Files
fidc-backtest-engine/docs/evidence/layered-execution-quote-index-rejection-20260907.json
T
2026-09-07 11:15:38 +08:00

63 lines
2.9 KiB
JSON

{
"schemaVersion": "fidc-engine-optimization-rejection/v1",
"generatedDate": "2026-09-07",
"host": "192.168.31.177",
"candidate": {
"engineCommit": "f2de8b281a7f9537665d86895f8c51fb33386d9e",
"implementationIdentitySha256": "1ea0d2834901504e79d76d9df722f009a2ced3c2a02ddf247eae8722be135516",
"description": "Store execution quote dates, symbol maps and quote vectors as nested Arc values so a lazy write clones only one path."
},
"revert": {
"engineCommit": "68c186f649965118da63ff0f0dc2272005538a55",
"implementationIdentitySha256": "4f81eb707baeb76375a03eb8989cb043089b1a7c1d07a998570861eb7dc6fa95",
"description": "Restore the flat read-optimized execution quote index."
},
"measurements": {
"currentCloseOneYear": {
"candidateHotMedianTotalSeconds": 1.19,
"candidateHotMedianEngineSeconds": 0.652,
"revertHotMedianTotalSeconds": 1.183,
"revertHotMedianEngineSeconds": 0.722,
"candidateEngineImprovementPercent": 9.695291
},
"nextBarOpenFiveYear": {
"candidateHotMedianTotalSeconds": 2.896,
"candidateHotMedianEngineSeconds": 2.25,
"revertHotMedianTotalSeconds": 2.848,
"revertHotMedianEngineSeconds": 2.223,
"candidateEngineRegressionPercent": 1.214575
},
"staticCurrentClose": {
"candidateHotMedianEngineSeconds": 0.324,
"acceptedFlatIndexHotMedianEngineSeconds": 0.322
},
"fullMinute": {
"candidateHotMedianEngineSeconds": 0.225,
"acceptedFlatIndexHotMedianEngineSeconds": 0.226
}
},
"correctness": {
"totalReturnEqual": true,
"tradeCountEqual": true,
"canonicalResultDigestEqual": true,
"resultStoreDigestEqual": true,
"terminalAuditEqual": true,
"candidateWorkspaceCoreTestsPassed": 442,
"revertWorkspaceCoreTestsPassed": 441,
"workspaceFailures": 0
},
"decision": {
"status": "rejected_and_removed",
"reason": "Nested Arc indirection improves the lazy-write strategy but causes a repeatable next_bar_open regression and has no static/full-minute read benefit.",
"replacementDirection": "Keep the flat immutable base index and isolate lazy additions in a run-local overlay without changing the base iterator representation."
},
"supportingEvidence": [
"/Users/boris/WorkSpace/fidc-backtest-service/docs/evidence/current-close-layered-quote-index-rejection-20260907.json",
"/Users/boris/WorkSpace/fidc-backtest-service/docs/evidence/static-pool-layered-quote-index-rejection-20260907.json",
"/Users/boris/WorkSpace/fidc-backtest-service/docs/evidence/full-minute-layered-quote-index-rejection-20260907.json",
"/Users/boris/WorkSpace/fidc-backtest-service/docs/evidence/next-open-layered-quote-index-rejection-20260907.json",
"/Users/boris/WorkSpace/fidc-backtest-service/docs/evidence/current-close-after-layered-index-revert-20260907.json",
"/Users/boris/WorkSpace/fidc-backtest-service/docs/evidence/next-open-after-layered-index-revert-20260907.json"
]
}