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Add strict index ETF research and pinned promotion integration - #255

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codex/cn-strict-research-20260909
Sep 8, 2026
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Add strict index ETF research and pinned promotion integration#255
Pigbibi merged 1 commit into
mainfrom
codex/cn-strict-research-20260909

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@Pigbibi Pigbibi commented Sep 8, 2026

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The index ETF pilot currently uses a close-only proxy, so it cannot supply the execution and accounting evidence required for promotion. Add a strict runner for the existing two-ETF profile, using verified raw-price inputs, next-session opens, prior-volume capacity, trading limits, costs, cash and corporate-action accounting. Preserve the proxy as a synthetic learning path.

The research job validates the approved input root and frozen development/validation plan before any model call. It performs the existing bounded parameter search, retains all trials, isolates experiments by their real drift observation and resumes through QPK's persistent promotion path. The benchmark uses the same monthly decision and execution constraints. Historical declarations alone grant no trusted provenance or live authority.

Adopt the published QPK and research SDK commits in actual dependencies, lockfile and workflows. CI and evidence validation use the exact consumer pin instead of a floating source override; the five promotion-validator files remain byte-identical to the old pinned revision.

Validation: a fresh installation without PYTHONPATH overrides passed all 182 CN tests and 12 subtests with networking denied and no skips. QPK/SDK installed commit identities, dependency compatibility, pin checks, Ruff, three workflow checks, wheel/sdist builds and diff checks passed. Independent review covered strict computation, source identity, experiment isolation and the real QPK caller. Tests use synthetic inputs; no real market backtest, model request, forward shadow or live trading was performed.

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Pigbibi merged commit 2a0c5c9 into main Sep 8, 2026
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Pigbibi deleted the codex/cn-strict-research-20260909 branch September 8, 2026 20:09
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