Files
fidc-backtest-engine/docs/evidence/symbol-id-selection-stream-20260905.json
T
2026-09-05 04:54:45 +08:00

86 lines
3.6 KiB
JSON

{
"schemaVersion": "fidc-symbol-id-selection-stream/v1",
"measuredAt": "2026-09-05T04:53:13+08:00",
"host": "192.168.31.177",
"engineCommit": "0e3c2028d0b0a26a2d3b8e2fb9dd0765c60809b1",
"serviceCommit": "9fd5a9e6d5668af57f6942fc3c4127953545d9c6",
"runnerBinarySha256": "386e5542d66bc6850f9569dc25d061f043103df279d3aba5e86343a72d5113f9",
"implementation": {
"description": "scan signal-day selection risk into a market-cap-ordered u32 symbol-id stream and materialize EligibleUniverseSnapshot rows only for strategies that require the generic ranking path",
"fastPathContract": "ascending market_cap or market_cap_bn rank with daily_replacement_limit=0",
"genericRankingChanged": false,
"selectionResultCached": false,
"factorValueCached": false,
"riskDecisionOrderChanged": false,
"pitSemanticsChanged": 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",
"restartOrCold": {
"totalSeconds": 19.223,
"dataSeconds": 14.395,
"engineSeconds": 4.182
},
"processHotEngineSeconds": [3.438, 3.185, 3.346, 3.288, 3.294],
"processHotMedianEngineSeconds": 3.294,
"previousAcceptedMedianEngineSeconds": 3.896,
"observedMedianImprovementPercent": 15.451745,
"resultConsistent": true,
"terminalAuditStatus": "clean"
},
"secondaryFiveYearContract": {
"totalReturn": 1.1342962298106998,
"tradeCount": 19404,
"canonicalSha256": "0dbd3fad624097c673c4a5ec2f545f95e9c21d1d5337bb2b48ffeb22b16cb2b9",
"resultStoreSha256": "416d2f87241fb4c6b917f6aeecb588f82f6e7d51a103f4c53a74d11971f16839",
"engineSeconds": [2.871, 2.897, 2.899, 2.964, 2.948, 2.922],
"medianEngineSeconds": 2.922,
"previousAcceptedMedianEngineSeconds": 3.582,
"observedMedianImprovementPercent": 18.425461,
"resultConsistent": true,
"terminalAuditStatus": "clean"
},
"profile": {
"runId": "btr_1788555090941_297399_12",
"engineSeconds": 3.37,
"allThreadEventCycles": 77490041805,
"stockStateBySymbolIdPercent": 13.59,
"numericVmEvaluatePercent": 8.27,
"adjustedCloseMovingAveragePercent": 4.74,
"selectionSymbolIdScanPercent": 3.53,
"selectSymbolsPercent": 3.26,
"stringTrimPercent": 3.14,
"mallocPercent": 2.82,
"lostSamples": 0
},
"memory": {
"serviceCgroupCurrentBytes": 11481071616,
"serviceCgroupPeakBytes": 11488108544,
"cacheMemoryAddedBytes": 0
},
"testGate": {
"workspaceTotal": 544,
"passed": 536,
"ignoredManualBenchmarks": 8,
"failed": 0
},
"remoteArtifacts": [
"/srv/fidc/canonical/run/fidc-private/evidence/symbol-id-selection-primary-20260905.json",
"/srv/fidc/canonical/run/fidc-private/evidence/symbol-id-selection-secondary-20260905.json",
"/srv/fidc/canonical/run/fidc-private/evidence/symbol-id-selection-profile-20260905/run.json",
"/srv/fidc/canonical/run/fidc-private/evidence/symbol-id-selection-profile-20260905/perf.data",
"/srv/fidc/canonical/run/fidc-private/evidence/symbol-id-selection-profile-20260905/perf-report.txt"
],
"acceptance": {
"status": "accepted_generic_symbol_id_selection_stream",
"reason": "both independent five-year contracts preserve exact results and improve stable engine medians materially without adding cache memory or changing generic ranking, risk ordering, or PIT semantics"
}
}