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Draft: wip: hand off stacked daily ledger #3

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ageorge156 wants to merge 7 commits from codex/post-execution-ledger-20260821 into codex/core-contracts-20260821
pull from: codex/post-execution-ledger-20260821
merge into: :codex/core-contracts-20260821
Conversation 1 Commits 7 Files Changed 6
+814 -114
ageorge156 commented 2026-08-21 22:20:10 +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：draft
风险：L2

提交：

  • wip: hand off stacked daily ledger
  • fix: align ledger performance with signal window
  • test: exclude factor warmup from performance window
  • feat: expose platform-neutral ledger projection
  • test: define daily ledger projection contract
  • feat: add post-execution daily ledger
  • test: define post-execution daily ledger contract
  • 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
由统一工作流创建；同一任务分支始终复用此 PR。 状态：draft 风险：L2 提交： - wip: hand off stacked daily ledger - fix: align ledger performance with signal window - test: exclude factor warmup from performance window - feat: expose platform-neutral ledger projection - test: define daily ledger projection contract - feat: add post-execution daily ledger - test: define post-execution daily ledger contract - 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 <!-- workflow-metadata {"ready": false, "reasons": ["writable behavior is not proven low-risk"], "risk": "L2", "schema": 1} -->
ageorge156 added 7 commits 2026-08-21 22:20:11 +08:00
test: define post-execution daily ledger contract a44e2d306a
feat: add post-execution daily ledger b794ab2e8f
test: define daily ledger projection contract 1b39c53f18
feat: expose platform-neutral ledger projection 022b87fdac
test: exclude factor warmup from performance window c774a4546a
fix: align ledger performance with signal window a421278527
wip: hand off stacked daily ledger 5fb4b85cc3
ageorge156 commented 2026-08-28 20:21:45 +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/post-execution-ledger-20260821 and exact head 5fb4b85cc3f851d6fd086846862d8db2cb376c53 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/post-execution-ledger-20260821` and exact head `5fb4b85cc3f851d6fd086846862d8db2cb376c53` 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

Please reopen this pull request to perform a merge.
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Reference: ageorge156/quant_engine#3