1.4 KiB
1.4 KiB
Research artifact contract handoff
Goal
把完整可信研究链固化成存储中立、版本化、确定性的 ResearchRunArtifact,供
research_results 持久化和 research_platform 查询:
- run identity / schema version / config hash / code revision / data snapshot;
- signal scores / decision weights / signal-to-execution mapping;
- NAV / returns / benchmark / costs;
- trades / realized positions / cash;
- asset and daily return attribution;
- performance including Sortino / TE / IR / alpha / beta;
- reserved risk snapshot table;
- canonical JSON / SHA-256 manifest。
Branch stack
- 当前:
codex/research-artifact-contract-20260821 - 基线:
codex/ledger-attribution-20260821(Draft PR #4) - 下层:Draft PR #3 → Ready PR #2 →
main
不得绕过堆叠顺序直接合并到 main。
Verification
pytest -q --cov=src --cov-report=term-missing: 520 passed,9 个既有 SciPy warning;- total coverage 91%,
artifact.py91%; mypy --strict src/: 16 source files passed;- changed-scope Ruff: passed;
- no runtime dependency added;
- no database, network, broker or filesystem write side effect in artifact builder。
Next action
在 research_results 新建独立分支,实现只接受 ResearchRunArtifact.table_frames() 的
ClickHouse / artifact-store adapter;先以 mock writer 做契约测试,不接触真实数据库。