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fidc-backtest-engine/docs/evidence/signal-rolling-scan-rejection-20260905.json
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2026-09-05 13:35:00 +08:00

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{
"schemaVersion": "fidc-signal-rolling-scan-rejection/v1",
"measuredAt": "2026-09-05T13:45:00+08:00",
"host": "192.168.31.177",
"candidateCommit": "b65b3ed8f1739f7df84c50ae7993ca2ed3d5857e",
"removalCommit": "2aa330786aa45ccdfa88c2dc8a65821d8d7a9606",
"implementation": {
"description": "replace materialized signal_close values and return values with direct current-series scans for rolling max and return sample standard deviation",
"businessResultsChanged": false,
"retainedInProduction": false
},
"genericRankFiveYearContract": {
"rankBy": "free_float_cap",
"candidateEngineSeconds": [3.707, 3.704, 3.7, 3.736, 3.699, 3.721],
"candidateProcessHotMedianEngineSeconds": 3.704,
"acceptedBaselineProcessHotMedianEngineSeconds": 3.465,
"observedRegressionPercent": 6.897547,
"canonicalSha256": "84367993911b42437939aad88f29379d007af6f5f171667ff7ad6677dd488fd2",
"tradeCount": 21876
},
"primaryFiveYearContract": {
"candidateEngineSeconds": [2.624, 2.607, 2.604, 2.601, 2.61],
"candidateProcessHotMedianEngineSeconds": 2.6055,
"acceptedBaselineProcessHotMedianEngineSeconds": 2.441,
"observedRegressionPercent": 6.739041,
"canonicalSha256": "b42fea66237d06eadb24f6b8c9e2760e7319fe3699f315b99e01f433ef2aa234",
"tradeCount": 26088
},
"secondaryFiveYearContract": {
"candidateEngineSeconds": [2.349, 2.336, 2.39, 2.365, 2.353],
"candidateProcessHotMedianEngineSeconds": 2.353,
"acceptedBaselineProcessHotMedianEngineSeconds": 2.17,
"observedRegressionPercent": 8.43318,
"canonicalSha256": "0dbd3fad624097c673c4a5ec2f545f95e9c21d1d5337bb2b48ffeb22b16cb2b9",
"tradeCount": 19404
},
"rollbackFullMinuteContract": {
"tradeCount": 156,
"canonicalSha256": "457c086b1bca784fe83f447bb22451925e8f022456bb0fc7b54237a7a7886849",
"resultStoreSha256": "04d804ee02ad7bc9b3649b4a2b4ddd902a4242ef38e00edeed8058860e9a6997",
"terminalAuditStatus": "clean"
},
"acceptance": {
"status": "rejected_cross_strategy_regression",
"reason": "direct scans were slower for generic rank and both daily controls despite exact output parity; candidate and deployed binary were removed"
}
}