M05 · TCN CORE · DATABASE ADAPTED
TCN 数据审计
M05 TCN 数据库适配方法复刻 · 配套审计页
页面不重算研究结果，也不以诊断值替代正式缺失值。
1. 结论
本页只陈列已输入的审计证据；缺失项保持未提供，不推定通过或按 0 处理。
2. 规则
PUBLIC · 公开事实
TCN 序列族、通道结构与 kernel=3 来自公开资料；页面仅按输入证据陈列，不把未披露训练细节写成公开参数。
LOCAL · 本地适配
六个变体 ID、滚动折、严格秩合成、效果门槛、执行与基准均为本地预注册口径。当前基准：同执行候选池等权基准。
2022 warmup 截断折与 2026 partial 折只展示，不参与 2023—2025 主效果门槛。
主成本为买卖每边 1 bp 的本地统一研究假设；不代表当期法定税费，也不代替真实滑点、冲击成本和容量评估。
3. 数据
报告生成日2026-08-25
行情截止日2026-08-21
完整标签信号截止2026-08-06
业绩兑现日2026-08-21
最新预测日2026-08-14
4. 结果
| 项目 | 输入证据 |
|---|---|
| preflight | {"blockers": [], "calendar": {"calendar_dates": 2584, "calendar_sha256": "6d3308506c133a1f9bdfa5c3aa0e984a808f2ef7e6dd3bd2d2ad1099e13038c7", "calendar_source": "ls_index_daily_quotation_exact_three_component_match", "components": {"csi300": {"date_end": "2026-08-21", "date_start": "2016-01-04", "observed_alias_count": 2, "observed_codes": ["000300", "399300"], "observed_names": ["沪深300"], "observed_sec_ids": ["S000014639", "SSH000300"], "parallel_alias_date_sets_identical": true, "rows": 2584}, "sse_composite": {"date_end": "2026-08-21", "date_start": "2016-01-04", "observed_alias_count": 1, "observed_codes": ["000001"], "observed_names": ["上证指数"], "observed_sec_ids": ["SSH000001"], "parallel_alias_date_sets_identical": true, "rows": 2584}, "szse_component": {"date_end": "2026-08-21", "date_start": "2016-01-04", "observed_alias_count": 1, "observed_codes": ["399001"], "observed_names": ["深证成指"], "observed_sec_ids": ["SSZ399001"], "parallel_alias_date_sets_identical": true, "rows": 2584}}, "date_end": "2026-08-21", "date_start": "2016-01-04", "observed_aliases": [{"date_end": "2026-08-21", "date_start": "2016-01-04", "exchange": "上交所", "index_code": "000001", "index_short_name": "上证指数", "rows": 2584, "sec_id": "SSH000001"}, {"date_end": "2026-08-21", "date_start": "2016-01-04", "exchange": "上交所", "index_code": "000300", "index_short_name": "沪深300", "rows": 2584, "sec_id": "SSH000300"}, {"date_end": "2026-08-21", "date_start": "2016-01-04", "exchange": "深交所", "index_code": "399300", "index_short_name": "沪深300", "rows": 2584, "sec_id": "S000014639"}, {"date_end": "2026-08-21", "date_start": "2016-01-04", "exchange": "深交所", "index_code": "399001", "index_short_name": "深证成指", "rows": 2584, "sec_id": "SSZ399001"}], "status": "pass"}, "database_dialect": "mysql", "environment": {"pyarrow_available": true, "python": "3.12.13", "torch": "2.13.0+cu130", "torch_cuda_available": true, "workspace_disk_free_gib": 2040.197}, "optional_tables": {"index_weight": "ls_index_weight"}, "requested_as_of_date": "2026-08-21", "required_tables": {"calendar": "ls_index_daily_quotation", "free_float": "ashare_free_float_share", "industry_history": "corp_his_sw_ic", "limit": "shsz_stock_up_and_dl_price", "price": "ls_stock_daily_quotation", "security_master": "sec_basic_info"}, "security_master": {"conflicting_listed_date_symbols": 0, "listed_date_non_null_ratio": 0.6522654259443891, "rows": 9027, "status": "pass", "symbols": 9027}, "status": "pass", "table_columns_checked": ["ashare_free_float_share", "corp_his_sw_ic", "ls_index_daily_quotation", "ls_stock_daily_quotation", "sec_basic_info", "shsz_stock_up_and_dl_price"], "warnings": ["security_master_listing_coverage_below_95pct;missing_dates_use_the_approved_incumbent_or_first-observed_fallback"]} |
| preflight_status | pass |
| preflight_blockers | [] |
| feature_cache | {"daily_facts": {"average_price_to_close_median": 1.0000826765368962, "dates": 2584, "duplicate_date_symbol_rows": 0, "exact_duplicate_rows_collapsed": 0, "input_rows": 10903561, "invalid_daily_fact_rows": 177444, "market_calendar_dates": 2584, "market_calendar_end": "2026-08-21", "market_calendar_start": "2016-01-04", "output_rows": 10903561, "price_adjustment": "prior_return_index * raw_price / pre_close", "symbols": 5456}, "daily_features": {"future_outcome_columns_attached": false, "invalid_cross_section_dates": 0, "min_cross_section": 500, "rows": 10903561, "valid_cross_section_dates": 2584}, "eligibility": {"eligible_rows": 9884887, "first_observed_proxy_rows": 0, "formal": true, "incumbent_safe_date_rows": 0, "rows": 10903561, "security_master_listing_rows": 10903561, "status_semantics_verified": true}, "min_cross_section": 500, "run_kind": "formal", "source_snapshot_id": "6ea997dd674204e76eceba2b497b35f8c9c1554af07aa41a30417e8ccc4247bc", "week_calendar": {"calendar_dates": 2584, "closed_weeks_skipped": 12, "duplicate_calendar_dates_collapsed": 0, "observed_weeks": 543, "publication_rule": "requires_an_open_date_in_a_later_natural_week", "published_calendar_dates": 2579, "published_weeks": 542, "short_weeks": 74, "tail_week_dropped": true, "tail_week_key": "2026-08-17/2026-08-23", "tail_week_last_observed_open_date": "2026-08-21", "timezone": "Asia/Shanghai", "week_definition": "china_time_monday_through_sunday"}, "weekly_adjustment_factor_relative_tolerance": 1e-05, "weekly_adjustment_tolerance_basis": "empirical_vendor_return_rounding_gap_2026-08-24", "weekly_features": {"adjustment_factor_relative_tolerance": 1e-05, "adjustment_factor_source": "adjustment_factor", "average_formula": "sum(average_index * trans_vol) / sum(trans_vol)", "candidate_stock_weeks": 2289008, "cross_section_rejected_weeks": 0, "finite_feature_rows": 2207624, "input_rows": 10903561, "input_symbols": 5456, "invalid_stock_weeks": 81384, "min_cross_section": 500, "output_rows": 2207624, "published_calendar_dates": 2579, "published_weeks": 542, "rejection_counts": {"adjustment_factor_changed": 64548, "invalid_daily_fact": 44305, "invalid_price_volume_or_turnover": 44305, "missing_calendar_dates": 2370, "missing_prior_adjusted_close": 42527}, "short_weeks": 74, "standardization": "same-week-end 1%/99% winsorization then population z-score; constant cross-sections remain unavailable", "turnover_formula": "log1p(sum(turnover_ratio / 100))", "valid_stock_weeks_before_standardization": 2207624}} |
| outcome_cache | {"daily_facts": {"average_price_to_close_median": 1.0000826765368962, "dates": 2584, "duplicate_date_symbol_rows": 0, "exact_duplicate_rows_collapsed": 0, "input_rows": 10903561, "invalid_daily_fact_rows": 177444, "market_calendar_dates": 2584, "market_calendar_end": "2026-08-21", "market_calendar_start": "2016-01-04", "output_rows": 10903561, "price_adjustment": "prior_return_index * raw_price / pre_close", "symbols": 5456}, "eligibility": {"eligible_rows": 9884887, "first_observed_proxy_rows": 0, "formal": true, "incumbent_safe_date_rows": 0, "rows": 10903561, "security_master_listing_rows": 10903561, "status_semantics_verified": true}, "global_evaluation_cutoff": "2026-08-21", "outcome_cache_id": "586d17087300d4823ca187bafd7fa02eb50221256dcd1065af2d559d689e1b1e", "outcomes": {"execution_lag_days": 1, "global_evaluation_cutoff": "2026-08-21", "horizons": [5, 10], "labels": {"10": 10585218, "5": 10652988}, "rows": 10903561, "t_day_rank_columns_attached": false}, "requested_as_of_date": "2026-08-21", "source_snapshot_id": "6ea997dd674204e76eceba2b497b35f8c9c1554af07aa41a30417e8ccc4247bc"} |
| source_snapshot_id | 6ea997dd674204e76eceba2b497b35f8c9c1554af07aa41a30417e8ccc4247bc |
| feature_cache_id | 281ed3165f47498a5d439b50d3d6c5d03e176c8089446999933ebb9bfaa50989 |
| outcome_cache_id | 586d17087300d4823ca187bafd7fa02eb50221256dcd1065af2d559d689e1b1e |
| sequence_cache_ids | {"daily_30": "3e3c6c7aab5e532f5dc564ab0e049be2e37038483f131ef2b3d7eb2a36ab6fd9", "daily_60": "b6b356ee6b970e06da4e250611a2af6ac416aa766029385b93e15c507cbfe551", "weekly_30": "839ccf02dadb669785bb529fa230d6d7fd5f68c40989e32387369245873ff895"} |
| ensemble_eligible_dates | 1410 |
| ensemble_total_dates | 1410 |
| future_outcomes_physically_separated | 是 |
| workspace_integrity_gate | pass |
| status | pass |
5. 解读
应同时阅读 status、blockers 与 warnings；单一 pass 标记不能覆盖具体警告。
6. 局限
- 诊断覆盖不参与六模型效果门槛。
- 审计通过不等于模型有效，也不代表实盘准入。
- 1 bp 每边不代表当期法定税费。
7. 下一步
补齐缺失证据，冻结来源路径与日期口径，再由最终 Manifest 校验准入状态。