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docs: distinguish signal execution and holding times #2

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ageorge156 wants to merge 24 commits from codex/core-contracts-20260821 into main
pull from: codex/core-contracts-20260821
merge into: :main
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ageorge156 commented 2026-08-21 21:00:56 +08:00
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由统一工作流创建；同一任务分支始终复用此 PR。

状态：ready
风险：L2

提交：

  • docs: distinguish signal execution and holding times
  • feat: schedule factor weights for next-session execution
  • test: require execution-price input snapshot
  • test: define lagged factor-to-execution contract
  • docs: clarify execution audit result contract
  • docs: document auditable execution workflow
  • fix: enforce cash-backed long-only rebalancing
  • test: reproduce execution cash and long-only violations
  • fix: derive multi-day trades from target-weight deltas
  • test: reproduce multi-day execution audit gaps
  • fix: enforce chronological rebalance scores
  • test: reject unsorted rebalance dates
  • docs: add factor-to-backtest portfolio workflow
  • fix: validate unique rebalance dates
  • test: reject ambiguous duplicate rebalance dates
  • feat: build target weights from factor scores
  • test: add red factor-to-weights portfolio contract
  • docs: document unified backtest result workflow
  • feat: add unified weight backtest result facade
  • test: add red contract for unified backtest result
由统一工作流创建；同一任务分支始终复用此 PR。 状态：ready 风险：L2 提交： - docs: distinguish signal execution and holding times - feat: schedule factor weights for next-session execution - test: require execution-price input snapshot - test: define lagged factor-to-execution contract - docs: clarify execution audit result contract - docs: document auditable execution workflow - fix: enforce cash-backed long-only rebalancing - test: reproduce execution cash and long-only violations - fix: derive multi-day trades from target-weight deltas - test: reproduce multi-day execution audit gaps - fix: enforce chronological rebalance scores - test: reject unsorted rebalance dates - docs: add factor-to-backtest portfolio workflow - fix: validate unique rebalance dates - test: reject ambiguous duplicate rebalance dates - feat: build target weights from factor scores - test: add red factor-to-weights portfolio contract - docs: document unified backtest result workflow - feat: add unified weight backtest result facade - test: add red contract for unified backtest result <!-- workflow-metadata {"ready": true, "reasons": ["writable behavior is not proven low-risk"], "risk": "L2", "schema": 1} -->
ageorge156 added 4 commits 2026-08-21 21:00:57 +08:00
test: add red contracts for quant core boundaries 0c3a375b1e
fix: harden quant core calculation boundaries e359792ef5
test: satisfy metric contract lint bae4dedf70
refactor: clarify quant core validation internals
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2ff0630973
ageorge156 changed title from refactor: clarify quant core validation internals to Draft: docs: document unified backtest result workflow 2026-08-21 21:12:33 +08:00
ageorge156 added 3 commits 2026-08-21 21:12:36 +08:00
test: add red contract for unified backtest result 585a635797
feat: add unified weight backtest result facade cdf41edf1f
docs: document unified backtest result workflow
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979166ad16
ageorge156 changed title from Draft: docs: document unified backtest result workflow to docs: document unified backtest result workflow 2026-08-21 21:12:39 +08:00
ageorge156 changed title from docs: document unified backtest result workflow to Draft: fix: enforce chronological rebalance scores 2026-08-21 21:26:11 +08:00
ageorge156 added 7 commits 2026-08-21 21:26:15 +08:00
test: add red factor-to-weights portfolio contract ecf6b4e4bf
feat: build target weights from factor scores 96e8f1ad62
test: reject ambiguous duplicate rebalance dates a1130ea43b
fix: validate unique rebalance dates 88af157ee7
docs: add factor-to-backtest portfolio workflow 0a236622f3
test: reject unsorted rebalance dates b4f7b74c04
fix: enforce chronological rebalance scores
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5578851d85
ageorge156 changed title from Draft: fix: enforce chronological rebalance scores to fix: enforce chronological rebalance scores 2026-08-21 21:26:19 +08:00
ageorge156 changed title from fix: enforce chronological rebalance scores to Draft: docs: clarify execution audit result contract 2026-08-21 21:39:24 +08:00
ageorge156 added 6 commits 2026-08-21 21:39:28 +08:00
test: reproduce multi-day execution audit gaps c51d803daf
fix: derive multi-day trades from target-weight deltas 17b680604d
test: reproduce execution cash and long-only violations ee22d1eb9d
fix: enforce cash-backed long-only rebalancing da2ca51ff7
docs: document auditable execution workflow b2af2a10a6
docs: clarify execution audit result contract
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c9fb5978f0
ageorge156 changed title from Draft: docs: clarify execution audit result contract to docs: clarify execution audit result contract 2026-08-21 21:40:36 +08:00
ageorge156 changed title from docs: clarify execution audit result contract to Draft: docs: distinguish signal execution and holding times 2026-08-21 21:49:52 +08:00
ageorge156 added 4 commits 2026-08-21 21:49:55 +08:00
test: define lagged factor-to-execution contract b7f77e2a6c
test: require execution-price input snapshot 213aa88deb
feat: schedule factor weights for next-session execution f9b7f2ab1a
docs: distinguish signal execution and holding times
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15b283bdf9
ageorge156 changed title from Draft: docs: distinguish signal execution and holding times to docs: distinguish signal execution and holding times 2026-08-21 21:50:44 +08:00
ageorge156 commented 2026-08-28 20:21:44 +08:00
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[delivery-backlog-branch-preserved-park-20260828] Closing as a recoverable Park. Legacy stacked ledger/core-contract WIP. The later Quant delivery chain was shipped separately; these branches are not current merge candidates. No code is deleted: the source branch codex/core-contracts-20260821 and exact head 15b283bdf9bfd27c4bb6daf51134489506b7a25f remain the recovery artifact. Reopen only after a new governed task explicitly selects this work, rebases/rebuilds it from current main, and passes current risk gates.

[delivery-backlog-branch-preserved-park-20260828] Closing as a recoverable Park. Legacy stacked ledger/core-contract WIP. The later Quant delivery chain was shipped separately; these branches are not current merge candidates. No code is deleted: the source branch `codex/core-contracts-20260821` and exact head `15b283bdf9bfd27c4bb6daf51134489506b7a25f` remain the recovery artifact. Reopen only after a new governed task explicitly selects this work, rebases/rebuilds it from current main, and passes current risk gates.
ageorge156 closed this pull request 2026-08-28 20:21:45 +08:00

Pull request closed

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Reference: ageorge156/quant_engine#2