diff --git a/docs/evidence/post-hotpath-full-minute-regression-20260905.json b/docs/evidence/post-hotpath-full-minute-regression-20260905.json new file mode 100644 index 0000000..4cca763 --- /dev/null +++ b/docs/evidence/post-hotpath-full-minute-regression-20260905.json @@ -0,0 +1,91 @@ +{ + "schemaVersion": "fidc-post-hotpath-full-minute-regression/v1", + "measuredAt": "2026-09-05T04:12:00+08:00", + "host": "192.168.31.177", + "engineCommit": "1f8a0fd", + "runtimeCodeCommit": "cfb19b5783cb446099cb3e4aff70cc39beec2e88", + "runnerBinarySha256": "3e69af42e41321d31c69b552cf22d7033ce1ea8d94305a32e32461148cdbfc60", + "contract": { + "startDate": "2025-01-02", + "endDate": "2025-11-17", + "frequency": "1m", + "matchingType": "minute_last", + "scheduleTime": "10:18:00", + "slippageModel": "price_ratio", + "slippageValue": 0.001, + "commissionRate": 0.0001, + "minimumCommission": 5.0, + "stampTaxRate": 0.0005, + "volumeLimit": false, + "configuredVolumePercentInactive": 0.25 + }, + "bundle": { + "oldBundleRejectedAsStale": true, + "oldBundleId": "bt_bundle_d3109a7220681b850f31", + "newBundleId": "bt_bundle_daadb1059454b30a9a6d", + "newBundleHash": "14024f3774efb800575c7bd47b6a594b7b7fd7731493a1785c119ee7533378d2", + "newDataEpoch": "strategy-factory-source-lake:scope-v1:3556e7dbadbdc94176d23a92acc78c84c50e2ec2a6d16b9dfd25978b1a98b2ae" + }, + "result": { + "totalReturn": 0.03473222656500008, + "tradeCount": 156, + "buyTradeCount": 79, + "sellTradeCount": 77, + "canonicalSha256": "457c086b1bca784fe83f447bb22451925e8f022456bb0fc7b54237a7a7886849", + "resultStoreSha256": "04d804ee02ad7bc9b3649b4a2b4ddd902a4242ef38e00edeed8058860e9a6997", + "oldCanonicalSha256": "457c086b1bca784fe83f447bb22451925e8f022456bb0fc7b54237a7a7886849", + "canonicalEqualAcrossDataEpoch": true, + "terminalAuditStatus": "clean", + "warnings": [] + }, + "performance": { + "coldTotalSeconds": 106.497, + "coldDataSeconds": 37.21, + "coldEngineSeconds": 65.519, + "coldRunContended": true, + "hotTotalSeconds": 0.584, + "hotDataSeconds": 0.004, + "hotEngineSeconds": 0.162, + "hotResultSeconds": 0.005, + "hotFinalizationSeconds": 0.397 + }, + "whiteBoxAudit": { + "status": "ok", + "sourceRowsFormat": "arrow", + "queriedSymbols": 1, + "requiredPairs": 156, + "queriedDailyBars": 156, + "queriedMinuteBars": 156, + "slippagePriceChecks": 156, + "missingExecutionTimestamps": 0, + "executionTimestamp": "each trade date at 10:18:00", + "failureCounts": {}, + "warningCounts": {}, + "firstBuy": { + "symbol": "000001.SZ", + "rawMinuteClose": 11.55, + "fillPrice": 11.56155, + "quantity": 43200, + "grossAmount": 499458.96, + "commission": 49.945896, + "stampTax": 0.0 + }, + "lastSell": { + "symbol": "000001.SZ", + "rawMinuteClose": 11.77, + "fillPrice": 11.75823, + "quantity": 400, + "grossAmount": 4703.292, + "commission": 5.0, + "stampTax": 2.351646 + } + }, + "remoteArtifacts": [ + "/srv/fidc/canonical/run/fidc-private/evidence/post-daily-hotpath-full-minute-current-bundle-20260905.json", + "/srv/fidc/canonical/run/fidc-private/evidence/post-daily-hotpath-full-minute-audit-20260905/audit.json" + ], + "acceptance": { + "status": "passed", + "reason": "the current Source Lake generation reproduces the historical canonical result and every fill passes minute timestamp, raw-price, slippage, fee, tax, and terminal-state audit" + } +}