Files
quant_engine/docs/handoff/2026-08-21-research-artifact-contract.md
T

38 lines
1.4 KiB
Markdown
Raw Blame History

This file contains ambiguous Unicode characters
This file contains Unicode characters that might be confused with other characters. If you think that this is intentional, you can safely ignore this warning. Use the Escape button to reveal them.
# 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.py` 91%;
- `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。