58 lines
2.8 KiB
JSON
58 lines
2.8 KiB
JSON
{
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"date": "2026-09-07",
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"host": "192.168.31.177",
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"identity": "boris",
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"implementationCommit": "a02ac6e",
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"valueRegressionCommit": "cb97aa1",
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"scope": "Native daily indicator fields explicitly bound in stockPoolFactorContract; other factor fields and pricing are unchanged.",
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"targetedTests": {"passed": 3, "failed": 0},
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"fullLibraryTestsBeforeAdditionalValueCase": {"passed": 447, "ignored": 6, "failed": 0},
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"provenCases": [
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"09:30, 10:30 and 14:30 resolve to the preceding trading date",
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"15:00 resolves to the completed decision day",
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"active intraday datetime applies when no explicit execution time exists",
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"next-open retains the completed decision day",
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"no previous trading date does not fall back to the current day",
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"stock state with prior value 2 and current value 999 reads 2 intraday and 999 at close",
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"unbound factor value remains unchanged"
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],
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"backtestServiceDeployed": true,
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"paperLiveRuntimeDeployed": false,
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"realBacktestAcceptanceComplete": false,
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"scopedBacktestEvidence": {
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"intraday": {
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"range": "2025-09-08..2025-09-12",
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"time": "09:30",
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"runIds": ["btr_1788790021780_1150210_0", "btr_1788790036494_1150210_1"],
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"seconds": [8.994, 0.596],
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"tradeCount": 104,
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"riskDecisionCount": 11,
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"canonical": "5c8a110cc6f285b9d569e818a0472a8b5c76f14df853a1c2c42d1b5222c39b3a",
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"identical": true,
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"persistedFactorBindingVerified": true,
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"rawParquetAudit": {
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"buyFills": 60,
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"priorPassCurrentFailExamples": 21,
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"existingPositionTopUpsBelowCurrentSelectionThreshold": 23,
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"retainedTargetReentryBelowCurrentSelectionThreshold": {"symbol": "600276.SH", "date": "2025-09-12", "priorExit": "2025-09-11 stop_loss_exit", "configuration": "reenterExitedTargets=true", "reason": "model_target_portfolio_daily"},
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"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."
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}
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},
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"nextOpen": {
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"range": "2021-08-23..2026-08-28",
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"runId": "btr_1788790344805_1150210_2",
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"seconds": 21.610,
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"tradeCount": 25408,
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"canonical": "b29b085d43bcc0f8f1712767421781c70570a24112933623d4bbbef46508d710",
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"matchesPreFixBaseline": true
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},
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"terminalAudits": "clean",
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"rawEvidenceDirectory": "native-daily-factor-replays-20260907"
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},
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"limitations": [
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"This is not a generic per-field publication-timestamp model for all factor datasets.",
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"Raw dynamic fields used without a stock-pool native binding need separate availability-contract review.",
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"Saved-version browser handoff, all runtime deployment and broader factor/PIT acceptance remain required; these replays use isolated API research fixtures."
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]
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}
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