Rank213 .ffill() impact audit（seed 样本）

范围：只审 .ffill() 路径是否在 seed 样本里产生实际影响，不新增研究。

honesty audit · asof-universe long-history · regime_review · runner 页面

1) 哪个文件/步骤使用了 .ffill()

文件：tmp_rank213_p2_admission_check.py，行：71

panel = panel.sort_index().ffill().dropna()

步骤：build_close_panel: outer-join close panel then .ffill().dropna()

2) 在 rank213 seed 样本里是否真的触发填充

3) 禁用 .ffill() 后，样本长度/换仓数/baseline/veto 指标变化

{
  "rebalances": 369,
  "start_utc": "2026-02-10T02:15:00Z",
  "end_utc": "2026-03-28T02:15:00Z",
  "plain": {
    "net_mean_bps": 16.76713171896857,
    "net_cum_pct": 69.9572667292733,
    "win_rate": 50.67750677506775,
    "avg_turnover_x": 1.0
  },
  "veto": {
    "net_mean_bps": 22.03151827191643,
    "net_cum_pct": 113.46688633158597,
    "win_rate": 53.929539295392956,
    "avg_turnover_x": 1.3224932249322494
  }
}

{
  "rebalances": 369,
  "start_utc": "2026-02-10T02:15:00Z",
  "end_utc": "2026-03-28T02:15:00Z",
  "plain": {
    "net_mean_bps": 16.76713171896857,
    "net_cum_pct": 69.9572667292733,
    "win_rate": 50.67750677506775,
    "avg_turnover_x": 1.0
  },
  "veto": {
    "net_mean_bps": 22.03151827191643,
    "net_cum_pct": 113.46688633158597,
    "win_rate": 53.929539295392956,
    "avg_turnover_x": 1.3224932249322494
  }
}

4) 最终结论