69 lines
6.6 KiB
YAML
69 lines
6.6 KiB
YAML
{
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"schema_version": 1,
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"module_id": "quant_engine",
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"authority": {"scope": "module_metadata", "subject": "quant_engine", "owner": "quant-engine-owner", "source": "MODULE_SPEC.yaml", "revision": 6, "effective_from": "2026-09-08T19:33:40+08:00"},
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"repository": {"name": "quant_engine", "workspace_id": "researchhub", "type": "research_engine", "maturity": "operational"},
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"bounded_context": {
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"domain": "quantitative-research-engine",
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"responsibility": "Own reusable quantitative research calculations for factors, indicators, execution simulation, backtesting, portfolio decomposition, risk, and performance metrics.",
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"prohibited_responsibilities": [
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"Presenting research calculations, simulations, backtests, or metrics as investment advice or guaranteed performance",
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"Submitting live orders, routing trades, managing brokerage accounts, or claiming transaction execution",
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"Owning market-data source facts, research-result publication, or platform presentation state",
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"Loading provider credentials, brokerage credentials, or production secrets",
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"Granting portfolio approval, maker-checker decisions, publication eligibility, paper execution, or live execution authority",
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"Changing financial model semantics through module metadata"
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]
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},
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"capabilities": [
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{"id": "factor-and-indicator-calculation", "summary": "Calculate reusable alpha factors and technical indicators from caller-supplied data.", "status": "operational"},
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{"id": "execution-simulation", "summary": "Simulate costs, slippage, market constraints, fills, NAV, and PnL without live order routing.", "status": "operational"},
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{"id": "portfolio-backtesting", "summary": "Run weight-based backtests and benchmark comparisons.", "status": "operational"},
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{"id": "backtest-evidence-contracts", "summary": "Identify governed offline backtest inputs and close existing research artifact and performance-methodology evidence without recomputation, persistence, or decision authority.", "status": "operational"},
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{"id": "portfolio-risk-computation-contracts", "summary": "Verify deterministic portfolio-computation receipts and expose S3-bound portfolio decisions and risk assessments without adding algorithms or execution authority.", "status": "operational"},
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{"id": "retrospective-computation-contracts", "summary": "Decode observation-aware v2 data and expose explicit retrospective factor, backtest, portfolio and risk contracts with two clocks, no historical-availability claim and no execution authority.", "status": "operational"},
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{"id": "risk-and-performance-analysis", "summary": "Calculate portfolio decomposition, risk contribution, and performance statistics.", "status": "operational"}
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],
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"data": {"owns": [
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{"asset_id": "quantitative-model-implementations", "kind": "model", "classification": "internal"},
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{"asset_id": "simulation-and-metric-results", "kind": "artifact", "classification": "confidential"}
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]},
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"contracts": {
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"provides": [
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{"contract_id": "researchhub.factor-definition", "version": "1.0.0", "authority": "quant_engine", "path": "src/quant_engine/factor_contracts.py"},
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{"contract_id": "researchhub.factor-set-ref", "version": "1.0.0", "authority": "quant_engine", "path": "src/quant_engine/factor_contracts.py"},
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{"contract_id": "researchhub.backtest-run-ref", "version": "1.0.0", "authority": "quant_engine", "path": "src/quant_engine/governed_pipeline.py"},
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{"contract_id": "researchhub.backtest-evidence-manifest", "version": "1.0.0", "authority": "quant_engine", "path": "src/quant_engine/artifact.py"},
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{"contract_id": "researchhub.performance-evidence", "version": "1.0.0", "authority": "quant_engine", "path": "src/quant_engine/artifact.py"},
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{"contract_id": "researchhub.portfolio-decision", "version": "1.0.0", "authority": "quant_engine", "path": "src/quant_engine/portfolio_risk_contracts.py"},
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{"contract_id": "researchhub.risk-assessment", "version": "1.0.0", "authority": "quant_engine", "path": "src/quant_engine/portfolio_risk_contracts.py"},
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{"contract_id": "researchhub.factor-set-ref", "version": "2.0.0", "authority": "quant_engine", "path": "src/quant_engine/retrospective_factor_contracts.py"},
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{"contract_id": "researchhub.backtest-run-ref", "version": "2.0.0", "authority": "quant_engine", "path": "src/quant_engine/retrospective_backtest_contracts.py"},
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{"contract_id": "researchhub.backtest-evidence-manifest", "version": "2.0.0", "authority": "quant_engine", "path": "src/quant_engine/retrospective_artifact_contracts.py"},
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{"contract_id": "researchhub.performance-evidence", "version": "2.0.0", "authority": "quant_engine", "path": "src/quant_engine/retrospective_artifact_contracts.py"},
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{"contract_id": "researchhub.portfolio-target", "version": "2.0.0", "authority": "quant_engine", "path": "src/quant_engine/retrospective_portfolio_risk_contracts.py"},
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{"contract_id": "researchhub.portfolio-decision", "version": "2.0.0", "authority": "quant_engine", "path": "src/quant_engine/retrospective_portfolio_risk_contracts.py"},
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{"contract_id": "researchhub.risk-assessment", "version": "2.0.0", "authority": "quant_engine", "path": "src/quant_engine/retrospective_portfolio_risk_contracts.py"}
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],
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"consumes": [
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{"contract_id": "researchhub.dataset-snapshot", "version": "1.0.0", "authority": "researchhub.data", "admission": "qualified_immutable_envelope"},
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{"contract_id": "researchhub.data-foundation", "version": "1.0.0", "authority": "researchhub.data", "admission": "content_addressed_selected_views"},
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{"contract_id": "researchhub.dataset-snapshot", "version": "2.0.0", "authority": "researchhub.data", "admission": "qualified_immutable_retrospective_envelope_and_materialized_chunks"},
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{"contract_id": "researchhub.data-foundation", "version": "2.0.0", "authority": "researchhub.data", "admission": "observation_bound_selected_views_and_materialized_bytes"}
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]
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},
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"dependencies": [],
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"agent_context": {
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"default_entrypoints": [
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{"path": "README.md", "purpose": "Current engine scope, modules, dependencies, and non-live usage examples."},
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{"path": "pyproject.toml", "purpose": "Supported Python version, package version, dependencies, and quality configuration."}
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],
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"excluded_paths": ["graphify-out", ".venv", "build", "dist"],
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"max_default_tokens": 8000
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},
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"verification": {"commands": [
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{"id": "module-metadata", "argv": ["python3", "tests/governance/test_module_spec.py"], "cwd": ".", "network": false, "required": true},
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{"id": "unit-tests", "argv": ["python3", "-m", "pytest"], "cwd": ".", "network": false, "required": true}
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]}
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}
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