
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},
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"label": {
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"type": "object",
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"additionalProperties": false,
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"required": [
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"name",
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"horizon_trading_days"
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],
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"properties": {
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"name": {
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"type": "string",
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},
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"horizon_trading_days": {
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}
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}
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},
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"lineage": {
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"type": "object",
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"additionalProperties": false,
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"required": [
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"data_sha256",
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"source_sha256",
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"config_sha256"
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],
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"properties": {
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"data_sha256": {
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"$ref": "#/$defs/sha256"
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},
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"source_sha256": {
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"$ref": "#/$defs/sha256"
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},
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"config_sha256": {
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"$ref": "#/$defs/sha256"
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}
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}
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},
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"preprocessor": {
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"type": "object",
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"additionalProperties": false,
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"required": [
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"type",
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"winsor_fraction",
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"feature_order",
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"output_feature_order",
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"transforms"
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],
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"properties": {
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"type": {
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"const": "train-only-winsor-impute-standardize"
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},
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"winsor_fraction": {
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"type": "number",
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},
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"output_feature_order": {
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"items": {
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"type": "string",
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}
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},
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"transforms": {
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"type": "array",
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"minItems": 1,
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"items": {
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"$ref": "#/$defs/feature_transform"
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}
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}
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}
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},
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"model": {
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"type": "object",
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"additionalProperties": false,
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"required": [
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"type",
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"alpha",
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"fit_intercept",
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"coefficients",
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"intercept"
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],
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"properties": {
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"type": {
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"const": "deterministic-ridge"
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},
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"alpha": {
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"type": "number",
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"minimum": 0
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},
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"fit_intercept": {
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"type": "boolean"
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},
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"coefficients": {
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"type": "array",
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"items": {
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}
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"intercept": {
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"type": "number"
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}
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}
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}
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},
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"$defs": {
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"sha256": {
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"type": "string",
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"pattern": "^[0-9a-f]{64}$"
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},
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"feature_transform": {
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"type": "object",
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"additionalProperties": false,
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"required": [
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"name",
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"lower",
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"upper",
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"median",
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"mean",
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"scale"
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],
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"properties": {
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"name": {
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"type": "string",
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"minLength": 1
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},
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"lower": {
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"type": "number"
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},
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"upper": {
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"type": "number"
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},
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"median": {
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"type": "number"
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},
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"mean": {
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"type": "number"
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},
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"scale": {
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"type": "number",
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"exclusiveMinimum": 0
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}
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}
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}
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}
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}
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