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docs: record intraday native factor and five-year next-open replays

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boris
2026-09-07 22:14:59 +08:00
parent 1b78186c4e
commit 4a71992752
5 changed files with 1731 additions and 2 deletions
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docs/evidence/native-daily-factor-visibility-20260907.json
+33 -2
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@@ -16,11 +16,42 @@
"stock state with prior value 2 and current value 999 reads 2 intraday and 999 at close",
"unbound factor value remains unchanged"
],
"productionDeployed": false,
"backtestServiceDeployed": true,
"paperLiveRuntimeDeployed": false,
"realBacktestAcceptanceComplete": false,
"scopedBacktestEvidence": {
"intraday": {
"range": "2025-09-08..2025-09-12",
"time": "09:30",
"runIds": ["btr_1788790021780_1150210_0", "btr_1788790036494_1150210_1"],
"seconds": [8.994, 0.596],
"tradeCount": 104,
"riskDecisionCount": 11,
"canonical": "5c8a110cc6f285b9d569e818a0472a8b5c76f14df853a1c2c42d1b5222c39b3a",
"identical": true,
"persistedFactorBindingVerified": true,
"rawParquetAudit": {
"buyFills": 60,
"priorPassCurrentFailExamples": 21,
"existingPositionTopUpsBelowCurrentSelectionThreshold": 23,
"retainedTargetReentryBelowCurrentSelectionThreshold": {"symbol": "600276.SH", "date": "2025-09-12", "priorExit": "2025-09-11 stop_loss_exit", "configuration": "reenterExitedTargets=true", "reason": "model_target_portfolio_daily"},
"note": "Selection-only conditions are not an execution-time buy veto. Position adjustment and explicit retained-target reentry must be audited separately from fresh candidate selection."
}
},
"nextOpen": {
"range": "2021-08-23..2026-08-28",
"runId": "btr_1788790344805_1150210_2",
"seconds": 21.610,
"tradeCount": 25408,
"canonical": "b29b085d43bcc0f8f1712767421781c70570a24112933623d4bbbef46508d710",
"matchesPreFixBaseline": true
},
"terminalAudits": "clean",
"rawEvidenceDirectory": "native-daily-factor-replays-20260907"
},
"limitations": [
"This is not a generic per-field publication-timestamp model for all factor datasets.",
"Raw dynamic fields used without a stock-pool native binding need separate availability-contract review.",
"Saved-version browser handoff and real same-sample intraday/next-open replay are still required."
"Saved-version browser handoff, all runtime deployment and broader factor/PIT acceptance remain required; these replays use isolated API research fixtures."
]
}