قواعد التدقيق وأدلة تكافؤ محركات الاختبار التاريخي

# framework_parity_audit.json


```json
{
  "audit_generated_at": "2026-09-03T11:44:14.344493+00:00",
  "comparison_policy": {
    "account_money_fields": [
      "cash",
      "commission",
      "equity",
      "final_value"
    ],
    "account_money_quantum": "0.01",
    "fill_order": "canonical timestamp, asset, side, quantity, price, commission",
    "meaning": "account-money gaps round to zero cents; quantity gaps round to zero at 1e-5 shares or contracts; all other numeric gaps round to zero at 1e-8",
    "quantity_quantum": "0.00001",
    "record_numeric_quantum": "0.00000001",
    "rounding": "ROUND_HALF_EVEN",
    "timestamp_domain": {
      "cme_futures": "session date",
      "crypto_perps_funding": "exact UTC event timestamp",
      "etfs": "session date",
      "fx_pairs": "session date",
      "us_equities_panel": "session date"
    }
  },
  "engine_commit": "7034236519cc0a99df6ef34a21d07ec2a81fc87c",
  "engine_source_sha256": "8011ecdaf90807b4fe4fb5ada518a237311774b32891179bf1fad0a0baad8a58",
  "evidence": {
    "correctness": "https://github.com/ml4t/backtest/blob/0c3de46b1881ce6cb9fd72b672a1dba38ebc383b/validation/REAL_STRATEGY_RESULTS.json",
    "performance": "https://github.com/ml4t/backtest/blob/0c3de46b1881ce6cb9fd72b672a1dba38ebc383b/validation/REAL_STRATEGY_PERFORMANCE.json",
    "source_artifacts": [
      {
        "path": "validation/REAL_STRATEGY_RESULTS.json",
        "sha256": "d7c6460fcb5ebf9ecf74c31d06e227996c66f488de46a5beaa2145104209916b"
      },
      {
        "path": "validation/REAL_STRATEGY_PERFORMANCE.json",
        "sha256": "7276dfba4356c4ce2e6e45c256e4431a4e01cd47ca5710e9d341893286929c40"
      },
      {
        "path": "validation/LARGE_SCALE_RESULTS.json",
        "sha256": "fb3a06a7c485bfb131dfef286ff743af18fa4ba673f5f1075245d7a9123cb3f5"
      }
    ],
    "synthetic_stress": "https://github.com/ml4t/backtest/blob/0c3de46b1881ce6cb9fd72b672a1dba38ebc383b/validation/LARGE_SCALE_RESULTS.json"
  },
  "frameworks": {
    "backtrader": {
      "access": "public",
      "artifact": "backtrader-1.9.78.123-py2.py3-none-any.whl",
      "display_name": "Backtrader",
      "environment": ".venv-backtrader",
      "immutable_id": "sha256:9a07a516b0de9155539a35c56e9404d8711dd7020b3d37b30495e83e1b9d5dfd",
      "license": "GPL-3.0-or-later",
      "package": "backtrader",
      "profile": "backtrader_strict",
      "python": "3.12 audit interpreter; upstream package metadata does not declare a range",
      "python_env_var": "ML4T_BACKTRADER_PYTHON",
      "required_scenarios": 17,
      "scenario_matrix": true,
      "source": "https://pypi.org/project/backtrader/1.9.78.123/",
      "unsupported_scenarios": 0,
      "version": "1.9.78.123"
    },
    "lean": {
      "access": "public",
      "artifact": "quantconnect/lean@sha256:ecd62b0e418d40d1d7c0cd95e90a94e397642a21d2c8810614830c8a4e9a8f70",
      "cli_immutable_id": "sha256:eaa4c08f16295b76f005e429d9ca0d0453784dc1a40c1f5cbe5e50c02a05bd7c",
      "cli_version": "1.0.228",
      "display_name": "LEAN",
      "environment": ".venv-lean",
      "immutable_id": "sha256:ecd62b0e418d40d1d7c0cd95e90a94e397642a21d2c8810614830c8a4e9a8f70",
      "license": "Apache-2.0",
      "package": "lean",
      "platform_artifact": "linux/amd64@sha256:cbe3f26b3f16c57be836b2cf913253d434f58e010c84ed038360d26b9df88307",
      "profile": "lean",
      "python": "3.11",
      "python_env_var": "ML4T_LEAN_PYTHON",
      "required_scenarios": 0,
      "scenario_matrix": false,
      "source": "https://github.com/QuantConnect/Lean",
      "source_commit": "278fcb3d1b815b63ccadba68d7ae54422e34b792",
      "unsupported_scenarios": 0,
      "version": "18001"
    },
    "vectorbt_oss": {
      "access": "public",
      "artifact": "vectorbt-1.1.0.tar.gz",
      "display_name": "VectorBT OSS",
      "environment": ".venv-vectorbt-oss",
      "immutable_id": "sha256:67a3b41466234485af70c18d201da105f1ebb2c1d1fac079db20059e45ddc73b",
      "license": "Apache-2.0 WITH Commons-Clause",
      "package": "vectorbt",
      "profile": "vectorbt_oss_strict",
      "python": ">=3.11,<3.15",
      "python_env_var": "ML4T_VECTORBT_OSS_PYTHON",
      "required_scenarios": 16,
      "scenario_matrix": true,
      "source": "https://pypi.org/project/vectorbt/1.1.0/",
      "source_commit": "259d2d89fe2e7638baf3ca76c394937cd32b656d",
      "unsupported_scenarios": 1,
      "version": "1.1.0"
    },
    "vectorbt_pro": {
      "access": "licensed",
      "display_name": "VectorBT Pro",
      "environment": ".venv-vectorbt-pro",
      "immutable_id": "git:6e18cf0aa37849cfc20848f40f1d26ecfdc771b4",
      "license": "Proprietary",
      "package": "vectorbtpro",
      "profile": "vectorbt_strict",
      "python": ">=3.11",
      "python_env_var": "ML4T_VECTORBT_PRO_PYTHON",
      "required_scenarios": 17,
      "scenario_matrix": true,
      "source": "https://github.com/polakowo/vectorbt.pro",
      "source_commit": "6e18cf0aa37849cfc20848f40f1d26ecfdc771b4",
      "unsupported_scenarios": 0,
      "version": "2026.6.27"
    },
    "zipline": {
      "access": "public",
      "artifact": "zipline_reloaded-3.1.1.tar.gz",
      "display_name": "Zipline Reloaded",
      "environment": ".venv-zipline",
      "immutable_id": "sha256:4a305524616f7aad836f929e5a2ba5afc7db0e238757f47eb49487d9e2457a6f",
      "license": "Apache-2.0",
      "package": "zipline-reloaded",
      "profile": "zipline_strict",
      "python": ">=3.10",
      "python_env_var": "ML4T_ZIPLINE_PYTHON",
      "required_scenarios": 16,
      "scenario_matrix": true,
      "source": "https://pypi.org/project/zipline-reloaded/3.1.1/",
      "source_commit": "09885a2ebc7567d40942c891b3879dc03c745070",
      "unsupported_scenarios": 1,
      "version": "3.1.1"
    }
  },
  "library_commit": "0c3de46b1881ce6cb9fd72b672a1dba38ebc383b",
  "performance_policy": {
    "boundary": "engine call only",
    "excluded": [
      "input loading",
      "model inference",
      "target construction",
      "adapter preparation",
      "result extraction",
      "serialization",
      "reporting"
    ],
    "interval": "10,000-draw percentile bootstrap of the sample median",
    "measured_processes": 10,
    "process_isolation": true,
    "publication_scope": "only correctness-passing case-study/framework pairs",
    "warmup_processes": 1
  },
  "performance_records": [
    {
      "case_study": "etfs",
      "framework": "vectorbt_pro",
      "framework_ci95_seconds": [
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      "framework_median_seconds": 0.2872375610168092,
      "framework_to_ml4t_ratio": 0.6924827859284183,
      "ml4t_ci95_seconds": [
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      ],
      "ml4t_median_seconds": 0.4147937925008591
    },
    {
      "case_study": "etfs",
      "framework": "vectorbt_oss",
      "framework_ci95_seconds": [
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      "framework_median_seconds": 0.17132284450053703,
      "framework_to_ml4t_ratio": 0.4124410450618539,
      "ml4t_ci95_seconds": [
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      "ml4t_median_seconds": 0.4153874754993012
    },
    {
      "case_study": "etfs",
      "framework": "backtrader",
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      "framework_median_seconds": 9.355300096503925,
      "framework_to_ml4t_ratio": 21.7615755934312,
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      "ml4t_median_seconds": 0.4298999425082002
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    {
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  "protocol_scope": {
    "disabled_on_both_sides": [
      "transaction costs",
      "position rules"
    ],
    "shared_inputs": "frozen model-derived targets and historical market data",
    "tested": [
      "target sizing",
      "order sequencing",
      "fills",
      "cash and margin",
      "funding where applicable",
      "valuation"
    ]
  },
  "real_strategy_records": [
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      "valuation_timestamps_match": true,
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    },
    {
      "case_study": "crypto_perps_funding",
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    {
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    },
    {
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```