docs: record intraday native factor and five-year next-open replays
This commit is contained in:
boris
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||||
"sha256": "80a3f1d3a9c23db7dec2dc70f029280c0844370be6d87703cd396a234068f708"
|
||||
},
|
||||
"holdingSnapshots": {
|
||||
"blockCount": 1,
|
||||
"bytes": 51338,
|
||||
"rowCount": 112,
|
||||
"sha256": "7684244dc8e7788f777309169be61b14fcb532abdd89fe93f0a7f2980a615ba9"
|
||||
},
|
||||
"orderEvents": {
|
||||
"blockCount": 1,
|
||||
"bytes": 25768,
|
||||
"rowCount": 108,
|
||||
"sha256": "31ff15d2cf79b1eb9c333d19d8fb400c9c5a52c36b0f662330ec39aa9d0f805c"
|
||||
},
|
||||
"riskAudits": {
|
||||
"blockCount": 1,
|
||||
"bytes": 3038,
|
||||
"rowCount": 11,
|
||||
"sha256": "5a7269219a21cf14c23d788a6a96ddf1d1ddf0ef1e3b57a8db4ae4b1da789aff"
|
||||
}
|
||||
},
|
||||
"sha256": "5ed069a1f5999542e6da78b10797aa21aabe71e13dd79649cd11157cbc57d3b4",
|
||||
"totalEvents": 444
|
||||
},
|
||||
"schemaVersion": "fidc-backtest-artifacts/v4"
|
||||
}
|
||||
}
|
||||
],
|
||||
"summary": {
|
||||
"resultConsistent": true,
|
||||
"resultStoreDigest": "5ed069a1f5999542e6da78b10797aa21aabe71e13dd79649cd11157cbc57d3b4",
|
||||
"canonicalResultDigest": "5c8a110cc6f285b9d569e818a0472a8b5c76f14df853a1c2c42d1b5222c39b3a",
|
||||
"totalReturn": 0.011211658838299776,
|
||||
"tradeCount": 104,
|
||||
"terminalAudit": {
|
||||
"cashReceivableCount": 0,
|
||||
"cashReceivableTotalAmount": 0.0,
|
||||
"earliestDeferredCashDate": null,
|
||||
"futuresOpenOrderCount": 0,
|
||||
"lastExecutionDate": "2025-09-12",
|
||||
"omittedOpenOrderCount": 0,
|
||||
"openOrderSamples": [],
|
||||
"pendingCashFlowCount": 0,
|
||||
"pendingCashFlowNetAmount": 0.0,
|
||||
"status": "clean",
|
||||
"stockOpenOrderCount": 0
|
||||
},
|
||||
"terminalAuditSha256": "5836794e260aa2cfd1a06d4568ae6577a37c9cbe09ec0f00995121ea5b2522d9",
|
||||
"implementation": {
|
||||
"buildManifestSha256": "fb4f7ac191c8ab8d8d39fc48014f84ce01d4c0731ffe986e7d5cb0107a3e5539",
|
||||
"builtAt": "2026-09-07T22:06:18+08:00",
|
||||
"engineCommit": "1b78186c4e37273c64c1f9e208c2e47021ee4fff",
|
||||
"identitySha256": "14e7ff10848d64ffcec232dea8cff23a032702301b81ae036bb0b26b4b0b5e33",
|
||||
"runnerBinarySha256": "7cddebf9ab5cbbd5d6f9bd5c7bf006c3895ee26967d23d80dc86b47c50fb761d",
|
||||
"schemaVersion": "fidc-backtest-implementation/v1",
|
||||
"serviceBinarySha256": "f09d121d73c34ad3cd5e2e0c24b0bdaf1974309c9ec3b93229cfb824b1e9f11a",
|
||||
"serviceCommit": "c80a38b91a398fd713f1f1faaa19a581ea85efad",
|
||||
"status": "verified"
|
||||
},
|
||||
"implementationIdentitySha256": "14e7ff10848d64ffcec232dea8cff23a032702301b81ae036bb0b26b4b0b5e33",
|
||||
"restartOrCold": {
|
||||
"queueWaitSeconds": 0.0,
|
||||
"executionSeconds": 8.994,
|
||||
"totalSeconds": 8.994,
|
||||
"runnerSeconds": 7.904,
|
||||
"bundleValidationSeconds": 0.166,
|
||||
"sourceEpochSeconds": 0.0,
|
||||
"strategyContractSeconds": 0.001,
|
||||
"terminalCalendarSeconds": 0.0,
|
||||
"riskFreeRateSeconds": 0.031,
|
||||
"riskFreeRateCacheHit": false,
|
||||
"engineSeconds": 0.012,
|
||||
"dataSeconds": 7.662,
|
||||
"resultSeconds": 0.03,
|
||||
"unattributedSeconds": 0.0,
|
||||
"canonicalSeconds": 0.001,
|
||||
"finalizationSeconds": 1.089
|
||||
},
|
||||
"processHotMedian": {
|
||||
"queueWaitSeconds": 0.0,
|
||||
"executionSeconds": 0.596,
|
||||
"totalSeconds": 0.596,
|
||||
"runnerSeconds": 0.026,
|
||||
"bundleValidationSeconds": 0.0,
|
||||
"sourceEpochSeconds": 0.0,
|
||||
"strategyContractSeconds": 0.003,
|
||||
"terminalCalendarSeconds": 0.0,
|
||||
"riskFreeRateSeconds": 0.0,
|
||||
"riskFreeRateCacheHit": true,
|
||||
"engineSeconds": 0.012,
|
||||
"dataSeconds": 0.007,
|
||||
"resultSeconds": 0.002,
|
||||
"unattributedSeconds": 0.0,
|
||||
"canonicalSeconds": 0.001,
|
||||
"finalizationSeconds": 0.569
|
||||
}
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user