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feat(strategy): project ledger and complete optimization reports
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ao gong
2026-10-04 11:42:23 +08:00
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# Quant OS factor diagnostics and strategy core increments
## 2026-10-04 strategy artifact increment
The existing delivery now adds a storage-neutral strategy artifact projection required by platform Draft #102. The earlier central boundary for candidate5192370a9ecfeca09ed39ee9ca3583060d8777d9 returned `waiting_on_dependency`, CI pending, receipt e28c09224685c20569a8a6f627a2c34b6a1c69f3dc43eadabe918c7458476e45. That candidate and the older3c97102f receipt remain preserved and have not been polled or resumed. This is a new independently completed code increment on the same branch, PR #21, lifecycle and sole writer.
The result keeps detached input/grid snapshots. The new builder reuses schema1.1.0 and the original ledger, projecting real fills, NAV, positions and metrics while covering all strategy signals, FIFO pairing and up to100 ranked trials in `strategy_report`. It does not fabricate factor scores, attribution or covariance risk. Zero-NAV weight is undefined with a reason. A security cannot claim reserved CASH identity. Production schema/storage and source admission remain outside this pure candidate; platform isolated validation and display still need integration.
Actual missing-module RED preceded implementation. Independent review found a reproducible cash-identity collision (run/optimizer RED) and fact-column explanation naming inconsistency (RED); both are fixed with permanent regressions and final read-only PASS. Final focused run114 passed (26 new artifact tests,81 strategy/optimizer tests,7 existing factor-artifact tests). Final whole-core run1212 passed in15.59s with1170 pandas deprecation warnings. Targeted four-file Ruff and three-source strict mypy passed. Prior financial calculations and their accepted test evidence are not recomputed by the projection. The fixed49 framework/source and delivery route remain unchanged, resume/review critical gpt-6-astra/xhigh was reused/validated, runtime observation remains unknown.
Next: save this completed increment and enter one central candidate refresh/Ready gate, then bind its saved revision in the platform isolated task/artifact path. The broad platform delivery remains WIP and formal run/optimize remains gated.
## 2026-10-04 seven-strategy core increment
The same owner, lifecycle, branch and PR #21 now include the independent seven-strategy calculation increment needed by platform Draft #102. The original 3c97102f CI-wait receipt has not been queried, resumed or treated as resolved. New code is being reviewed as a new candidate; previous fixed-archive platform consumers remain bound to their saved revisions.