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feat: add explicit retrospective v2 computation contracts (#20)
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This commit was merged in pull request #20.
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ageorge156
2026-09-09 01:31:46 +08:00
parent 68dd68392a
commit 861c1e97a8
19 changed files with 7688 additions and 4 deletions
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MODULE_SPEC.yaml
+13 -3
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@@ -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": 5, "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": 6, "effective_from": "2026-09-08T19:33:40+08:00"},
"repository": {"name": "quant_engine", "workspace_id": "researchhub", "type": "research_engine", "maturity": "operational"},
"bounded_context": {
"domain": "quantitative-research-engine",
@@ -21,6 +21,7 @@
{"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 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": "retrospective-computation-contracts", "summary": "Decode observation-aware v2 data and expose explicit retrospective factor, backtest, portfolio and risk contracts with two clocks, no historical-availability claim and no execution authority.", "status": "operational"},
{"id": "risk-and-performance-analysis", "summary": "Calculate portfolio decomposition, risk contribution, and performance statistics.", "status": "operational"}
],
"data": {"owns": [
@@ -35,11 +36,20 @@
{"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"}
{"contract_id": "researchhub.risk-assessment", "version": "1.0.0", "authority": "quant_engine", "path": "src/quant_engine/portfolio_risk_contracts.py"},
{"contract_id": "researchhub.factor-set-ref", "version": "2.0.0", "authority": "quant_engine", "path": "src/quant_engine/retrospective_factor_contracts.py"},
{"contract_id": "researchhub.backtest-run-ref", "version": "2.0.0", "authority": "quant_engine", "path": "src/quant_engine/retrospective_backtest_contracts.py"},
{"contract_id": "researchhub.backtest-evidence-manifest", "version": "2.0.0", "authority": "quant_engine", "path": "src/quant_engine/retrospective_artifact_contracts.py"},
{"contract_id": "researchhub.performance-evidence", "version": "2.0.0", "authority": "quant_engine", "path": "src/quant_engine/retrospective_artifact_contracts.py"},
{"contract_id": "researchhub.portfolio-target", "version": "2.0.0", "authority": "quant_engine", "path": "src/quant_engine/retrospective_portfolio_risk_contracts.py"},
{"contract_id": "researchhub.portfolio-decision", "version": "2.0.0", "authority": "quant_engine", "path": "src/quant_engine/retrospective_portfolio_risk_contracts.py"},
{"contract_id": "researchhub.risk-assessment", "version": "2.0.0", "authority": "quant_engine", "path": "src/quant_engine/retrospective_portfolio_risk_contracts.py"}
],
"consumes": [
{"contract_id": "researchhub.dataset-snapshot", "version": "1.0.0", "authority": "researchhub.data", "admission": "qualified_immutable_envelope"},
{"contract_id": "researchhub.data-foundation", "version": "1.0.0", "authority": "researchhub.data", "admission": "content_addressed_selected_views"}
{"contract_id": "researchhub.data-foundation", "version": "1.0.0", "authority": "researchhub.data", "admission": "content_addressed_selected_views"},
{"contract_id": "researchhub.dataset-snapshot", "version": "2.0.0", "authority": "researchhub.data", "admission": "qualified_immutable_retrospective_envelope_and_materialized_chunks"},
{"contract_id": "researchhub.data-foundation", "version": "2.0.0", "authority": "researchhub.data", "admission": "observation_bound_selected_views_and_materialized_bytes"}
]
},
"dependencies": [],