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