boris
92 lines
3.1 KiB
JSON
92 lines
3.1 KiB
JSON
{
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"schemaVersion": "fidc-post-hotpath-full-minute-regression/v1",
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"measuredAt": "2026-09-05T04:12:00+08:00",
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"host": "192.168.31.177",
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"engineCommit": "1f8a0fd",
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"runtimeCodeCommit": "cfb19b5783cb446099cb3e4aff70cc39beec2e88",
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"runnerBinarySha256": "3e69af42e41321d31c69b552cf22d7033ce1ea8d94305a32e32461148cdbfc60",
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"contract": {
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"startDate": "2025-01-02",
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"endDate": "2025-11-17",
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"frequency": "1m",
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"matchingType": "minute_last",
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"scheduleTime": "10:18:00",
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"slippageModel": "price_ratio",
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"slippageValue": 0.001,
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"commissionRate": 0.0001,
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"minimumCommission": 5.0,
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"stampTaxRate": 0.0005,
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"volumeLimit": false,
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"configuredVolumePercentInactive": 0.25
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},
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"bundle": {
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"oldBundleRejectedAsStale": true,
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"oldBundleId": "bt_bundle_d3109a7220681b850f31",
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"newBundleId": "bt_bundle_daadb1059454b30a9a6d",
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"newBundleHash": "14024f3774efb800575c7bd47b6a594b7b7fd7731493a1785c119ee7533378d2",
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"newDataEpoch": "strategy-factory-source-lake:scope-v1:3556e7dbadbdc94176d23a92acc78c84c50e2ec2a6d16b9dfd25978b1a98b2ae"
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},
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"result": {
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"totalReturn": 0.03473222656500008,
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"tradeCount": 156,
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"buyTradeCount": 79,
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"sellTradeCount": 77,
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"canonicalSha256": "457c086b1bca784fe83f447bb22451925e8f022456bb0fc7b54237a7a7886849",
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"resultStoreSha256": "04d804ee02ad7bc9b3649b4a2b4ddd902a4242ef38e00edeed8058860e9a6997",
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"oldCanonicalSha256": "457c086b1bca784fe83f447bb22451925e8f022456bb0fc7b54237a7a7886849",
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"canonicalEqualAcrossDataEpoch": true,
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"terminalAuditStatus": "clean",
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"warnings": []
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},
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"performance": {
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"coldTotalSeconds": 106.497,
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"coldDataSeconds": 37.21,
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"coldEngineSeconds": 65.519,
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"coldRunContended": true,
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"hotTotalSeconds": 0.584,
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"hotDataSeconds": 0.004,
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"hotEngineSeconds": 0.162,
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"hotResultSeconds": 0.005,
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"hotFinalizationSeconds": 0.397
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},
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"whiteBoxAudit": {
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"status": "ok",
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"sourceRowsFormat": "arrow",
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"queriedSymbols": 1,
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"requiredPairs": 156,
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"queriedDailyBars": 156,
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"queriedMinuteBars": 156,
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"slippagePriceChecks": 156,
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"missingExecutionTimestamps": 0,
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"executionTimestamp": "each trade date at 10:18:00",
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"failureCounts": {},
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"warningCounts": {},
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"firstBuy": {
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"symbol": "000001.SZ",
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"rawMinuteClose": 11.55,
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"fillPrice": 11.56155,
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"quantity": 43200,
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"grossAmount": 499458.96,
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"commission": 49.945896,
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"stampTax": 0.0
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},
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"lastSell": {
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"symbol": "000001.SZ",
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"rawMinuteClose": 11.77,
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"fillPrice": 11.75823,
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"quantity": 400,
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"grossAmount": 4703.292,
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"commission": 5.0,
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"stampTax": 2.351646
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}
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},
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"remoteArtifacts": [
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"/srv/fidc/canonical/run/fidc-private/evidence/post-daily-hotpath-full-minute-current-bundle-20260905.json",
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"/srv/fidc/canonical/run/fidc-private/evidence/post-daily-hotpath-full-minute-audit-20260905/audit.json"
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],
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"acceptance": {
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"status": "passed",
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"reason": "the current Source Lake generation reproduces the historical canonical result and every fill passes minute timestamp, raw-price, slippage, fee, tax, and terminal-state audit"
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}
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}
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