DATASET · research

Squeeze 纸面交易账本

research.squeeze_paper_ledger

研究成品

保存机械化逼空策略的纸面进出场、基准调整净超额收益和 gauntlet 结论，用于验证策略而非实盘成交。

下载本类 JSON 下载完整 JSON.gz 先获取 Key

字段63

关键字段3

更新口径producer_schedule

时间列entry_date

单页上限5000

分页窄筛选

PIT不支持

规模10K-99K

WHAT IT ANSWERS

这张表适合回答什么

评估 squeeze 纸面策略
查看单笔净超额收益
按 gauntlet verdict 分组比较

GRAIN & TIME

一行代表什么

业务粒度: 每行代表“Squeeze 纸面交易账本”的一条记录；逻辑粒度由 entry_date × cell_id × instrument_id 共同确定。
时间口径: 以 entry_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

entry_date: entry date 对应的日历日期。
cell_id: 用于识别 cell 的业务标识。
instrument_id: WarrenHub 统一证券标识；跨证券数据集优先用它联接。

RECOMMENDED JOINS

怎样和其他表关联

ref.instrumenton instrument_id

用 instrument_id 补充证券代码、名称、市场、交易所和资产类型。

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。

这是纸面交易账本，不代表真实账户成交

MACHINE CONTRACT

筛选、排序与分页

UNVERSIONED

默认排序: entry_date, cell_id, instrument_id
唯一键: —
读取模式: canonical_final_active
最大时间窗: 未单独限制

可用 filters

catalyst→ catalyst · string

cell_id→ cell_id · string

gauntlet_verdict→ gauntlet_verdict · string

instrument_id→ instrument_id · integer

outcome_status→ outcome_status · string

side→ side · string

ticker→ ticker · string

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/squeeze_paper_ledger/rows?limit=100&instrument_id=1&start=2026-08-01&end=2026-08-01"

PYTHON SDK

from friends_data_api import FriendsDataClient, Settings

async with FriendsDataClient(Settings.from_env()) as client:
    page = await client.get_dataset_rows('research', 'squeeze_paper_ledger', limit=100, start='2026-08-01', end='2026-08-01', filters={'instrument_id': 1})
    print(page.data)
    if page.has_more:
        print("next cursor:", page.next_cursor)

CLI

friends-data get-dataset-rows research squeeze_paper_ledger --limit 100 --start 2026-08-01 --end 2026-08-01 --filter instrument_id=1

MCP TOOL CALL

{
  "arguments": {
    "dataset": "squeeze_paper_ledger",
    "end": "2026-08-01",
    "filters": {
      "instrument_id": 1
    },
    "limit": 100,
    "namespace": "research",
    "start": "2026-08-01"
  },
  "tool": "get_dataset_rows"
}

FIELD DICTIONARY

63 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。

筛选字段

#	字段	ClickHouse 类型	JSON	可空	角色	说明
1	`catalyst`	`LowCardinality(String)`	`string`	no	filter, warehouse_primary_key	Source-normalized field: catalyst.名称推导
2	`cell_id`	`LowCardinality(String)`	`string`	no	filter, default_order, warehouse_primary_key	Identifier for cell.名称推导
3	`instrument_id`	`UInt64`	`integer`	no	filter, default_order, warehouse_primary_key	WarrenHub canonical instrument identifier; use it for cross-dataset joins.标准术语表
4	`ticker`	`String`	`string`	no	filter	Ticker symbol reported by the source or mapped security master.标准术语表
5	`formation_date`date	`Date`	`string / date`	no	warehouse_primary_key	Calendar date for formation date (YYYY-MM-DD).名称推导
6	`feature_available_ts`UTC_datetime	`DateTime64(3, 'UTC')`	`string / date-time`	no	value	UTC timestamp for feature available ts.名称推导
7	`side`	`LowCardinality(String)`	`string`	no	filter	Source-normalized field: side.名称推导
8	`vehicle`	`LowCardinality(String)`	`string`	no	value	Source-normalized field: vehicle.名称推导
9	`horizon_days`	`UInt16`	`integer`	no	value	Source-normalized field: horizon days.名称推导
10	`entry_date`date	`Date`	`string / date`	no	time, default_order	Calendar date for entry date (YYYY-MM-DD).名称推导
11	`entry_ts`UTC_datetime	`Nullable(DateTime64(3, 'UTC'))`	`string / date-time`	yes	value	UTC timestamp for entry ts.名称推导
12	`entry_px`	`Float64`	`number`	no	value	Source-normalized field: entry px.名称推导
13	`mechanical_exit_date`date	`Date`	`string / date`	no	value	Calendar date for mechanical exit date (YYYY-MM-DD).名称推导
14	`score`	`Float64`	`number`	no	value	Source-normalized field: score.名称推导
15	`rank_in_cohort`	`UInt16`	`integer`	no	value	Source-normalized field: rank in cohort.名称推导
16	`benchmark`	`LowCardinality(String)`	`string`	no	value	Source-normalized field: benchmark.名称推导
17	`benchmark_instrument_id`	`UInt64`	`integer`	no	value	Identifier for benchmark instrument.名称推导
18	`cost_bps`basis_points	`Float64`	`number`	no	value	Basis-point value for cost bps.名称推导
19	`stop_price`	`Float64`	`number`	no	value	Price value for stop price.名称推导
20	`target_price`	`Float64`	`number`	no	value	Price value for target price.名称推导
21	`position_qty`	`Float64`	`number`	no	value	Source-normalized field: position qty.名称推导
22	`remaining_qty`	`Float64`	`number`	no	value	Source-normalized field: remaining qty.名称推导
23	`realized_gross_return`	`Float64`	`number`	no	value	Source-normalized field: realized gross return.名称推导
24	`realized_net_excess_return`	`Float64`	`number`	no	value	Source-normalized field: realized net excess return.名称推导
25	`last_exit_qty`	`Float64`	`number`	no	value	Source-normalized field: last exit qty.名称推导
26	`last_exit_reason`	`LowCardinality(String)`	`string`	no	value	Source-normalized field: last exit reason.名称推导
27	`promotion_contract_id`	`String`	`string`	no	value	Identifier for promotion contract.名称推导
28	`promotion_contract_manifest_hash`	`String`	`string`	no	value	Source-normalized field: promotion contract manifest hash.名称推导
29	`promotion_provider_id`	`String`	`string`	no	value	Identifier for promotion provider.名称推导
30	`promotion_hypothesis_id`	`String`	`string`	no	value	Identifier for promotion hypothesis.名称推导
31	`promotion_hypothesis_version`	`String`	`string`	no	value	Source-normalized field: promotion hypothesis version.名称推导
32	`decision_intent_id`	`String`	`string`	no	value	Identifier for decision intent.名称推导
33	`cohort_id`	`String`	`string`	no	value	Identifier for cohort.名称推导
34	`cohort_manifest_payload_hash`	`String`	`string`	no	value	Source-normalized field: cohort manifest payload hash.名称推导
35	`intent_payload_hash`	`String`	`string`	no	value	Source-normalized field: intent payload hash.名称推导
36	`fill_terminal_payload_hash`	`String`	`string`	no	value	Source-normalized field: fill terminal payload hash.名称推导
37	`settlement_terminal_payload_hash`	`String`	`string`	no	value	Source-normalized field: settlement terminal payload hash.名称推导
38	`source_snapshot_hash`	`String`	`string`	no	value	Source-normalized field: source snapshot hash.名称推导
39	`decision_available_at`UTC_datetime	`Nullable(DateTime64(3, 'UTC'))`	`string / date-time`	yes	value	UTC timestamp for decision available at.名称推导
40	`fill_observed_at`UTC_datetime	`Nullable(DateTime64(3, 'UTC'))`	`string / date-time`	yes	value	UTC timestamp for fill observed at.名称推导
41	`benchmark_entry_ts`UTC_datetime	`Nullable(DateTime64(3, 'UTC'))`	`string / date-time`	yes	value	UTC timestamp for benchmark entry ts.名称推导
42	`benchmark_entry_px`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: benchmark entry px.名称推导
43	`benchmark_fill_observed_at`UTC_datetime	`Nullable(DateTime64(3, 'UTC'))`	`string / date-time`	yes	value	UTC timestamp for benchmark fill observed at.名称推导
44	`calendar_id`	`String`	`string`	no	value	Identifier for calendar.名称推导
45	`calendar_source_manifest_sha256`	`String`	`string`	no	value	Source-normalized field: calendar source manifest sha256.名称推导
46	`calendar_source_sha256`	`String`	`string`	no	value	Source-normalized field: calendar source sha256.名称推导
47	`calendar_dataset_sha256`	`String`	`string`	no	value	Source-normalized field: calendar dataset sha256.名称推导
48	`settlement_policy_id`	`String`	`string`	no	value	Identifier for settlement policy.名称推导
49	`entry_session_index`	`Nullable(Int64)`	`integer`	yes	value	Source-normalized field: entry session index.名称推导
50	`exit_session_index`	`Nullable(Int64)`	`integer`	yes	value	Source-normalized field: exit session index.名称推导
51	`settlement_observed_at`UTC_datetime	`Nullable(DateTime64(3, 'UTC'))`	`string / date-time`	yes	value	UTC timestamp for settlement observed at.名称推导
52	`last_exit_incident_id`	`String`	`string`	no	value	Identifier for last exit incident.名称推导
53	`exit_px`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: exit px.名称推导
54	`gross_return`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: gross return.名称推导
55	`benchmark_return`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: benchmark return.名称推导
56	`net_excess_return`	`Nullable(Float64)`	`number`	yes	value	Source-normalized field: net excess return.名称推导
57	`outcome_status`	`LowCardinality(String)`	`string`	no	filter	Source-normalized field: outcome status.名称推导
58	`run_id`	`String`	`string`	no	value	Identifier for run.名称推导
59	`gauntlet_verdict`	`LowCardinality(String)`	`string`	no	filter	Source-normalized field: gauntlet verdict.名称推导
60	`source`	`LowCardinality(String)`	`string`	no	provenance	Normalized upstream source identifier.标准术语表
61	`version`	`UInt64`	`integer`	no	provenance	Monotonic row version used for correction-aware reads.标准术语表
62	`version_ts`UTC_datetime	`DateTime64(3, 'UTC')`	`string / date-time`	no	provenance	UTC timestamp associated with the row version.标准术语表
63	`is_deleted`	`UInt8`	`integer`	no	value	Soft-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。