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DATASET · research

Daybreak 置信度空模型闸门

research.daybreak_conviction_null_gate
研究成品

将真实信号与打乱及规模匹配的空模型比较,记录 lift、deflated Sharpe 和逐日闸门结论。

字段56
关键字段1
更新口径producer_schedule
时间列eval_date
单页上限5000
分页窄筛选
PIT不支持
规模<1K

WHAT IT ANSWERS

这张表适合回答什么

  • 判断置信度是否超过随机基线
  • 检查 deflated Sharpe
  • 审计每日 gate verdict

GRAIN & TIME

一行代表什么

业务粒度
每行代表“Daybreak 置信度空模型闸门”的一条记录;逻辑粒度由 eval_date 共同确定。
时间口径
以 eval_date 为主要查询时间轴;除下方限制特别说明外,时间戳按 UTC、日期按来源市场日历解释。
更新节奏
由对应生产任务或事件触发更新,不承诺固定日历频率;查询前先检查最新时间。

KEY FIELDS

先看这些字段

eval_date
eval date 对应的日历日期。

RECOMMENDED JOINS

怎样和其他表关联

该表主要按自身业务键使用,目前没有推荐的跨表主键联接。

HOW TO QUERY SAFELY

查询方法与已知限制

先用 catalog 确认当前契约;可按 catalog 中列出的 filters 进一步缩小范围;单页最多 5000 行,该表不提供稳定 cursor,结果过大时必须缩小标的、日期或其他筛选。

MACHINE CONTRACT

筛选、排序与分页

UNVERSIONED
默认排序
eval_date
唯一键
—
读取模式
canonical_final_active
最大时间窗
未单独限制

可用 filters

gate_passed→ gate_passed · integer
oos→ oos · integer

POINT IN TIME

可复现读取

NOT AVAILABLE

该资产没有 PIT 契约。普通 rows 端点仍按当前公开读模式返回数据;不要把它表述成历史时点快照。

COPY-READY CALLS

怎么调用

同一数据集可用 HTTP、Python SDK、CLI 或 MCP;Key 始终只通过环境变量/Bearer Header 传递。

READ ONLY
HTTP
curl --fail-with-body -H "Authorization: Bearer $FRIENDS_DATA_API_KEY" "https://api.alphahubs.uk/api/v1/data/datasets/research/daybreak_conviction_null_gate/rows?limit=100&start=2026-08-01&end=2026-08-01"

FIELD DICTIONARY

56 个返回字段

descriptionSource 可在 JSON 中区分仓库注释、标准术语表和名称推导说明。

#字段ClickHouse 类型JSON可空角色说明
1eval_datedateDatestring / datenotime, default_order, warehouse_primary_keyCalendar date for eval date (YYYY-MM-DD).名称推导
2sideLowCardinality(String)stringnowarehouse_primary_keySource-normalized field: side.名称推导
3n_datesUInt32integernovalueCount of dates.名称推导
4n_rowsUInt32integernovalueCount of rows.名称推导
5n_explosiveUInt32integernovalueCount of explosive.名称推导
6n_trialsUInt32integernovalueCount of trials.名称推导
7conviction_liftFloat64numbernovalueSource-normalized field: conviction lift.名称推导
8shuffled_pFloat64numbernovalueSource-normalized field: shuffled p.名称推导
9size_matched_pFloat64numbernovalueSource-normalized field: size matched p.名称推导
10beats_shuffledUInt8integernovalueSource-normalized field: beats shuffled.名称推导
11beats_size_matchedUInt8integernovalueSource-normalized field: beats size matched.名称推导
12pFloat64numbernovalueSource-normalized field: p.名称推导
13deflated_sharpeFloat64numbernovalueSource-normalized field: deflated sharpe.名称推导
14oosUInt8integernofilterSource-normalized field: oos.名称推导
15gate_passedUInt8integernofilterSource-normalized field: gate passed.名称推导
16fail_reasonStringstringnovalueSource-normalized field: fail reason.名称推导
17n_effectiveInt32integernovalueCount of effective.名称推导
18streak_requiredInt32integernovalueSource-normalized field: streak required.名称推导
19streak_cleanInt32integernovalueSource-normalized field: streak clean.名称推导
20familyLowCardinality(String)stringnovalueSource-normalized field: family.名称推导
21n_trials_sourceLowCardinality(String)stringnovalueCount of trials source.名称推导
22search_face_hashStringstringnovalueSource-normalized field: search face hash.名称推导
23residualizer_primary_basisLowCardinality(String)stringnovalueSource-normalized field: residualizer primary basis.名称推导
24residualizer_shadow_basisLowCardinality(String)stringnovalueSource-normalized field: residualizer shadow basis.名称推导
25residualizer_rollout_modeLowCardinality(String)stringnovalueSource-normalized field: residualizer rollout mode.名称推导
26residualizer_shadow_readyUInt8integernovalueSource-normalized field: residualizer shadow ready.名称推导
27residualizer_provenance_jsonStringstringnovalueSource-normalized field: residualizer provenance json.名称推导
28residualizer_dsr_familyLowCardinality(String)stringnovalueSource-normalized field: residualizer dsr family.名称推导
29residualizer_shadow_conviction_liftFloat64numbernovalueSource-normalized field: residualizer shadow conviction lift.名称推导
30residualizer_shadow_shuffled_pFloat64numbernovalueSource-normalized field: residualizer shadow shuffled p.名称推导
31residualizer_shadow_size_matched_pFloat64numbernovalueSource-normalized field: residualizer shadow size matched p.名称推导
32residualizer_shadow_beats_shuffledUInt8integernovalueSource-normalized field: residualizer shadow beats shuffled.名称推导
33residualizer_shadow_beats_size_matchedUInt8integernovalueSource-normalized field: residualizer shadow beats size matched.名称推导
34residualizer_shadow_pFloat64numbernovalueSource-normalized field: residualizer shadow p.名称推导
35residualizer_shadow_deflated_sharpeFloat64numbernovalueSource-normalized field: residualizer shadow deflated sharpe.名称推导
36residualizer_shadow_oosUInt8integernovalueSource-normalized field: residualizer shadow oos.名称推导
37residualizer_shadow_gate_passedUInt8integernovalueSource-normalized field: residualizer shadow gate passed.名称推导
38residualizer_shadow_n_effectiveInt32integernovalueSource-normalized field: residualizer shadow n effective.名称推导
39factor_alpha_basisLowCardinality(String)stringnovalueSource-normalized field: factor alpha basis.名称推导
40factor_alpha_readyUInt8integernovalueSource-normalized field: factor alpha ready.名称推导
41factor_alpha_coverage_fracFloat64numbernovalueSource-normalized field: factor alpha coverage frac.名称推导
42factor_alpha_betas_jsonStringstringnovalueSource-normalized field: factor alpha betas json.名称推导
43factor_alpha_conviction_liftFloat64numbernovalueSource-normalized field: factor alpha conviction lift.名称推导
44factor_alpha_shuffled_pFloat64numbernovalueSource-normalized field: factor alpha shuffled p.名称推导
45factor_alpha_size_matched_pFloat64numbernovalueSource-normalized field: factor alpha size matched p.名称推导
46factor_alpha_beats_shuffledUInt8integernovalueSource-normalized field: factor alpha beats shuffled.名称推导
47factor_alpha_beats_size_matchedUInt8integernovalueSource-normalized field: factor alpha beats size matched.名称推导
48factor_alpha_pFloat64numbernovalueSource-normalized field: factor alpha p.名称推导
49factor_alpha_deflated_sharpeFloat64numbernovalueSource-normalized field: factor alpha deflated sharpe.名称推导
50factor_alpha_raw_deflated_sharpeFloat64numbernovalueSource-normalized field: factor alpha raw deflated sharpe.名称推导
51factor_alpha_oosUInt8integernovalueSource-normalized field: factor alpha oos.名称推导
52factor_alpha_gate_passedUInt8integernovalueSource-normalized field: factor alpha gate passed.名称推导
53factor_alpha_n_effectiveInt32integernovalueSource-normalized field: factor alpha n effective.名称推导
54computed_atUTC_datetimeDateTime64(3, 'UTC')string / date-timenovalueUTC timestamp for computed at.名称推导
55versionUInt64integernoprovenanceMonotonic row version used for correction-aware reads.标准术语表
56is_deletedUInt8integernovalueSoft-delete marker; public serving excludes current tombstones.标准术语表
字典口径

结构来自 Friends 只读身份可见的真实 serving relation;权限、过滤、排序、PIT 与分页来自可执行 DatasetSpec。Schema observed at 2026-10-06T18:08:52Z。