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not broker-specific"}, "action": "观察名单"}, {"skill_id": "dalio-error-log-system", "family": "dalio", "status": "spec_only", "research_module_score": 60.0, "tradable_strategy_score": 35.0, "verdict": "research_module", "checks": {"domain_ready": false, "runtime_wired": false, "has_formulas": false, "pit_financials": false, "pit_quotes_history": false, "rebalance_contract": true, "cost_model": true, "walk_forward": false, "kill_switch": true, "paper_backtest_short_sample": false}, "missing": ["domain_ready", "runtime_wired", "has_formulas", "pit_financials", "pit_quotes_history", "walk_forward", "paper_backtest_short_sample"], "rebalance_contract": {"calendar": "monthly_first_trading_day", "band_rebalance_pct": 5.0, "max_name_weight_pct": 5.0, "max_industry_weight_pct": 25.0, "cash_floor_pct": 10.0, "regime_vol_mult_cap": 1.0}, "cost_model": {"ashare_fee_bps": 5.0, "ashare_stamp_sell_bps": 5.0, "slippage_bps": 10.0, "min_adv_participation_pct": 2.0, "note": "proxy cost; not broker-specific"}, "action": "等待证据"}, {"skill_id": "dalio-pain-reflection-progress", "family": "dalio", "status": "spec_only", "research_module_score": 60.0, "tradable_strategy_score": 35.0, "verdict": "research_module", "checks": {"domain_ready": false, "runtime_wired": false, "has_formulas": false, "pit_financials": false, "pit_quotes_history": false, "rebalance_contract": true, "cost_model": true, "walk_forward": false, "kill_switch": true, "paper_backtest_short_sample": false}, "missing": ["domain_ready", "runtime_wired", "has_formulas", "pit_financials", "pit_quotes_history", "walk_forward", "paper_backtest_short_sample"], "rebalance_contract": {"calendar": "monthly_first_trading_day", "band_rebalance_pct": 5.0, "max_name_weight_pct": 5.0, "max_industry_weight_pct": 25.0, "cash_floor_pct": 10.0, "regime_vol_mult_cap": 1.0}, "cost_model": {"ashare_fee_bps": 5.0, "ashare_stamp_sell_bps": 5.0, "slippage_bps": 10.0, "min_adv_participation_pct": 2.0, "note": "proxy cost; not broker-specific"}, "action": "等待证据"}, {"skill_id": "hull-put-call-parity-arb", "family": "hull", "status": "blocked", "research_module_score": 56.9, "tradable_strategy_score": 35.0, "verdict": "research_module", "checks": {"domain_ready": false, "runtime_wired": false, "has_formulas": false, "pit_financials": false, "pit_quotes_history": false, "rebalance_contract": true, "cost_model": true, "walk_forward": false, "kill_switch": true, "paper_backtest_short_sample": false}, "missing": ["domain_ready", "runtime_wired", "has_formulas", "pit_financials", "pit_quotes_history", "walk_forward", "paper_backtest_short_sample"], "rebalance_contract": {"calendar": "monthly_first_trading_day", "band_rebalance_pct": 5.0, "max_name_weight_pct": 5.0, "max_industry_weight_pct": 25.0, "cash_floor_pct": 10.0, "regime_vol_mult_cap": 1.0}, "cost_model": {"ashare_fee_bps": 5.0, "ashare_stamp_sell_bps": 5.0, "slippage_bps": 10.0, "min_adv_participation_pct": 2.0, "note": "proxy cost; not broker-specific"}, "action": "等待证据"}, {"skill_id": "buffett-acquisition-discipline", "family": "buffett", "status": "spec_only", "research_module_score": 56.4, "tradable_strategy_score": 35.0, "verdict": "research_module", "checks": {"domain_ready": false, "runtime_wired": false, "has_formulas": false, "pit_financials": false, "pit_quotes_history": false, "rebalance_contract": true, "cost_model": true, "walk_forward": false, "kill_switch": true, "paper_backtest_short_sample": false}, "missing": ["domain_ready", "runtime_wired", "has_formulas", "pit_financials", "pit_quotes_history", "walk_forward", "paper_backtest_short_sample"], "rebalance_contract": {"calendar": "monthly_first_trading_day", "band_rebalance_pct": 5.0, "max_name_weight_pct": 5.0, "max_industry_weight_pct": 25.0, "cash_floor_pct": 10.0, "regime_vol_mult_cap": 1.0}, "cost_model": {"ashare_fee_bps": 5.0, "ashare_stamp_sell_bps": 5.0, "slippage_bps": 10.0, "min_adv_participation_pct": 2.0, "note": "proxy cost; not broker-specific"}, "action": "等待证据"}, {"skill_id": "hull-greeks-delta-gamma", "family": "hull", "status": "blocked", "research_module_score": 56.4, "tradable_strategy_score": 35.0, "verdict": "research_module", "checks": {"domain_ready": false, "runtime_wired": false, "has_formulas": false, "pit_financials": false, "pit_quotes_history": false, "rebalance_contract": true, "cost_model": true, "walk_forward": false, "kill_switch": true, "paper_backtest_short_sample": false}, "missing": ["domain_ready", "runtime_wired", "has_formulas", "pit_financials", "pit_quotes_history", "walk_forward", "paper_backtest_short_sample"], "rebalance_contract": {"calendar": "monthly_first_trading_day", "band_rebalance_pct": 5.0, "max_name_weight_pct": 5.0, "max_industry_weight_pct": 25.0, "cash_floor_pct": 10.0, "regime_vol_mult_cap": 1.0}, "cost_model": {"ashare_fee_bps": 5.0, "ashare_stamp_sell_bps": 5.0, "slippage_bps": 10.0, "min_adv_participation_pct": 2.0, "note": "proxy cost; not broker-specific"}, "action": "等待证据"}, {"skill_id": "fmi-insurance-float-pension", "family": "fmi", "status": "blocked", "research_module_score": 56.0, "tradable_strategy_score": 35.0, "verdict": "research_module", "checks": {"domain_ready": false, "runtime_wired": false, "has_formulas": false, "pit_financials": false, "pit_quotes_history": false, "rebalance_contract": true, "cost_model": true, "walk_forward": false, "kill_switch": true, "paper_backtest_short_sample": false}, "missing": ["domain_ready", "runtime_wired", "has_formulas", "pit_financials", "pit_quotes_history", "walk_forward", "paper_backtest_short_sample"], "rebalance_contract": {"calendar": "monthly_first_trading_day", "band_rebalance_pct": 5.0, "max_name_weight_pct": 5.0, "max_industry_weight_pct": 25.0, "cash_floor_pct": 10.0, "regime_vol_mult_cap": 1.0}, "cost_model": {"ashare_fee_bps": 5.0, "ashare_stamp_sell_bps": 5.0, "slippage_bps": 10.0, "min_adv_participation_pct": 2.0, "note": "proxy cost; not broker-specific"}, "action": "等待证据"}, {"skill_id": "buffett-moat-float", "family": "buffett", "status": "blocked", "research_module_score": 54.1, "tradable_strategy_score": 35.0, "verdict": "research_module", "checks": {"domain_ready": false, "runtime_wired": false, "has_formulas": false, "pit_financials": false, "pit_quotes_history": false, "rebalance_contract": true, "cost_model": true, "walk_forward": false, "kill_switch": true, "paper_backtest_short_sample": false}, "missing": ["domain_ready", "runtime_wired", "has_formulas", "pit_financials", "pit_quotes_history", "walk_forward", "paper_backtest_short_sample"], "rebalance_contract": {"calendar": "monthly_first_trading_day", "band_rebalance_pct": 5.0, "max_name_weight_pct": 5.0, "max_industry_weight_pct": 25.0, "cash_floor_pct": 10.0, "regime_vol_mult_cap": 1.0}, "cost_model": {"ashare_fee_bps": 5.0, "ashare_stamp_sell_bps": 5.0, "slippage_bps": 10.0, "min_adv_participation_pct": 2.0, "note": "proxy cost; not broker-specific"}, "action": "等待证据"}], "links": {"api_health": "/api/quant-skills/data-health", "llm_reports": "/api/quant-skills/llm-reports", "featured": "/featured-strategy-reports.html", "ui": "/#skill-reports"}, "ok": true, "path": "E:\\Empire\\trading\\data\\skill_tradable_pit_scaffold.json", "paper_backtest": {"generated_at": "2026-07-17T14:14:24.299022+00:00", "strategy_id": "astock.graham.defensive_value.pit_paper.v1", "grade": {"research_module_score": 78.0, "tradable_strategy_score": 55.0, "verdict": "scaffold_with_paper_evidence", "checks": {"has_daily_bars": true, "pit_filing_lag": true, "monthly_rebalance": true, "cost_applied": true, "benchmark_vs_510300": true, "oos_walk_forward": false, "full_universe_history": false, "lookahead_tests": true}, "missing_for_tradable": ["oos_walk_forward", "full_universe_history", "multi_year_bars", "survivorship_free_universe", "corporate_actions_adjust"], "note": "纸面回测仅覆盖本地缓存短样本；不得升级 live/formal。"}, "summary": {"total_return_pct": -7.153, "max_drawdown_pct": -18.475, "n_days": 98, "n_rebalances": 6, "benchmark": {"symbol": "510300", "total_return_pct": -3.389, "excess_return_pct": -3.763, "start": "2026-02-25", "end": "2026-07-17"}}, "api": "/api/quant-skills/paper-backtest"}, "graham_walk_forward": {"generated_at": "2026-07-19T12:15:46.527370+00:00", "strategy_id": "astock.graham.defensive_value.walk_forward.v1", "grade": {"research_module_score": 80.0, "tradable_strategy_score": 64.0, "verdict": "scaffold_with_wf_evidence", "checks": {"has_daily_bars_expanded": true, "pit_filing_lag": true, "monthly_rebalance": true, "cost_applied": true, "multi_window_walk_forward": true, "benchmark_ew_universe": true, "benchmark_510300": true, "full_survivorship_free": false, "multi_year_financials": false, "corporate_actions_verified": false}, "n_ok_folds": 4, "median_sharpe": 1.153, "median_excess_vs_ew_pct": -14.545, "positive_excess_folds": 0, "n_excess_folds": 4, "median_excess_vs_510300_pct": 0.34, "positive_excess_vs_510300_folds": 3, "n_excess_vs_510300_folds": 4, "missing_for_tradable": ["full_survivorship_free", "multi_year_financials", "corporate_actions_verified"], "note": "多窗 WF 证据；财务仅约 8 季、宇宙为当前 Top-N（存活偏置）。含 510300 ETF/代理基准。不得升 live。"}, "full_window": {"ok": true, "error": null, "start": "2024-08-01", "end": "2026-07-17", "total_return_pct": 28.035, "ann_return_pct": 14.041, "max_drawdown_pct": -9.379, "sharpe": 1.16, "n_days": 474, "n_rebalances": 24, "n_trades": 183, "total_cost": 11701.83, "period_win_rate": 0.4783, "benchmark_ew_universe_return_pct": 138.772, "excess_vs_ew_universe_pct": -110.737, "benchmark_510300_id": "510300.SH", "benchmark_510300_source": "local_csv", "benchmark_510300_note": "ETF 前复权收盘价买持；非官方指数点位；费率未扣", "benchmark_510300_return_pct": 40.251, "excess_vs_510300_pct": -12.216, "equity_curve_full_n": 474}, "n_folds": 4, "latest_basket_n": 10, "api": "/api/quant-skills/graham-wf"}}