docs: record reproducible risk artifact contract
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@@ -139,6 +139,16 @@ print(factor_backtest.benchmark_stats(benchmark_returns))
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# 下游稳定交付:显式提供代码版本、数据快照和时区,不在核心层写数据库。
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from quant_engine.artifact import build_research_run_artifact
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from quant_engine.risk import CovarianceSnapshot
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risk_date = factor_backtest.position_weights.index[-1].date()
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risk_snapshot = CovarianceSnapshot(
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snapshot_id="<covariance-snapshot-id>",
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as_of_date=risk_date,
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covariance=daily_return_covariance,
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return_frequency="1d",
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periods_per_year=252,
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)
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artifact = build_research_run_artifact(
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factor_backtest,
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@@ -156,6 +166,7 @@ artifact = build_research_run_artifact(
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parameters={"top_k": 20, "lag_sessions": 1},
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benchmark_id="000300.SH",
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benchmark_returns=benchmark_returns,
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risk_snapshots={risk_date: risk_snapshot},
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)
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print(artifact.manifest())
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