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codex/core-contracts-20260821

codex/environment-unification-20260823

codex/ledger-attribution-20260821

codex/module-spec-quant-engine-20260820

codex/post-execution-ledger-20260821

codex/quant-artifact-consolidation-20260826

codex/quant-os-backtest-evidence-contract-s3-20260901

codex/quant-os-factor-diagnostics-20261004

codex/quant-os-factor-feature-contracts-s2-20260831

codex/quant-os-factor-set-ref-type-rejection-s2-1-20260901

codex/quant-os-governed-slice-20260830

codex/quant-os-portfolio-risk-computation-s4-1-20260901

codex/research-alpha158-phase1-20260827

codex/research-alpha158-phase2-20260827

codex/research-alpha158-phase3-formula-contract-20260827

codex/research-alpha158-phase4-formula-contract-20260828

codex/research-alpha158-phase5-formula-contract-20260828

codex/research-alpha158-phase6-formula-contract-20260828

codex/research-artifact-contract-20260821

codex/research-quant-os-performance-evidence-contract-s3-1-v1-20260901

codex/research-quant-os-retrospective-contract-v2-20260908

main

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#9

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• 7ab56e105c feat(strategy): project ledger and complete optimization reports codex/quant-os-factor-diagnostics-20261004 ao gong 2026-10-04 11:42:23 +08:00
• 5192370a9e docs(strategy): record reviewed core candidate save ao gong 2026-10-04 11:11:28 +08:00
• 7d3e840483 feat(strategy): share causal ledger and bounded seven-strategy research ao gong 2026-10-04 11:10:01 +08:00
• 3c97102f64 docs: record factor diagnostics consumer validation ao gong 2026-10-04 04:22:39 +08:00
• 69383a30b0 feat: add keyed daily factor diagnostics and forward intervals ao gong 2026-10-04 03:47:02 +08:00
• 861c1e97a8 feat: add explicit retrospective v2 computation contracts (#20) main ageorge156 2026-09-09 01:31:46 +08:00
• 2b0e8ee637 feat: add explicit retrospective v2 computation contracts codex/research-quant-os-retrospective-contract-v2-20260908 ao gong 2026-09-08 19:40:19 +08:00
• 68dd68392a test(performance): enforce semantic artifact authority boundary (#19) ageorge156 2026-09-01 23:12:10 +08:00
• 7103594481 test(performance): enforce semantic artifact authority boundary codex/research-quant-os-performance-evidence-contract-s3-1-v1-20260901 ao gong 2026-09-01 22:25:41 +08:00
• e7a6e20826 test(performance): define S3.1 evidence contract RED ao gong 2026-09-01 22:08:01 +08:00
• a724e1e57a feat: add portfolio risk computation contracts (#18) ageorge156 2026-09-01 14:08:23 +08:00
• 8c5af40dad feat: add portfolio risk computation contracts codex/quant-os-portfolio-risk-computation-s4-1-20260901 ao gong 2026-09-01 13:57:03 +08:00
• d4ee6f005f test: capture missing portfolio risk contracts ao gong 2026-09-01 13:24:01 +08:00
• 78d65b4db0 fix: close final backtest contract boundaries (#17) ageorge156 2026-09-01 12:40:04 +08:00
• 6a7de4b1f3 fix: close final backtest contract boundaries codex/quant-os-backtest-evidence-contract-s3-20260901 ao gong 2026-09-01 12:34:12 +08:00
• 36d444924a fix: harden backtest contract boundaries ao gong 2026-09-01 12:17:16 +08:00
• e1e10ce293 feat: close backtest evidence contract ao gong 2026-09-01 12:04:48 +08:00
• 598c2b92a2 fix: type-check factor set definition ids (#16) ageorge156 2026-09-01 11:10:18 +08:00
• b79aaba83c fix: type-check factor set definition ids codex/quant-os-factor-set-ref-type-rejection-s2-1-20260901 ao gong 2026-09-01 11:01:31 +08:00
• 62ed09842d fix: enforce canonical factor contract json (#15) ageorge156 2026-09-01 08:36:41 +08:00
• 003d182e49 fix: enforce canonical factor contract json codex/quant-os-factor-feature-contracts-s2-20260831 ao gong 2026-09-01 08:35:37 +08:00
• b853cc0d4c feat: add factor feature contracts v1 ao gong 2026-09-01 08:31:00 +08:00
• e782e223f7 feat(governance): add risk-gated paper research slice (#14) ageorge156 2026-08-30 16:14:34 +08:00
• 02393b222b feat(governance): add risk-gated paper research slice codex/quant-os-governed-slice-20260830 ao gong 2026-08-30 16:13:26 +08:00
• 015c1a3602 Merge remote-tracking branch 'origin/main' into codex/research-alpha158-phase6-formula-con (#13) ageorge156 2026-08-28 18:33:31 +08:00
• 4be155a879 Merge remote-tracking branch 'origin/main' into codex/research-alpha158-phase6-formula-contract-20260828 codex/research-alpha158-phase6-formula-contract-20260828 ao gong 2026-08-28 18:33:07 +08:00
• 2bc8aea435 Merge remote-tracking branch 'origin/main' into codex/research-alpha158-phase5-formula-con (#12) ageorge156 2026-08-28 18:32:18 +08:00
• 4911555178 Merge remote-tracking branch 'origin/main' into codex/research-alpha158-phase5-formula-contract-20260828 codex/research-alpha158-phase5-formula-contract-20260828 ao gong 2026-08-28 18:31:53 +08:00
• 03e38d5123 Merge remote-tracking branch 'origin/main' into codex/research-alpha158-phase4-formula-con (#11) ageorge156 2026-08-28 18:30:57 +08:00
• 918274875b Merge remote-tracking branch 'origin/main' into codex/research-alpha158-phase4-formula-contract-20260828 codex/research-alpha158-phase4-formula-contract-20260828 ao gong 2026-08-28 18:30:42 +08:00
• 90a43adda2 Merge remote-tracking branch 'origin/main' into codex/research-alpha158-phase3-formula-con (#10) ageorge156 2026-08-28 18:29:47 +08:00
• 9cb794674c Merge remote-tracking branch 'origin/main' into codex/research-alpha158-phase3-formula-contract-20260827 codex/research-alpha158-phase3-formula-contract-20260827 ao gong 2026-08-28 18:29:29 +08:00
• e72fe0a8d1 Merge remote-tracking branch 'origin/main' into codex/research-alpha158-phase2-20260827 (#9) ageorge156 2026-08-28 18:28:22 +08:00
• 54f06c4f12 Merge remote-tracking branch 'origin/main' into codex/research-alpha158-phase2-20260827 codex/research-alpha158-phase2-20260827 ao gong 2026-08-28 18:28:00 +08:00
• fd3014c286 fix: bound phase1 operator windows (#8) ageorge156 2026-08-28 18:26:14 +08:00
• 34b7757955 feat: complete alpha158 formula contract ao gong 2026-08-28 01:28:29 +08:00
• c384b4b368 feat: freeze alpha101-alpha150 formula contract ao gong 2026-08-28 01:18:13 +08:00
• b4bd406084 feat: extend alpha formula contract ao gong 2026-08-28 00:50:27 +08:00
• e90687bcec feat: freeze alpha formula contract ao gong 2026-08-27 23:27:15 +08:00
• 7ab18432c4 feat: expand alpha operator dispatch ao gong 2026-08-27 22:51:44 +08:00
• 32e8bfe573 fix: bound phase1 operator windows codex/research-alpha158-phase1-20260827 ao gong 2026-08-27 20:29:53 +08:00
• eca4bd4d65 feat: add phase1 alpha operator contract ao gong 2026-08-27 20:20:19 +08:00
• 38a984b245 feat(quant): consolidate research artifact contract (#7) ageorge156 2026-08-26 20:55:09 +08:00
• 3374884f57 feat(quant): consolidate research artifact contract codex/quant-artifact-consolidation-20260826 ao gong 2026-08-26 20:54:02 +08:00
• 4d84f6a26a Merge remote-tracking branch 'origin/main' into codex/research-artifact-contract-20260821 codex/research-artifact-contract-20260821 ao gong 2026-08-25 22:39:54 +08:00
• c12c9ba335 fix(artifact): enforce risk data lineage ao gong 2026-08-25 22:39:45 +08:00
• 8a30bf5ebc fix(ci): verify the unified quant runtime (#6) ageorge156 2026-08-24 20:56:36 +08:00
• 58a677f8a7 fix(ci): verify the unified quant runtime codex/environment-unification-20260823 ao gong 2026-08-24 20:56:07 +08:00
• 7c7f0c06a7 docs(handoff): record market lineage validation ao gong 2026-08-24 10:44:29 +08:00
• 741d5f1ad3 feat(data): snapshot asset returns with stable lineage ao gong 2026-08-24 10:42:34 +08:00
• efaa6fb143 chore: standardize Python 3.13 runtime ao gong 2026-08-23 19:23:20 +08:00
• cbb56d2f52 docs: record covariance estimator decision ao gong 2026-08-21 23:49:06 +08:00
• 524fc73852 feat: estimate deterministic covariance snapshots ao gong 2026-08-21 23:47:29 +08:00
• 8ef8e3208e test: define deterministic covariance estimator contract ao gong 2026-08-21 23:45:40 +08:00
• dc67f0e982 docs: record reproducible risk artifact contract ao gong 2026-08-21 23:41:21 +08:00
• 1a60fef6e1 feat: publish reproducible portfolio risk facts ao gong 2026-08-21 23:28:34 +08:00
• a5dc04bf7e test: define reproducible risk snapshot contract ao gong 2026-08-21 23:24:41 +08:00
• a3cefe364d feat: add deterministic trade and signal identity ao gong 2026-08-21 22:32:37 +08:00
• d6c3614301 test: require deterministic trade identity ao gong 2026-08-21 22:32:14 +08:00
• 8addce4a68 wip: hand off research artifact contract ao gong 2026-08-21 22:31:14 +08:00
• 2071d508d0 test: cover sortino boundary contracts ao gong 2026-08-21 22:30:28 +08:00
• 0568cabda1 feat: include signal facts in research artifact ao gong 2026-08-21 22:30:01 +08:00
• b2f3da9d66 test: require signal facts in research artifact ao gong 2026-08-21 22:29:32 +08:00
• cfa5bed188 feat: add deterministic research run artifact ao gong 2026-08-21 22:29:10 +08:00
• a9465e6479 test: define versioned research artifact contract ao gong 2026-08-21 22:26:51 +08:00
• 55eeff3951 docs: add realized ledger weights to handoff codex/ledger-attribution-20260821 ao gong 2026-08-21 22:22:00 +08:00
• 3b1ad07c69 feat: expose realized ledger position weights ao gong 2026-08-21 22:21:32 +08:00
• 1b5b353098 test: define realized ledger weight projection contract ao gong 2026-08-21 22:21:03 +08:00
• 2bb9f52080 wip: hand off ledger-backed attribution ao gong 2026-08-21 22:19:20 +08:00
• 76bb5494a2 docs: record lightweight attribution design references ao gong 2026-08-21 22:18:24 +08:00
• f7ad82534a feat: add label-safe component risk decomposition ao gong 2026-08-21 22:17:05 +08:00
• 35a52d781e test: define labeled component risk contract ao gong 2026-08-21 22:16:24 +08:00
• f14ab464f7 feat: add strict benchmark-relative performance metrics ao gong 2026-08-21 22:15:47 +08:00
• de2f9494fc test: define benchmark-relative performance contract ao gong 2026-08-21 22:15:05 +08:00
• 19fe22b01a feat: add ledger-backed daily return attribution ao gong 2026-08-21 22:14:18 +08:00
• 212351e984 test: define post-execution return attribution contract ao gong 2026-08-21 22:13:04 +08:00
• 5fb4b85cc3 wip: hand off stacked daily ledger codex/post-execution-ledger-20260821 ao gong 2026-08-21 22:06:51 +08:00
• a421278527 fix: align ledger performance with signal window ao gong 2026-08-21 22:05:28 +08:00
• c774a4546a test: exclude factor warmup from performance window ao gong 2026-08-21 22:04:52 +08:00
• 022b87fdac feat: expose platform-neutral ledger projection ao gong 2026-08-21 22:03:21 +08:00
• 1b39c53f18 test: define daily ledger projection contract ao gong 2026-08-21 22:02:58 +08:00
• b794ab2e8f feat: add post-execution daily ledger ao gong 2026-08-21 22:01:35 +08:00
• a44e2d306a test: define post-execution daily ledger contract ao gong 2026-08-21 21:58:01 +08:00
• 15b283bdf9 docs: distinguish signal execution and holding times codex/core-contracts-20260821 ao gong 2026-08-21 21:49:07 +08:00
• f9b7f2ab1a feat: schedule factor weights for next-session execution ao gong 2026-08-21 21:47:53 +08:00
• 213aa88deb test: require execution-price input snapshot ao gong 2026-08-21 21:46:47 +08:00
• b7f77e2a6c test: define lagged factor-to-execution contract ao gong 2026-08-21 21:46:00 +08:00
• c9fb5978f0 docs: clarify execution audit result contract ao gong 2026-08-21 21:39:12 +08:00
• b2af2a10a6 docs: document auditable execution workflow ao gong 2026-08-21 21:38:08 +08:00
• da2ca51ff7 fix: enforce cash-backed long-only rebalancing ao gong 2026-08-21 21:37:02 +08:00
• ee22d1eb9d test: reproduce execution cash and long-only violations ao gong 2026-08-21 21:35:47 +08:00
• 17b680604d fix: derive multi-day trades from target-weight deltas ao gong 2026-08-21 21:35:15 +08:00
• c51d803daf test: reproduce multi-day execution audit gaps ao gong 2026-08-21 21:31:52 +08:00
• 5578851d85 fix: enforce chronological rebalance scores ao gong 2026-08-21 21:25:27 +08:00
• b4f7b74c04 test: reject unsorted rebalance dates ao gong 2026-08-21 21:25:11 +08:00
• 0a236622f3 docs: add factor-to-backtest portfolio workflow ao gong 2026-08-21 21:24:41 +08:00
• 88af157ee7 fix: validate unique rebalance dates ao gong 2026-08-21 21:24:17 +08:00
• a1130ea43b test: reject ambiguous duplicate rebalance dates ao gong 2026-08-21 21:24:03 +08:00
• 96e8f1ad62 feat: build target weights from factor scores ao gong 2026-08-21 21:23:25 +08:00
• ecf6b4e4bf test: add red factor-to-weights portfolio contract ao gong 2026-08-21 21:22:36 +08:00