| D-001 |
2026-11-02 |
Project lives at Recherche-UQO/finance/wp40_raid/, WP number 40, remote wp40_uqo.git |
Charter asks for wp40_raid/; highest existing WP is 39; finance is the closest domain (WP 12 / 6 / 39 precedents) |
| D-002 |
2026-11-02 |
Primary development and benchmark machine = the owner's laptop (M5 Max, 40 GPU cores); cluster used only for E7 with a self-contained bundle |
Most nodes lack Homebrew/cmake in SSH PATH; production nodes (M3U96a, M4M64a/b, M1M32) must not be loaded; laptop has the newest toolchain |
| D-003 |
2026-11-02 |
GPU numerics are FP32 with compensated/pairwise reductions; FP64 only on CPU; every Estimate reports precision |
Metal rejects double (verified) |
| D-004 |
2026-11-02 |
Shaders are shipped as MSL source and a prebuilt .metallib; runtime newLibraryWithSource: is the fallback and the "first compilation" benchmark case |
Nodes without the Metal toolchain can still run; the charter asks for cold vs cached compilation measurements |
| D-005 |
2026-11-02 |
Build: CMake ≥ 3.28 + Ninja, Apple clang, C++20, Catch2 v3 tests, nanobind bindings, scikit-build-core wheels; Arrow C++ optional (RAID_WITH_ARROW, default ON on macOS) |
Portability of the CPU core to Linux CI; Arrow is heavy |
| D-006 |
2026-11-02 |
Data access only through the RAID FinData client (bars Arrow IPC pages ≤ 31 d, exports Parquet for panels, query only for universe selection); cache under datasets/cache/ (git-ignored) keyed by dataset version |
Charter §5; license; reproducibility via pinned X-Dataset-Version |
| D-007 |
2026-11-02 |
Reference software pinned: highfrequency 1.0.3, rugarch 1.5.6, arch 8.0.0, statsmodels 0.15.0, numpy 2.5.4, scipy 1.18.1 |
Installed and recorded during the audit |
| D-008 |
2026-11-02 |
Session policy default = regular hours 09:30–16:00 ET inclusive of the 16:00 closing print (391 bars), extended optional; early closes from the exchange calendar (211 bars); no bar is ever manufactured |
FinData conventions (expected_bars) and charter §5 |
| D-009 |
2026-11-02 |
Tier A experiments use market data only (no fundamentals) to avoid PIT/survivorship issues in a methods paper |
docs/risks.md R15 |
| D-010 |
2026-11-02 |
Energy is reported only when measured with powermetrics; otherwise "not measured" |
charter §8, risks R17 |