Initial commit: Add project files

2026-08-02 05:15:36 +09:00
commit dcd1322d41
636 changed files with 122352 additions and 0 deletions
@@ -0,0 +1,20 @@
+{
+  "$schema": "https://json-schema.org/draft/2020-12/schema",
+  "title": "Model Evaluation and Promotion Contract v2",
+  "contractVersion": "2.0",
+  "promotionMode": "HUMAN_CHANGE_APPROVAL_ONLY",
+  "automaticActivation": false,
+  "automaticOrder": false,
+  "requiredEvidence": [
+    "252-trading-session-shadow",
+    "multiple-regimes",
+    "calibration",
+    "sell-reentry-attribution",
+    "PBO",
+    "DSR",
+    "double-cost-positive",
+    "independent-validation",
+    "rollback-evidence",
+    "operations-integrity"
+  ]
+}
@@ -0,0 +1,18 @@
+{
+  "contractVersion": "1.0.0",
+  "classes": [
+    {"code":"SOURCE","description":"Original source, license, schema or policy evidence"},
+    {"code":"RUNTIME","description":"Build, test, migration, performance or operational evidence"},
+    {"code":"RESEARCH","description":"Frozen backtest, OOS, calibration, PBO/DSR or model-comparison evidence"},
+    {"code":"RELEASE","description":"Approved release bundle with required runtime and governance artifacts"},
+    {"code":"AUDIT","description":"Immutable decision, review, correction and chain-of-custody evidence"}
+  ],
+  "statusTransitions": {
+    "IMPLEMENTATION_TEMPLATE": ["STATIC_VALIDATED"],
+    "STATIC_VALIDATED": ["BUILD_VALIDATED"],
+    "BUILD_VALIDATED": ["DB_REHEARSED"],
+    "DB_REHEARSED": ["SHADOW_READY"],
+    "SHADOW_READY": ["PILOT_REVIEW_REQUIRED"]
+  },
+  "forbiddenShortcut": "No state may be inferred from file presence or document version number."
+}
@@ -0,0 +1,32 @@
+{
+  "contractVersion": "promotion-gate.v1",
+  "status": "PROPOSED",
+  "boundary": "EVIDENCE_ONLY_NO_AUTO_PROMOTION",
+  "thresholds": {
+    "minimumShadowTradingDays": 252,
+    "preferredShadowTradingDays": 504,
+    "minimumDistinctRegimes": 2,
+    "maximumFalseExitAnnualRate": 0.02,
+    "minimumReentryCaptureRate": 0.65,
+    "maximumPbo": 0.20,
+    "minimumDsr": 0.95,
+    "positiveNetExpectedUtility": true,
+    "positiveUnderDoubleCost": true,
+    "operationalIntegrityErrors": 0,
+    "calibrationStable": true
+  },
+  "mandatoryApprovals": [
+    "IndependentValidation",
+    "Risk",
+    "InvestmentCommittee",
+    "Compliance",
+    "Security",
+    "Operations"
+  ],
+  "forbiddenActions": [
+    "automatic model activation",
+    "automatic threshold change",
+    "automatic order submission",
+    "KIS submission"
+  ]
+}