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Draft: docs: record covariance estimator decision #5

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ageorge156 wants to merge 19 commits from codex/research-artifact-contract-20260821 into codex/ledger-attribution-20260821
pull from: codex/research-artifact-contract-20260821
merge into: :codex/ledger-attribution-20260821
Conversation 1 Commits 19 Files Changed 17
+2287 -15
ageorge156 commented 2026-08-21 22:31:21 +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：

  • docs: record covariance estimator decision
  • feat: estimate deterministic covariance snapshots
  • test: define deterministic covariance estimator contract
  • docs: record reproducible risk artifact contract
  • feat: publish reproducible portfolio risk facts
  • test: define reproducible risk snapshot contract
  • feat: add deterministic trade and signal identity
  • test: require deterministic trade identity
  • wip: hand off research artifact contract
  • test: cover sortino boundary contracts
  • feat: include signal facts in research artifact
  • test: require signal facts in research artifact
  • feat: add deterministic research run artifact
  • test: define versioned research artifact contract
  • docs: add realized ledger weights to handoff
  • feat: expose realized ledger position weights
  • test: define realized ledger weight projection contract
  • wip: hand off ledger-backed attribution
  • docs: record lightweight attribution design references
  • feat: add label-safe component risk decomposition
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： - docs: record covariance estimator decision - feat: estimate deterministic covariance snapshots - test: define deterministic covariance estimator contract - docs: record reproducible risk artifact contract - feat: publish reproducible portfolio risk facts - test: define reproducible risk snapshot contract - feat: add deterministic trade and signal identity - test: require deterministic trade identity - wip: hand off research artifact contract - test: cover sortino boundary contracts - feat: include signal facts in research artifact - test: require signal facts in research artifact - feat: add deterministic research run artifact - test: define versioned research artifact contract - docs: add realized ledger weights to handoff - feat: expose realized ledger position weights - test: define realized ledger weight projection contract - wip: hand off ledger-backed attribution - docs: record lightweight attribution design references - feat: add label-safe component risk decomposition <!-- workflow-metadata {"ready": false, "reasons": ["writable behavior is not proven low-risk"], "risk": "L2", "schema": 1} -->
ageorge156 added 6 commits 2026-08-21 22:31:22 +08:00
test: define versioned research artifact contract a9465e6479
feat: add deterministic research run artifact cfa5bed188
test: require signal facts in research artifact b2f3da9d66
feat: include signal facts in research artifact 0568cabda1
test: cover sortino boundary contracts 2071d508d0
wip: hand off research artifact contract 8addce4a68
ageorge156 changed title from Draft: wip: hand off research artifact contract to Draft: feat: add deterministic trade and signal identity 2026-08-21 22:32:38 +08:00
ageorge156 added 2 commits 2026-08-21 22:32:41 +08:00
test: require deterministic trade identity d6c3614301
feat: add deterministic trade and signal identity a3cefe364d
ageorge156 changed title from Draft: feat: add deterministic trade and signal identity to Draft: docs: record reproducible risk artifact contract 2026-08-21 23:42:07 +08:00
ageorge156 added 3 commits 2026-08-21 23:42:09 +08:00
test: define reproducible risk snapshot contract a5dc04bf7e
feat: publish reproducible portfolio risk facts 1a60fef6e1
docs: record reproducible risk artifact contract dc67f0e982
ageorge156 changed title from Draft: docs: record reproducible risk artifact contract to Draft: docs: record covariance estimator decision 2026-08-21 23:49:25 +08:00
ageorge156 added 3 commits 2026-08-21 23:49:28 +08:00
test: define deterministic covariance estimator contract 8ef8e3208e
feat: estimate deterministic covariance snapshots 524fc73852
docs: record covariance estimator decision cbb56d2f52
ageorge156 added 2 commits 2026-08-24 10:45:06 +08:00
feat(data): snapshot asset returns with stable lineage 741d5f1ad3
docs(handoff): record market lineage validation 7c7f0c06a7
ageorge156 added 3 commits 2026-08-25 22:50:14 +08:00
fix(ci): verify the unified quant runtime (#6)
CI / lite (push) Successful in 10s
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8a30bf5ebc
fix(artifact): enforce risk data lineage c12c9ba335
Merge remote-tracking branch 'origin/main' into codex/research-artifact-contract-20260821 4d84f6a26a
ageorge156 commented 2026-08-27 10:31:34 +08:00
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总控收口：该 Draft 的 25 个变更文件已由已合并 PR #7 完整接管，逐文件与 origin/main 内容一致。现关闭重复 Draft；原分支和提交历史继续保留。

总控收口：该 Draft 的 25 个变更文件已由已合并 PR #7 完整接管，逐文件与 origin/main 内容一致。现关闭重复 Draft；原分支和提交历史继续保留。
ageorge156 closed this pull request 2026-08-27 10:31:34 +08:00

Pull request closed

Please reopen this pull request to perform a merge.
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Reference: ageorge156/quant_engine#5