ageorge156/quant_engine
1
0
Fork 0
Code Issues Pull Requests 1 Actions Packages Projects Releases Wiki Activity

test(performance): enforce semantic artifact authority boundary (#19)
CI / lite (push) Successful in 9s
Details

Browse Source
This commit was merged in pull request #19.
This commit is contained in:
ageorge156
2026-09-01 23:12:10 +08:00
parent a724e1e57a
commit 68dd68392a
7 changed files with 3025 additions and 4 deletions
Download Patch File Download Diff File Expand all files Collapse all files
MODULE_SPEC.yaml
+3 -2
View File
@@ -1,7 +1,7 @@
{
"schema_version": 1,
"module_id": "quant_engine",
"authority": {"scope": "module_metadata", "subject": "quant_engine", "owner": "quant-engine-owner", "source": "MODULE_SPEC.yaml", "revision": 4, "effective_from": "2026-09-01T00:00:00+08:00"},
"authority": {"scope": "module_metadata", "subject": "quant_engine", "owner": "quant-engine-owner", "source": "MODULE_SPEC.yaml", "revision": 5, "effective_from": "2026-09-01T00:00:00+08:00"},
"repository": {"name": "quant_engine", "workspace_id": "researchhub", "type": "research_engine", "maturity": "operational"},
"bounded_context": {
"domain": "quantitative-research-engine",
@@ -19,7 +19,7 @@
{"id": "factor-and-indicator-calculation", "summary": "Calculate reusable alpha factors and technical indicators from caller-supplied data.", "status": "operational"},
{"id": "execution-simulation", "summary": "Simulate costs, slippage, market constraints, fills, NAV, and PnL without live order routing.", "status": "operational"},
{"id": "portfolio-backtesting", "summary": "Run weight-based backtests and benchmark comparisons.", "status": "operational"},
{"id": "backtest-evidence-contracts", "summary": "Identify governed offline backtest inputs and close existing research artifact evidence without persistence or decision authority.", "status": "operational"},
{"id": "backtest-evidence-contracts", "summary": "Identify governed offline backtest inputs and close existing research artifact and performance-methodology evidence without recomputation, persistence, or decision authority.", "status": "operational"},
{"id": "portfolio-risk-computation-contracts", "summary": "Verify deterministic portfolio-computation receipts and expose S3-bound portfolio decisions and risk assessments without adding algorithms or execution authority.", "status": "operational"},
{"id": "risk-and-performance-analysis", "summary": "Calculate portfolio decomposition, risk contribution, and performance statistics.", "status": "operational"}
],
@@ -33,6 +33,7 @@
{"contract_id": "researchhub.factor-set-ref", "version": "1.0.0", "authority": "quant_engine", "path": "src/quant_engine/factor_contracts.py"},
{"contract_id": "researchhub.backtest-run-ref", "version": "1.0.0", "authority": "quant_engine", "path": "src/quant_engine/governed_pipeline.py"},
{"contract_id": "researchhub.backtest-evidence-manifest", "version": "1.0.0", "authority": "quant_engine", "path": "src/quant_engine/artifact.py"},
{"contract_id": "researchhub.performance-evidence", "version": "1.0.0", "authority": "quant_engine", "path": "src/quant_engine/artifact.py"},
{"contract_id": "researchhub.portfolio-decision", "version": "1.0.0", "authority": "quant_engine", "path": "src/quant_engine/portfolio_risk_contracts.py"},
{"contract_id": "researchhub.risk-assessment", "version": "1.0.0", "authority": "quant_engine", "path": "src/quant_engine/portfolio_risk_contracts.py"}
],