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"compositeScorePublished": false, "archiveScope": "private_point_in_time_revisions", "universeMethod": "liquid_market_universe_v1", "financialEligibilityApplied": false, "minimumCurrentRecordsPerMarket": 30, "snapshotCount": 29, "selectionCount": 58, "latestDataAsOf": "2026-10-26" }, "industryNeutralization": { "status": "blocked_missing_point_in_time_benchmark", "reason": "当前行业样本不足，不使用当前候选池均值冒充行业基准" }, "expectationSourceGate": { "status": "research_only", "candidateSource": "https://emweb.eastmoney.com/PC_HSF10/ProfitForecast/Index", "requiredBeforeCollection": [ "current_and_previous_consensus_values", "analyst_coverage_count", "publication_or_observation_timestamp", "stable_a_and_h_market_coverage" ], "reason": "公开页面可看到机构预测摘要，但尚未验证稳定接口、历史时点和港股覆盖，不能直接进入因子" }, "researchBasis": [ { "name": "JoinQuant jqfactor_analyzer", "url": "https://github.com/JoinQuant/jqfactor_analyzer", "usedFor": "行业中性IC、分层收益、换手率和样本丢失检查" }, { "name": "WorldQuant 101 Formulaic Alphas", "url": "https://arxiv.org/abs/1601.00991", "usedFor": "价格、成交量和横截面排名特征设计" } ], "boundary": "当前证据覆盖实验结束前，新方向只登记和收集字段；不得并行调权或改变生产名单" } }