{
  "dataset_version": "2026-11-11",
  "range": [
    "1990-01-02",
    "2025-12-31"
  ],
  "rows": 9067,
  "valid_feature_rows": 9064,
  "market_file": "market.csv",
  "market_sha256": "360b9fb9c83a1b97cae446b2e7d535c49b4226b1be292f03adec01945e279368",
  "feature_sha256": "8c2c51b31b3edfc1b8ff1732f3b9b4abda1758eb824b547896ac14eadc733362",
  "rules_version": "public_backtest_v1.0",
  "sources": [
    {
      "name": "Yahoo Finance S&P 500 (^GSPC)",
      "url": "https://finance.yahoo.com/quote/%5EGSPC/history/"
    },
    {
      "name": "Yahoo Finance SPY",
      "url": "https://finance.yahoo.com/quote/SPY/history/"
    },
    {
      "name": "Cboe VIX historical data",
      "url": "https://www.cboe.com/tradable_products/vix/vix_historical_data/"
    },
    {
      "name": "FRED DGS3MO",
      "url": "https://fred.stlouisfed.org/series/DGS3MO"
    },
    {
      "name": "FRED VIXCLS (one fallback)",
      "url": "https://fred.stlouisfed.org/series/VIXCLS"
    }
  ],
  "limitations": [
    "使用当前下载的历史版本，不是严格的当时可得档案。",
    "SPY价格从1993-01-29开始；更早的指数只用于模型训练。",
    "复权开盘与复权收盘为含分红收益代理，份额不是真实交易股数。",
    "现金使用滞后国债年化收益率代理，不是实际国债投资总收益。",
    "三天VIX缺失保持空值，不插值或前值填充。",
    "数据质量检查不等于完整的独立第二供应商复核。"
  ]
}