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fidc-backtest-engine/docs/evidence/rolling-boundary-reuse-rejection-20260905.json
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2026-09-05 13:09:44 +08:00

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{
"schemaVersion": "fidc-rolling-boundary-reuse-rejection/v1",
"measuredAt": "2026-09-05T12:40:00+08:00",
"host": "192.168.31.177",
"candidateCommit": "6b5d576",
"rollbackCommit": "b55ac0bf814641ec09f61f4ec10d52b311ee8aab",
"finalRemovalCommit": "b55ac0bf814641ec09f61f4ec10d52b311ee8aab",
"implementation": {
"description": "share one adjusted-close base factor and one valid-volume count across batched rolling windows",
"businessResultsChanged": false,
"retainedInProduction": false
},
"primaryFiveYearContract": {
"candidateEngineSeconds": [2.6, 2.557, 2.564, 2.603, 2.574, 2.614],
"candidateProcessHotMedianEngineSeconds": 2.587,
"acceptedBaselineEngineSeconds": 2.441,
"observedRegressionPercent": 5.981155,
"canonicalSha256": "b42fea66237d06eadb24f6b8c9e2760e7319fe3699f315b99e01f433ef2aa234",
"tradeCount": 26088
},
"secondaryFiveYearContract": {
"candidateEngineSeconds": [2.381, 2.323, 2.344, 2.377, 2.353, 2.348],
"candidateProcessHotMedianEngineSeconds": 2.3505,
"acceptedBaselineEngineSeconds": 2.17,
"observedRegressionPercent": 8.317972,
"canonicalSha256": "0dbd3fad624097c673c4a5ec2f545f95e9c21d1d5337bb2b48ffeb22b16cb2b9",
"tradeCount": 19404
},
"acceptance": {
"status": "rejected_cross_strategy_regression",
"reason": "both real five-year controls became slower despite exact result parity; candidate code and production binary were removed"
}
}