{
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"schema_version": "1.0",
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"run_id": "RUN-ANA-WUJI-RETURN-STAT-PILOT-20260608-001",
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"case_matter_id": "ANA-WUJI-BASELINE-2023-2026",
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"design_id": "DESIGN-WUJI-RETURN-STAT-READY-20260608",
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"design_audit_id": "AUDIT-ANA-WUJI-RETURN-STAT-READY-20260608-DESIGN-001",
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"source_run_id": "RUN-ANA-WUJI-BASELINE-PILOT-20260607-001",
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"source_audit_ids": [
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"AUDIT-ANA-WUJI-BASELINE-FLOW-20260607-001",
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"AUDIT-ANA-WUJI-BASELINE-PILOT-20260608-EXEC-REREVIEW-001",
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"AUDIT-ANA-WUJI-BASELINE-PILOT-20260608-EXIT-REVIEW-001",
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"AUDIT-ANA-WUJI-BASELINE-PILOT-20260608-CANDIDATE-POOL-SUPP-001"
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],
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"config_frozen_at": "2026-06-08T04:07:33+08:00",
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"status_policy": {
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"execution_status": "RETURN_STAT_READY_CANDIDATE_EXECUTION_REVIEW_REQUIRED",
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"return_stat_ready": false,
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"allowed_scope": "only the 7 representative pilot cases from source run",
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"not_allowed": [
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"No full 2023-2026 return or success-rate conclusion.",
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"No forced SELL for WINDOW_END_VALUATION_ONLY or EXIT_DATA_GAP_HELD.",
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"No expansion beyond the audited pilot cases in this run."
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]
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},
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"cost_model": {
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"cost_model_id": "WUJI_RETURN_STAT_COST_V1_20260608",
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"initial_cash_cny": 1000000.0,
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"cash_unit": "CNY",
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"round_lot_size": 100,
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"min_order_lot": 1,
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"rounding_policy": "floor_to_100_shares_per_lot_budget",
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"cash_residual_policy": "unused_budget_remains_cash_in_case_account",
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"commission_rate_by_side": {
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"buy": 0.00025,
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"sell": 0.00025,
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"source": "Inherited from audited source run_config commission_rate_each_side=0.00025; broker-specific minimum fee is not applied in this percent-account pilot."
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},
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"stamp_tax_sell_rate_by_date": [
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{
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"start_date": "1900-01-01",
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"end_date": "2023-08-27",
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"rate": 0.001,
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"source": "Run-frozen historical A-share sell-side stamp-tax schedule; reviewer should verify official fee basis before expanding sample."
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},
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{
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"start_date": "2023-08-28",
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"end_date": "2099-12-31",
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"rate": 0.0005,
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"source": "Run-frozen schedule reflecting the 2023-08-28 half-rate stamp-tax policy; reviewer should verify official fee basis before expanding sample."
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}
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],
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"transfer_fee_rate_by_side": {
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"buy": 1e-05,
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"sell": 1e-05,
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"source": "Run-frozen A-share transfer-fee sensitivity assumption; reviewer should verify official exchange/clearing fee basis before expanding sample."
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},
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"slippage_bps": {
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"buy": 5.0,
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"sell": 5.0,
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"source": "Internal conservative sensitivity setting for RETURN_STAT_READY preparation, not a note baseline rule."
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},
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"price_rounding_decimal_places": 4,
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"money_rounding_decimal_places": 2,
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"return_rounding_decimal_places": 8
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},
|
"tradeability_policy": {
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"data_source": "MYSQL_TIANXIA_LOCAL.a_share_minute_price + a_share_daily_price",
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"limit_rate_rule": {
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"BJ": 0.3,
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"STAR_688": 0.2,
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"CHINEXT_300_301": 0.2,
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"MAINBOARD_DEFAULT": 0.1
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},
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"limit_price_rounding": "round_to_0.01",
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"buy_policy": "If BUY decision price is at upper limit and minute bar is locked at upper limit, mark LIMIT_UP_BUY_EXECUTION_HELD.",
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"sell_policy": "If SELL decision price is at lower limit and minute bar is locked at lower limit, mark LIMIT_DOWN_SELL_EXECUTION_HELD.",
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"missing_data_policy": "Missing minute or previous-close data is HELD for main return scope."
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},
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"sensitivity_models": [
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{
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"model_id": "LOW_CAPITAL_100K",
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"initial_cash_cny": 100000.0
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},
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{
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"model_id": "MAIN_CAPITAL_1M",
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"initial_cash_cny": 1000000.0
|
},
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{
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"model_id": "HIGH_CAPITAL_10M",
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"initial_cash_cny": 10000000.0
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}
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]
|
}
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