{
  "status": "passed",
  "calendar": {
    "source": "/home/sunc/data/intermediate/daily_indicator",
    "date_count": 1116,
    "start_date": "2022-01-04",
    "end_date": "2026-08-12"
  },
  "benchmark": {
    "benchmark_code": "000985.SH",
    "definition": "CSI All Share price index close",
    "source_priority": [
      "tonglian",
      "combined",
      "wind"
    ],
    "same_day_only": true,
    "finite_observations_by_source": {
      "tonglian": 1116,
      "combined": 612,
      "wind": 186
    },
    "selected_observations_by_source": {
      "tonglian": 1116,
      "combined": 0,
      "wind": 0
    },
    "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"
  }
}