179 lines
9.0 KiB
JSON
179 lines
9.0 KiB
JSON
{
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"schema_version": "1.0",
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"system": "Quant OS / quant60 baseline kernel",
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"audit_as_of": "2026-07-26",
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"claim_policy": {
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"baseline_threshold": 60,
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"all_gates_required": true,
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"rule": "A score is earned only by linked, reproducible evidence. Source files, mocks, fixtures and successful unit tests do not prove real-platform, live-broker or compliance gates.",
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"current_claim": "NOT_BASELINE_60"
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},
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"article_reassessment": {
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"design_coverage": {
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"score": 70,
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"out_of": 100,
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"scope": "How much of the intended research-to-production responsibility chain the 2026-07-22 article discusses.",
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"status": "estimated"
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},
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"implementable_specification": {
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"score": 49,
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"out_of": 100,
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"scope": "How much of the article was sufficiently specified to implement without inventing contracts, data semantics, defaults or operational decisions.",
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"status": "estimated"
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},
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"original_implementation_evidence": {
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"score": 6,
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"out_of": 100,
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"scope": "Evidence present before the first code delivery; this historical score is not the score of the current Quant OS repository.",
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"status": "historical"
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},
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"gates_passed": 0,
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"gates_total": 10
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},
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"current_delivery": {
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"score": null,
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"status": "not_scored",
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"reason": "Quant OS now has executable local pipelines, real Qlib fixture smokes, a checksummed incomplete Tushare-to-Qlib technical smoke and one completed real JoinQuant hosted smoke, but it has not produced complete adjusted PIT data, the same-input JoinQuant comparison, real QMT, broker-shadow, continuous reconciliation or compliance evidence required to score Baseline 60.",
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"verified_supporting_facts": [
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"The latest standard-library suite completed 216 tests with OK and 6 optional-runtime skips; the CPython 3.12 pyqlib environment completed the same 216 tests with the native Qlib smoke enabled and no skips.",
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"The JQData adapter maps raw bars, adjustment factor, previous close, daily limits, pause state, PIT is_st and daily PIT index membership into a semantically revalidated snapshot; it rejects an end date that has not reached the provider's complete daily-bar boundary, and only fake-provider tests have been run so far.",
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"The local snapshot can drive snapshot-backtest and snapshot-decision with manifest verification; it freezes a cross-checked provider trading calendar, and a T-close signal can bind only to a broker observation in the unique next session's Asia/Shanghai [09:00,09:30) window without collapsing the two clocks.",
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"CPython 3.12 with pyqlib 0.9.7 completed a native momentum fixture smoke with 24 signals and saved audited portfolio-table hashes, bounds and recomputed metrics.",
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"Qlib Alpha158, LightGBM and Recorder completed a real local fixture smoke with audited portfolio output; the deterministic two-stock synthetic fixture has no investment-value meaning.",
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"The local Tushare inventory verified all 93 completed Parquet files against recorded size, SHA-256 and row count. An immutable managed Qlib provider and the same early-history momentum command produced byte-identical evidence JSON twice with PYTHONHASHSEED=0. The mirror is only about 8.2% complete for daily partitions and lacks adjustment, real benchmark, point-in-time membership, ST, suspension and limit data, so production_ready and investment_value_claim remain false and no gate credit is earned.",
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"A real JoinQuant daily hosted backtest completed for 2024-01-02 through 2024-12-31 with CNY 1,000,000; the visible completed-run log had zero ERROR/Traceback/order-rejection entries. This proves hosted runtime execution only: exact input/plan/order/fill export and a local same-input peer are still missing.",
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"The QMT shadow CLI is strictly read-only and produces HMAC account-bound broker observation, broker snapshot and target-diff artifacts. QMT_SHADOW_EVIDENCE_V1 authenticates semantic content, deterministic published bytes, the original decision, planner/engine/operator source and fixed policy; semantic replay verifies exact derived state. Independent local QA completed 58 deterministic scenarios, 500 malformed fuzz cases and 300 legal-observation fuzz cases with no P0/P1. This is Quant OS publisher integrity, not broker attestation, and it still has only fake-broker evidence.",
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"JoinQuant/QMT mock parity is mock_contract_only, real_platform_pass is false and it earns no G9 gate credit."
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],
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"external_evidence_missing": [
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"authorized JQData market snapshot and licence/lineage record",
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"complete JoinQuant hosted input/plan/order/fill export and same-input local comparison",
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"real QMT built-in and qmttools backtest exports",
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"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",
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"continuous reconciliation, recovery drills and broker compliance confirmation"
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]
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},
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"gates": [
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{
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"id": "G1",
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"name": "数据时点",
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"status": "not_passed",
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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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"required_evidence": [
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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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"evidence": []
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},
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{
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"id": "G2",
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"name": "样本外验证",
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"status": "not_passed",
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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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"required_evidence": [
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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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"evidence": []
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},
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{
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"id": "G3",
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"name": "A 股现实",
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"status": "not_passed",
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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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"required_evidence": [
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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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"evidence": []
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},
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{
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"id": "G4",
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"name": "稳定合约",
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"status": "not_passed",
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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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"required_evidence": [
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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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"evidence": []
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},
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{
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"id": "G5",
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"name": "事前风险",
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"status": "not_passed",
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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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"required_evidence": [
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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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"evidence": []
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},
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{
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"id": "G6",
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"name": "订单状态",
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"status": "not_passed",
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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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"required_evidence": [
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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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"evidence": []
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},
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{
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"id": "G7",
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"name": "可复现",
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"status": "not_passed",
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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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"required_evidence": [
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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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"evidence": []
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},
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{
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"id": "G8",
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"name": "对账与停机",
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"status": "not_passed",
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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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"required_evidence": [
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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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"evidence": []
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},
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{
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"id": "G9",
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"name": "跨引擎一致性",
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"status": "not_passed",
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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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"required_evidence": [
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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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"evidence": []
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},
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{
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"id": "G10",
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"name": "合规",
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"status": "not_passed",
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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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"required_evidence": [
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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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"evidence": []
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}
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]
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}
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