这是 raw-bar shadow scaffold，不下单，只用于把 rank213 的 as-of basket + formal gate 决策以 runner-grade 产物形式持续暴露出来。
frozen seed runner · shadow_compare · readiness_note · formal_strategy_review
raw_bar_shadow_formal_gaterecompute_recent2026-05-06T04:30:00ZFalseZECUSDT,FILUSDT,STGUSDT3{
"decision_ts": "2026-05-06T04:30:00Z",
"planned_exit_ts": "2026-05-06T07:30:00Z",
"bar_key": "2026-05-06T04:30:00Z",
"decision": "flat_gate_off",
"gate_on": false,
"gate_votes": 2,
"gate_valid_rules": 3,
"gate_needed_votes": 3,
"longs": [
"ZECUSDT",
"FILUSDT",
"STGUSDT"
],
"shorts": [],
"veto_count": 0,
"veto_threshold": 0.026502872034378178,
"eligible_universe_size": 30,
"shadow_turnover_x": 0.0,
"shadow_net_bps": null,
"source_mode": "recompute_recent",
"frame_source_mode": "recompute_recent",
"current_decision_source_mode": "recompute_recent",
"is_preview": false,
"has_realized_hold_return": false
}
{
"generated_at_utc": "2026-05-06T04:32:38Z",
"runner": "rank213_largecap_xs_jump_veto_shadow_runner",
"runner_mode": "raw_bar_shadow_formal_gate",
"source_mode": "recompute_recent",
"frame_source_mode": "recompute_recent",
"current_decision_source_mode": "recompute_recent",
"current_decision_recent_days": 14,
"current_decision_panel_start_utc": "2026-03-21T04:30:00Z",
"current_decision_panel_end_utc": "2026-05-06T04:30:00Z",
"current_decision_latest_live_row_ts": "2026-05-06T04:30:00Z",
"current_decision": {
"decision_ts": "2026-05-06T04:30:00Z",
"planned_exit_ts": "2026-05-06T07:30:00Z",
"bar_key": "2026-05-06T04:30:00Z",
"decision": "flat_gate_off",
"gate_on": false,
"gate_votes": 2,
"gate_valid_rules": 3,
"gate_needed_votes": 3,
"longs": [
"ZECUSDT",
"FILUSDT",
"STGUSDT"
],
"shorts": [],
"veto_count": 0,
"veto_threshold": 0.026502872034378178,
"eligible_universe_size": 30,
"shadow_turnover_x": 0.0,
"shadow_net_bps": null,
"source_mode": "recompute_recent",
"frame_source_mode": "recompute_recent",
"current_decision_source_mode": "recompute_recent",
"is_preview": false,
"has_realized_hold_return": false
},
"current_decision_is_preview": false,
"current_decision_has_realized_hold_return": false,
"runtime": {
"latest_bar_consumed": true,
"bar_already_consumed_before_run": false,
"did_consume_latest_bar_this_run": true,
"freshness_minutes": 2.649,
"consumed_bar_count": 256,
"last_consumed_bar_key": "2026-05-06T04:30:00Z",
"last_event_kind": "new_shadow_decision"
},
"formal_gate_context": {
"historical_on_rate_pct": 5.0422955714048765,
"current_snapshot": {
"window_start_utc": "2026-03-11T18:00:00Z",
"window_end_utc": "2026-04-10T18:00:00Z",
"calculation_mode": "causal_live_aligned",
"calculation_note": "veto/xs features use data observable at decision time; ls_divergence only uses rows whose exit_ts was already realized by that decision time.",
"gate_on": true,
"votes": 3,
"valid_rules": 3,
"needed_votes": 3,
"checks": [
{
"variable": "veto_active_rate",
"value": 0.8174273858921162,
"threshold": 0.3401120220217301,
"higher_is_good": true,
"pass": true,
"valid": true
},
{
"variable": "xs_dispersion_bps",
"value": 811.5762754986372,
"threshold": 379.5132767961572,
"higher_is_good": true,
"pass": true,
"valid": true
},
{
"variable": "ls_divergence_bps",
"value": 20.46273659064027,
"threshold": 5.078274857262917,
"higher_is_good": true,
"pass": true,
"valid": true
}
]
}
},
"readiness_context": {
"headline": "Readiness Note（区分 as-of long-history 与 frozen current-universe）",
"proved": [
"策略层面已存在 as-of universe 长历史证据：1Y/2Y/3Y 可用，且 5Y/6Y 也已有可用窗口。",
"在冻结当前 universe/spec 下，funding-adjusted 回测已覆盖 168.64 天（1343 rebalances）。",
"在这 168.64 天内，veto 相对 plain 仍有正增量（Δnet mean 8.60 bps；Δnet cumulative 243.21%）。"
],
"not_proved": [
"尚未证明 1Y / 2Y / 3Y 冻结窗口通过（当前三个窗口均为 unavailable）。",
"尚不能把 as-of universe 的长窗证据直接等同于 frozen current-universe readiness；但这不否定 as-of 长窗证据已足以支持继续推进 shadow / execution audit / live canary 准备。"
],
"single_blocker": "frozen universe 的公共共同历史长度不足 365 天（当前从 2025-10-24T08:30:00Z 到 2026-04-10T23:45:00Z，共 168.64 天）",
"window_availability": {
"frozen_1Y": false,
"frozen_2Y": false,
"frozen_3Y": false,
"asof_1Y": true,
"asof_2Y": true,
"asof_3Y": true,
"asof_5Y": true,
"asof_6Y": true
}
},
"warnings": [
{
"kind": "readiness_scope",
"message": "frozen current-universe 1Y readiness remains unavailable; as-of long-window evidence must be treated separately."
},
{
"kind": "gate_activity",
"message": "formal gate is OFF on 6.50% of available rows in the loaded shadow frame."
},
{
"kind": "source_mode",
"message": "runner recomputed recent raw-bar decisions and published current/recent shadow artifacts from the same frame."
}
]
}