docs: record reproducible risk artifact contract

This commit is contained in:
ao gong
2026-08-21 23:41:21 +08:00
parent 1a60fef6e1
commit dc67f0e982
3 changed files with 30 additions and 5 deletions
+11
View File
@@ -139,6 +139,16 @@ print(factor_backtest.benchmark_stats(benchmark_returns))
# 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。
from quant_engine.artifact import build_research_run_artifact
from quant_engine.risk import CovarianceSnapshot
risk_date = factor_backtest.position_weights.index[-1].date()
risk_snapshot = CovarianceSnapshot(
snapshot_id="<covariance-snapshot-id>",
as_of_date=risk_date,
covariance=daily_return_covariance,
return_frequency="1d",
periods_per_year=252,
)
artifact = build_research_run_artifact(
factor_backtest,
@@ -156,6 +166,7 @@ artifact = build_research_run_artifact(
parameters={"top_k": 20, "lag_sessions": 1},
benchmark_id="000300.SH",
benchmark_returns=benchmark_returns,
risk_snapshots={risk_date: risk_snapshot},
)
print(artifact.manifest())