factors v1 run e5a3a853704b5690
Browse files- research/validation/ops-20261001-c/factors/v1/runs/e5a3a853704b5690/bundle-manifest.json +826 -0
- research/validation/ops-20261001-c/factors/v1/runs/e5a3a853704b5690/bundle/LATEST +1 -0
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- research/validation/ops-20261001-c/factors/v1/runs/e5a3a853704b5690/bundle/versions/7d1d103defaf892f/delistings.parquet +3 -0
- research/validation/ops-20261001-c/factors/v1/runs/e5a3a853704b5690/bundle/versions/7d1d103defaf892f/fundamentals.parquet +3 -0
- research/validation/ops-20261001-c/factors/v1/runs/e5a3a853704b5690/bundle/versions/7d1d103defaf892f/instruments.parquet +3 -0
- research/validation/ops-20261001-c/factors/v1/runs/e5a3a853704b5690/bundle/versions/7d1d103defaf892f/manifest.json +826 -0
- research/validation/ops-20261001-c/factors/v1/runs/e5a3a853704b5690/bundle/versions/7d1d103defaf892f/market.parquet +3 -0
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- research/validation/ops-20261001-c/factors/v1/runs/e5a3a853704b5690/bundle/versions/7d1d103defaf892f/prices.parquet +3 -0
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- research/validation/ops-20261001-c/factors/v1/runs/e5a3a853704b5690/bundle/versions/7d1d103defaf892f/sources/actionCoverage.parquet +3 -0
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- research/validation/ops-20261001-c/factors/v1/runs/e5a3a853704b5690/bundle/versions/7d1d103defaf892f/sources/classification.parquet +3 -0
- research/validation/ops-20261001-c/factors/v1/runs/e5a3a853704b5690/bundle/versions/7d1d103defaf892f/sources/corporateActions.parquet +3 -0
- research/validation/ops-20261001-c/factors/v1/runs/e5a3a853704b5690/bundle/versions/7d1d103defaf892f/sources/delistings.parquet +3 -0
- research/validation/ops-20261001-c/factors/v1/runs/e5a3a853704b5690/bundle/versions/7d1d103defaf892f/sources/edgarFacts.parquet +3 -0
- research/validation/ops-20261001-c/factors/v1/runs/e5a3a853704b5690/bundle/versions/7d1d103defaf892f/sources/entityMap.parquet +3 -0
- research/validation/ops-20261001-c/factors/v1/runs/e5a3a853704b5690/bundle/versions/7d1d103defaf892f/sources/instruments.parquet +3 -0
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- research/validation/ops-20261001-c/factors/v1/runs/e5a3a853704b5690/bundle/versions/7d1d103defaf892f/sources/rawPrices.parquet +3 -0
- research/validation/ops-20261001-c/factors/v1/runs/e5a3a853704b5690/bundle/versions/7d1d103defaf892f/sources/shares.parquet +3 -0
- research/validation/ops-20261001-c/factors/v1/runs/e5a3a853704b5690/bundle/versions/7d1d103defaf892f/sources/symbols.parquet +3 -0
- research/validation/ops-20261001-c/factors/v1/runs/e5a3a853704b5690/bundle/versions/7d1d103defaf892f/symbols.parquet +3 -0
- research/validation/ops-20261001-c/factors/v1/runs/e5a3a853704b5690/coverage.json +412 -0
- research/validation/ops-20261001-c/factors/v1/runs/e5a3a853704b5690/files.json +33 -0
- research/validation/ops-20261001-c/factors/v1/runs/e5a3a853704b5690/manifest.json +663 -0
- research/validation/ops-20261001-c/factors/v1/runs/e5a3a853704b5690/provenance.json +88 -0
- research/validation/ops-20261001-c/factors/v1/runs/e5a3a853704b5690/summary.json +407 -0
- research/validation/ops-20261001-c/factors/v1/runs/e5a3a853704b5690/values.parquet +3 -0
research/validation/ops-20261001-c/factors/v1/runs/e5a3a853704b5690/bundle-manifest.json
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|
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|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
{
|
| 2 |
+
"bundleId": "7d1d103defaf892f",
|
| 3 |
+
"calendarVersion": "a49253f858df9f1f",
|
| 4 |
+
"classificationVersion": "58d2c0abdfdbabf4",
|
| 5 |
+
"createdAt": "2026-10-01T10:20:23.061636+00:00",
|
| 6 |
+
"definitionVersion": "c77a87d4a9c35f81",
|
| 7 |
+
"derivationRules": [
|
| 8 |
+
"availableAt=nextSession00ET/v1",
|
| 9 |
+
"be=seq+txditc-pstk/v1",
|
| 10 |
+
"capx=sign-flipped/v1",
|
| 11 |
+
"corporateActions=sumDistinctSameDay/v1",
|
| 12 |
+
"ebitda=oiadp+dp/v1",
|
| 13 |
+
"fcf=ocf-capex/v1",
|
| 14 |
+
"ib=IncomeLossFromContinuingOperations/v1",
|
| 15 |
+
"ib=NetIncomeLoss(no-disc-tag)/v1",
|
| 16 |
+
"ib=NetIncomeLoss-disc/v1",
|
| 17 |
+
"marketEquity=rawClose*sharesAsOf/v1",
|
| 18 |
+
"prices=providerAdjustedOnly/v1",
|
| 19 |
+
"reported(alt-tag)/v1",
|
| 20 |
+
"sharesOutstanding=asOf*splitsSince/v1",
|
| 21 |
+
"splitAdjustedClose=backward/v1",
|
| 22 |
+
"totalReturn=(close*split+div)/prevClose-1/v1",
|
| 23 |
+
"totalReturnIndex=segments/v1",
|
| 24 |
+
"ttm=4q/v1",
|
| 25 |
+
"ttm=fy+ytd-pytd/v1"
|
| 26 |
+
],
|
| 27 |
+
"gaps": [
|
| 28 |
+
{
|
| 29 |
+
"field": "*",
|
| 30 |
+
"reason": "운영 원천에 상폐 정산액 없음 — 상폐 수익률 미확보",
|
| 31 |
+
"scope": "all",
|
| 32 |
+
"source": "delistings"
|
| 33 |
+
},
|
| 34 |
+
{
|
| 35 |
+
"field": "acceptanceTime",
|
| 36 |
+
"reason": "filed 는 날짜뿐 — 실제 공시 시각 미확보, availableAt=다음 세션 00:00(현지) 보수 정책",
|
| 37 |
+
"scope": "all",
|
| 38 |
+
"source": "edgarFacts"
|
| 39 |
+
},
|
| 40 |
+
{
|
| 41 |
+
"field": "deferredTaxesAndItc",
|
| 42 |
+
"reason": "최신 연간(2025-09-27) 값 없음 — 매핑된 tag 미보고",
|
| 43 |
+
"scope": "instrument 182256949733201167",
|
| 44 |
+
"source": "edgarFacts"
|
| 45 |
+
},
|
| 46 |
+
{
|
| 47 |
+
"field": "depreciationDepletionAmortization",
|
| 48 |
+
"reason": "최신 연간(2026-06-30) 값 없음 — 매핑된 tag 미보고; 의미가 달라 쓰지 않은 tag 보고됨: Depreciation",
|
| 49 |
+
"scope": "instrument 66247167111374047",
|
| 50 |
+
"source": "edgarFacts"
|
| 51 |
+
},
|
| 52 |
+
{
|
| 53 |
+
"field": "incomeBeforeExtraordinaryItems",
|
| 54 |
+
"reason": "IncomeLossFromContinuingOperations 없음 — NetIncomeLoss 를 그대로 사용(중단영업 tag 미보고, 규칙 ib=NetIncomeLoss(no-disc-tag)/v1)",
|
| 55 |
+
"scope": "instrument 182256949733201167",
|
| 56 |
+
"source": "edgarFacts"
|
| 57 |
+
},
|
| 58 |
+
{
|
| 59 |
+
"field": "incomeBeforeExtraordinaryItems",
|
| 60 |
+
"reason": "IncomeLossFromContinuingOperations 없음 — NetIncomeLoss 를 그대로 사용(중단영업 tag 미보고, 규칙 ib=NetIncomeLoss(no-disc-tag)/v1)",
|
| 61 |
+
"scope": "instrument 370694727552831462",
|
| 62 |
+
"source": "edgarFacts"
|
| 63 |
+
},
|
| 64 |
+
{
|
| 65 |
+
"field": "incomeBeforeExtraordinaryItems",
|
| 66 |
+
"reason": "IncomeLossFromContinuingOperations 없음 — NetIncomeLoss 를 그대로 사용(중단영업 tag 미보고, 규칙 ib=NetIncomeLoss(no-disc-tag)/v1)",
|
| 67 |
+
"scope": "instrument 66247167111374047",
|
| 68 |
+
"source": "edgarFacts"
|
| 69 |
+
},
|
| 70 |
+
{
|
| 71 |
+
"field": "interestExpense",
|
| 72 |
+
"reason": "최신 연간(2025-09-27) 값 없음 — 매핑된 tag 미보고",
|
| 73 |
+
"scope": "instrument 182256949733201167",
|
| 74 |
+
"source": "edgarFacts"
|
| 75 |
+
},
|
| 76 |
+
{
|
| 77 |
+
"field": "preferredStock",
|
| 78 |
+
"reason": "최신 연간(2025-09-27) 값 없음 — 매핑된 tag 미보고",
|
| 79 |
+
"scope": "instrument 182256949733201167",
|
| 80 |
+
"source": "edgarFacts"
|
| 81 |
+
},
|
| 82 |
+
{
|
| 83 |
+
"field": "preferredStock",
|
| 84 |
+
"reason": "최신 연간(2026-06-30) 값 없음 — 매핑된 tag 미보고",
|
| 85 |
+
"scope": "instrument 66247167111374047",
|
| 86 |
+
"source": "edgarFacts"
|
| 87 |
+
},
|
| 88 |
+
{
|
| 89 |
+
"field": "sector",
|
| 90 |
+
"reason": "secProfile sector·SIC 는 현재 값(이력 아님) — 쓰지 않는다. 분류는 SEC 공시 헤더 SIC·검증된 분류 파일만",
|
| 91 |
+
"scope": "all",
|
| 92 |
+
"source": "hf:us/meta/secProfile"
|
| 93 |
+
},
|
| 94 |
+
{
|
| 95 |
+
"field": "*",
|
| 96 |
+
"reason": "검증된 역사 지수 membership 원천 없음 — 지수 universe 를 만들지 않는다",
|
| 97 |
+
"scope": "historical",
|
| 98 |
+
"source": "membership"
|
| 99 |
+
},
|
| 100 |
+
{
|
| 101 |
+
"field": "explicit:validation-sample",
|
| 102 |
+
"reason": "explicit cohort — 사용자가 고른 현재 종목 목록을 첫 가격 세션부터 적용(지수 membership 아님, 생존편향·상폐 미반영)",
|
| 103 |
+
"scope": "all",
|
| 104 |
+
"source": "membership"
|
| 105 |
+
},
|
| 106 |
+
{
|
| 107 |
+
"field": "split",
|
| 108 |
+
"reason": "SEC 분할 비율 사실 없음 — Yahoo 분할 원장 교차 확인 못 함",
|
| 109 |
+
"scope": "cik 0000789019",
|
| 110 |
+
"source": "sec:splitRatio"
|
| 111 |
+
},
|
| 112 |
+
{
|
| 113 |
+
"field": "*",
|
| 114 |
+
"reason": "ticker 이력 원천 없음 — 현재 ticker 로만 식별, 과거 변경·재사용 미반영",
|
| 115 |
+
"scope": "all",
|
| 116 |
+
"source": "symbols"
|
| 117 |
+
}
|
| 118 |
+
],
|
| 119 |
+
"hfRevision": "7bee394163a34f0c4e07f481a393cc9c5a60b001",
|
| 120 |
+
"marketPit": "strict",
|
| 121 |
+
"membershipVersion": "c325386f9ca47237",
|
| 122 |
+
"parentBundleId": null,
|
| 123 |
+
"policies": {
|
| 124 |
+
"availableAt.edgar": "filed 다음 거래소 세션 00:00(현지). 달력 밖이면 평일 다음날(quantlab.metadata.pit.defaultAvailableAt)",
|
| 125 |
+
"availableAt.prices": "세션 closeAt",
|
| 126 |
+
"dollarVolume": "원천 실제 거래대금만. rawClose×rawVolume 은 dollarVolumeApprox 로 분리",
|
| 127 |
+
"fiscalPeriod": "fact start/end 로 판정(fy/fp 미사용). 회계연도는 끝나는 달력연도로 명명",
|
| 128 |
+
"marketEquity": "rawClose × 그 세션 closeAt 에 알 수 있던 최신 effectiveDate 의 발행주식수",
|
| 129 |
+
"revision": "같은 기간 키의 값이 바뀐 filing 마다 revision 추가. 같은 값 재보고는 revision 아님",
|
| 130 |
+
"splitAdjustedClose": "backward 조정(이후 split 의 비율 곱으로 나눔) — 이후 split 이 모두 검증된 행만",
|
| 131 |
+
"totalReturn": "(rawClose×splitRatio + 직전 보유 1주당 배당) / 직전 관측 rawClose − 1, 관측 간격 ≤14일·이벤트 원장 검증 구간만"
|
| 132 |
+
},
|
| 133 |
+
"quality": [
|
| 134 |
+
{
|
| 135 |
+
"check": "availability_before_period_end",
|
| 136 |
+
"count": 0,
|
| 137 |
+
"detail": "",
|
| 138 |
+
"status": "pass"
|
| 139 |
+
},
|
| 140 |
+
{
|
| 141 |
+
"check": "availability_outside_calendar",
|
| 142 |
+
"count": 0,
|
| 143 |
+
"detail": "",
|
| 144 |
+
"status": "pass"
|
| 145 |
+
},
|
| 146 |
+
{
|
| 147 |
+
"check": "calendar_missing_closeAt",
|
| 148 |
+
"count": 0,
|
| 149 |
+
"detail": "",
|
| 150 |
+
"status": "pass"
|
| 151 |
+
},
|
| 152 |
+
{
|
| 153 |
+
"check": "derived_available_before_inputs",
|
| 154 |
+
"count": 0,
|
| 155 |
+
"detail": "",
|
| 156 |
+
"status": "pass"
|
| 157 |
+
},
|
| 158 |
+
{
|
| 159 |
+
"check": "edgar_nonfinite_value",
|
| 160 |
+
"count": 0,
|
| 161 |
+
"detail": "",
|
| 162 |
+
"status": "pass"
|
| 163 |
+
},
|
| 164 |
+
{
|
| 165 |
+
"check": "edgar_unclassified_duration",
|
| 166 |
+
"count": 0,
|
| 167 |
+
"detail": "",
|
| 168 |
+
"status": "pass"
|
| 169 |
+
},
|
| 170 |
+
{
|
| 171 |
+
"check": "french_rejected_rows",
|
| 172 |
+
"count": 0,
|
| 173 |
+
"detail": "",
|
| 174 |
+
"status": "pass"
|
| 175 |
+
},
|
| 176 |
+
{
|
| 177 |
+
"check": "french_vintage_revised",
|
| 178 |
+
"count": 0,
|
| 179 |
+
"detail": "",
|
| 180 |
+
"status": "pass"
|
| 181 |
+
},
|
| 182 |
+
{
|
| 183 |
+
"check": "fundamental_currency_differs_from_trading",
|
| 184 |
+
"count": 0,
|
| 185 |
+
"detail": "",
|
| 186 |
+
"status": "pass"
|
| 187 |
+
},
|
| 188 |
+
{
|
| 189 |
+
"check": "interval_invalid:classification",
|
| 190 |
+
"count": 0,
|
| 191 |
+
"detail": "",
|
| 192 |
+
"status": "pass"
|
| 193 |
+
},
|
| 194 |
+
{
|
| 195 |
+
"check": "interval_invalid:membership",
|
| 196 |
+
"count": 0,
|
| 197 |
+
"detail": "",
|
| 198 |
+
"status": "pass"
|
| 199 |
+
},
|
| 200 |
+
{
|
| 201 |
+
"check": "interval_invalid:symbols",
|
| 202 |
+
"count": 0,
|
| 203 |
+
"detail": "",
|
| 204 |
+
"status": "pass"
|
| 205 |
+
},
|
| 206 |
+
{
|
| 207 |
+
"check": "market_nonfinite",
|
| 208 |
+
"count": 0,
|
| 209 |
+
"detail": "",
|
| 210 |
+
"status": "pass"
|
| 211 |
+
},
|
| 212 |
+
{
|
| 213 |
+
"check": "market_off_calendar",
|
| 214 |
+
"count": 24643,
|
| 215 |
+
"detail": "세션이 아닌 날짜 — 행 제외",
|
| 216 |
+
"status": "fail"
|
| 217 |
+
},
|
| 218 |
+
{
|
| 219 |
+
"check": "price_adjusted_nonpositive",
|
| 220 |
+
"count": 0,
|
| 221 |
+
"detail": "",
|
| 222 |
+
"status": "pass"
|
| 223 |
+
},
|
| 224 |
+
{
|
| 225 |
+
"check": "price_currency_mismatch",
|
| 226 |
+
"count": 0,
|
| 227 |
+
"detail": "",
|
| 228 |
+
"status": "pass"
|
| 229 |
+
},
|
| 230 |
+
{
|
| 231 |
+
"check": "price_invalid_dollarVolume",
|
| 232 |
+
"count": 0,
|
| 233 |
+
"detail": "",
|
| 234 |
+
"status": "pass"
|
| 235 |
+
},
|
| 236 |
+
{
|
| 237 |
+
"check": "price_negative_volume",
|
| 238 |
+
"count": 0,
|
| 239 |
+
"detail": "",
|
| 240 |
+
"status": "pass"
|
| 241 |
+
},
|
| 242 |
+
{
|
| 243 |
+
"check": "price_nonpositive_or_nonfinite",
|
| 244 |
+
"count": 0,
|
| 245 |
+
"detail": "",
|
| 246 |
+
"status": "pass"
|
| 247 |
+
},
|
| 248 |
+
{
|
| 249 |
+
"check": "price_off_calendar",
|
| 250 |
+
"count": 0,
|
| 251 |
+
"detail": "",
|
| 252 |
+
"status": "pass"
|
| 253 |
+
},
|
| 254 |
+
{
|
| 255 |
+
"check": "price_raw_and_adjusted_mixed",
|
| 256 |
+
"count": 0,
|
| 257 |
+
"detail": "",
|
| 258 |
+
"status": "pass"
|
| 259 |
+
},
|
| 260 |
+
{
|
| 261 |
+
"check": "price_unknown_instrument",
|
| 262 |
+
"count": 0,
|
| 263 |
+
"detail": "",
|
| 264 |
+
"status": "pass"
|
| 265 |
+
},
|
| 266 |
+
{
|
| 267 |
+
"check": "shares_dei_multiple_values",
|
| 268 |
+
"count": 0,
|
| 269 |
+
"detail": "",
|
| 270 |
+
"status": "pass"
|
| 271 |
+
},
|
| 272 |
+
{
|
| 273 |
+
"check": "shares_dei_outside_calendar",
|
| 274 |
+
"count": 0,
|
| 275 |
+
"detail": "",
|
| 276 |
+
"status": "pass"
|
| 277 |
+
},
|
| 278 |
+
{
|
| 279 |
+
"check": "shares_nonpositive_or_missing",
|
| 280 |
+
"count": 0,
|
| 281 |
+
"detail": "",
|
| 282 |
+
"status": "pass"
|
| 283 |
+
},
|
| 284 |
+
{
|
| 285 |
+
"check": "shares_split_adjusted",
|
| 286 |
+
"count": 56,
|
| 287 |
+
"detail": "관측 이후 split 비율을 주식수에 반영",
|
| 288 |
+
"status": "pass"
|
| 289 |
+
},
|
| 290 |
+
{
|
| 291 |
+
"check": "shares_split_basis_inconsistent",
|
| 292 |
+
"count": 4,
|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
| 1 |
+
{
|
| 2 |
+
"bundleId": "7d1d103defaf892f",
|
| 3 |
+
"calendarVersion": "a49253f858df9f1f",
|
| 4 |
+
"classificationVersion": "58d2c0abdfdbabf4",
|
| 5 |
+
"createdAt": "2026-10-01T10:20:23.061636+00:00",
|
| 6 |
+
"definitionVersion": "c77a87d4a9c35f81",
|
| 7 |
+
"derivationRules": [
|
| 8 |
+
"availableAt=nextSession00ET/v1",
|
| 9 |
+
"be=seq+txditc-pstk/v1",
|
| 10 |
+
"capx=sign-flipped/v1",
|
| 11 |
+
"corporateActions=sumDistinctSameDay/v1",
|
| 12 |
+
"ebitda=oiadp+dp/v1",
|
| 13 |
+
"fcf=ocf-capex/v1",
|
| 14 |
+
"ib=IncomeLossFromContinuingOperations/v1",
|
| 15 |
+
"ib=NetIncomeLoss(no-disc-tag)/v1",
|
| 16 |
+
"ib=NetIncomeLoss-disc/v1",
|
| 17 |
+
"marketEquity=rawClose*sharesAsOf/v1",
|
| 18 |
+
"prices=providerAdjustedOnly/v1",
|
| 19 |
+
"reported(alt-tag)/v1",
|
| 20 |
+
"sharesOutstanding=asOf*splitsSince/v1",
|
| 21 |
+
"splitAdjustedClose=backward/v1",
|
| 22 |
+
"totalReturn=(close*split+div)/prevClose-1/v1",
|
| 23 |
+
"totalReturnIndex=segments/v1",
|
| 24 |
+
"ttm=4q/v1",
|
| 25 |
+
"ttm=fy+ytd-pytd/v1"
|
| 26 |
+
],
|
| 27 |
+
"gaps": [
|
| 28 |
+
{
|
| 29 |
+
"field": "*",
|
| 30 |
+
"reason": "운영 원천에 상폐 정산액 없음 — 상폐 수익률 미확보",
|
| 31 |
+
"scope": "all",
|
| 32 |
+
"source": "delistings"
|
| 33 |
+
},
|
| 34 |
+
{
|
| 35 |
+
"field": "acceptanceTime",
|
| 36 |
+
"reason": "filed 는 날짜뿐 — 실제 공시 시각 미확보, availableAt=다음 세션 00:00(현지) 보수 정책",
|
| 37 |
+
"scope": "all",
|
| 38 |
+
"source": "edgarFacts"
|
| 39 |
+
},
|
| 40 |
+
{
|
| 41 |
+
"field": "deferredTaxesAndItc",
|
| 42 |
+
"reason": "최신 연간(2025-09-27) 값 없음 — 매핑된 tag 미보고",
|
| 43 |
+
"scope": "instrument 182256949733201167",
|
| 44 |
+
"source": "edgarFacts"
|
| 45 |
+
},
|
| 46 |
+
{
|
| 47 |
+
"field": "depreciationDepletionAmortization",
|
| 48 |
+
"reason": "최신 연간(2026-06-30) 값 없음 — 매핑된 tag 미보고; 의미가 달라 쓰지 않은 tag 보고됨: Depreciation",
|
| 49 |
+
"scope": "instrument 66247167111374047",
|
| 50 |
+
"source": "edgarFacts"
|
| 51 |
+
},
|
| 52 |
+
{
|
| 53 |
+
"field": "incomeBeforeExtraordinaryItems",
|
| 54 |
+
"reason": "IncomeLossFromContinuingOperations 없음 — NetIncomeLoss 를 그대로 사용(중단영업 tag 미보고, 규칙 ib=NetIncomeLoss(no-disc-tag)/v1)",
|
| 55 |
+
"scope": "instrument 182256949733201167",
|
| 56 |
+
"source": "edgarFacts"
|
| 57 |
+
},
|
| 58 |
+
{
|
| 59 |
+
"field": "incomeBeforeExtraordinaryItems",
|
| 60 |
+
"reason": "IncomeLossFromContinuingOperations 없음 — NetIncomeLoss 를 그대로 사용(중단영업 tag 미보고, 규칙 ib=NetIncomeLoss(no-disc-tag)/v1)",
|
| 61 |
+
"scope": "instrument 370694727552831462",
|
| 62 |
+
"source": "edgarFacts"
|
| 63 |
+
},
|
| 64 |
+
{
|
| 65 |
+
"field": "incomeBeforeExtraordinaryItems",
|
| 66 |
+
"reason": "IncomeLossFromContinuingOperations 없음 — NetIncomeLoss 를 그대로 사용(중단영업 tag 미보고, 규칙 ib=NetIncomeLoss(no-disc-tag)/v1)",
|
| 67 |
+
"scope": "instrument 66247167111374047",
|
| 68 |
+
"source": "edgarFacts"
|
| 69 |
+
},
|
| 70 |
+
{
|
| 71 |
+
"field": "interestExpense",
|
| 72 |
+
"reason": "최신 연간(2025-09-27) 값 없음 — 매핑된 tag 미보고",
|
| 73 |
+
"scope": "instrument 182256949733201167",
|
| 74 |
+
"source": "edgarFacts"
|
| 75 |
+
},
|
| 76 |
+
{
|
| 77 |
+
"field": "preferredStock",
|
| 78 |
+
"reason": "최신 연간(2025-09-27) 값 없음 — 매핑된 tag 미보고",
|
| 79 |
+
"scope": "instrument 182256949733201167",
|
| 80 |
+
"source": "edgarFacts"
|
| 81 |
+
},
|
| 82 |
+
{
|
| 83 |
+
"field": "preferredStock",
|
| 84 |
+
"reason": "최신 연간(2026-06-30) 값 없음 — 매핑된 tag 미보고",
|
| 85 |
+
"scope": "instrument 66247167111374047",
|
| 86 |
+
"source": "edgarFacts"
|
| 87 |
+
},
|
| 88 |
+
{
|
| 89 |
+
"field": "sector",
|
| 90 |
+
"reason": "secProfile sector·SIC 는 현재 값(이력 아님) — 쓰지 않는다. 분류는 SEC 공시 헤더 SIC·검증된 분류 파일만",
|
| 91 |
+
"scope": "all",
|
| 92 |
+
"source": "hf:us/meta/secProfile"
|
| 93 |
+
},
|
| 94 |
+
{
|
| 95 |
+
"field": "*",
|
| 96 |
+
"reason": "검증된 역사 지수 membership 원천 없음 — 지수 universe 를 만들지 않는다",
|
| 97 |
+
"scope": "historical",
|
| 98 |
+
"source": "membership"
|
| 99 |
+
},
|
| 100 |
+
{
|
| 101 |
+
"field": "explicit:validation-sample",
|
| 102 |
+
"reason": "explicit cohort — 사용자가 고른 현재 종목 목록을 첫 가격 세션부터 적용(지수 membership 아님, 생존편향·상폐 미반영)",
|
| 103 |
+
"scope": "all",
|
| 104 |
+
"source": "membership"
|
| 105 |
+
},
|
| 106 |
+
{
|
| 107 |
+
"field": "split",
|
| 108 |
+
"reason": "SEC 분할 비율 사실 없음 — Yahoo 분할 원장 교차 확인 못 함",
|
| 109 |
+
"scope": "cik 0000789019",
|
| 110 |
+
"source": "sec:splitRatio"
|
| 111 |
+
},
|
| 112 |
+
{
|
| 113 |
+
"field": "*",
|
| 114 |
+
"reason": "ticker 이력 원천 없음 — 현재 ticker 로만 식별, 과거 변경·재사용 미반영",
|
| 115 |
+
"scope": "all",
|
| 116 |
+
"source": "symbols"
|
| 117 |
+
}
|
| 118 |
+
],
|
| 119 |
+
"hfRevision": "7bee394163a34f0c4e07f481a393cc9c5a60b001",
|
| 120 |
+
"marketPit": "strict",
|
| 121 |
+
"membershipVersion": "c325386f9ca47237",
|
| 122 |
+
"parentBundleId": null,
|
| 123 |
+
"policies": {
|
| 124 |
+
"availableAt.edgar": "filed 다음 거래소 세션 00:00(현지). 달력 밖이면 평일 다음날(quantlab.metadata.pit.defaultAvailableAt)",
|
| 125 |
+
"availableAt.prices": "세션 closeAt",
|
| 126 |
+
"dollarVolume": "원천 실제 거래대금만. rawClose×rawVolume 은 dollarVolumeApprox 로 분리",
|
| 127 |
+
"fiscalPeriod": "fact start/end 로 판정(fy/fp 미사용). 회계연도는 끝나는 달력연도로 명명",
|
| 128 |
+
"marketEquity": "rawClose × 그 세션 closeAt 에 알 수 있던 최신 effectiveDate 의 발행주식수",
|
| 129 |
+
"revision": "같은 기간 키의 값이 바뀐 filing 마다 revision 추가. 같은 값 재보고는 revision 아님",
|
| 130 |
+
"splitAdjustedClose": "backward 조정(이후 split 의 비율 곱으로 나눔) — 이후 split 이 모두 검증된 행만",
|
| 131 |
+
"totalReturn": "(rawClose×splitRatio + 직전 보유 1주당 배당) / 직전 관측 rawClose − 1, 관측 간격 ≤14일·이벤트 원장 검증 구간만"
|
| 132 |
+
},
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| 133 |
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"quality": [
|
| 134 |
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{
|
| 135 |
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"check": "availability_before_period_end",
|
| 136 |
+
"count": 0,
|
| 137 |
+
"detail": "",
|
| 138 |
+
"status": "pass"
|
| 139 |
+
},
|
| 140 |
+
{
|
| 141 |
+
"check": "availability_outside_calendar",
|
| 142 |
+
"count": 0,
|
| 143 |
+
"detail": "",
|
| 144 |
+
"status": "pass"
|
| 145 |
+
},
|
| 146 |
+
{
|
| 147 |
+
"check": "calendar_missing_closeAt",
|
| 148 |
+
"count": 0,
|
| 149 |
+
"detail": "",
|
| 150 |
+
"status": "pass"
|
| 151 |
+
},
|
| 152 |
+
{
|
| 153 |
+
"check": "derived_available_before_inputs",
|
| 154 |
+
"count": 0,
|
| 155 |
+
"detail": "",
|
| 156 |
+
"status": "pass"
|
| 157 |
+
},
|
| 158 |
+
{
|
| 159 |
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"check": "edgar_nonfinite_value",
|
| 160 |
+
"count": 0,
|
| 161 |
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"detail": "",
|
| 162 |
+
"status": "pass"
|
| 163 |
+
},
|
| 164 |
+
{
|
| 165 |
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"check": "edgar_unclassified_duration",
|
| 166 |
+
"count": 0,
|
| 167 |
+
"detail": "",
|
| 168 |
+
"status": "pass"
|
| 169 |
+
},
|
| 170 |
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{
|
| 171 |
+
"check": "french_rejected_rows",
|
| 172 |
+
"count": 0,
|
| 173 |
+
"detail": "",
|
| 174 |
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"status": "pass"
|
| 175 |
+
},
|
| 176 |
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{
|
| 177 |
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"check": "french_vintage_revised",
|
| 178 |
+
"count": 0,
|
| 179 |
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"detail": "",
|
| 180 |
+
"status": "pass"
|
| 181 |
+
},
|
| 182 |
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{
|
| 183 |
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"check": "fundamental_currency_differs_from_trading",
|
| 184 |
+
"count": 0,
|
| 185 |
+
"detail": "",
|
| 186 |
+
"status": "pass"
|
| 187 |
+
},
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| 188 |
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{
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| 189 |
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"check": "interval_invalid:classification",
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| 190 |
+
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| 191 |
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"detail": "",
|
| 192 |
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"status": "pass"
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| 193 |
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},
|
| 194 |
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{
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| 195 |
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"check": "interval_invalid:membership",
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| 196 |
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|
| 197 |
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"detail": "",
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| 198 |
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| 199 |
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},
|
| 200 |
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{
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| 201 |
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"check": "interval_invalid:symbols",
|
| 202 |
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"count": 0,
|
| 203 |
+
"detail": "",
|
| 204 |
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"status": "pass"
|
| 205 |
+
},
|
| 206 |
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{
|
| 207 |
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"check": "market_nonfinite",
|
| 208 |
+
"count": 0,
|
| 209 |
+
"detail": "",
|
| 210 |
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"status": "pass"
|
| 211 |
+
},
|
| 212 |
+
{
|
| 213 |
+
"check": "market_off_calendar",
|
| 214 |
+
"count": 24643,
|
| 215 |
+
"detail": "세션이 아닌 날짜 — 행 제외",
|
| 216 |
+
"status": "fail"
|
| 217 |
+
},
|
| 218 |
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{
|
| 219 |
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"check": "price_adjusted_nonpositive",
|
| 220 |
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"count": 0,
|
| 221 |
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"detail": "",
|
| 222 |
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"status": "pass"
|
| 223 |
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},
|
| 224 |
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{
|
| 225 |
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"check": "price_currency_mismatch",
|
| 226 |
+
"count": 0,
|
| 227 |
+
"detail": "",
|
| 228 |
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"status": "pass"
|
| 229 |
+
},
|
| 230 |
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{
|
| 231 |
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"check": "price_invalid_dollarVolume",
|
| 232 |
+
"count": 0,
|
| 233 |
+
"detail": "",
|
| 234 |
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"status": "pass"
|
| 235 |
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},
|
| 236 |
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{
|
| 237 |
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"check": "price_negative_volume",
|
| 238 |
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"count": 0,
|
| 239 |
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"detail": "",
|
| 240 |
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"status": "pass"
|
| 241 |
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},
|
| 242 |
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{
|
| 243 |
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"check": "price_nonpositive_or_nonfinite",
|
| 244 |
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"count": 0,
|
| 245 |
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"detail": "",
|
| 246 |
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"status": "pass"
|
| 247 |
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},
|
| 248 |
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{
|
| 249 |
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"check": "price_off_calendar",
|
| 250 |
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"count": 0,
|
| 251 |
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"detail": "",
|
| 252 |
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"status": "pass"
|
| 253 |
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},
|
| 254 |
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{
|
| 255 |
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"check": "price_raw_and_adjusted_mixed",
|
| 256 |
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"count": 0,
|
| 257 |
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"detail": "",
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| 258 |
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"status": "pass"
|
| 259 |
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},
|
| 260 |
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{
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| 261 |
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"check": "price_unknown_instrument",
|
| 262 |
+
"count": 0,
|
| 263 |
+
"detail": "",
|
| 264 |
+
"status": "pass"
|
| 265 |
+
},
|
| 266 |
+
{
|
| 267 |
+
"check": "shares_dei_multiple_values",
|
| 268 |
+
"count": 0,
|
| 269 |
+
"detail": "",
|
| 270 |
+
"status": "pass"
|
| 271 |
+
},
|
| 272 |
+
{
|
| 273 |
+
"check": "shares_dei_outside_calendar",
|
| 274 |
+
"count": 0,
|
| 275 |
+
"detail": "",
|
| 276 |
+
"status": "pass"
|
| 277 |
+
},
|
| 278 |
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{
|
| 279 |
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"check": "shares_nonpositive_or_missing",
|
| 280 |
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"count": 0,
|
| 281 |
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"detail": "",
|
| 282 |
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"status": "pass"
|
| 283 |
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},
|
| 284 |
+
{
|
| 285 |
+
"check": "shares_split_adjusted",
|
| 286 |
+
"count": 56,
|
| 287 |
+
"detail": "관측 이후 split 비율을 주식수에 반영",
|
| 288 |
+
"status": "pass"
|
| 289 |
+
},
|
| 290 |
+
{
|
| 291 |
+
"check": "shares_split_basis_inconsistent",
|
| 292 |
+
"count": 4,
|
| 293 |
+
"detail": "instrument 182256949733201167: 연속 표지 주식수 비율이 분할 비율만큼 어긋남 — 해당 관측으로 시총 만들지 않음; instrument 370694727552831462: 연속 표지 주식수 비율이 분할 비율만큼 어긋남 — 해당 관측으로 시총 만들지 않음",
|
| 294 |
+
"status": "fail"
|
| 295 |
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},
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| 296 |
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{
|
| 297 |
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"check": "source_duplicate_conflict:actionCoverage",
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| 298 |
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"count": 0,
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| 299 |
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"detail": "",
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| 300 |
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"status": "pass"
|
| 301 |
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},
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| 302 |
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{
|
| 303 |
+
"check": "source_duplicate_conflict:calendar",
|
| 304 |
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"count": 0,
|
| 305 |
+
"detail": "",
|
| 306 |
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"status": "pass"
|
| 307 |
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},
|
| 308 |
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{
|
| 309 |
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|
| 310 |
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"count": 0,
|
| 311 |
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"detail": "",
|
| 312 |
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"status": "pass"
|
| 313 |
+
},
|
| 314 |
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{
|
| 315 |
+
"check": "source_duplicate_conflict:edgarFacts",
|
| 316 |
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"count": 0,
|
| 317 |
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"detail": "",
|
| 318 |
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"status": "pass"
|
| 319 |
+
},
|
| 320 |
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{
|
| 321 |
+
"check": "source_duplicate_conflict:entityMap",
|
| 322 |
+
"count": 0,
|
| 323 |
+
"detail": "",
|
| 324 |
+
"status": "pass"
|
| 325 |
+
},
|
| 326 |
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{
|
| 327 |
+
"check": "source_duplicate_conflict:instruments",
|
| 328 |
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"count": 0,
|
| 329 |
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|
| 330 |
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"status": "pass"
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| 331 |
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},
|
| 332 |
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{
|
| 333 |
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"check": "source_duplicate_conflict:market",
|
| 334 |
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"count": 0,
|
| 335 |
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"detail": "",
|
| 336 |
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"status": "pass"
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| 337 |
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},
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| 338 |
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{
|
| 339 |
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"check": "source_duplicate_conflict:membership",
|
| 340 |
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"count": 0,
|
| 341 |
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"detail": "",
|
| 342 |
+
"status": "pass"
|
| 343 |
+
},
|
| 344 |
+
{
|
| 345 |
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"check": "source_duplicate_conflict:rawPrices",
|
| 346 |
+
"count": 0,
|
| 347 |
+
"detail": "",
|
| 348 |
+
"status": "pass"
|
| 349 |
+
},
|
| 350 |
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{
|
| 351 |
+
"check": "source_duplicate_conflict:shares",
|
| 352 |
+
"count": 0,
|
| 353 |
+
"detail": "",
|
| 354 |
+
"status": "pass"
|
| 355 |
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},
|
| 356 |
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{
|
| 357 |
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|
| 358 |
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"count": 0,
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| 359 |
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"detail": "",
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| 360 |
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"status": "pass"
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| 361 |
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},
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| 362 |
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{
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| 364 |
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| 366 |
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},
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{
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},
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{
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"check": "source_duplicate_identical:corporateActions",
|
| 382 |
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"count": 0,
|
| 383 |
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"detail": "",
|
| 384 |
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"status": "pass"
|
| 385 |
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},
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| 386 |
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{
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|
| 388 |
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| 390 |
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| 391 |
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| 394 |
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| 408 |
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| 409 |
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{
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| 412 |
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|
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| 432 |
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"status": "pass"
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|
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|
| 436 |
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|
| 437 |
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"status": "pass"
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{
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|
| 442 |
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|
| 443 |
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|
| 444 |
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"status": "pass"
|
| 445 |
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},
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| 446 |
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{
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| 448 |
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|
| 449 |
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|
| 450 |
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|
| 451 |
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|
| 452 |
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|
| 453 |
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| 456 |
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},
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{
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|
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|
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{
|
| 465 |
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|
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{
|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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|
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{
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| 526 |
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|
| 527 |
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| 528 |
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{
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| 531 |
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|
| 533 |
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| 534 |
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"bundle/versions/7d1d103defaf892f/symbols.parquet": "20647a5e1d6d5a522ed225f9ea07da7ed9269d106ea4166a0a90f83340057fdc",
|
| 28 |
+
"coverage.json": "4134289f23f4b5f5c5e9eee86564cf1c03c65392db31db48dae2d6905a89ce09",
|
| 29 |
+
"manifest.json": "78f896197c22b737cead03de9ff4c2c93469e94fb2c8c880cfe53d318e5ad50c",
|
| 30 |
+
"provenance.json": "7ebee9130050004704ea8cf6ec5f0f8385663fac97162eba16d4934c6e93ff56",
|
| 31 |
+
"summary.json": "be7646106d8f81fddd02e2d755841d5f1c0844d1e308cd4a6f067cd3a04b66d2",
|
| 32 |
+
"values.parquet": "14a121b638599002f36575d5c6c963d322ea84f99a585974cf5249f8a2865608"
|
| 33 |
+
}
|
research/validation/ops-20261001-c/factors/v1/runs/e5a3a853704b5690/manifest.json
ADDED
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@@ -0,0 +1,663 @@
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|
| 1 |
+
{
|
| 2 |
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"calendarVersion": "a49253f858df9f1f",
|
| 3 |
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"classificationVersion": "58d2c0abdfdbabf4",
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| 4 |
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"computedAt": "2026-10-01T10:20:29+00:00",
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| 5 |
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| 6 |
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| 7 |
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| 8 |
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| 9 |
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|
| 10 |
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| 11 |
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| 12 |
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| 15 |
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| 17 |
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| 18 |
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| 19 |
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| 20 |
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|
| 21 |
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},
|
| 22 |
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| 23 |
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|
| 24 |
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|
| 25 |
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| 27 |
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|
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| 30 |
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|
| 31 |
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|
| 32 |
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"momentum_1m": "1",
|
| 33 |
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"momentum_6m": "1",
|
| 34 |
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"operating_profitability": "1",
|
| 35 |
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"roa": "1",
|
| 36 |
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"roe": "1",
|
| 37 |
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"volatility_1y": "1"
|
| 38 |
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},
|
| 39 |
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"engine": {
|
| 40 |
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"gitCommit": "38623602fd6e3dc72e95e983f8dee6fb161f0525",
|
| 41 |
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"package": "sibly-ast",
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| 42 |
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"packageVersion": "0.1.0"
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| 43 |
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},
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"inputBundleId": "7d1d103defaf892f",
|
| 47 |
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"membershipVersion": "c325386f9ca47237",
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| 48 |
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"mode": "full",
|
| 49 |
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"params": {
|
| 50 |
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|
| 51 |
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"dates": [],
|
| 52 |
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"end": "2026-09-30",
|
| 53 |
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"evaluationSessions": [
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| 54 |
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"2024-01-31",
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| 55 |
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|
| 56 |
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| 57 |
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| 58 |
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| 59 |
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| 60 |
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| 61 |
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| 62 |
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| 74 |
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|
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|
| 471 |
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"2024-06-28",
|
| 472 |
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"2024-07-31",
|
| 473 |
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"2024-08-30",
|
| 474 |
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"2024-09-30",
|
| 475 |
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"2024-10-31",
|
| 476 |
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"2024-11-29",
|
| 477 |
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"2024-12-31",
|
| 478 |
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"2025-01-31",
|
| 479 |
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"2025-02-28",
|
| 480 |
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"2025-03-31",
|
| 481 |
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"2025-04-30",
|
| 482 |
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"2025-05-30",
|
| 483 |
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"2025-06-30",
|
| 484 |
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"2025-07-31",
|
| 485 |
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"2025-08-29",
|
| 486 |
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"2025-09-30",
|
| 487 |
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"2025-10-31",
|
| 488 |
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"2025-11-28",
|
| 489 |
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"2025-12-31",
|
| 490 |
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"2026-01-30",
|
| 491 |
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"2026-02-27",
|
| 492 |
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"2026-03-31",
|
| 493 |
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"2026-04-30",
|
| 494 |
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"2026-05-29",
|
| 495 |
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"2026-06-30",
|
| 496 |
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"2026-07-31",
|
| 497 |
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"2026-08-31",
|
| 498 |
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"2026-09-30"
|
| 499 |
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],
|
| 500 |
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"operating_profitability": [
|
| 501 |
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"2024-01-31",
|
| 502 |
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"2024-02-29",
|
| 503 |
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"2024-03-28",
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| 504 |
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|
| 505 |
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"2024-05-31",
|
| 506 |
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"2024-06-28",
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| 507 |
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| 508 |
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| 509 |
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| 510 |
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"2024-10-31",
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| 511 |
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"2024-11-29",
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| 512 |
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"2024-12-31",
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| 513 |
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"2025-01-31",
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| 514 |
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"2025-02-28",
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| 515 |
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"2025-03-31",
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| 516 |
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"2025-04-30",
|
| 517 |
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"2025-05-30",
|
| 518 |
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"2025-06-30",
|
| 519 |
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"2025-07-31",
|
| 520 |
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"2025-08-29",
|
| 521 |
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"2025-09-30",
|
| 522 |
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"2025-10-31",
|
| 523 |
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"2025-11-28",
|
| 524 |
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"2025-12-31",
|
| 525 |
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"2026-01-30",
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| 526 |
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"2026-02-27",
|
| 527 |
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"2026-03-31",
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| 528 |
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|
| 529 |
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"2026-05-29",
|
| 530 |
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"2026-06-30",
|
| 531 |
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"2026-07-31",
|
| 532 |
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"2026-08-31",
|
| 533 |
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"2026-09-30"
|
| 534 |
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],
|
| 535 |
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"roa": [
|
| 536 |
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"2024-01-31",
|
| 537 |
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"2024-02-29",
|
| 538 |
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"2024-03-28",
|
| 539 |
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"2024-04-30",
|
| 540 |
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"2024-05-31",
|
| 541 |
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"2024-06-28",
|
| 542 |
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"2024-07-31",
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| 543 |
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"2024-08-30",
|
| 544 |
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"2024-09-30",
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| 545 |
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"2024-10-31",
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| 546 |
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"2024-11-29",
|
| 547 |
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"2024-12-31",
|
| 548 |
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"2025-01-31",
|
| 549 |
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"2025-02-28",
|
| 550 |
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"2025-03-31",
|
| 551 |
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"2025-04-30",
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| 552 |
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"2025-05-30",
|
| 553 |
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"2025-06-30",
|
| 554 |
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"2025-07-31",
|
| 555 |
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"2025-08-29",
|
| 556 |
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"2025-09-30",
|
| 557 |
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"2025-10-31",
|
| 558 |
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"2025-11-28",
|
| 559 |
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"2025-12-31",
|
| 560 |
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"2026-01-30",
|
| 561 |
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"2026-02-27",
|
| 562 |
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"2026-03-31",
|
| 563 |
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"2026-04-30",
|
| 564 |
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"2026-05-29",
|
| 565 |
+
"2026-06-30",
|
| 566 |
+
"2026-07-31",
|
| 567 |
+
"2026-08-31",
|
| 568 |
+
"2026-09-30"
|
| 569 |
+
],
|
| 570 |
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"roe": [
|
| 571 |
+
"2024-01-31",
|
| 572 |
+
"2024-02-29",
|
| 573 |
+
"2024-03-28",
|
| 574 |
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"2024-04-30",
|
| 575 |
+
"2024-05-31",
|
| 576 |
+
"2024-06-28",
|
| 577 |
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"2024-07-31",
|
| 578 |
+
"2024-08-30",
|
| 579 |
+
"2024-09-30",
|
| 580 |
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"2024-10-31",
|
| 581 |
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"2024-11-29",
|
| 582 |
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"2024-12-31",
|
| 583 |
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"2025-01-31",
|
| 584 |
+
"2025-02-28",
|
| 585 |
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"2025-03-31",
|
| 586 |
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"2025-04-30",
|
| 587 |
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"2025-05-30",
|
| 588 |
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"2025-06-30",
|
| 589 |
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"2025-07-31",
|
| 590 |
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"2025-08-29",
|
| 591 |
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"2025-09-30",
|
| 592 |
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"2025-10-31",
|
| 593 |
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"2025-11-28",
|
| 594 |
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"2025-12-31",
|
| 595 |
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"2026-01-30",
|
| 596 |
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"2026-02-27",
|
| 597 |
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"2026-03-31",
|
| 598 |
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"2026-04-30",
|
| 599 |
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"2026-05-29",
|
| 600 |
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"2026-06-30",
|
| 601 |
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"2026-07-31",
|
| 602 |
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"2026-08-31",
|
| 603 |
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"2026-09-30"
|
| 604 |
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],
|
| 605 |
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"volatility_1y": [
|
| 606 |
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"2024-01-31",
|
| 607 |
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"2024-02-29",
|
| 608 |
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"2024-03-28",
|
| 609 |
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"2024-04-30",
|
| 610 |
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"2024-05-31",
|
| 611 |
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"2024-06-28",
|
| 612 |
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"2024-07-31",
|
| 613 |
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"2024-08-30",
|
| 614 |
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"2024-09-30",
|
| 615 |
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"2024-10-31",
|
| 616 |
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"2024-11-29",
|
| 617 |
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"2024-12-31",
|
| 618 |
+
"2025-01-31",
|
| 619 |
+
"2025-02-28",
|
| 620 |
+
"2025-03-31",
|
| 621 |
+
"2025-04-30",
|
| 622 |
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"2025-05-30",
|
| 623 |
+
"2025-06-30",
|
| 624 |
+
"2025-07-31",
|
| 625 |
+
"2025-08-29",
|
| 626 |
+
"2025-09-30",
|
| 627 |
+
"2025-10-31",
|
| 628 |
+
"2025-11-28",
|
| 629 |
+
"2025-12-31",
|
| 630 |
+
"2026-01-30",
|
| 631 |
+
"2026-02-27",
|
| 632 |
+
"2026-03-31",
|
| 633 |
+
"2026-04-30",
|
| 634 |
+
"2026-05-29",
|
| 635 |
+
"2026-06-30",
|
| 636 |
+
"2026-07-31",
|
| 637 |
+
"2026-08-31",
|
| 638 |
+
"2026-09-30"
|
| 639 |
+
]
|
| 640 |
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},
|
| 641 |
+
"recomputedRows": 1485,
|
| 642 |
+
"reused": {
|
| 643 |
+
"amihud_6m": [],
|
| 644 |
+
"asset_growth": [],
|
| 645 |
+
"book_to_market": [],
|
| 646 |
+
"earnings_yield": [],
|
| 647 |
+
"fcf_yield": [],
|
| 648 |
+
"gross_profitability": [],
|
| 649 |
+
"idiosyncratic_volatility_1y": [],
|
| 650 |
+
"market_beta_1y": [],
|
| 651 |
+
"momentum_12_1": [],
|
| 652 |
+
"momentum_1m": [],
|
| 653 |
+
"momentum_6m": [],
|
| 654 |
+
"operating_profitability": [],
|
| 655 |
+
"roa": [],
|
| 656 |
+
"roe": [],
|
| 657 |
+
"volatility_1y": []
|
| 658 |
+
},
|
| 659 |
+
"reusedRows": 0,
|
| 660 |
+
"rows": 1485,
|
| 661 |
+
"schemaVersion": "factorValues/1",
|
| 662 |
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"valuesSha256": "3a1da9ec5c7ca1b0ea05e79d4a02f623f88161a0d6e84d3f7dd8ca9671d29a7d"
|
| 663 |
+
}
|
research/validation/ops-20261001-c/factors/v1/runs/e5a3a853704b5690/provenance.json
ADDED
|
@@ -0,0 +1,88 @@
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
{
|
| 2 |
+
"bundleId": "7d1d103defaf892f",
|
| 3 |
+
"factors": "implemented",
|
| 4 |
+
"hfRevision": "7bee394163a34f0c4e07f481a393cc9c5a60b001",
|
| 5 |
+
"marketPit": "strict",
|
| 6 |
+
"marketSource": "kenFrench",
|
| 7 |
+
"namespace": {
|
| 8 |
+
"factorsPrefix": "research/validation/ops-20261001-c/factors/v1",
|
| 9 |
+
"kind": "validation",
|
| 10 |
+
"sourcesPrefix": "research/validation/ops-20261001-c/factorSources/v1",
|
| 11 |
+
"tag": "ops-20261001-c"
|
| 12 |
+
},
|
| 13 |
+
"period": {
|
| 14 |
+
"end": "2026-09-30",
|
| 15 |
+
"frequency": "month_end",
|
| 16 |
+
"start": "2024-01-02"
|
| 17 |
+
},
|
| 18 |
+
"pitClaims": [
|
| 19 |
+
{
|
| 20 |
+
"item": "secFinancials",
|
| 21 |
+
"level": "filed_next_session",
|
| 22 |
+
"note": "SEC companyfacts 재무는 filed 다음 XNYS 세션 00:00 ET 부터. 정정은 revision 으로 보존"
|
| 23 |
+
},
|
| 24 |
+
{
|
| 25 |
+
"item": "yahooPrices",
|
| 26 |
+
"level": "retrospective_reconstruction",
|
| 27 |
+
"note": "실행일 Yahoo 캡처로 과거 원시가·분할·배당을 되돌려 만든 소급 재구성(availableAt=closeAt). 당시 알 수 있던 값임을 증명하지 않음"
|
| 28 |
+
},
|
| 29 |
+
{
|
| 30 |
+
"item": "kenFrenchMarket",
|
| 31 |
+
"level": "first_seen_capture",
|
| 32 |
+
"note": "strict: 값마다 처음 본 캡처 시각 이후만 사용(과거 vintage 없음 → 캡처 이전 평가 결측)"
|
| 33 |
+
},
|
| 34 |
+
{
|
| 35 |
+
"item": "marketEquity",
|
| 36 |
+
"level": "provisional_estimate",
|
| 37 |
+
"note": "원시 종가 × SEC dei 표지 주식수(분기값, 분할만 굴림) — 회사 단위 일별 시총 아님"
|
| 38 |
+
},
|
| 39 |
+
{
|
| 40 |
+
"item": "membership",
|
| 41 |
+
"level": "explicit_not_historical",
|
| 42 |
+
"note": "explicit:validation-sample: 사용자가 고른 현재 종목 목록 — 지수 membership 아님, 생존편향"
|
| 43 |
+
},
|
| 44 |
+
{
|
| 45 |
+
"item": "secSic",
|
| 46 |
+
"level": "filing_header_next_session",
|
| 47 |
+
"note": "10-K/10-Q 헤더의 ASSIGNED-SIC, 접수 다음 세션부터. 공시 사이 변경은 다음 공시까지 늦게 반영"
|
| 48 |
+
}
|
| 49 |
+
],
|
| 50 |
+
"priceSource": "yahoo",
|
| 51 |
+
"schema": "factorRunProvenance/1",
|
| 52 |
+
"source": "production",
|
| 53 |
+
"sourceFailures": [],
|
| 54 |
+
"sourceStatus": {
|
| 55 |
+
"kenFrench": {
|
| 56 |
+
"F-F_Research_Data_Factors_daily": "ok"
|
| 57 |
+
},
|
| 58 |
+
"secHeaders": {
|
| 59 |
+
"AAPL": "ok",
|
| 60 |
+
"MSFT": "ok",
|
| 61 |
+
"NVDA": "ok"
|
| 62 |
+
},
|
| 63 |
+
"yahoo": {
|
| 64 |
+
"AAPL": "ok",
|
| 65 |
+
"MSFT": "ok",
|
| 66 |
+
"NVDA": "ok"
|
| 67 |
+
}
|
| 68 |
+
},
|
| 69 |
+
"unhealthyFactors": [
|
| 70 |
+
"idiosyncratic_volatility_1y",
|
| 71 |
+
"market_beta_1y",
|
| 72 |
+
"volatility_1y"
|
| 73 |
+
],
|
| 74 |
+
"universe": {
|
| 75 |
+
"classificationSchemes": [
|
| 76 |
+
"secSic"
|
| 77 |
+
],
|
| 78 |
+
"code": "explicit:validation-sample",
|
| 79 |
+
"historicalCodes": [],
|
| 80 |
+
"kind": "explicit",
|
| 81 |
+
"survivorshipBias": true,
|
| 82 |
+
"tickers": [
|
| 83 |
+
"AAPL",
|
| 84 |
+
"MSFT",
|
| 85 |
+
"NVDA"
|
| 86 |
+
]
|
| 87 |
+
}
|
| 88 |
+
}
|
research/validation/ops-20261001-c/factors/v1/runs/e5a3a853704b5690/summary.json
ADDED
|
@@ -0,0 +1,407 @@
|
|
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|
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|
|
|
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|
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|
|
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|
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|
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|
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|
|
|
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|
|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
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|
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|
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|
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|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
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|
|
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|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
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|
|
|
|
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|
|
|
|
|
|
|
|
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|
|
|
|
|
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|
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|
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|
|
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{
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| 2 |
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