ARISTO · DATA LINEAGE

数据审计

2026-10-30请求自然日2026-10-30有效交易日存在过期整体状态91决策产物
只说明数据、模型与链路可靠性，不输出投资方向。
AUDIT · 01
数据健康总览
自然日与有效交易日分离
整体状态来源状态运行目标 / 有效交易日决策产物覆盖
存在过期
过期或未消费更新 8		正常 28 · 预期 2
过期 1 · 有更新未消费 7 · 缺失 0		2026-10-30
有效交易日 2026-10-30		已纳入 47
仅作证据 3 · 缺失 0
AUDIT · 02
来源时效与证据链
运行水位 · SLA · 产物路径
分组来源实际日期最新可用日有效交易日交易日滞后SLA状态Period内容SHA覆盖产物路径
宏观中国宏观周期2026-09-30—2026-10-3017T-23月频———macro/cycles/{merrill_lynch,pring_v2,inventory}.
宏观周期-资产条件分布2026-10-30—2026-10-300T-45已对齐———macro/cycle_asset_mapping/
宏观美债曲线2026-10-30—2026-10-300T-1已对齐———bond/sovereign/report_inputs/
宏观日债曲线2026-10-30—2026-10-300T-2已对齐———bond/sovereign/report_inputs/
宏观中债曲线2026-10-30—2026-10-300T-1已对齐———bond/sovereign/report_inputs/
风险与技术多资产技术状态2026-10-30—2026-10-300T已对齐———market/technical/
风险与技术跳跃风险2026-10-30—2026-10-300T已对齐———risk/jump_model/
风险与技术组合 VaR / ES2026-10-30—2026-10-300T已对齐———risk/tail_risk/
权益外层LW63·70%补足行业主策略2026-10-30—2026-10-300T已对齐———equity/
权益RRG 周频信号2026-10-30—2026-10-300T-5已对齐———index/rrg_*
权益Barra 风格与概括2026-10-30—2026-10-300T-5已对齐———equity/market/barra/report_inputs/
权益行业拥挤度2026-10-30—2026-10-300T已对齐———equity/market/crowding/
权益Funding 四维与宽基 ETF2026-10-30—2026-10-300T已对齐———equity/
权益全A景气与估值2026-10-30—2026-10-300T已对齐———equity/fundamental_reports/EQ_FUNDAMENTAL_REPORTS_META.json
权益市场宽度2026-10-30—2026-10-300T已对齐———equity/
权益行业 RRG 迁移2026-10-30—2026-10-300T-5已对齐———equity/rotation/industry/models/rrg/
ETFETF 执行工具2026-10-30—2026-10-300T已对齐———etf/
期货期货 RRG 周频2026-10-30—2026-10-300T-7已对齐———commodities/factors/rrg/
期货期货品种日频收益2026-10-30—2026-10-300T已对齐———market/futures/
期货期货技术状态与历史2026-10-30—2026-10-300T已对齐———market/technical/
期货股指期现基差2026-10-30—2026-10-300T已对齐———equity/derivatives/futures/
期权期权监控2026-10-30—2026-10-300T已对齐———commodities/options/monitor/
期权期权 IV 套利2026-10-30—2026-10-300T已对齐———commodities/options/monitor/
期权期权 PCR 情绪2026-10-30—2026-10-300T已对齐———commodities/options/monitor/
其他条件波动 波动率与相关性2026-10-30—2026-10-300T已对齐———risk/vol/runs/vol-20261030-3b785ffeddaa/run_manifest.json
其他商品五因子2026-10-30—2026-10-300T-1已对齐———commodities/factors/xs/FUT_*
其他行业筹码多空2026-10-30—2026-10-300T-5已对齐———equity/
其他银行间资金价格与非银分层2026-10-30—2026-10-300T-1已对齐———macro/report_contracts/cn_monetary_policy/
其他银行间杠杆交易2026-09-30—2026-10-3017T-23月频———macro/report_contracts/cn_monetary_policy/
其他银行负债与同业存单2026-07-31—2026-10-3059T-23已过期———macro/report_contracts/cn_monetary_policy/
其他银行间政策预期2026-10-30—2026-10-300T-1已对齐———macro/report_contracts/cn_monetary_policy/
AUDIT · 03
研报覆盖与版本选择
SelectedDate · LatestAvailableDate · SHA
周报选中日期最新可用日Period内容SHA必需主题覆盖状态较前期时效状态
研报周报·宏观地缘2026-10-302026-11-012026-W44895f3538014/4complete较前期更新有更新未消费
研报周报·多资产配置2026-10-302026-11-012026-W44db31f8b6426/6complete较前期更新有更新未消费
研报周报·海外研究2026-10-302026-11-012026-W440a014095d15/4complete较前期更新有更新未消费
研报周报·固定收益2026-10-302026-11-012026-W44f444d1e50f4/6partial较前期更新有更新未消费
研报周报·股票策略2026-10-302026-11-012026-W4403fe37383d8/8complete较前期更新有更新未消费
研报周报·行业报告2026-10-302026-11-012026-W4486e174424131/31complete较前期更新有更新未消费
研报周报·大宗商品2026-10-302026-11-012026-W4418d796530864/73partial明确观点 -6有更新未消费
AUDIT · 04
决策产物与覆盖范围
行数 · 最新日期 · 模型版本
决策产物行数最新日期模型版本状态覆盖缺失字段
12026-10-30decision-v3正常已纳入—
72026-10-30decision-v3正常已纳入—
442026-10-30decision-v3正常已纳入—
132026-10-30decision-v3正常已纳入—
32026-10-30decision-v3inactiveinactive—
382026-10-30decision-v3正常仅作证据—
32026-10-30decision-v3正常仅作证据—
202026-10-30decision-v3正常已纳入—
50402026-10-30decision-v3正常已纳入—
312026-10-30decision-v3正常已纳入—
12026-10-30decision-v3正常已纳入—
42026-10-30decision-v3正常已纳入—
732026-10-30decision-v3正常已纳入—
732026-10-30decision-v3正常已纳入—
62026-10-30decision-v3正常已纳入—
32026-10-30decision-v3正常已纳入—
142026-10-30decision-v3正常已纳入—
132026-10-30decision-v3正常已纳入—
312026-10-30decision-v3正常已纳入—
42026-10-30decision-v3正常已纳入—
52026-10-30decision-v3正常已纳入—
92026-10-30decision-v3正常已纳入—
39882026-10-30decision-v3正常已纳入—
472026-10-30decision-v3正常已纳入—
32026-10-30decision-v3正常已纳入—
142026-10-30decision-v3正常已纳入—
12026-10-30decision-v3正常已纳入—
52026-10-30decision-v3正常已纳入—
42026-10-30decision-v3正常已纳入—
52026-10-30decision-v3正常已纳入—
312026-10-30decision-v3正常已纳入—
182026-10-30decision-v3正常已纳入—
42026-10-30decision-v3正常已纳入—
242026-10-30decision-v3正常已纳入—
72026-10-30decision-v3正常已纳入—
27722026-10-30decision-v3正常已纳入—
102026-10-30decision-v3正常已纳入—
42026-10-30decision-v3正常已纳入—
92026-10-30decision-v3正常已纳入—
32026-09-30decision-v3正常已纳入—
202026-10-30decision-v3正常已纳入—
1868202026-10-30decision-v3正常已纳入—
132026-10-30decision-v3正常已纳入—
312026-10-30decision-v3正常已纳入—
312026-10-30decision-v3正常已纳入—
312026-10-30decision-v3正常已纳入—
312026-10-30decision-v3正常已纳入—
52026-10-30decision-v3正常已纳入—
132026-10-30decision-v3正常已纳入—
7912026-10-30decision-v3正常已纳入—
unregistered:02026-10-30decision-v3inactiveinactive
unregistered:02026-10-30decision-v3inactiveinactive
unregistered:02026-10-30decision-v3inactiveinactive
unregistered:02026-10-30decision-v3inactiveinactive
unregistered:02026-10-30decision-v3inactiveinactive
unregistered:02026-10-30decision-v3inactiveinactive
unregistered:02026-10-30decision-v3inactiveinactive
unregistered:02026-10-30decision-v3inactiveinactive
unregistered:02026-10-30decision-v3inactiveinactive
unregistered:02026-10-30decision-v3inactiveinactive
unregistered:02026-10-30decision-v3inactiveinactive
unregistered:02026-10-30decision-v3inactiveinactive
unregistered:02026-10-30decision-v3inactiveinactive
unregistered:02026-10-30decision-v3inactiveinactive
unregistered:02026-10-30decision-v3inactiveinactive
unregistered:02026-10-30decision-v3inactiveinactive
unregistered:02026-10-30decision-v3inactiveinactive
unregistered:02026-10-30decision-v3inactiveinactive
unregistered:02026-10-30decision-v3inactiveinactive
unregistered:02026-10-30decision-v3inactiveinactive
unregistered:02026-10-30decision-v3inactiveinactive
unregistered:02026-10-30decision-v3inactiveinactive
unregistered:02026-10-30decision-v3inactiveinactive
unregistered:macro_cycle_conclusions.json02026-10-30decision-v3inactiveinactivemacro_cycle_conclusions.json
unregistered:02026-10-30decision-v3inactiveinactive
unregistered:02026-10-30decision-v3inactiveinactive
unregistered:02026-10-30decision-v3inactiveinactive
unregistered:02026-10-30decision-v3inactiveinactive
unregistered:02026-10-30decision-v3inactiveinactive
unregistered:02026-10-30decision-v3inactiveinactive
unregistered:02026-10-30decision-v3inactiveinactive
unregistered:02026-10-30decision-v3inactiveinactive
unregistered:02026-10-30decision-v3inactiveinactive
unregistered:02026-10-30decision-v3inactiveinactive
unregistered:02026-10-30decision-v3inactiveinactive
unregistered:02026-10-30decision-v3inactiveinactive
unregistered:02026-10-30decision-v3inactiveinactive
unregistered:02026-10-30decision-v3inactiveinactive
unregistered:02026-10-30decision-v3inactiveinactive
unregistered:02026-10-30decision-v3inactiveinactive
912026-10-30decision-v3正常仅作证据—
AUDIT · 05
最终配置契约
SAA版本 · 风险模型 · 发布状态
('缺失', '尚未生成最终配置契约')
状态说明
AUDIT · 06
观点与文本生成策略
研报直读 · 模型直读 · 页面不改写
内容契约口径日期语义文本处理状态页面模式
研报观点上游已落盘观点按自然日选择原文不改写直接读取确定性适配
量化判断decision/*.DAG模型结果按有效交易日规则版本化直接读取确定性规则
页面文本专业Decision视图Slides各模块真实数据日Renderer零AI直接读取确定性渲染
行业融合解读industry.commentary31行业同批一次调用证据指纹精确匹配不修改模型决策失败使用确定性说明唯一Decision AI例外
AUDIT · 07
模型与降级规则
确定性计算与展示层分离
确定性模型文本与降级
风险分沿用七维确定性模型；行业Dashboard采用普通RRG、Consensus与景气的LW63融合，短期拥挤度≥70%淘汰并补足Top6。每行业占策略仓1/6，空缺留现金。Consensus和RRG已是主策略成员，不重复计作独立确认。商品及银行间继续使用现有领域契约。Renderer只读取已完成产物，不调用AI。唯一行业解读任务以景气为主、周报为补充，解释正式主策略及研究观察，不改变排名、方向及关注池；证据、BuildId或
AUDIT · 08
行业解读证据与生成状态
模型、研究、生成水位分开记录

— · — · — · — · —

('有色金属', '2026-10-30', '2026-10-23', '2026-10-06', '2026-10-30', 'stale_prosperity', 'rule', 'no_current_commentary')('基础化工', '2026-10-30', '2026-10-23', '2026-10-06', '2026-10-30', 'stale_prosperity', 'rule', 'no_current_commentary')('煤炭', '2026-10-30', '2026-10-23', '2026-10-06', '2026-10-30', 'stale_prosperity', 'rule', 'no_current_commentary')('石油石化', '2026-10-30', '2026-10-23', '2026-10-06', '2026-10-30', 'stale_prosperity', 'rule', 'no_current_commentary')('钢铁', '2026-10-30', '2026-10-23', '2026-10-06', '2026-10-30', 'stale_prosperity', 'rule', 'no_current_commentary')('机械设备', '2026-10-30', '2026-10-23', '2026-10-06', '2026-10-30', 'stale_prosperity', 'rule', 'no_current_commentary')('综合', '2026-10-30', '2026-10-23', '2026-10-06', '2026-10-30', 'stale_prosperity', 'rule', 'no_current_commentary')('电力设备', '2026-10-30', '2026-10-23', '2026-10-06', '2026-10-30', 'stale_prosperity', 'rule', 'no_current_commentary')('国防军工', '2026-10-30', '2026-10-23', '2026-10-06', '2026-10-30', 'stale_prosperity', 'rule', 'no_current_commentary')('汽车', '2026-10-30', '2026-10-23', '2026-10-06', '2026-10-30', 'stale_prosperity', 'rule', 'no_current_commentary')('环保', '2026-10-30', '2026-10-23', '2026-10-06', '2026-10-30', 'stale_prosperity', 'rule', 'no_current_commentary')('建筑材料', '2026-10-30', '2026-10-23', '2026-10-06', '2026-10-30', 'stale_prosperity', 'rule', 'no_current_commentary')('交通运输', '2026-10-30', '2026-10-23', '2026-10-06', '2026-10-30', 'stale_prosperity', 'rule', 'no_current_commentary')('公用事业', '2026-10-30', '2026-10-23', '2026-10-06', '2026-10-30', 'stale_prosperity', 'rule', 'no_current_commentary')('建筑装饰', '2026-10-30', '2026-10-23', '2026-10-06', '2026-10-30', 'stale_prosperity', 'rule', 'no_current_commentary')('非银金融', '2026-10-30', '2026-10-23', '2026-10-06', '2026-10-30', 'stale_prosperity', 'rule', 'no_current_commentary')('银行', '2026-10-30', '2026-10-23', '2026-10-06', '2026-10-30', 'stale_prosperity', 'rule', 'no_current_commentary')('房地产', '2026-10-30', '2026-10-23', '2026-10-06', '2026-10-30', 'stale_prosperity', 'rule', 'no_current_commentary')('纺织服饰', '2026-10-30', '2026-10-23', '2026-10-06', '2026-10-30', 'stale_prosperity', 'rule', 'no_current_commentary')('商贸零售', '2026-10-30', '2026-10-23', '2026-10-06', '2026-10-30', 'stale_prosperity', 'rule', 'no_current_commentary')('美容护理', '2026-10-30', '2026-10-23', '2026-10-06', '2026-10-30', 'stale_prosperity', 'rule', 'no_current_commentary')('家用电器', '2026-10-30', '2026-10-23', '2026-10-06', '2026-10-30', 'stale_prosperity', 'rule', 'no_current_commentary')('轻工制造', '2026-10-30', '2026-10-23', '2026-10-06', '2026-10-30', 'stale_prosperity', 'rule', 'no_current_commentary')('社会服务', '2026-10-30', '2026-10-23', '2026-10-06', '2026-10-30', 'stale_prosperity', 'rule', 'no_current_commentary')('农林牧渔', '2026-10-30', '2026-10-23', '2026-10-06', '2026-10-30', 'stale_prosperity', 'rule', 'no_current_commentary')('食品饮料', '2026-10-30', '2026-10-23', '2026-10-06', '2026-10-30', 'stale_prosperity', 'rule', 'no_current_commentary')('医药生物', '2026-10-30', '2026-10-23', '2026-10-06', '2026-10-30', 'stale_prosperity', 'rule', 'no_current_commentary')('电子', '2026-10-30', '2026-10-23', '2026-10-06', '2026-10-30', 'stale_prosperity', 'rule', 'no_current_commentary')('通信', '2026-10-30', '2026-10-23', '2026-10-06', '2026-10-30', 'stale_prosperity', 'rule', 'no_current_commentary')('传媒', '2026-10-30', '2026-10-23', '2026-10-06', '2026-10-30', 'stale_prosperity', 'rule', 'no_current_commentary')('计算机', '2026-10-30', '2026-10-23', '2026-10-06', '2026-10-30', 'stale_prosperity', 'rule', 'no_current_commentary')
行业模型日比较日景气日周报日证据状态解读方式降级原因
AUDIT · 09
商品行情观点来源
盘前与机构摘要分别披露，不使用Decision周报作为兜底
来源盘前日摘要日缓存生成摘要覆盖产物
多资产行情·期货2026-10-302026-10-182026-11-01T13:43:5361/73