| { |
| "status": "passed", |
| "calendar": { |
| "source": "/home/sunc/data/intermediate/daily_indicator", |
| "date_count": 1116, |
| "start_date": "2022-01-04", |
| "end_date": "2026-08-12" |
| }, |
| "benchmark": { |
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| "definition": "CSI All Share price index close", |
| "source_priority": [ |
| "tonglian", |
| "combined", |
| "wind" |
| ], |
| "same_day_only": true, |
| "finite_observations_by_source": { |
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| "combined": 612, |
| "wind": 186 |
| }, |
| "selected_observations_by_source": { |
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| }, |
| "multi_source_compared_date_count": 631, |
| "source_disagreement_count": 0 |
| }, |
| "breadth": { |
| "definition": "fraction of SH/SZ stocks whose point-in-time adjusted price is above its 20-session moving average", |
| "adjustment": "daily close/pre_close gross returns; no future factor", |
| "exchanges": [ |
| "SH", |
| "SZ" |
| ], |
| "window": 20, |
| "first_valid_date": "2022-02-07", |
| "universe_count": { |
| "min": 4602, |
| "median": 5104.0, |
| "max": 5207 |
| }, |
| "history_coverage": { |
| "min_after_ready": 0.9910154617634768, |
| "median_after_ready": 0.9982380579483163 |
| }, |
| "breadth_quantiles": { |
| "min": 0.0420102080879466, |
| "median": 0.4615833495428905, |
| "max": 0.99528672427337 |
| } |
| }, |
| "volatility": { |
| "definition": "20-session sample standard deviation of benchmark simple returns, annualized by sqrt(252)", |
| "window": 20, |
| "annualization_days": 252, |
| "first_valid_date": "2022-02-08", |
| "quantiles": { |
| "min": 0.07334926338940893, |
| "median": 0.16542906982867406, |
| "max": 0.5950022104778676 |
| } |
| }, |
| "output": { |
| "row_count": 1116, |
| "column_count": 8, |
| "required_ready_row_count": 1096 |
| }, |
| "model2_feature_scope": { |
| "feature_date_count": 632, |
| "feature_start_date": "2024-01-02", |
| "feature_end_date": "2026-08-12", |
| "required_input_missing_count": 0, |
| "first_snapshot": { |
| "signal_date": "2024-01-02", |
| "previous_trading_date": "2023-12-29", |
| "benchmark_close": 4390.8325, |
| "benchmark_ma": 4488.126708333334, |
| "breadth": 0.5584415584415584, |
| "market_volatility": 0.14651604278194533, |
| "stress_threshold": 0.14251254271887212, |
| "trend_ok": false, |
| "breadth_ok": true, |
| "stress": true |
| }, |
| "last_snapshot": { |
| "signal_date": "2026-08-12", |
| "previous_trading_date": "2026-08-11", |
| "benchmark_close": 6024.0456, |
| "benchmark_ma": 6176.3903850000015, |
| "breadth": 0.9063281400269283, |
| "market_volatility": 0.31803165930624705, |
| "stress_threshold": 0.2413401014551555, |
| "trend_ok": false, |
| "breadth_ok": true, |
| "stress": true |
| } |
| }, |
| "outputs": { |
| "market_history": "/home/sunc/data/model2_model3/model3_market_history.parquet", |
| "quality_report": "/home/sunc/data/model2_model3/model3_quality_report.json" |
| } |
| } |
|
|
