docs: record current minute-mode regression

2026-09-05 04:15:58 +08:00
parent 1f8a0fdc44
commit 33808d9ba9
1 changed files with 91 additions and 0 deletions
@@ -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"
+  }
+}