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docs(research): RS-03 QSL backtest standard v1 (zh-CN) - #661

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rebuild/rs03-backtest-standard-v1
Oct 10, 2026
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Pigbibi merged 1 commit into
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rebuild/rs03-backtest-standard-v1

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@Pigbibi Pigbibi commented Oct 10, 2026

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RS-03:QSL 回测标准 v1(中文,仅文档)

  • 新增 docs/backtest_standard_v1.zh-CN.md,作为《策略晋级与风险标准》的研究侧补充:必报内容(g、MDD/恢复期、CVaR、PSR/DSR、PBO、置信区间、成本、基准、交易级、试验登记)、成本模型(单边、1×/2×/3× 情景)、数据卫生与成交时点三选一、数据身份(development / locked_oos / forward)、样本外与前推、最小观察门(只汇总现有约定)、qsl.backtest_report.v1 模板与摘要要求、组合分配方法边界、已知缺口。
  • 引用 research_stats(PSR/DSR/PBO/bootstrap/cost stress)与 backtest_report.v1。
  • 不设任何数值及格线:报告/排序/否决项及阈值由每个候选在读取留出结果前预先登记并经人工验收。
  • 在晋级标准文档开头与 research_stats.zh-CN.md 各加一行链接;不改 schema、代码或任何门。
  • 已登记缺口:QPK performance_metrics: benchmark inner-join, win_rate/profit_factor 口径与晋级标准冲突(G3) #659、UES feat(risk): injectable NEW_RISK_PROHIBITED account gate skeleton #575(成交时点不一致)、BinancePlatform feat(deps): gate staged QPK pin auto-advance #366(研究回测无手续费/滑点)。

Research-side backtest standard complementing the promotion/risk standard:
required reporting, cost model, data hygiene and execution timing, data
identity (development/locked_oos/forward), existing minimum-observation
conventions, and qsl.backtest_report.v1. No thresholds: pass bars are
pre-registered per candidate and human-accepted. Docs only.
@Pigbibi

Pigbibi commented Oct 10, 2026

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Self-review(rebuild):仅文档(新增 backtest_standard_v1.zh-CN.md + 两处链接)。核对:未设任何数值及格线(仅汇总 Kelly v2 / run_promotion / forward observation 现有约定);成本倍数 1×/2×/3× 仅为 research_stats 默认情景,基准 bps 与是否否决由候选预登记并人工验收;成交时点三选一、same_close 仅对照;development 不得标 OOS 与模板/schema 一致;链接 #659、UES #575、Binance #366。不改 schema/代码/QPK_PIN。CI 绿,squash 合并。

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Pigbibi merged commit b99092b into main Oct 10, 2026
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Pigbibi deleted the rebuild/rs03-backtest-standard-v1 branch October 10, 2026 14:41
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