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fidc-backtest-engine/docs/evidence/shared-market-cap-order-index-20260905.json
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{
"schemaVersion": "fidc-shared-market-cap-order-index-ab/v1",
"measuredAt": "2026-09-05T00:43:00+08:00",
"host": "192.168.31.177",
"engineCommit": "05953f857a3e3844595bb63a684c34a2e44cbaaf",
"serviceCommit": "9fd5a9e6d5668af57f6942fc3c4127953545d9c6",
"runnerBinarySha256": "188269bf0c2ee65d6c11ed37ddddfdaf86695941e8123f69f950054bea39796e",
"implementation": {
"description": "build an immutable per-date u32 symbol-id order by market cap in parallel with DataSet construction and reuse it across strategy runs",
"riskEvaluationOrderPreserved": true,
"riskDiagnosticsOrderPreserved": true,
"selectionOrderPreserved": true,
"cachedFactorValues": false,
"cachedSelectionResults": false,
"cachedAccountOrOrderState": false,
"pitSemanticsChanged": false,
"adjustmentSemanticsChanged": false
},
"primaryFiveYearContract": {
"startDate": "2021-08-23",
"endDate": "2026-08-28",
"frequency": "1d",
"matchingType": "next_bar_open",
"totalReturn": 0.9219861819172002,
"tradeCount": 26088,
"canonicalSha256": "b42fea66237d06eadb24f6b8c9e2760e7319fe3699f315b99e01f433ef2aa234",
"resultStoreSha256": "92343fb369fea68b2544b654151c5c43a935940580b14afbe8eefb3844f72a54",
"firstRun": {
"runId": "btr_1788540070941_2799354_0",
"totalSeconds": 19.825,
"dataSeconds": 13.141,
"engineSeconds": 6.024
},
"hotRuns": [
{"runId": "btr_1788540095588_2799354_1", "totalSeconds": 6.664, "engineSeconds": 5.528},
{"runId": "btr_1788540107127_2799354_2", "totalSeconds": 6.546, "engineSeconds": 5.742},
{"runId": "btr_1788540118939_2799354_3", "totalSeconds": 6.586, "engineSeconds": 5.643},
{"runId": "btr_1788540129894_2799354_4", "totalSeconds": 6.591, "engineSeconds": 5.929},
{"runId": "btr_1788540141992_2799354_5", "totalSeconds": 6.794, "engineSeconds": 6.145}
],
"hotMedianEngineSeconds": 5.742,
"restoredBaselineHotMedianEngineSeconds": 6.702,
"observedMedianImprovementPercent": 14.324082363473588,
"terminalAuditStatus": "clean",
"resultConsistent": true
},
"secondaryFiveYearContract": {
"description": "same frozen source and execution contract with target positions changed from 30 to 20",
"totalReturn": 1.1342962298106998,
"tradeCount": 19404,
"canonicalSha256": "0dbd3fad624097c673c4a5ec2f545f95e9c21d1d5337bb2b48ffeb22b16cb2b9",
"resultStoreSha256": "416d2f87241fb4c6b917f6aeecb588f82f6e7d51a103f4c53a74d11971f16839",
"engineSeconds": [5.699, 5.545, 5.604, 5.23],
"processHotMedianEngineSeconds": 5.545,
"terminalAuditStatus": "clean",
"resultConsistent": true
},
"memory": {
"baselineCurrentBytes": 11426254848,
"candidateCurrentBytes": 11433934848,
"candidatePeakBytes": 11435282432,
"observedIncreaseBytes": 7680000
},
"profile": {
"runId": "btr_1788540249539_2799354_10",
"totalSeconds": 6.35,
"engineSeconds": 5.696,
"eventCycles": 15734772698,
"stockStatePercent": 23.86,
"stableUniverseSortPresentInTopProfile": false,
"numericVmPercent": 5.29,
"adjustedCloseMovingAveragePercent": 4.71,
"mallocPercent": 4.33
},
"testGate": {
"coreUnitTotal": 419,
"corePassed": 413,
"ignoredManualBenchmarks": 6,
"failed": 0,
"integrationSuitesPassed": true
},
"remoteArtifacts": [
"/srv/fidc/canonical/run/fidc-private/evidence/shared-market-cap-order-20260905.json",
"/srv/fidc/canonical/run/fidc-private/evidence/shared-market-cap-order-secondary-20260905.json",
"/srv/fidc/canonical/run/fidc-private/evidence/shared-market-cap-order-profile-20260905/perf.data",
"/srv/fidc/canonical/run/fidc-private/evidence/shared-market-cap-order-profile-20260905/perf-report.txt",
"/srv/fidc/canonical/run/fidc-private/evidence/shared-market-cap-order-profile-20260905/run.json"
],
"acceptance": {
"status": "accepted_shared_immutable_index_end_to_end_no_regression",
"reason": "both five-year strategies preserve exact business outputs, the primary stable hot median improves by about 14.3 percent, first-build data time remains at the prior process-cold baseline, and resident memory increases by only about 7.7 MB"
}
}