Bump fastjson from 1.2.76 to 2.0.18 - #52
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Bumps [fastjson](https://github.com/alibaba/fastjson2) from 1.2.76 to 2.0.18. - [Release notes](https://github.com/alibaba/fastjson2/releases) - [Commits](https://github.com/alibaba/fastjson2/commits/2.0.18) --- updated-dependencies: - dependency-name: com.alibaba:fastjson dependency-type: direct:production update-type: version-update:semver-major ... Signed-off-by: dependabot[bot] <support@github.com>
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Cong parity OFF byte-identical efb793e2 (n=1089) PASS truoc khi chay ON. 134/134 test PASS. CO CHE CHAY DUNG nhu user hinh dung: so leg +12.7/17.2/20.5% nhung so VI THE chi +2.9/3.0/3.2% (nhoi lai chinh coin cu, khong mo coin moi); ti le lo RAW muc leg TANG 12.03 -> 14.56/16.14/16.14 (+2.5..+4.1pp) dung gia thuyet; ti le lo HIEU DUNG muc vi the GIAM 10.76 -> 8.34/8.45/8.91 (-1.9..-2.4pp); leg-signal lai (+9.2k/+10.4k/+8.5k USD) va cuu 72-82% so cum dang lo o leg-1. NHUNG KHONG DU: mMargin 1851 -> 916-941 (-50%), margin muc cum 1886 -> 1049-1091 (~57%) vi chi 9.7-17% so cum ban duoc leg-signal, 83-90% vi the song ca doi voi 50% von => CAGR 29.27 -> 21.8-22.8 (-6.5..-7.4pp). CI: moi config chi 1 rate chat luong ngoai CI theo huong tot (TSloss), trong khi DCA8/DCA12 co win% ngoai CI theo huong XAU; nguong thang la >=2 => khong dat. DCA5 con FAIL rang buoc cung (UW 2025 = 164 > 120). Tot hon yonathan95#52 ro o rui ro (maxDD -6.66..-7.62 vs -11.84; UW 88 vs 221-223) va KHONG pha loang chat luong (meanP 5.24 -> 5.11-5.32, yonathan95#52 tut 3.7-4.3) — nhung chet cung mot ly do: rut 50% von ra khoi vong quay ma khong tra lai du. Flag de lai default OFF. Khong tune/242/push; holdout 2026 nguyen.
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…170. Co che cua user DUNG nhung UW moi la rang buoc binding. KHONG SUA DONG CODE NAO (chay tren build 1063dd1, 137/137 test). Cong parity ds_v3_parity (4 key DCA khai bao nhung GATE=false) ra dung efb793e2 n=1089 => cac key vo hai khi flag OFF. CHUNG MINH DUOC (lan dau, khac han V1/V2): - noi gate KEO THEM VI THE THAT: so CUM +143.6/+76.4/+34.1% (V1/V2 chi +1.0..+3.2%), fire-rate leg-2 len 13.6-14.0%, mMargin khong con sup => nut that 'von dong bang' cua V1/V2 DA DUOC GO. - ti le lo RAW muc leg TANG +6.84/+7.68/+6.86pp dung nhu user du doan. - DCA-signal HAP THU 84%/85%/102% phan tang do o muc vi the (GS140 con ve 10.60 < T170 10.76). - PnL theo nam khong nam nao am; GS100 vuot T170 o 2023/2024/2025 (36.8/43.1/42.1 vs 35.0/32.1/32.7); quy_min -1.6/-3.3/-2.6 deu trong tran -5. RUI RO 2 (2025 am) KHONG xay ra. - GS100 la ban DAU TIEN co equity 121,869 va CAGR 31.96 VUOT T170 (111,070 / 29.27). NHUNG NULL vi RUI RO 1 (da canh bao o PREREG muc 1): UW nam 2025 = 221 ngay o CA BA config (tran 120), GS120 con FAIL them 2024 (UW 145). CI: 0 rate chat luong ngoai CI theo huong tot o ca ba (GS100/GS120 co win% ngoai CI huong XAU; GS140 co win% VA meanP ngoai CI, ca hai huong XAU). CO CHE: quan the marginal khong chi lo nhieu hon ma GIU LAU hon (holdtime 43.9h vs 28.7h). DCA sua duoc ti le lo va do sau DD (maxDD GS120/GS140 -9.77/-8.62 TOT hon T170 -11.84) nhung KHONG sua duoc THOI GIAN. UW 221 giong het yonathan95#52 (221-223) du co che khac han => UW la thuoc tinh cua quan the marginal. KET LUAN: UW la rang buoc BINDING cua MOI huong 'tang so lenh' (4/5 huong da chet vi no), va DCA khong phai cong cu sua UW. Khong tune/242/push; holdout 2026 nguyen.
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…MIC EVENT, trung khit tung ngay. BUOC 0 (khong rerun sim, chi doc equity cu qua uw_window.py moi): SAU config that bai thuoc HAI ho co che khac han nhau (yonathan95#52 X1_2XH_V1/V2/V3 chia margin deu cho coin moi; V3 DS_GS100/120/140 noi gate + DCA) deu vao underwater DUNG ngay 2025-03-04 (dinh 2025-03-03) va hoi ve dinh 2025-10-11..13. Hai config PASS (T170 UW=92, DS_DCA8 UW=88) co doan UW dai nhat o cua so KHAC HAN (2024-04-10 -> 2024-07). Trong khung do: T170 hep LAI +1,419 (61 leg, win 81.97) trong khi moi quan the rong LO -1,937..-3,399 (win 73.5-76.7) — khop ANALYSIS_T170_VS_T100 muc 4b (marginal -13,787 khi macro chop). Chi tiet GS100 lam moc: conc_tb 2.43 vs 0.81 cua T170 (conc_p50=0 o CA HAI — danh muc rong hon nua so gio), hold_p50 10.2h vs 4.8h, hold_p90 168h = LOSER_TIME_STOP_HOURS; day du rate/maxDD/UW/return theo tung nam. SWEEP V4: 8 config, TACH RIENG tung bien, moi config so voi CA T170 goc LAN GS100. A (ha tiep gate): GS085/GS070/GS055 — machinery y het GS100, chi doi scale. B (tang K tren NEN GS100): K10_GS100, K12_GS100 — chi doi SELECTOR_RANK_TOPK (K16 khong chay lai). C (DCA nguong sau tren NEN GS100): DCA20/DCA25/DCA30_GS100 — chi doi SIM_DCA_SIGNAL_LOSS, COOLDOWN GIU 60p (V1 goc) de tach bien, khac V2 vi doi ca hai. KHONG THEM CODE (GS scale / K / DCA threshold deu da tham so hoa). Cong parity ds_v3_parity phai ra efb793e2 n=1089 truoc khi chay. Cau hoi cot loi: nhanh nao THOAT duoc khung UW 2025-03-04..10-11? Ky vong ghi TRUOC o muc 6. Chot truoc; khong tune/242/push; holdout 2026 nguyen.
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…GIU T170. BUOC 0 (chan doan, khong rerun sim): UW=221 la CORRELATED SYSTEMIC EVENT — sau config that bai thuoc HAI ho co che khac han (yonathan95#52 chia margin deu; V3 noi gate+DCA) deu vao underwater DUNG 2025-03-04 (dinh 2025-03-03) va hoi ve dinh 2025-10-11..13. Hai config PASS (T170 UW=92, DCA8 UW=88) o khung khac han (2024-04-10 -> 2024-07). Trong khung do quan the HEP lai +1,419 con moi quan the RONG lo -1,937..-3,399. Chi tiet GS100: conc_tb 2.43 vs 0.81 (conc_p50=0 ca hai), hold_p50 10.2h vs 4.8h, day du rate/DD theo nam. SWEEP 8 config (KHONG sua code, moi profile sed doi DUNG 1 dong tu ds_gs100; parity efb793e2 PASS): A ha tiep gate 0.85/0.70/0.55: XAU DON DIEU. n 4096/6318/11562, CAGR 24.20/11.49/9.57, maxDD -13.94/-26.35/-41.68. GS100 (scale 1.00) la DINH; xuong duoi lam sup ca loi nhuan lan rui ro. B tang K 10/12 tren nen GS100: maxDD -16.59/-20.04 (vo tran 15), UW 2022 187/224 — doi doan UW dai nhat sang bear 2022, CAGR khong doi (28.70/28.40) => tra rui ro ma khong duoc loi nhuan. C DCA nguong sau -20/-25/-30 tren nen GS100: TOT NHAT trong 8. maxDD -10.99/-10.45/-10.66 (tot hon ca T170 -11.84), win% len 83.88, UW 2025 ha 221 -> 183. NHUNG van >120 => NULL. Du doan o PREREG muc 6 rang nhanh C 'khong dong toi UW' la SAI — da ghi ro, khong sua pre-reg. CI: ca 8 config co 0 rate chat luong ngoai CI theo huong TOT (moi rate ngoai CI deu theo huong XAU). Hard-constraint: 8/8 FAIL. Gan tran nhat la DCA25/DCA30 (UW 2025 = 183, van gap 1.5 lan tran). TRA LOI GIA THUYET USER: tang n 1089->~2700-3000 giu duoc maxDD (DCA30 -10.66 con tot hon T170) nhung UW van no 2.3x; tang tiep 4000+ thi ca hai sup. 'Pha loang rui ro 1 coin chet' co o truc maxDD nhung KHONG co o truc UW, vi cac lenh them vao KHONG doc lap — cung bi mot dot chop macro danh nen CONG DON theo thoi gian chu khong pha loang. 11 huong da thu, TAT CA chet vi UW. Khong tune/242/push; holdout 2026 nguyen.
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…) tu printDone/sim.out da co Thuan tong hop, KHONG chay sim moi, KHONG tune, khong can pre-reg. Cot: config,dataset,year,n,win_pct,tsloss_pct,meanP_pct,pnl_usd,ret_pct,maxDD_pct,uw_days,equity_end,note year=TOTAL la dong tong. n = so LEG dong trong nam do; pnl_usd = tong cot pnl cua cac leg dong trong nam; ret_pct/maxDD_pct/uw_days tinh tren equity THAT (b+unP tu sim.out) trong pham vi nam do. 29 config: 3 baseline goc (T100/T130/T170) + 3 NOBD + 3 V3 gate-widen (GS100/120/140) + 3 V4-A (GS085/070/055) + 2 V4-B (K10/K12_GS100) + 3 V4-C (DCA20/25/30_GS100V4) + 3 V1 (DCA5/8/12_T170V1) + 3 V2 (DCA30/40/50_T170V2) + 3 yonathan95#52 (X2H_V1/V2/V3) + REGIME + GD92 + PARITY_R. DAT TEN TRANH NHAM theo yeu cau: DCA30_GS100V4 (V4 nhanh C, nen GS100) vs DCA30_T170V2 (V2, nen T170). CANH BAO DATASET: GD92 va PARITY_R chay tren wfo_ds_x1 (2022-01..2025-12, khong co 2021) — DATASET KHAC voi 27 config con lai (wfo_ds_x1_2021, 2021-07..2025-12) => KHONG so sanh truc tiep duoc. PARITY_R them vao lam baseline doi chieu cua GD92 (khong co no thi so GD92 vo nghia). GD92 lay tu devrun X1_C3_FULL_GD92 (printDone that) chu khong chep tay tu md — chinh xac hon.
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Bumps fastjson from 1.2.76 to 2.0.18.
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