{ "generated_at": "2026-10-10T10:16:02", "provider": "tq_backtest", "roll_calendar": "D:\\Panda Auto\\精细数据\\_dedicated_prepare\\RB\\calendar\\tq_main_contract_rolls.csv", "selected": 13, "downloaded": 0, "reused": 13, "skipped": 0, "ready": 13, "ok": 13, "failed": 0, "network_downloads": 0, "manifest": "D:\\Panda Auto\\精细数据\\_dedicated_prepare\\RB\\warmup\\contract_warmup_manifest.json", "verified_roll_starts": "D:\\Panda Auto\\精细数据\\_dedicated_prepare\\RB\\calendar\\verified_roll_starts.csv", "verified_persistence": { "records": 13, "calendar_rows_updated": 13 }, "results": [ { "symbol_888": "rb888", "contract": "SHFE.rb2301", "prev_contract": "SHFE.rb2210", "roll_date": "2022-08-30", "daily_candidate_roll_start": "2022-08-29 21:00:00", "calendar_roll_start": "2022-08-29 21:00:00", "resolution_anchor": "2022-08-29 21:00:00", "provider": "tq_backtest", "status": "reused", "roll_start": "2022-08-29 21:00:00", "verified_roll_start": "2022-08-29 21:00:00", "roll_resolution": { "schema": "minute_exact_main_roll_resolution_v1", "nominal_roll_start": "2022-08-29 21:00:00", "verified_roll_start": "2022-08-29 21:00:00", "candidates_tested": 1, "identity_score": 5.932701741733487, "early_overlap": { "rows": 180, "raw_rows": 180, "ignored_zero_volume_main_rows": 0, "mismatches": { "open": 57, "high": 2, "low": 4, "close": 56, "volume": 140, "open_interest": 107 }, "validated": true, "validation_path": "price_correlation_plus_volume_or_oi", "identity_checks": { "enough_rows": true, "strict_price_identity": true, "revised_price_identity": true, "volume_identity": true, "open_interest_identity": true, "bounded_price_revision": false, "strong_volume_identity": true, "strong_open_interest_identity": true, "correlation_identity": true, "bounded_joint_identity": false }, "metrics": { "inferred_price_tick": 1.0, "close_corr": 0.9992824983039161, "close_change_corr": 0.9651319030712134, "close_abs_ticks_p50": 0.0, "close_abs_ticks_p99": 1.210000000000008, "volume_corr": 0.9999120258516401, "volume_relative_error_p50": 0.003882675668411123, "open_interest_corr": 0.9999994848039443, "open_interest_relative_error_p50": 7.391940192996365e-07 } }, "overlap": { "rows": 900, "raw_rows": 900, "ignored_zero_volume_main_rows": 0, "mismatches": { "open": 270, "high": 16, "low": 16, "close": 268, "volume": 619, "open_interest": 500 }, "validated": true, "validation_path": "price_correlation_plus_volume_or_oi", "identity_checks": { "enough_rows": true, "strict_price_identity": true, "revised_price_identity": true, "volume_identity": true, "open_interest_identity": true, "bounded_price_revision": true, "strong_volume_identity": true, "strong_open_interest_identity": true, "correlation_identity": true, "bounded_joint_identity": true }, "metrics": { "inferred_price_tick": 1.0, "close_corr": 0.9997216028004734, "close_change_corr": 0.9674177314780491, "close_abs_ticks_p50": 0.0, "close_abs_ticks_p99": 1.0, "volume_corr": 0.9998255021333251, "volume_relative_error_p50": 0.0028040662400449752, "open_interest_corr": 0.9999999429550727, "open_interest_relative_error_p50": 6.775838671872731e-07 } } }, "path": "D:\\Panda Auto\\精细数据\\_dedicated_prepare\\RB\\warmup\\SHFE.rb2301.csv", "cache_rows": 10000, "file_sha256": "79ce03876f352cdb738849e4b45af527cc1e8adecdb76d43d52aeb58ad802620", "pre_roll_rows": 6895, "overlap_validation": { "rows": 900, "raw_rows": 900, "ignored_zero_volume_main_rows": 0, "mismatches": { "open": 270, "high": 16, "low": 16, "close": 268, "volume": 619, "open_interest": 500 }, "validated": true, "validation_path": "price_correlation_plus_volume_or_oi", "identity_checks": { "enough_rows": true, "strict_price_identity": true, "revised_price_identity": true, "volume_identity": true, "open_interest_identity": true, "bounded_price_revision": true, "strong_volume_identity": true, "strong_open_interest_identity": true, "correlation_identity": true, "bounded_joint_identity": true }, "metrics": { "inferred_price_tick": 1.0, "close_corr": 0.9997216028004734, "close_change_corr": 0.9674177314780491, "close_abs_ticks_p50": 0.0, "close_abs_ticks_p99": 1.0, "volume_corr": 0.9998255021333251, "volume_relative_error_p50": 0.0028040662400449752, "open_interest_corr": 0.9999999429550727, "open_interest_relative_error_p50": 6.775838671872731e-07 } }, "reuse_validation": "manifest_sha256" }, { "symbol_888": "rb888", "contract": "SHFE.rb2305", "prev_contract": "SHFE.rb2301", "roll_date": "2022-12-02", "daily_candidate_roll_start": "2022-12-01 21:00:00", "calendar_roll_start": "2022-12-01 21:00:00", "resolution_anchor": "2022-12-01 21:00:00", "provider": "tq_backtest", "status": "reused", "roll_start": "2022-12-01 21:00:00", "verified_roll_start": "2022-12-01 21:00:00", "roll_resolution": { "schema": "minute_exact_main_roll_resolution_v1", "nominal_roll_start": "2022-12-01 21:00:00", "verified_roll_start": "2022-12-01 21:00:00", "candidates_tested": 1, "identity_score": 5.922201004439712, "early_overlap": { "rows": 180, "raw_rows": 180, "ignored_zero_volume_main_rows": 0, "mismatches": { "open": 53, "high": 0, "low": 3, "close": 53, "volume": 137, "open_interest": 96 }, "validated": true, "validation_path": "price_correlation_plus_volume_or_oi", "identity_checks": { "enough_rows": true, "strict_price_identity": true, "revised_price_identity": true, "volume_identity": true, "open_interest_identity": true, "bounded_price_revision": true, "strong_volume_identity": true, "strong_open_interest_identity": true, "correlation_identity": true, "bounded_joint_identity": true }, "metrics": { "inferred_price_tick": 1.0, "close_corr": 0.9976669903144308, "close_change_corr": 0.9491908795948382, "close_abs_ticks_p50": 0.0, "close_abs_ticks_p99": 1.0, "volume_corr": 0.9999015670429433, "volume_relative_error_p50": 0.0033626615182424024, "open_interest_corr": 0.9999968105529438, "open_interest_relative_error_p50": 6.517505846158215e-07 } }, "overlap": { "rows": 898, "raw_rows": 900, "ignored_zero_volume_main_rows": 2, "mismatches": { "open": 301, "high": 21, "low": 19, "close": 299, "volume": 723, "open_interest": 554 }, "validated": true, "validation_path": "price_correlation_plus_volume_or_oi", "identity_checks": { "enough_rows": true, "strict_price_identity": true, "revised_price_identity": true, "volume_identity": true, "open_interest_identity": true, "bounded_price_revision": true, "strong_volume_identity": true, "strong_open_interest_identity": true, "correlation_identity": true, "bounded_joint_identity": true }, "metrics": { "inferred_price_tick": 1.0, "close_corr": 0.9998672475064456, "close_change_corr": 0.9622246797498587, "close_abs_ticks_p50": 0.0, "close_abs_ticks_p99": 1.0, "volume_corr": 0.9998256196350961, "volume_relative_error_p50": 0.0036160253141385218, "open_interest_corr": 0.9999998746475833, "open_interest_relative_error_p50": 6.633970125035973e-07 } } }, "path": "D:\\Panda Auto\\精细数据\\_dedicated_prepare\\RB\\warmup\\SHFE.rb2305.csv", "cache_rows": 10000, "file_sha256": "db0c195e0bd829683c7f7b85a2c7cf926a852b1c91b9de73827e35ba1432facd", "pre_roll_rows": 6550, "overlap_validation": { "rows": 898, "raw_rows": 900, "ignored_zero_volume_main_rows": 2, "mismatches": { "open": 301, "high": 21, "low": 19, "close": 299, "volume": 723, "open_interest": 554 }, "validated": true, "validation_path": "price_correlation_plus_volume_or_oi", "identity_checks": { "enough_rows": true, "strict_price_identity": true, "revised_price_identity": true, "volume_identity": true, "open_interest_identity": true, "bounded_price_revision": true, "strong_volume_identity": true, "strong_open_interest_identity": true, "correlation_identity": true, "bounded_joint_identity": true }, "metrics": { "inferred_price_tick": 1.0, "close_corr": 0.9998672475064456, "close_change_corr": 0.9622246797498587, "close_abs_ticks_p50": 0.0, "close_abs_ticks_p99": 1.0, "volume_corr": 0.9998256196350961, "volume_relative_error_p50": 0.0036160253141385218, "open_interest_corr": 0.9999998746475833, "open_interest_relative_error_p50": 6.633970125035973e-07 } }, "reuse_validation": "manifest_sha256" }, { "symbol_888": "rb888", "contract": "SHFE.rb2310", "prev_contract": "SHFE.rb2305", "roll_date": "2023-04-04", "daily_candidate_roll_start": "2023-04-03 21:00:00", "calendar_roll_start": "2023-04-03 21:00:00", "resolution_anchor": "2023-04-03 21:00:00", "provider": "tq_backtest", "status": "reused", "roll_start": "2023-04-03 21:00:00", "verified_roll_start": "2023-04-03 21:00:00", "roll_resolution": { "schema": "minute_exact_main_roll_resolution_v1", "nominal_roll_start": "2023-04-03 21:00:00", "verified_roll_start": "2023-04-03 21:00:00", "candidates_tested": 1, "identity_score": 5.9220233646265665, "early_overlap": { "rows": 180, "raw_rows": 180, "ignored_zero_volume_main_rows": 0, "mismatches": { "open": 49, "high": 3, "low": 3, "close": 49, "volume": 148, "open_interest": 108 }, "validated": true, "validation_path": "price_correlation_plus_volume_or_oi", "identity_checks": { "enough_rows": true, "strict_price_identity": true, "revised_price_identity": true, "volume_identity": true, "open_interest_identity": true, "bounded_price_revision": false, "strong_volume_identity": true, "strong_open_interest_identity": true, "correlation_identity": true, "bounded_joint_identity": false }, "metrics": { "inferred_price_tick": 1.0, "close_corr": 0.9993373441978678, "close_change_corr": 0.9613997799874344, "close_abs_ticks_p50": 0.0, "close_abs_ticks_p99": 1.210000000000008, "volume_corr": 0.9997830896402111, "volume_relative_error_p50": 0.0036220672953094207, "open_interest_corr": 0.9999977027779332, "open_interest_relative_error_p50": 7.635741541721091e-07 } }, "overlap": { "rows": 900, "raw_rows": 900, "ignored_zero_volume_main_rows": 0, "mismatches": { "open": 300, "high": 21, "low": 25, "close": 299, "volume": 748, "open_interest": 605 }, "validated": true, "validation_path": "price_correlation_plus_volume_or_oi", "identity_checks": { "enough_rows": true, "strict_price_identity": true, "revised_price_identity": true, "volume_identity": true, "open_interest_identity": true, "bounded_price_revision": false, "strong_volume_identity": true, "strong_open_interest_identity": true, "correlation_identity": true, "bounded_joint_identity": false }, "metrics": { "inferred_price_tick": 1.0, "close_corr": 0.9997026938834376, "close_change_corr": 0.9628489271589844, "close_abs_ticks_p50": 0.0, "close_abs_ticks_p99": 2.0, "volume_corr": 0.9995671061994692, "volume_relative_error_p50": 0.005292059215611592, "open_interest_corr": 0.9999997546599994, "open_interest_relative_error_p50": 1.4174198803764383e-06 } } }, "path": "D:\\Panda Auto\\精细数据\\_dedicated_prepare\\RB\\warmup\\SHFE.rb2310.csv", "cache_rows": 10000, "file_sha256": "69deced5d53c64a293051f24d35a15943a3441f4c0d50b92b1e9d5a379d04e73", "pre_roll_rows": 7015, "overlap_validation": { "rows": 900, "raw_rows": 900, "ignored_zero_volume_main_rows": 0, "mismatches": { "open": 300, "high": 21, "low": 25, "close": 299, "volume": 748, "open_interest": 605 }, "validated": true, "validation_path": "price_correlation_plus_volume_or_oi", "identity_checks": { "enough_rows": true, "strict_price_identity": true, "revised_price_identity": true, "volume_identity": true, "open_interest_identity": true, "bounded_price_revision": false, "strong_volume_identity": true, "strong_open_interest_identity": true, "correlation_identity": true, "bounded_joint_identity": false }, "metrics": { "inferred_price_tick": 1.0, "close_corr": 0.9997026938834376, "close_change_corr": 0.9628489271589844, "close_abs_ticks_p50": 0.0, "close_abs_ticks_p99": 2.0, "volume_corr": 0.9995671061994692, "volume_relative_error_p50": 0.005292059215611592, "open_interest_corr": 0.9999997546599994, "open_interest_relative_error_p50": 1.4174198803764383e-06 } }, "reuse_validation": "manifest_sha256" }, { "symbol_888": "rb888", "contract": "SHFE.rb2401", "prev_contract": "SHFE.rb2310", "roll_date": "2023-09-05", "daily_candidate_roll_start": "2023-09-04 21:00:00", "calendar_roll_start": "2023-09-04 21:00:00", "resolution_anchor": "2023-09-04 21:00:00", "provider": "tq_backtest", "status": "reused", "roll_start": "2023-09-04 21:00:00", "verified_roll_start": "2023-09-04 21:00:00", "roll_resolution": { "schema": "minute_exact_main_roll_resolution_v1", "nominal_roll_start": "2023-09-04 21:00:00", "verified_roll_start": "2023-09-04 21:00:00", "candidates_tested": 1, "identity_score": 5.862761942046133, "early_overlap": { "rows": 180, "raw_rows": 180, "ignored_zero_volume_main_rows": 0, "mismatches": { "open": 58, "high": 3, "low": 2, "close": 57, "volume": 137, "open_interest": 86 }, "validated": true, "validation_path": "price_correlation_plus_volume_or_oi", "identity_checks": { "enough_rows": true, "strict_price_identity": false, "revised_price_identity": true, "volume_identity": true, "open_interest_identity": true, "bounded_price_revision": true, "strong_volume_identity": true, "strong_open_interest_identity": true, "correlation_identity": true, "bounded_joint_identity": true }, "metrics": { "inferred_price_tick": 1.0, "close_corr": 0.9922314805159591, "close_change_corr": 0.9096858814689175, "close_abs_ticks_p50": 0.0, "close_abs_ticks_p99": 1.0, "volume_corr": 0.9998861842094506, "volume_relative_error_p50": 0.002589715485789619, "open_interest_corr": 0.9999984194031117, "open_interest_relative_error_p50": 0.0 } }, "overlap": { "rows": 900, "raw_rows": 900, "ignored_zero_volume_main_rows": 0, "mismatches": { "open": 244, "high": 17, "low": 15, "close": 241, "volume": 618, "open_interest": 437 }, "validated": true, "validation_path": "price_correlation_plus_volume_or_oi", "identity_checks": { "enough_rows": true, "strict_price_identity": true, "revised_price_identity": true, "volume_identity": true, "open_interest_identity": true, "bounded_price_revision": true, "strong_volume_identity": true, "strong_open_interest_identity": true, "correlation_identity": true, "bounded_joint_identity": true }, "metrics": { "inferred_price_tick": 1.0, "close_corr": 0.9990928354468932, "close_change_corr": 0.933036054599529, "close_abs_ticks_p50": 0.0, "close_abs_ticks_p99": 1.0, "volume_corr": 0.999767111611129, "volume_relative_error_p50": 0.0025252525252525255, "open_interest_corr": 0.9999996766047864, "open_interest_relative_error_p50": 0.0 } } }, "path": "D:\\Panda Auto\\精细数据\\_dedicated_prepare\\RB\\warmup\\SHFE.rb2401.csv", "cache_rows": 10000, "file_sha256": "0dad6ad4c4cd80e6c0f06ccb979855c91bdaa1d6324b173a4ee0495e92c89173", "pre_roll_rows": 6550, "overlap_validation": { "rows": 900, "raw_rows": 900, "ignored_zero_volume_main_rows": 0, "mismatches": { "open": 244, "high": 17, "low": 15, "close": 241, "volume": 618, "open_interest": 437 }, "validated": true, "validation_path": "price_correlation_plus_volume_or_oi", "identity_checks": { "enough_rows": true, "strict_price_identity": true, "revised_price_identity": true, "volume_identity": true, "open_interest_identity": true, "bounded_price_revision": true, "strong_volume_identity": true, "strong_open_interest_identity": true, "correlation_identity": true, "bounded_joint_identity": true }, "metrics": { "inferred_price_tick": 1.0, "close_corr": 0.9990928354468932, "close_change_corr": 0.933036054599529, "close_abs_ticks_p50": 0.0, "close_abs_ticks_p99": 1.0, "volume_corr": 0.999767111611129, "volume_relative_error_p50": 0.0025252525252525255, "open_interest_corr": 0.9999996766047864, "open_interest_relative_error_p50": 0.0 } }, "reuse_validation": "manifest_sha256" }, { "symbol_888": "rb888", "contract": "SHFE.rb2405", "prev_contract": "SHFE.rb2401", "roll_date": "2023-12-07", "daily_candidate_roll_start": "2023-12-06 21:00:00", "calendar_roll_start": "2023-12-06 21:00:00", "resolution_anchor": "2023-12-06 21:00:00", "provider": "tq_backtest", "status": "reused", "roll_start": "2023-12-06 21:00:00", "verified_roll_start": "2023-12-06 21:00:00", "roll_resolution": { "schema": "minute_exact_main_roll_resolution_v1", "nominal_roll_start": "2023-12-06 21:00:00", "verified_roll_start": "2023-12-06 21:00:00", "candidates_tested": 1, "identity_score": 5.994815416202009, "early_overlap": { "rows": 180, "raw_rows": 180, "ignored_zero_volume_main_rows": 0, "mismatches": { "open": 2, "high": 0, "low": 0, "close": 0, "volume": 0, "open_interest": 0 }, "validated": true, "validation_path": "price_correlation_plus_volume_or_oi", "identity_checks": { "enough_rows": true, "strict_price_identity": true, "revised_price_identity": true, "volume_identity": true, "open_interest_identity": true, "bounded_price_revision": true, "strong_volume_identity": true, "strong_open_interest_identity": true, "correlation_identity": true, "bounded_joint_identity": true }, "metrics": { "inferred_price_tick": 1.0, "close_corr": 1.0, "close_change_corr": 0.9999999999999999, "close_abs_ticks_p50": 0.0, "close_abs_ticks_p99": 0.0, "volume_corr": 1.0, "volume_relative_error_p50": 0.0, "open_interest_corr": 1.0, "open_interest_relative_error_p50": 0.0 } }, "overlap": { "rows": 900, "raw_rows": 900, "ignored_zero_volume_main_rows": 0, "mismatches": { "open": 19, "high": 0, "low": 2, "close": 15, "volume": 49, "open_interest": 35 }, "validated": true, "validation_path": "price_correlation_plus_volume_or_oi", "identity_checks": { "enough_rows": true, "strict_price_identity": true, "revised_price_identity": true, "volume_identity": true, "open_interest_identity": true, "bounded_price_revision": true, "strong_volume_identity": true, "strong_open_interest_identity": true, "correlation_identity": true, "bounded_joint_identity": true }, "metrics": { "inferred_price_tick": 1.0, "close_corr": 0.9999878897130923, "close_change_corr": 0.9974285695369839, "close_abs_ticks_p50": 0.0, "close_abs_ticks_p99": 1.0, "volume_corr": 0.999982499649161, "volume_relative_error_p50": 0.0, "open_interest_corr": 0.9999999980526955, "open_interest_relative_error_p50": 0.0 } } }, "path": "D:\\Panda Auto\\精细数据\\_dedicated_prepare\\RB\\warmup\\SHFE.rb2405.csv", "cache_rows": 10000, "file_sha256": "a75fd435515a48760d0f9f5e0c5a65621ffdbd585e692d06201f463b7e98ba17", "pre_roll_rows": 6550, "overlap_validation": { "rows": 900, "raw_rows": 900, "ignored_zero_volume_main_rows": 0, "mismatches": { "open": 19, "high": 0, "low": 2, "close": 15, "volume": 49, "open_interest": 35 }, "validated": true, "validation_path": "price_correlation_plus_volume_or_oi", "identity_checks": { "enough_rows": true, "strict_price_identity": true, "revised_price_identity": true, "volume_identity": true, "open_interest_identity": true, "bounded_price_revision": true, "strong_volume_identity": true, "strong_open_interest_identity": true, "correlation_identity": true, "bounded_joint_identity": true }, "metrics": { "inferred_price_tick": 1.0, "close_corr": 0.9999878897130923, "close_change_corr": 0.9974285695369839, "close_abs_ticks_p50": 0.0, "close_abs_ticks_p99": 1.0, "volume_corr": 0.999982499649161, "volume_relative_error_p50": 0.0, "open_interest_corr": 0.9999999980526955, "open_interest_relative_error_p50": 0.0 } }, "reuse_validation": "manifest_sha256" }, { "symbol_888": "rb888", "contract": "SHFE.rb2410", "prev_contract": "SHFE.rb2405", "roll_date": "2024-04-02", "daily_candidate_roll_start": "2024-04-01 21:00:00", "calendar_roll_start": "2024-04-01 21:00:00", "resolution_anchor": "2024-04-01 21:00:00", "provider": "tq_backtest", "status": "reused", "roll_start": "2024-04-01 21:00:00", "verified_roll_start": "2024-04-01 21:00:00", "roll_resolution": { "schema": "minute_exact_main_roll_resolution_v1", "nominal_roll_start": "2024-04-01 21:00:00", "verified_roll_start": "2024-04-01 21:00:00", "candidates_tested": 1, "identity_score": 5.993427549960686, "early_overlap": { "rows": 180, "raw_rows": 180, "ignored_zero_volume_main_rows": 0, "mismatches": { "open": 3, "high": 0, "low": 1, "close": 1, "volume": 2, "open_interest": 1 }, "validated": true, "validation_path": "price_correlation_plus_volume_or_oi", "identity_checks": { "enough_rows": true, "strict_price_identity": true, "revised_price_identity": true, "volume_identity": true, "open_interest_identity": true, "bounded_price_revision": true, "strong_volume_identity": true, "strong_open_interest_identity": true, "correlation_identity": true, "bounded_joint_identity": true }, "metrics": { "inferred_price_tick": 1.0, "close_corr": 0.9999682869649323, "close_change_corr": 0.9989326293125024, "close_abs_ticks_p50": 0.0, "close_abs_ticks_p99": 0.0, "volume_corr": 0.9999818625447938, "volume_relative_error_p50": 0.0, "open_interest_corr": 0.9999999226809448, "open_interest_relative_error_p50": 0.0 } }, "overlap": { "rows": 900, "raw_rows": 900, "ignored_zero_volume_main_rows": 0, "mismatches": { "open": 27, "high": 3, "low": 2, "close": 23, "volume": 67, "open_interest": 41 }, "validated": true, "validation_path": "price_correlation_plus_volume_or_oi", "identity_checks": { "enough_rows": true, "strict_price_identity": true, "revised_price_identity": true, "volume_identity": true, "open_interest_identity": true, "bounded_price_revision": true, "strong_volume_identity": true, "strong_open_interest_identity": true, "correlation_identity": true, "bounded_joint_identity": true }, "metrics": { "inferred_price_tick": 1.0, "close_corr": 0.9999426721636651, "close_change_corr": 0.9967863869601868, "close_abs_ticks_p50": 0.0, "close_abs_ticks_p99": 1.0, "volume_corr": 0.9999694723612095, "volume_relative_error_p50": 0.0, "open_interest_corr": 0.9999999593517729, "open_interest_relative_error_p50": 0.0 } } }, "path": "D:\\Panda Auto\\精细数据\\_dedicated_prepare\\RB\\warmup\\SHFE.rb2410.csv", "cache_rows": 10000, "file_sha256": "96cb152655ced44307302633389b34b4969a8cbd25254c305ad6863a84337179", "pre_roll_rows": 7360, "overlap_validation": { "rows": 900, "raw_rows": 900, "ignored_zero_volume_main_rows": 0, "mismatches": { "open": 27, "high": 3, "low": 2, "close": 23, "volume": 67, "open_interest": 41 }, "validated": true, "validation_path": "price_correlation_plus_volume_or_oi", "identity_checks": { "enough_rows": true, "strict_price_identity": true, "revised_price_identity": true, "volume_identity": true, "open_interest_identity": true, "bounded_price_revision": true, "strong_volume_identity": true, "strong_open_interest_identity": true, "correlation_identity": true, "bounded_joint_identity": true }, "metrics": { "inferred_price_tick": 1.0, "close_corr": 0.9999426721636651, "close_change_corr": 0.9967863869601868, "close_abs_ticks_p50": 0.0, "close_abs_ticks_p99": 1.0, "volume_corr": 0.9999694723612095, "volume_relative_error_p50": 0.0, "open_interest_corr": 0.9999999593517729, "open_interest_relative_error_p50": 0.0 } }, "reuse_validation": "manifest_sha256" }, { "symbol_888": "rb888", "contract": "SHFE.rb2501", "prev_contract": "SHFE.rb2410", "roll_date": "2024-09-02", "daily_candidate_roll_start": "2024-08-30 21:00:00", "calendar_roll_start": "2024-08-30 21:00:00", "resolution_anchor": "2024-08-30 21:00:00", "provider": "tq_backtest", "status": "reused", "roll_start": "2024-08-30 21:00:00", "verified_roll_start": "2024-08-30 21:00:00", "roll_resolution": { "schema": "minute_exact_main_roll_resolution_v1", "nominal_roll_start": "2024-08-30 21:00:00", "verified_roll_start": "2024-08-30 21:00:00", "candidates_tested": 1, "identity_score": 5.994639504601883, "early_overlap": { "rows": 180, "raw_rows": 180, "ignored_zero_volume_main_rows": 0, "mismatches": { "open": 1, "high": 1, "low": 0, "close": 0, "volume": 0, "open_interest": 0 }, "validated": true, "validation_path": "price_correlation_plus_volume_or_oi", "identity_checks": { "enough_rows": true, "strict_price_identity": true, "revised_price_identity": true, "volume_identity": true, "open_interest_identity": true, "bounded_price_revision": true, "strong_volume_identity": true, "strong_open_interest_identity": true, "correlation_identity": true, "bounded_joint_identity": true }, "metrics": { "inferred_price_tick": 1.0, "close_corr": 1.0, "close_change_corr": 1.0, "close_abs_ticks_p50": 0.0, "close_abs_ticks_p99": 0.0, "volume_corr": 1.0, "volume_relative_error_p50": 0.0, "open_interest_corr": 1.0, "open_interest_relative_error_p50": 0.0 } }, "overlap": { "rows": 900, "raw_rows": 900, "ignored_zero_volume_main_rows": 0, "mismatches": { "open": 20, "high": 2, "low": 1, "close": 16, "volume": 44, "open_interest": 33 }, "validated": true, "validation_path": "price_correlation_plus_volume_or_oi", "identity_checks": { "enough_rows": true, "strict_price_identity": true, "revised_price_identity": true, "volume_identity": true, "open_interest_identity": true, "bounded_price_revision": true, "strong_volume_identity": true, "strong_open_interest_identity": true, "correlation_identity": true, "bounded_joint_identity": true }, "metrics": { "inferred_price_tick": 1.0, "close_corr": 0.9999968125208395, "close_change_corr": 0.9973255216711121, "close_abs_ticks_p50": 0.0, "close_abs_ticks_p99": 1.0, "volume_corr": 0.99999483765545, "volume_relative_error_p50": 0.0, "open_interest_corr": 0.9999999985625305, "open_interest_relative_error_p50": 0.0 } } }, "path": "D:\\Panda Auto\\精细数据\\_dedicated_prepare\\RB\\warmup\\SHFE.rb2501.csv", "cache_rows": 10000, "file_sha256": "b24c43914fd3c3a41e3a3a41bb6dbe9ccb365c1f78ff98f327b21f6528b88e69", "pre_roll_rows": 6550, "overlap_validation": { "rows": 900, "raw_rows": 900, "ignored_zero_volume_main_rows": 0, "mismatches": { "open": 20, "high": 2, "low": 1, "close": 16, "volume": 44, "open_interest": 33 }, "validated": true, "validation_path": "price_correlation_plus_volume_or_oi", "identity_checks": { "enough_rows": true, "strict_price_identity": true, "revised_price_identity": true, "volume_identity": true, "open_interest_identity": true, "bounded_price_revision": true, "strong_volume_identity": true, "strong_open_interest_identity": true, "correlation_identity": true, "bounded_joint_identity": true }, "metrics": { "inferred_price_tick": 1.0, "close_corr": 0.9999968125208395, "close_change_corr": 0.9973255216711121, "close_abs_ticks_p50": 0.0, "close_abs_ticks_p99": 1.0, "volume_corr": 0.99999483765545, "volume_relative_error_p50": 0.0, "open_interest_corr": 0.9999999985625305, "open_interest_relative_error_p50": 0.0 } }, "reuse_validation": "manifest_sha256" }, { "symbol_888": "rb888", "contract": "SHFE.rb2505", "prev_contract": "SHFE.rb2501", "roll_date": "2024-12-06", "daily_candidate_roll_start": "2024-12-05 21:00:00", "calendar_roll_start": "2024-12-05 21:00:00", "resolution_anchor": "2024-12-05 21:00:00", "provider": "tq_backtest", "status": "reused", "roll_start": "2024-12-05 21:00:00", "verified_roll_start": "2024-12-05 21:00:00", "roll_resolution": { "schema": "minute_exact_main_roll_resolution_v1", "nominal_roll_start": "2024-12-05 21:00:00", "verified_roll_start": "2024-12-05 21:00:00", "candidates_tested": 1, "identity_score": 5.926001125199659, "early_overlap": { "rows": 180, "raw_rows": 180, "ignored_zero_volume_main_rows": 0, "mismatches": { "open": 75, "high": 2, "low": 2, "close": 76, "volume": 166, "open_interest": 130 }, "validated": true, "validation_path": "price_correlation_plus_volume_or_oi", "identity_checks": { "enough_rows": true, "strict_price_identity": false, "revised_price_identity": true, "volume_identity": true, "open_interest_identity": true, "bounded_price_revision": true, "strong_volume_identity": true, "strong_open_interest_identity": true, "correlation_identity": true, "bounded_joint_identity": true }, "metrics": { "inferred_price_tick": 1.0, "close_corr": 0.9902113805371197, "close_change_corr": 0.9062856150025613, "close_abs_ticks_p50": 0.0, "close_abs_ticks_p99": 1.0, "volume_corr": 0.9993156300623794, "volume_relative_error_p50": 0.006284109128148965, "open_interest_corr": 0.9999986007733649, "open_interest_relative_error_p50": 2.7799248247930203e-06 } }, "overlap": { "rows": 900, "raw_rows": 900, "ignored_zero_volume_main_rows": 0, "mismatches": { "open": 316, "high": 20, "low": 22, "close": 314, "volume": 732, "open_interest": 641 }, "validated": true, "validation_path": "price_correlation_plus_volume_or_oi", "identity_checks": { "enough_rows": true, "strict_price_identity": true, "revised_price_identity": true, "volume_identity": true, "open_interest_identity": true, "bounded_price_revision": true, "strong_volume_identity": true, "strong_open_interest_identity": true, "correlation_identity": true, "bounded_joint_identity": true }, "metrics": { "inferred_price_tick": 1.0, "close_corr": 0.999905854229348, "close_change_corr": 0.9644970392965163, "close_abs_ticks_p50": 0.0, "close_abs_ticks_p99": 1.0, "volume_corr": 0.9998167035128305, "volume_relative_error_p50": 0.005238415918940114, "open_interest_corr": 0.9999994227688432, "open_interest_relative_error_p50": 3.1603485448566116e-06 } } }, "path": "D:\\Panda Auto\\精细数据\\_dedicated_prepare\\RB\\warmup\\SHFE.rb2505.csv", "cache_rows": 10000, "file_sha256": "27256056449c2e4295269dfbf0eb467e7cd3b21884100b7a43f6d5150b642744", "pre_roll_rows": 6550, "overlap_validation": { "rows": 900, "raw_rows": 900, "ignored_zero_volume_main_rows": 0, "mismatches": { "open": 316, "high": 20, "low": 22, "close": 314, "volume": 732, "open_interest": 641 }, "validated": true, "validation_path": "price_correlation_plus_volume_or_oi", "identity_checks": { "enough_rows": true, "strict_price_identity": true, "revised_price_identity": true, "volume_identity": true, "open_interest_identity": true, "bounded_price_revision": true, "strong_volume_identity": true, "strong_open_interest_identity": true, "correlation_identity": true, "bounded_joint_identity": true }, "metrics": { "inferred_price_tick": 1.0, "close_corr": 0.999905854229348, "close_change_corr": 0.9644970392965163, "close_abs_ticks_p50": 0.0, "close_abs_ticks_p99": 1.0, "volume_corr": 0.9998167035128305, "volume_relative_error_p50": 0.005238415918940114, "open_interest_corr": 0.9999994227688432, "open_interest_relative_error_p50": 3.1603485448566116e-06 } }, "reuse_validation": "manifest_sha256" }, { "symbol_888": "rb888", "contract": "SHFE.rb2510", "prev_contract": "SHFE.rb2505", "roll_date": "2025-04-08", "daily_candidate_roll_start": "2025-04-07 21:00:00", "calendar_roll_start": "2025-04-07 21:00:00", "resolution_anchor": "2025-04-07 21:00:00", "provider": "tq_backtest", "status": "reused", "roll_start": "2025-04-07 21:00:00", "verified_roll_start": "2025-04-07 21:00:00", "roll_resolution": { "schema": "minute_exact_main_roll_resolution_v1", "nominal_roll_start": "2025-04-07 21:00:00", "verified_roll_start": "2025-04-07 21:00:00", "candidates_tested": 1, "identity_score": 5.9266918314014205, "early_overlap": { "rows": 180, "raw_rows": 180, "ignored_zero_volume_main_rows": 0, "mismatches": { "open": 21, "high": 0, "low": 1, "close": 20, "volume": 59, "open_interest": 49 }, "validated": true, "validation_path": "price_correlation_plus_volume_or_oi", "identity_checks": { "enough_rows": true, "strict_price_identity": true, "revised_price_identity": true, "volume_identity": true, "open_interest_identity": true, "bounded_price_revision": true, "strong_volume_identity": true, "strong_open_interest_identity": true, "correlation_identity": true, "bounded_joint_identity": true }, "metrics": { "inferred_price_tick": 1.0, "close_corr": 0.9994250637719065, "close_change_corr": 0.9680557699140444, "close_abs_ticks_p50": 0.0, "close_abs_ticks_p99": 1.0, "volume_corr": 0.9997677774791062, "volume_relative_error_p50": 0.0, "open_interest_corr": 0.9999986714402587, "open_interest_relative_error_p50": 0.0 } }, "overlap": { "rows": 900, "raw_rows": 900, "ignored_zero_volume_main_rows": 0, "mismatches": { "open": 281, "high": 19, "low": 13, "close": 276, "volume": 743, "open_interest": 629 }, "validated": true, "validation_path": "price_correlation_plus_volume_or_oi", "identity_checks": { "enough_rows": true, "strict_price_identity": true, "revised_price_identity": true, "volume_identity": true, "open_interest_identity": true, "bounded_price_revision": true, "strong_volume_identity": true, "strong_open_interest_identity": true, "correlation_identity": true, "bounded_joint_identity": true }, "metrics": { "inferred_price_tick": 1.0, "close_corr": 0.9998246137789878, "close_change_corr": 0.9651267384732606, "close_abs_ticks_p50": 0.0, "close_abs_ticks_p99": 1.0, "volume_corr": 0.9994201603241294, "volume_relative_error_p50": 0.005259382097890492, "open_interest_corr": 0.9999997539848176, "open_interest_relative_error_p50": 2.192726157782873e-06 } } }, "path": "D:\\Panda Auto\\精细数据\\_dedicated_prepare\\RB\\warmup\\SHFE.rb2510.csv", "cache_rows": 10000, "file_sha256": "9ccb260343b8c81c4761b103dd9301d5e3a54fc10497a682d07e4e8ec4a28e88", "pre_roll_rows": 6550, "overlap_validation": { "rows": 900, "raw_rows": 900, "ignored_zero_volume_main_rows": 0, "mismatches": { "open": 281, "high": 19, "low": 13, "close": 276, "volume": 743, "open_interest": 629 }, "validated": true, "validation_path": "price_correlation_plus_volume_or_oi", "identity_checks": { "enough_rows": true, "strict_price_identity": true, "revised_price_identity": true, "volume_identity": true, "open_interest_identity": true, "bounded_price_revision": true, "strong_volume_identity": true, "strong_open_interest_identity": true, "correlation_identity": true, "bounded_joint_identity": true }, "metrics": { "inferred_price_tick": 1.0, "close_corr": 0.9998246137789878, "close_change_corr": 0.9651267384732606, "close_abs_ticks_p50": 0.0, "close_abs_ticks_p99": 1.0, "volume_corr": 0.9994201603241294, "volume_relative_error_p50": 0.005259382097890492, "open_interest_corr": 0.9999997539848176, "open_interest_relative_error_p50": 2.192726157782873e-06 } }, "reuse_validation": "manifest_sha256" }, { "symbol_888": "rb888", "contract": "SHFE.rb2601", "prev_contract": "SHFE.rb2510", "roll_date": "2025-09-01", "daily_candidate_roll_start": "2025-08-29 21:00:00", "calendar_roll_start": "2025-08-29 21:00:00", "resolution_anchor": "2025-08-29 21:00:00", "provider": "tq_backtest", "status": "reused", "roll_start": "2025-08-29 21:00:00", "verified_roll_start": "2025-08-29 21:00:00", "roll_resolution": { "schema": "minute_exact_main_roll_resolution_v1", "nominal_roll_start": "2025-08-29 21:00:00", "verified_roll_start": "2025-08-29 21:00:00", "candidates_tested": 1, "identity_score": 5.998068591982121, "early_overlap": { "rows": 180, "raw_rows": 180, "ignored_zero_volume_main_rows": 0, "mismatches": { "open": 2, "high": 0, "low": 0, "close": 0, "volume": 2, "open_interest": 1 }, "validated": true, "validation_path": "price_correlation_plus_volume_or_oi", "identity_checks": { "enough_rows": true, "strict_price_identity": true, "revised_price_identity": true, "volume_identity": true, "open_interest_identity": true, "bounded_price_revision": true, "strong_volume_identity": true, "strong_open_interest_identity": true, "correlation_identity": true, "bounded_joint_identity": true }, "metrics": { "inferred_price_tick": 1.0, "close_corr": 1.0, "close_change_corr": 1.0, "close_abs_ticks_p50": 0.0, "close_abs_ticks_p99": 0.0, "volume_corr": 0.9999992623740244, "volume_relative_error_p50": 0.0, "open_interest_corr": 0.9999999954032329, "open_interest_relative_error_p50": 0.0 } }, "overlap": { "rows": 900, "raw_rows": 900, "ignored_zero_volume_main_rows": 0, "mismatches": { "open": 6, "high": 0, "low": 0, "close": 2, "volume": 12, "open_interest": 5 }, "validated": true, "validation_path": "price_correlation_plus_volume_or_oi", "identity_checks": { "enough_rows": true, "strict_price_identity": true, "revised_price_identity": true, "volume_identity": true, "open_interest_identity": true, "bounded_price_revision": true, "strong_volume_identity": true, "strong_open_interest_identity": true, "correlation_identity": true, "bounded_joint_identity": true }, "metrics": { "inferred_price_tick": 1.0, "close_corr": 0.9999933128957014, "close_change_corr": 0.9990417310633268, "close_abs_ticks_p50": 0.0, "close_abs_ticks_p99": 0.0, "volume_corr": 0.9999985048568051, "volume_relative_error_p50": 0.0, "open_interest_corr": 0.99999999920726, "open_interest_relative_error_p50": 0.0 } } }, "path": "D:\\Panda Auto\\精细数据\\_dedicated_prepare\\RB\\warmup\\SHFE.rb2601.csv", "cache_rows": 10000, "file_sha256": "a3f8879b1989bfa52b4b2d8594e992d08f1ae731cbf4ee3e088a9eab08739ce4", "pre_roll_rows": 6550, "overlap_validation": { "rows": 900, "raw_rows": 900, "ignored_zero_volume_main_rows": 0, "mismatches": { "open": 6, "high": 0, "low": 0, "close": 2, "volume": 12, "open_interest": 5 }, "validated": true, "validation_path": "price_correlation_plus_volume_or_oi", "identity_checks": { "enough_rows": true, "strict_price_identity": true, "revised_price_identity": true, "volume_identity": true, "open_interest_identity": true, "bounded_price_revision": true, "strong_volume_identity": true, "strong_open_interest_identity": true, "correlation_identity": true, "bounded_joint_identity": true }, "metrics": { "inferred_price_tick": 1.0, "close_corr": 0.9999933128957014, "close_change_corr": 0.9990417310633268, "close_abs_ticks_p50": 0.0, "close_abs_ticks_p99": 0.0, "volume_corr": 0.9999985048568051, "volume_relative_error_p50": 0.0, "open_interest_corr": 0.99999999920726, "open_interest_relative_error_p50": 0.0 } }, "reuse_validation": "manifest_sha256" }, { "symbol_888": "rb888", "contract": "SHFE.rb2605", "prev_contract": "SHFE.rb2601", "roll_date": "2025-12-03", "daily_candidate_roll_start": "2025-12-02 21:00:00", "calendar_roll_start": "2025-12-02 21:00:00", "resolution_anchor": "2025-12-02 21:00:00", "provider": "tq_backtest", "status": "reused", "roll_start": "2025-12-02 21:00:00", "verified_roll_start": "2025-12-02 21:00:00", "roll_resolution": { "schema": "minute_exact_main_roll_resolution_v1", "nominal_roll_start": "2025-12-02 21:00:00", "verified_roll_start": "2025-12-02 21:00:00", "candidates_tested": 1, "identity_score": 6.0, "early_overlap": { "rows": 180, "raw_rows": 180, "ignored_zero_volume_main_rows": 0, "mismatches": { "open": 1, "high": 0, "low": 0, "close": 0, "volume": 0, "open_interest": 0 }, "validated": true, "validation_path": "price_correlation_plus_volume_or_oi", "identity_checks": { "enough_rows": true, "strict_price_identity": true, "revised_price_identity": true, "volume_identity": true, "open_interest_identity": true, "bounded_price_revision": true, "strong_volume_identity": true, "strong_open_interest_identity": true, "correlation_identity": true, "bounded_joint_identity": true }, "metrics": { "inferred_price_tick": 1.0, "close_corr": 0.9999999999999998, "close_change_corr": 0.9999999999999998, "close_abs_ticks_p50": 0.0, "close_abs_ticks_p99": 0.0, "volume_corr": 1.0, "volume_relative_error_p50": 0.0, "open_interest_corr": 1.0, "open_interest_relative_error_p50": 0.0 } }, "overlap": { "rows": 900, "raw_rows": 900, "ignored_zero_volume_main_rows": 0, "mismatches": { "open": 4, "high": 0, "low": 0, "close": 0, "volume": 0, "open_interest": 0 }, "validated": true, "validation_path": "price_correlation_plus_volume_or_oi", "identity_checks": { "enough_rows": true, "strict_price_identity": true, "revised_price_identity": true, "volume_identity": true, "open_interest_identity": true, "bounded_price_revision": true, "strong_volume_identity": true, "strong_open_interest_identity": true, "correlation_identity": true, "bounded_joint_identity": true }, "metrics": { "inferred_price_tick": 1.0, "close_corr": 0.9999999999999999, "close_change_corr": 1.0, "close_abs_ticks_p50": 0.0, "close_abs_ticks_p99": 0.0, "volume_corr": 0.9999999999999998, "volume_relative_error_p50": 0.0, "open_interest_corr": 1.0, "open_interest_relative_error_p50": 0.0 } } }, "path": "D:\\Panda Auto\\精细数据\\_dedicated_prepare\\RB\\warmup\\SHFE.rb2605.csv", "cache_rows": 10000, "file_sha256": "fc28e68724b33ad20235ec00850e82e81f5a6f9aadd08a7c958b0275f61a6004", "pre_roll_rows": 6550, "overlap_validation": { "rows": 900, "raw_rows": 900, "ignored_zero_volume_main_rows": 0, "mismatches": { "open": 4, "high": 0, "low": 0, "close": 0, "volume": 0, "open_interest": 0 }, "validated": true, "validation_path": "price_correlation_plus_volume_or_oi", "identity_checks": { "enough_rows": true, "strict_price_identity": true, "revised_price_identity": true, "volume_identity": true, "open_interest_identity": true, "bounded_price_revision": true, "strong_volume_identity": true, "strong_open_interest_identity": true, "correlation_identity": true, "bounded_joint_identity": true }, "metrics": { "inferred_price_tick": 1.0, "close_corr": 0.9999999999999999, "close_change_corr": 1.0, "close_abs_ticks_p50": 0.0, "close_abs_ticks_p99": 0.0, "volume_corr": 0.9999999999999998, "volume_relative_error_p50": 0.0, "open_interest_corr": 1.0, "open_interest_relative_error_p50": 0.0 } }, "reuse_validation": "manifest_sha256" }, { "symbol_888": "rb888", "contract": "SHFE.rb2610", "prev_contract": "SHFE.rb2605", "roll_date": "2026-04-08", "daily_candidate_roll_start": "2026-04-07 21:00:00", "calendar_roll_start": "2026-04-07 21:00:00", "resolution_anchor": "2026-04-07 21:00:00", "provider": "tq_backtest", "status": "reused", "roll_start": "2026-04-07 21:00:00", "verified_roll_start": "2026-04-07 21:00:00", "roll_resolution": { "schema": "minute_exact_main_roll_resolution_v1", "nominal_roll_start": "2026-04-07 21:00:00", "verified_roll_start": "2026-04-07 21:00:00", "candidates_tested": 1, "identity_score": 6.0, "early_overlap": { "rows": 180, "raw_rows": 180, "ignored_zero_volume_main_rows": 0, "mismatches": { "open": 1, "high": 0, "low": 0, "close": 0, "volume": 0, "open_interest": 0 }, "validated": true, "validation_path": "price_correlation_plus_volume_or_oi", "identity_checks": { "enough_rows": true, "strict_price_identity": true, "revised_price_identity": true, "volume_identity": true, "open_interest_identity": true, "bounded_price_revision": true, "strong_volume_identity": true, "strong_open_interest_identity": true, "correlation_identity": true, "bounded_joint_identity": true }, "metrics": { "inferred_price_tick": 1.0, "close_corr": 1.0, "close_change_corr": 1.0, "close_abs_ticks_p50": 0.0, "close_abs_ticks_p99": 0.0, "volume_corr": 0.9999999999999999, "volume_relative_error_p50": 0.0, "open_interest_corr": 1.0, "open_interest_relative_error_p50": 0.0 } }, "overlap": { "rows": 900, "raw_rows": 900, "ignored_zero_volume_main_rows": 0, "mismatches": { "open": 3, "high": 0, "low": 0, "close": 0, "volume": 0, "open_interest": 0 }, "validated": true, "validation_path": "price_correlation_plus_volume_or_oi", "identity_checks": { "enough_rows": true, "strict_price_identity": true, "revised_price_identity": true, "volume_identity": true, "open_interest_identity": true, "bounded_price_revision": true, "strong_volume_identity": true, "strong_open_interest_identity": true, "correlation_identity": true, "bounded_joint_identity": true }, "metrics": { "inferred_price_tick": 1.0, "close_corr": 1.0, "close_change_corr": 1.0, "close_abs_ticks_p50": 0.0, "close_abs_ticks_p99": 0.0, "volume_corr": 0.9999999999999999, "volume_relative_error_p50": 0.0, "open_interest_corr": 1.0, "open_interest_relative_error_p50": 0.0 } } }, "path": "D:\\Panda Auto\\精细数据\\_dedicated_prepare\\RB\\warmup\\SHFE.rb2610.csv", "cache_rows": 10000, "file_sha256": "b09cb72792e2915391d1fa4d8d6ceef36ed1122ce4c3cf1aa622083d0b354572", "pre_roll_rows": 6550, "overlap_validation": { "rows": 900, "raw_rows": 900, "ignored_zero_volume_main_rows": 0, "mismatches": { "open": 3, "high": 0, "low": 0, "close": 0, "volume": 0, "open_interest": 0 }, "validated": true, "validation_path": "price_correlation_plus_volume_or_oi", "identity_checks": { "enough_rows": true, "strict_price_identity": true, "revised_price_identity": true, "volume_identity": true, "open_interest_identity": true, "bounded_price_revision": true, "strong_volume_identity": true, "strong_open_interest_identity": true, "correlation_identity": true, "bounded_joint_identity": true }, "metrics": { "inferred_price_tick": 1.0, "close_corr": 1.0, "close_change_corr": 1.0, "close_abs_ticks_p50": 0.0, "close_abs_ticks_p99": 0.0, "volume_corr": 0.9999999999999999, "volume_relative_error_p50": 0.0, "open_interest_corr": 1.0, "open_interest_relative_error_p50": 0.0 } }, "reuse_validation": "manifest_sha256" }, { "symbol_888": "rb888", "contract": "SHFE.rb2701", "prev_contract": "SHFE.rb2610", "roll_date": "2026-09-02", "daily_candidate_roll_start": "2026-09-01 21:00:00", "calendar_roll_start": "2026-09-01 21:00:00", "resolution_anchor": "2026-09-01 21:00:00", "provider": "tq_backtest", "status": "reused", "roll_start": "2026-09-01 21:00:00", "verified_roll_start": "2026-09-01 21:00:00", "roll_resolution": { "schema": "minute_exact_main_roll_resolution_v1", "nominal_roll_start": "2026-09-01 21:00:00", "verified_roll_start": "2026-09-01 21:00:00", "candidates_tested": 1, "identity_score": 6.0, "early_overlap": { "rows": 180, "raw_rows": 180, "ignored_zero_volume_main_rows": 0, "mismatches": { "open": 0, "high": 0, "low": 0, "close": 0, "volume": 0, "open_interest": 0 }, "validated": true, "validation_path": "price_correlation_plus_volume_or_oi", "identity_checks": { "enough_rows": true, "strict_price_identity": true, "revised_price_identity": true, "volume_identity": true, "open_interest_identity": true, "bounded_price_revision": true, "strong_volume_identity": true, "strong_open_interest_identity": true, "correlation_identity": true, "bounded_joint_identity": true }, "metrics": { "inferred_price_tick": 1.0, "close_corr": 0.9999999999999999, "close_change_corr": 1.0, "close_abs_ticks_p50": 0.0, "close_abs_ticks_p99": 0.0, "volume_corr": 1.0, "volume_relative_error_p50": 0.0, "open_interest_corr": 0.9999999999999998, "open_interest_relative_error_p50": 0.0 } }, "overlap": { "rows": 900, "raw_rows": 900, "ignored_zero_volume_main_rows": 0, "mismatches": { "open": 0, "high": 0, "low": 0, "close": 0, "volume": 0, "open_interest": 0 }, "validated": true, "validation_path": "price_correlation_plus_volume_or_oi", "identity_checks": { "enough_rows": true, "strict_price_identity": true, "revised_price_identity": true, "volume_identity": true, "open_interest_identity": true, "bounded_price_revision": true, "strong_volume_identity": true, "strong_open_interest_identity": true, "correlation_identity": true, "bounded_joint_identity": true }, "metrics": { "inferred_price_tick": 1.0, "close_corr": 0.9999999999999999, "close_change_corr": 1.0, "close_abs_ticks_p50": 0.0, "close_abs_ticks_p99": 0.0, "volume_corr": 1.0, "volume_relative_error_p50": 0.0, "open_interest_corr": 1.0, "open_interest_relative_error_p50": 0.0 } } }, "path": "D:\\Panda Auto\\精细数据\\_dedicated_prepare\\RB\\warmup\\SHFE.rb2701.csv", "cache_rows": 10000, "file_sha256": "d49d2a987d5e9c424c6e2c991c31793c390fcebfe870b1e3733dcb7a886ec399", "pre_roll_rows": 7120, "overlap_validation": { "rows": 900, "raw_rows": 900, "ignored_zero_volume_main_rows": 0, "mismatches": { "open": 0, "high": 0, "low": 0, "close": 0, "volume": 0, "open_interest": 0 }, "validated": true, "validation_path": "price_correlation_plus_volume_or_oi", "identity_checks": { "enough_rows": true, "strict_price_identity": true, "revised_price_identity": true, "volume_identity": true, "open_interest_identity": true, "bounded_price_revision": true, "strong_volume_identity": true, "strong_open_interest_identity": true, "correlation_identity": true, "bounded_joint_identity": true }, "metrics": { "inferred_price_tick": 1.0, "close_corr": 0.9999999999999999, "close_change_corr": 1.0, "close_abs_ticks_p50": 0.0, "close_abs_ticks_p99": 0.0, "volume_corr": 1.0, "volume_relative_error_p50": 0.0, "open_interest_corr": 1.0, "open_interest_relative_error_p50": 0.0 } }, "reuse_validation": "manifest_sha256" } ] }