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Research Discipline & Reproducibility

ASRQuant's reproducibility layer is intended to make a research decision reviewable rather than merely rerunnable.

Preserve

  • source identifiers and retrieval time;
  • data fingerprints;
  • feature definitions and lags;
  • hypothesis registry and screening settings;
  • model parameters and random seeds;
  • portfolio construction rules;
  • cost and execution assumptions;
  • robustness outcomes;
  • package version and environment metadata.

Use manifests and audit storage

The package exposes build_manifest and SQLiteAuditStore for reproducibility metadata and audit events.

Fail-closed execution boundary

Paper trading and live-capable broker primitives are intentionally separate from research validation. Installing ASRQuant or passing a research test suite does not constitute authorization to deploy capital.