Files
fidc-backtest-engine/docs/evidence/current-rolling-boundary-reuse-20260904.json
T

62 lines
2.4 KiB
JSON

{
"schemaVersion": "fidc-current-rolling-boundary-reuse-ab/v1",
"measuredAt": "2026-09-04T15:17:49Z",
"host": "192.168.31.177",
"engineCommit": "52b07be19bdd1597e5b412b5a549e57640efa415",
"implementation": {
"description": "resolve the current market-series end once per stock state and reuse the integer boundary for literal stock rolling_mean_current calls",
"cachedFactorValues": false,
"cachedStrategyResults": false,
"additionalHeapCollectionsPerStock": 0,
"fallback": "dynamic or non-market fields retain the original date and factor-series lookup",
"pitSemanticsChanged": false,
"adjustmentSemanticsChanged": false
},
"componentBenchmark": {
"iterations": 100000,
"helperCallsPerIteration": 5,
"repeatedLookupSeconds": 0.009142143,
"reusedBoundarySeconds": 0.006728638,
"speedup": 1.3586914617787433,
"equal": true
},
"testGate": {
"total": 418,
"passed": 413,
"ignoredManualBenchmarks": 5,
"failed": 0
},
"backtestEvidence": {
"runId": "btr_1788535029326_2441112_5",
"startDate": "2021-08-23",
"endDate": "2026-08-28",
"frequency": "1d",
"matchingType": "next_bar_open",
"totalSeconds": 7.509,
"engineSeconds": 6.494,
"totalReturn": 0.9219861819172002,
"tradeCount": 26088,
"canonicalSha256": "b42fea66237d06eadb24f6b8c9e2760e7319fe3699f315b99e01f433ef2aa234",
"resultStoreSha256": "92343fb369fea68b2544b654151c5c43a935940580b14afbe8eefb3844f72a54"
},
"artifacts": [
{
"path": "/srv/fidc/canonical/run/fidc-private/evidence/current-rolling-boundary-profile-20260904/perf.data",
"sha256": "be9f6e04c01a98cb834bc3f207359dc17555e0e660e178d552b525722a13873a"
},
{
"path": "/srv/fidc/canonical/run/fidc-private/evidence/current-rolling-boundary-profile-20260904/perf-report.txt",
"sha256": "6f4e1e4370ce996fcf7308a7a723469b417d8c03156eb43b5a26a5fb42c42511"
},
{
"path": "/srv/fidc/canonical/run/fidc-private/evidence/current-rolling-boundary-profile-20260904/run.json",
"sha256": "fee9f104d72d8918cdcd7660d7cd40dced9a84edcabcd68e89588ce5690523a5"
}
],
"acceptance": {
"status": "accepted_component_improvement_end_to_end_no_regression",
"endToEndSpeedupClaimed": false,
"reason": "the component result is positive and exact, while concurrent non-FIDC tan load and symbolic phases make cross-build wall-time medians non-comparable"
}
}