{
  "schema": "canli.engineering-open-source.v2",
  "generated_at": "2026-08-27T08:09:07Z",
  "engine": {
    "repo": "alphac",
    "url": "https://github.com/arhancanli/alphac",
    "note": "The whole system: data lake, point-in-time reader, backtester, walk-forward harness, multiple-testing machinery, portfolio optimizer and live broker loop."
  },
  "extractions": [
    {
      "repo": "canli-pit-lake",
      "url": "https://github.com/arhancanli/canli-pit-lake",
      "files_total": 146,
      "files_source": 40,
      "files_test": 48,
      "pinned_engine_commit": "612d2af818441a3e67ceba17e1451434ed9e4f1c",
      "excluded_test_modules": 1,
      "measured_at": "2026-08-27",
      "tests_passed": 941,
      "tests_deselected": 12,
      "tests_deselected_reason": "network tests, excluded by default",
      "typed_source_files": 42,
      "commands": [
        "uv run pytest",
        "uv run mypy",
        "uv run ruff check .",
        "uv run python tools/check_parity.py"
      ],
      "benchmark": {
        "script": "benchmarks/lake_throughput.py",
        "basis": "1,000,000 synthetic bars (50 instruments x 20,000 hourly), Apple silicon, single process",
        "rows": [
          [
            "write, validate then atomic promote",
            "~1.05M bars/s"
          ],
          [
            "read, everything visible",
            "~15M rows/s"
          ],
          [
            "read, as_of at the midpoint",
            "~14M rows/s"
          ],
          [
            "on disk, zstd-3",
            "60.6 bytes/bar"
          ]
        ]
      }
    },
    {
      "repo": "canli-backtest",
      "url": "https://github.com/arhancanli/canli-backtest",
      "files_total": 116,
      "files_source": 36,
      "files_test": 22,
      "pinned_engine_commit": "612d2af818441a3e67ceba17e1451434ed9e4f1c",
      "excluded_test_modules": 2,
      "measured_at": "2026-08-27",
      "tests_passed": 279,
      "tests_deselected": 0,
      "tests_deselected_reason": "",
      "typed_source_files": 41,
      "commands": [
        "uv run pytest",
        "uv run mypy",
        "uv run ruff check .",
        "uv run python tools/check_parity.py"
      ],
      "benchmark": {
        "script": "benchmarks/validation_throughput.py",
        "basis": "Apple silicon, single process; the PBO case runs on pure noise so the result is also a correctness check",
        "rows": [
          [
            "PBO via CSCV, 2,000 x 100 configs, 5,000 sampled splits",
            "1.6 s"
          ],
          [
            "Deflated Sharpe, 1,260 daily returns",
            "~300 microseconds"
          ],
          [
            "PBO measured on pure noise (0.5 is correct)",
            "0.569"
          ],
          [
            "One series, Sharpe +1.139, PSR against zero",
            "0.9828"
          ],
          [
            "The same series deflated against 10 trials",
            "0.8408"
          ],
          [
            "The same series deflated against 200 trials",
            "0.5608"
          ]
        ]
      }
    }
  ],
  "totals": {
    "files_published": 262,
    "tests_passing": 1220,
    "typed_source_files": 83
  },
  "deflation_demonstration": {
    "measured_at": "2026-08-27",
    "script": "benchmarks/validation_throughput.py",
    "repo": "https://github.com/arhancanli/canli-backtest",
    "series": {
      "observations": 1260,
      "annualised_sharpe": 1.139,
      "per_period_sharpe": 0.0385,
      "psr_against_zero": 0.9828
    },
    "trial_family_per_period_sd": 0.02,
    "deployment_gate_dsr": 0.95,
    "sweep": [
      {
        "trials": 2,
        "expected_max_sharpe": 0.0104,
        "dsr": 0.9596
      },
      {
        "trials": 10,
        "expected_max_sharpe": 0.03149,
        "dsr": 0.8408
      },
      {
        "trials": 50,
        "expected_max_sharpe": 0.04553,
        "dsr": 0.6914
      },
      {
        "trials": 200,
        "expected_max_sharpe": 0.05531,
        "dsr": 0.5608
      },
      {
        "trials": 1000,
        "expected_max_sharpe": 0.0651,
        "dsr": 0.423
      }
    ],
    "pbo_on_pure_noise": 0.569,
    "note": "One unchanged return series. Only the admitted trial count moves.",
    "retracted": {
      "figure": 0,
      "claim": "the same Sharpe deflates to a DSR of 0.000 at 200 trials",
      "withdrawn_on": "2026-08-27",
      "reason": "sr_trials_variance was set to 0.04, a per-period Sharpe sd of 0.2 against a series whose own per-period Sharpe is 0.0385. At that scale the ratio collapses at N=2 and the trial count is irrelevant, so the sentence credited N for what V was doing."
    }
  },
  "parity_incident": {
    "date": "2026-08-27",
    "files_republished_that_the_engine_gitignores": 70,
    "detected_by": "the parity check run against GitHub rather than a local checkout",
    "local_check_result": "passed on every run, because it compared the leaked files to their own source",
    "resolution": "The extractor now builds its allowed set from git ls-files in the engine, and the repository history was rebuilt so the files appear in no commit."
  },
  "content_hash": "sha256:a9d9f3729ac2145526030c003970797244e8e413f45f3f20fb8dff77a6bc3d35"
}