tests done

2026-07-19 10:40:19 +02:00
parent 06cf054f60
commit f6e0ca734f
12 changed files with 1801 additions and 5 deletions
@@ -0,0 +1,68 @@
+{
+  "generated_at": "2026-07-19T09:41:34.109378",
+  "survivorship_banner": "SURVIVORSHIP BIAS: today's constituents backfilled historically. Absolute Sharpe/CAGR levels on deep history are optimistic. Use RELATIVE signal IC comparisons and era stability only \u2014 not levels.",
+  "coverage": {
+    "snapshot": "/Users/taathde3/git/lab/signal_platform/backtest_snapshots/prod.sqlite",
+    "ticker_count": 506,
+    "ohlcv_row_count": 629263,
+    "date_range": {
+      "min": "2021-06-24",
+      "max": "2026-07-02"
+    },
+    "bars_per_year": [
+      {
+        "year": "2021",
+        "bars": 65678,
+        "tickers_with_bars": 494
+      },
+      {
+        "year": "2022",
+        "bars": 124423,
+        "tickers_with_bars": 497
+      },
+      {
+        "year": "2023",
+        "bars": 124479,
+        "tickers_with_bars": 499
+      },
+      {
+        "year": "2024",
+        "bars": 126129,
+        "tickers_with_bars": 501
+      },
+      {
+        "year": "2025",
+        "bars": 125615,
+        "tickers_with_bars": 504
+      },
+      {
+        "year": "2026",
+        "bars": 62939,
+        "tickers_with_bars": 505
+      }
+    ],
+    "bars_per_symbol": {
+      "min": 14,
+      "p10": 1261,
+      "p50": 1261,
+      "p90": 1261,
+      "max": 1261
+    },
+    "symbols_by_start_year": {
+      "2021": 494,
+      "2022": 3,
+      "2023": 2,
+      "2024": 2,
+      "2025": 3,
+      "2026": 1
+    },
+    "note": "Where ticker counts drop in early years, the feed (or listing history) thins \u2014 do not treat those years as a full 505-name cross-section.",
+    "survivorship_banner": "SURVIVORSHIP BIAS: today's constituents backfilled historically. Absolute Sharpe/CAGR levels on deep history are optimistic. Use RELATIVE signal IC comparisons and era stability only \u2014 not levels."
+  },
+  "race_guard": null,
+  "harness": null,
+  "verdict": "COVERAGE_ONLY",
+  "verdict_detail": "Coverage probe only; run --phase harness after deep rebuild.",
+  "human_next": "- Compare sector residual vs market residual across eras.\n- If pre-2021 IC collapses, park Task 1 wire-in.\n- Do not retune production knobs on deep history levels.",
+  "report_path": "reports/history-depth-20260719-094134.json"
+}