归档回报与最新目标的配套发布及生产回测证据

2026-09-14 06:25:35 +08:00
2 changed files with 213 additions and 2 deletions
@@ -1,6 +1,6 @@
 # 回报上下文、盘前意图与尚未提交的目标

-2026-09-14。本轮为v2026.9.14.4之后的候选，当前只有本机验证，尚未发布；完整股票池Goal继续。
+2026-09-14。本轮已配套发布177，annotated tag `v2026.9.14.5`。Engine81acc54 / Service e81bf47 / Trading94f99d2；完整股票池Goal继续，不据本阶段关闭。

 ## 已复现问题

@@ -28,7 +28,27 @@
 - 恢复顺序：开启正常旧恢复的单点负向对照确实多买3000股；恢复BeforeStrategy阶段后，只有原股票同一卖单的25+75股成交，无新增买入，最终持仓为空。
 - 本机Core834项通过（9项原有ignore），Trading613、最新main Runner446/API119通过。外部数据库及平台ignore不当作通过。

-当前代码尚需精确Linux构建、真实历史合同回放和配套发布；不得把本机验证当生产或真实券商成交验收。
+精确只读快照在Linux通过Core834及Trading613。旧二进制先独立归档，构建保持1GiB磁盘余量；本轮未再次删除缓存或业务文件。
+
+## 发布与真实历史复验
+
+已推送annotated tag `v2026.9.14.5`对应Engine `81acc5422878abc855fca72b35766ffad6159200`、Service `e81bf47806f5ac4ae4798bb5f5955a56638f754c`、Trading `94f99d20f49f6cd1810996706cb94f610c302385`。回测API/Runner于06:15:53 CST切换，五交易单元06:21:09切换，06:22实际运行文件和业务事实复核通过。
+
+三组冻结合同共六次独立原生A/B，完整Canonical及equity/orders/trades/holdings逐行一致；再通过生产HTTP各提交一次，结果分别匹配原生候选，旧记录未改写：
+
+| 案例 | 生产回测ID | 成交 / 持仓 | 期末权益 |
+| --- | --- | --- | ---: |
+| 手选优先四证券 | btr_req_44f1bb067559946ef22941a0c425ed53e47515e04b399e20 | 10 / 4 | 9706248.648662 |
+| 自动优先四证券 | btr_req_078f129ed46b55ba72b47605983a00ae3eef14b1995e1237 | 10 / 4 | 9706248.648662 |
+| 许总24只原v3 | btr_req_ef37b8ea403f489e4798d2878e0ef85966ace550f6b4f3c4 | 51 / 21 | 9685563.876924999 |
+
+重复目标委托0。三条新记录各5个交易日事件落库，持久事件27/18/32条，唯一键计数分别相同；旧流式样本仍27条/5日。仍为原合同下的日终容量审计，不外推实时盘口成交能力；首次Source准备和后续快速返回也不作为性能优化证明。
+
+API SHA `dea170902d77734d0a77c4da7dad71a70b33f76467e0608675dfbcc9d35d67fc`，Runner SHA `b1d93215deb275fbec6217c6b9afbf717d5649600716bf4f3a1bf5d1cfa69731`，运行实现身份 `fed10e9fa61836aa271921f5d58490054210d83da935cad5de11cfacab45c13e`。API发布目录`/srv/fidc/canonical/run/backtest-api/releases/callback-81acc54-7w1zx9fb`，回退目录`/srv/fidc/canonical/run/build/callback-rollback-j7oje2tz`；交易回退`holding-protection-rollback-czuric4r`。
+
+六服务实际SHA与manifest吻合，新增ERROR0。3Paper/0Live、配置、旧活动单、3个未确认Paper预览、迁移、影子配置0及disabled未变；发布后Paper/Live新订单0，未发送真实通知、委托或撤单。Source d5/PID1700096与UI6a2/PID3089476未重启，研究/信号暂停不变。177维护中的Engine9a54156完整保留，实际构建使用81acc54/e81bf47及81acc54/94f99d2的只读Git快照。
+
+原始回放/HTTP证据`/srv/fidc/canonical/run/research/stock-pool-callback-20260914/`；发布和最终审计`/tmp/fidc-callback-{candidate,api-release,trading-release,final-audit}-20260914.json`；非敏感汇总在`docs/evidence/callback-target-20260914/acceptance.json`。

 ## 继续范围

@@ -0,0 +1,191 @@
+{
+  "verified_at": "2026-09-13T22:22:38.597836+00:00",
+  "tag": "v2026.9.14.5",
+  "processes": {
+    "fidc-backtest-service-highmem177.service": {
+      "pid": 3692551,
+      "sha256": "dea170902d77734d0a77c4da7dad71a70b33f76467e0608675dfbcc9d35d67fc",
+      "journal_since": "2026-09-13T22:15:53.225719+00:00",
+      "journal_lines": 54,
+      "error_lines": 0
+    },
+    "fidc-trading-control-highmem177.service": {
+      "pid": 3697497,
+      "sha256": "a8f62ba74caf7ce2f5ba9cc6f67f41c844dee3747852611051c8dfb7b36295a3",
+      "journal_since": "2026-09-13T22:21:09.122548+00:00",
+      "journal_lines": 5,
+      "error_lines": 0
+    },
+    "fidc-market-data-highmem177.service": {
+      "pid": 3697498,
+      "sha256": "89395ab4c9e11274f171f4386f88949ce616fe45d15aae9a829216d53ed11db7",
+      "journal_since": "2026-09-13T22:21:09.122548+00:00",
+      "journal_lines": 5,
+      "error_lines": 0
+    },
+    "fidc-strategy-runtime-highmem177.service": {
+      "pid": 3697688,
+      "sha256": "041a0103d2c46c55221d169965ece9fdacee3905abc0d46edd9c8a2a86f6cd54",
+      "journal_since": "2026-09-13T22:21:09.122548+00:00",
+      "journal_lines": 5,
+      "error_lines": 0
+    },
+    "fidc-paper-trading-highmem177.service": {
+      "pid": 3697792,
+      "sha256": "8460008f712810f7d3876b9f2274aef88f82d46cd33e1593dbd0361f6d158b75",
+      "journal_since": "2026-09-13T22:21:09.122548+00:00",
+      "journal_lines": 6,
+      "error_lines": 0
+    },
+    "fidc-live-trading-highmem177.service": {
+      "pid": 3697762,
+      "sha256": "e89d6ba68655a5d4a164793ad67a9003cf2c49733063018497339930feafaac3",
+      "journal_since": "2026-09-13T22:21:09.122548+00:00",
+      "journal_lines": 6,
+      "error_lines": 0
+    }
+  },
+  "source": {
+    "commit": "d5b682c6d097",
+    "pid": 1700096,
+    "loaded_at": "2026-09-12T03:57:06.665536+00:00",
+    "source_stale": false,
+    "loaded_server_sha256": "ef827ce6b95e0ea63047a0068af2677633716e0a5d63cf350de6c91a3413e352"
+  },
+  "source_checkouts": {
+    "fidc-backtest-engine": {
+      "head": "9a54156df94cfbf11a1e6335ec6ef5449bd6ac17",
+      "runtime_commit": "81acc5422878abc855fca72b35766ffad6159200",
+      "tracked_dirty": false
+    },
+    "fidc-backtest-service": {
+      "head": "5ec8dc86d99736a0c0140440bd039d11e118c1c6",
+      "runtime_commit": "e81bf47806f5ac4ae4798bb5f5955a56638f754c",
+      "tracked_dirty": false
+    },
+    "fidc-trading-platform": {
+      "head": "94f99d20f49f6cd1810996706cb94f610c302385",
+      "runtime_commit": "94f99d20f49f6cd1810996706cb94f610c302385",
+      "tracked_dirty": false
+    },
+    "omniquant": {
+      "head": "6a2b2604b40505fa754453307c517fef60743426",
+      "runtime_commit": "6a2b2604b40505fa754453307c517fef60743426",
+      "tracked_dirty": false
+    }
+  },
+  "ui_unchanged": {
+    "commit": "6a2b2604b40505fa754453307c517fef60743426",
+    "pid": 3089476
+  },
+  "http_cases": [
+    {
+      "name": "manual_first",
+      "run_id": "btr_req_44f1bb067559946ef22941a0c425ed53e47515e04b399e20",
+      "status": "succeeded",
+      "canonical_sha256": "0830216850b64d6e83291e072b31a9989f179915ee3341a75a77c73d1f9081a3",
+      "trade_count": 10,
+      "holding_count": 4,
+      "final_equity": 9706248.648662,
+      "old_result_unchanged": true
+    },
+    {
+      "name": "automatic_first",
+      "run_id": "btr_req_078f129ed46b55ba72b47605983a00ae3eef14b1995e1237",
+      "status": "succeeded",
+      "canonical_sha256": "c75cabcc03760f415bb664d20060e81c620d7a0201dd348ea71f75c932571de7",
+      "trade_count": 10,
+      "holding_count": 4,
+      "final_equity": 9706248.648662,
+      "old_result_unchanged": true
+    },
+    {
+      "name": "stock24",
+      "run_id": "btr_req_ef37b8ea403f489e4798d2878e0ef85966ace550f6b4f3c4",
+      "status": "succeeded",
+      "canonical_sha256": "270b403542ab41290c3d6e027b89cdab24dd41a8e2851d8786b33daa51e0051f",
+      "trade_count": 51,
+      "holding_count": 21,
+      "final_equity": 9685563.876924999,
+      "old_result_unchanged": true
+    }
+  ],
+  "durable_events": [
+    {
+      "run_id": "btr_req_44f1bb067559946ef22941a0c425ed53e47515e04b399e20",
+      "count": 27,
+      "unique_keys": 27,
+      "days": 5
+    },
+    {
+      "run_id": "btr_req_078f129ed46b55ba72b47605983a00ae3eef14b1995e1237",
+      "count": 18,
+      "unique_keys": 18,
+      "days": 5
+    },
+    {
+      "run_id": "btr_req_ef37b8ea403f489e4798d2878e0ef85966ace550f6b4f3c4",
+      "count": 32,
+      "unique_keys": 32,
+      "days": 5
+    },
+    {
+      "run_id": "btr_req_a3c3dfe5cd81e27e565064a65665f561c60adebdc6c9c9b4",
+      "count": 27,
+      "unique_keys": 27,
+      "days": 5
+    }
+  ],
+  "trading_state": {
+    "paper": {
+      "configuration": {
+        "count": 3,
+        "hash": "93f3224edef59c381164e0236529dacc"
+      },
+      "active": {
+        "claims": 0,
+        "orders": 0
+      }
+    },
+    "live": {
+      "configuration": {
+        "count": 0,
+        "hash": "d41d8cd98f00b204e9800998ecf8427e"
+      },
+      "active": {
+        "claims": 0,
+        "orders": 1,
+        "today_orders": 0,
+        "orders_hash": "d4b56fbf3a541a41a383ad4e48891bb8",
+        "route_mode": "disabled"
+      }
+    }
+  },
+  "manual_facts_unchanged": {
+    "paper": {
+      "shadow_configurations": 0,
+      "shadow_runs": 0,
+      "manual_count": 3,
+      "manual_hash": "82572901ac0b5fdb4d8b984f71e1763d",
+      "migrations_hash": "21d711b2ee52d2d66a8be4e99b179190",
+      "new_orders": 0
+    },
+    "live": {
+      "shadow_configurations": 0,
+      "shadow_runs": 0,
+      "manual_count": 0,
+      "manual_hash": "d41d8cd98f00b204e9800998ecf8427e",
+      "migrations_hash": "610528d4f350309379c9398c4ea43f66",
+      "new_orders": 0
+    }
+  },
+  "broker_submission": false,
+  "linux_core_tests": {
+    "passed": 834,
+    "failed": 0,
+    "ignored": 9,
+    "log": "/srv/fidc/canonical/run/fidc-private/evidence/callback-candidate-6qumwky7/linux-core-tests.log"
+  },
+  "scope": "Callback and pending-target release verification; historical simulation only. Full manual shadow replay remains incomplete.",
+  "native_replays": 6
+}