diff --git a/docs/evidence/streaming-market-cap-quote-plan-20260907.json b/docs/evidence/streaming-market-cap-quote-plan-20260907.json new file mode 100644 index 0000000..607206d --- /dev/null +++ b/docs/evidence/streaming-market-cap-quote-plan-20260907.json @@ -0,0 +1,76 @@ +{ + "schemaVersion": "fidc-quote-plan-optimization-ab/v1", + "generatedDate": "2026-09-07", + "host": "192.168.31.177", + "implementation": { + "engineCommit": "c934a948c6b3adc0d38b99cf5826481a9a7c3ceb", + "serviceCommit": "178cd2a76961b7e687424cc47107c2c1c3f4f74e", + "implementationIdentitySha256": "192392bd7c6bbb7d9a8601aca51a55de4a518357d2c3014b4a09e644e7caccc6", + "engineChange": "Stream ascending market-cap quote candidates from the shared ordered symbol index without a candidate-state arena or redundant sort.", + "runnerChange": "Build the preliminary selection DataSet from daily bundles instead of flattening and regrouping component vectors." + }, + "quotePlanSeconds": { + "baselineSamples": [ + 7.143, + 6.848, + 7.404 + ], + "baselineMedian": 7.143, + "candidateSamples": [ + 7.092, + 6.115, + 5.931, + 6.179, + 6.129, + 6.096 + ], + "candidateMedian": 6.122, + "improvementPercent": 14.293714 + }, + "dynamicCurrentClose": { + "totalReturn": 0.3201517861398, + "tradeCount": 5351, + "riskDecisionCount": 2661, + "canonicalResultDigest": "7204c6f41b8e39fbf1af7fc55cd601b80f3427a7aa058394ccd8b0b14ca48eed", + "resultStoreDigest": "0b4d24ed5ec2b27cc4135707b4c51c78eb2c3e35a20da8108610778c30c72c73", + "terminalAuditStatus": "clean" + }, + "crossModeRegression": { + "staticCurrentClose": { + "totalReturn": 0.13228843240310018, + "tradeCount": 4445, + "canonicalResultDigest": "fdfa855295c0b55bdbe6f39952ead1515e844bf033ced974d3c3ddc037a5d0b1", + "resultStoreDigest": "697566645116c76ff837cd36f7f9bbd7ad3eb30510a5b95012fb730d5072d511" + }, + "fullMinute": { + "totalReturn": 0.03473222656500008, + "tradeCount": 156, + "canonicalResultDigest": "7dae3a618932b90d36e9968c027f08a94d69b8fc6a56b1ea0cc1a2cb771d85b8", + "resultStoreDigest": "bbbd7080b8fd7f6e8c3a8132499842bd0e4d644dbfdc3e8dbca7d2c0c1381e93" + }, + "nextBarOpenFiveYear": { + "totalReturn": 0.9922618879291, + "tradeCount": 25827, + "canonicalResultDigest": "ac1d167cb1e1073e1d1ecb01e914f94d7560081c1d238e6b4418d86233250719", + "resultStoreDigest": "79570e0ae6b07badc1b693dc897dd1381647d259a4fe44ed3e50bc215e2fd088" + } + }, + "testGate": { + "engineCorePassed": 441, + "engineIgnoredBenchmarks": 6, + "runnerPassed": 347, + "runnerIgnoredBenchmarks": 3, + "apiPassed": 80, + "failures": 0, + "fastPathGenericPathParityTest": true + }, + "remainingBottleneck": { + "profilePath": "/srv/fidc/canonical/run/fidc-private/evidence/daily-bundle-quote-plan-cold-profile-20260907", + "dataSeconds": 11.215, + "quotePlanSeconds": 6.096, + "datasetConstructSeconds": 1.677, + "loopSeconds": 2.28, + "finding": "SymbolPriceSeries, adjusted-close series and DataSet indexes are still built once for quote planning and again for the final run DataSet.", + "next": "Replace SourceRowRecord and duplicate preliminary/final DataSet construction with one epoch-scoped typed Base Panel and lightweight run views." + } +}