{
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  "generatedAt": "2026-08-05T07:07:52.900Z",
  "status": "RESEARCH_CHALLENGER__NOT_LIVE_PROMOTABLE",
  "dataset": {
    "source": "第三方TuShare兼容接口逐交易日全市场日线；仅保留沪深北A股代码族；pre_close除权昨收与pct_chg构造点时收益链，复权因子仅作核验",
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    "totalRows": 10615276,
    "firstDate": "2016-08-05",
    "lastDate": "2026-08-04",
    "pointInTimeSecurityPresence": true,
    "delistedNaturallyIncluded": true,
    "missingAdjustmentRows": 0,
    "marketRuleDays": 789,
    "priceLimitRows": 3493815,
    "suspensionRows": 88046,
    "stockStRows": 99085,
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    "auctionDays": 887,
    "openingAuctionRows": 3662585,
    "historicalMinuteData": false
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  "methodology": {
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      "start": "2017-01-01",
      "end": "2019-12-31"
    },
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      "start": "2020-01-01",
      "end": "2024-12-31"
    },
    "finalHoldout": {
      "start": "2025-01-01",
      "end": "2026-08-05"
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  ],
  "gates": {
    "validationEligibleCandidates": 0,
    "allowedForLiveCapital": false,
    "blockers": [
      "没有候选同时通过验证期收益、Sharpe、回撤和成本翻倍门槛",
      "历史ST/停牌/涨跌停逐日规则覆盖不足95%",
      "历史开盘竞价逐日覆盖不足95%",
      "没有券商级成交、Level-2队列与冲击数据",
      "日内ETF策略必须使用独立分钟/逐笔样本外研究，不能由A股日线结果替代",
      "至少需要60个新的前向交易日并经人工批准，禁止自动晋级实盘"
    ]
  }
}
