全局架构/QUANT/行情、策略与量化研究

ARCHITECTURE DOSSIER · 06

行情、策略与量化研究

版本化行情、冻结策略、确定性运行、信号与端上展示

MIXEDQUANTCODE + RUNTIME + QA

QUANT · COMPONENT TOPOLOGYowner / runtime / truth state

01Client

Matrix Quant iOSmixed

5 Tab、24 路由；Social/Strategy/Run/Signal/MiniApp/IM/People/Profile 的源状态与披露

Quant ExperienceSwiftUI · Release fixture disabled

matrixantai-simrunning

本地参数、K/权益曲线、事件、指标与 result_hash；不执行交易

Quant Research UXHTML/Canvas local bundle

02Edge

Quant API boundarytarget

subject/scope、entitlement、idempotency、rate limit 与 request provenance

Quant Platform + IdentityTARGET · not deployed

03Service

Strategy Catalog / Versiontarget

策略发现、作者、不可变版本、参数 schema 与披露

Quant PlatformTARGET · README only

Run Orchestrator / Signaltarget

回测队列、run state、signal fan-out 与 immutable receipts

Quant PlatformTARGET · README only

trading-data-sourcemixed

symbol、source、task、slice、checksum、coverage 与 data_asof

Market DataGo/Vue formal main · EC2 production absent

matrixantai-backtestrunning

closed-bar、next-open、整数金额、seed、冻结输入与确定性指标

Quant Enginelocal zero-dependency ESM

Social / People boundarymixed

公开作者/Feed TARGET；People 继续是账户联系人、群组与本地搜索

Quant Social + RealtimeSocial TARGET · IM CURRENT

MiniApp clean-roommixed

签名包、origin、bridge grant、capability 与 session 隔离

MiniApp Platform + Quant Clientclient shell mixed · platform TARGET

04State

Market slices / strategy versions / run artifactsmixed

内容寻址输入、不可变版本、equity/events/metrics 和全链 hashes

Market + Quantfiles CURRENT / DB+object store TARGET

CRITICAL SEQUENCE

真实主链与事务边界

每一步都必须能回到调用方、契约、状态 owner 与失败证据；UI 只显示服务端已经确认的真值。

01
研究者从显式 LIVE/FIXTURE/UNAVAILABLE 目录选择策略与冻结版本
02
客户端绑定 symbol、interval、window、data_asof、参数、seed 与 idempotency key
03
Quant API 先校验 subject/scope、entitlement、参数 schema、许可数据和风险披露
04
Market Data 返回 immutable slice manifest/checksum，不满足 coverage 则 fail-fast
05
Orchestrator 冻结 input/template/engine hash 后调用本地确定性引擎
06
引擎按 closed-bar/next-open 产生 equity、events、metrics 与 result_hash
07
平台持久化 run receipt，signal 只从已验证 run/version 生成并携带 expiry
08
iOS/研究台核对 provenance 后展示；无 live 证据保持 unavailable，所有交易执行出口拒绝

INTERFACE REGISTER

跨项目接口与安全条件

producer、consumer、契约和 guard 同时登记；其中任何一列缺失都不能进入多团队并行开发。

ProducerVersioned contractConsumerSecurity / consistency guard

reits-auth / im-core identitySubjectSession {subject,device,scopes,mfa,expires_at}Quant API / IM

fail-closed + device binding

trading-data-sourceMarketSliceManifest {symbol,interval,from,to,data_asof,license,checksum}Run Orchestrator / Backtest

immutable + coverage + allowed use

Strategy CatalogStrategyVersion {strategy_id,version,schema,disclosure,template_hash}Quant client / Backtest

immutable version + author ownership

Quant clientBacktestCreate {version_id,slice_id,window,params,seed,idempotency_key}Run Orchestrator

auth + entitlement + schema + disclosure

matrixantai-backtestRunArtifact {input_hash,engine_hash,status,metrics,equity,events,result_hash}Quant Platform / clients

determinism replay + provenance

Signal service TARGETSignalReceipt {run_id,version_id,symbol,side,confidence,created_at,expires_at}Quant iOS / notifications

expiry + permission + no broker route

MiniApp Platform TARGETLaunchPlan {package_hash,origin,session,capabilities,bridge_grants}Quant clean-room runtime

signature + origin allowlist + deny-by-default bridge

STATE OWNERSHIP

数据真值与恢复

Symbols / sources / tasks / slicestrading-data-source

STORESQLite + local files / optional R2

RETENTIONCURRENT 可变记录；K11 目标不可变切片

RECOVERYchecksum current；manifest + DB backup + restore drill target

Strategies / immutable versions / parameter schemasQuant Platform TARGET

STOREPostgreSQL + object manifest TARGET

RETENTION版本不可覆盖；下架不删除历史 run 引用

RECOVERYDB PITR + manifest inventory + referential audit

Runs / equity / events / metrics / provenanceRun Orchestrator TARGET

STOREPostgreSQL metadata + immutable object artifacts TARGET

RETENTION按研究与合规政策；hash 永久绑定

RECOVERY从冻结输入重算并比较 result_hash

Signals / delivery receiptsSignal Service TARGET

STOREappend-only event/outbox TARGET

RETENTION直到 expiry 后按策略归档

RECOVERYoutbox replay + idempotent consumer

IM contacts/groups/messagesim-core

STOREPostgreSQL/Redis/NATS CURRENT

RETENTION按通信域策略，不与公开 author graph 混表

RECOVERYIM 域恢复流程

FAILURE MODEL

故障必须怎样收敛

TRIGGER行情缺口、许可不符或 data_asof 过旧

SYMPTOM结果看似完整但输入不可用

CONTAIN创建前 fail-fast，返回 coverage/license/freshness 缺口

MarketSliceManifest + decision receipt

TRIGGERfixture 被当成 live

SYMPTOM用户误判真实后端和资金能力

CONTAINRelease 禁用 fixture；source badge、watermark 与操作限制常驻

build policy + route provider state

TRIGGER同参数重复提交或服务超时

SYMPTOM生成重复 run 或状态不明

CONTAINidempotency key 返回原 receipt；unknown 状态只允许 reconcile

request/run receipt

TRIGGER引擎非确定或 hash 不匹配

SYMPTOM相同输入输出不同或结果被篡改

CONTAIN阻断发布/展示并对比 input/template/engine/result hash

golden + replay report

TRIGGERsignal 已过期、无权限或来自未验证 run

SYMPTOM用户依据失效信号决策

CONTAIN拒绝展示为 actionable，保留 stale/denied provenance

SignalReceipt + authz decision

TRIGGERMiniApp 包、origin 或 bridge grant 不可信

SYMPTOM宿主数据或能力越权

CONTAIN不启动或立即隔离；legacy Matrix X descriptor 不自动继承

package verification + bridge audit

TRIGGER任意 broker/exchange/order route 出现

SYMPTOM研究产品越界为交易执行

CONTAINnetwork allowlist/deny-list 阻断并触发 P0

egress trace + architecture test

QA RELEASE GATES

不是画完架构图就算完成

这些门禁连接 UI 状态、接口负向路径、运行证据与可恢复性；发布证据必须绑定 exact commit。

QUANT-01

相同 slice/version/params/seed/engine 输出 hash 一致

golden + replay determinism

QUANT-02

15 张 K14 页面 LIVE/FIXTURE/UNAVAILABLE 与九态清晰

native/web visual + contract + a11y

QUANT-03

创建前 entitlement、许可数据、参数与风险披露完成

positive/negative authorization journey

QUANT-04

MarketSlice 与 RunArtifact provenance 可重放

manifest/hash/recovery drill

QUANT-05

MiniApp package/origin/bridge/session clean-room 隔离

恶意包 + origin + bridge fault injection

QUANT-06

People/Profile/Public Author 数据所有权不串域

schema + privacy + route matrix

QUANT-07

无 broker/exchange/order 执行出口

code search + runtime egress deny-list

QUANT-08

quant-platform 首个 live slice 有 deploy/SLO/rollback/smoke

contract-first release evidence

← 预约与本地服务交易日志、可观测与恢复 →