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      "source_policy_id": "marketworld_public_rest_history_v1",
      "venue_policy_id": "marketworld_venue_locked_v1",
      "coverage_policy": "必须覆盖策略包 rules/signal_intents 中所有 legs/from/to 标的。",
      "venue_binding_policy": "策略必须声明并锁定官方 manifest 中的 execution_venue/data_provider/venue_symbol；同场所、同品牌、跨场所与 spot-only 数据包不得混用。",
      "anti_lookahead_policy": "数据包按 UTC daily close 固化；回测不得读取当前 bar 之后的数据或未收盘日线。",
      "instrument_sources": {
        "SPOT_BTC": {
          "execution_venue": "OKX",
          "data_provider": "okx_spot",
          "venue_symbol": "BTC-USDT",
          "market_type": "crypto_spot",
          "source_role": "spot",
          "dataset_source": "okx_public_rest_history",
          "live_source": "OKX public spot"
        },
        "PERP_BTC": {
          "execution_venue": "OKX",
          "data_provider": "okx_swap",
          "venue_symbol": "BTC-USDT-SWAP",
          "market_type": "crypto_perp",
          "source_role": "perpetual_swap",
          "dataset_source": "okx_public_rest_history",
          "live_source": "OKX public swap"
        }
      },
      "venue_pairs": [
        {
          "venue_pair_id": "okx_btc_spot_perp",
          "scope": "same_venue",
          "basis_type": "spot_perp",
          "underlying": "BTC",
          "execution_venues": [
            "OKX"
          ],
          "allow_cross_venue_basis": false,
          "legs": [
            {
              "role": "spot",
              "instrument": "SPOT_BTC",
              "execution_venue": "OKX",
              "data_provider": "okx_spot",
              "venue_symbol": "BTC-USDT"
            },
            {
              "role": "perpetual_swap",
              "instrument": "PERP_BTC",
              "execution_venue": "OKX",
              "data_provider": "okx_swap",
              "venue_symbol": "BTC-USDT-SWAP"
            }
          ],
          "notes": "Same OKX venue family. Cross-exchange basis must use a separate official dataset and venue_pair_id."
        }
      ],
      "cost_model_id": "mw_cost_okx_btc_spot_perp_v1",
      "source_references": [
        "https://www.okx.com/docs-v5/en/#order-book-trading-market-data-get-candlesticks-history"
      ],
      "generated_by": "scripts/generate_crypto_venue_backtest_packages.py",
      "generated_at": "2026-06-27T05:27:39+00:00",
      "period": {
        "start": "2026-03-29",
        "end": "2026-06-26",
        "timezone": "UTC"
      },
      "granularity": [
        "daily"
      ],
      "instruments": [
        "PERP_BTC",
        "SPOT_BTC"
      ],
      "sources": [
        "okx_public_rest_history"
      ],
      "rows": 180,
      "cost_model_hash": "sha256:3e1965e39747bd707e39a7a8bb259257d4816e5c9d1684a96588786d52b20a32",
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    },
    {
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      "label": "MarketWorld OKX spot / Kraken perp BTC daily v1",
      "description": "Cross-venue BTC basis package using OKX BTC-USDT spot and Kraken Futures PF_XBTUSD perpetual daily bars.",
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      "venue_policy_id": "marketworld_venue_locked_v1",
      "coverage_policy": "必须覆盖策略包 rules/signal_intents 中所有 legs/from/to 标的。",
      "venue_binding_policy": "策略必须声明并锁定官方 manifest 中的 execution_venue/data_provider/venue_symbol；同场所、同品牌、跨场所与 spot-only 数据包不得混用。跨场所策略必须使用 MarketWorld 单独发布的 cross_venue 数据包。",
      "anti_lookahead_policy": "数据包按 UTC daily close 固化；回测不得读取当前 bar 之后的数据或未收盘日线。",
      "timestamp_alignment": {
        "policy_id": "marketworld_cross_venue_utc_daily_close_v1",
        "alignment_key": "timestamp",
        "timezone": "UTC",
        "granularity": "daily",
        "bar_close": "00:00:00+00:00",
        "method": "inner_join_on_common_closed_daily_timestamps",
        "required_legs_per_timestamp": [
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          "KRAKEN_PERP_BTC"
        ],
        "max_allowed_lag_seconds": 0,
        "missing_leg_policy": "reject_dataset",
        "notes": "Cross-venue packages are aligned on common closed UTC daily timestamps before release. Intraday/tick arbitrage requires a separate intraday/tick package."
      },
      "instrument_sources": {
        "OKX_SPOT_BTC": {
          "execution_venue": "OKX",
          "data_provider": "okx_spot",
          "venue_symbol": "BTC-USDT",
          "market_type": "crypto_spot",
          "source_role": "spot",
          "dataset_source": "okx_public_rest_history",
          "live_source": "OKX public spot"
        },
        "KRAKEN_PERP_BTC": {
          "execution_venue": "KRAKEN_FUTURES",
          "data_provider": "kraken_futures",
          "venue_symbol": "PF_XBTUSD",
          "market_type": "crypto_perp",
          "source_role": "perpetual_swap",
          "dataset_source": "kraken_futures_public_charts",
          "live_source": "Kraken Futures public charts"
        }
      },
      "venue_pairs": [
        {
          "venue_pair_id": "okx_spot_kraken_perp_btc",
          "scope": "cross_venue",
          "basis_type": "spot_perp",
          "underlying": "BTC",
          "execution_venues": [
            "OKX",
            "KRAKEN_FUTURES"
          ],
          "allow_cross_venue_basis": true,
          "legs": [
            {
              "role": "spot",
              "instrument": "OKX_SPOT_BTC",
              "execution_venue": "OKX",
              "data_provider": "okx_spot",
              "venue_symbol": "BTC-USDT"
            },
            {
              "role": "perpetual_swap",
              "instrument": "KRAKEN_PERP_BTC",
              "execution_venue": "KRAKEN_FUTURES",
              "data_provider": "kraken_futures",
              "venue_symbol": "PF_XBTUSD"
            }
          ],
          "notes": "Official cross-venue package. Transfer, borrow, and routing risk must be handled by the cost model and private review."
        }
      ],
      "cost_model_id": "mw_cost_okx_spot_kraken_perp_btc_v1",
      "source_references": [
        "https://www.okx.com/docs-v5/en/#order-book-trading-market-data-get-candlesticks-history",
        "https://docs.kraken.com/api/docs/futures-api/trading/charts/"
      ],
      "generated_by": "scripts/generate_cross_venue_backtest_packages.py",
      "generated_at": "2026-06-29T04:42:12+00:00",
      "period": {
        "start": "2026-03-29",
        "end": "2026-06-26",
        "timezone": "UTC"
      },
      "granularity": [
        "daily"
      ],
      "instruments": [
        "KRAKEN_PERP_BTC",
        "OKX_SPOT_BTC"
      ],
      "sources": [
        "kraken_futures_public_charts",
        "okx_public_rest_history"
      ],
      "rows": 180,
      "cost_model_hash": "sha256:8e812f64792119632c5e16b689d2feee5ae4551079f121bdfbd18e398796e1e0",
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      "provider": "marketworld",
      "status": "approved",
      "label": "MarketWorld sessionized daily sample v1",
      "description": "MarketWorld 发布的版本化历史回测数据包；用户在本地下载后回测，提交时必须引用同一哈希。",
      "source_policy_id": "marketworld_official_history_v1",
      "venue_policy_id": "marketworld_venue_locked_v1",
      "coverage_policy": "必须覆盖策略包 rules/signal_intents 中所有 legs/from/to 标的。",
      "venue_binding_policy": "策略必须声明并锁定官方 manifest 中的 execution_venue/data_provider/venue_symbol；同场所期现与跨场所期现不得混用。",
      "anti_lookahead_policy": "数据包按 timestamp/source_session 固化；回测不得读取当前 bar 之后的数据。",
      "instrument_sources": {
        "SPOT_BTC": {
          "execution_venue": "OKX",
          "data_provider": "okx_spot",
          "venue_symbol": "BTC-USDT",
          "market_type": "crypto_spot",
          "source_role": "spot",
          "dataset_source": "sample_raw",
          "live_source": "OKX public spot",
          "notes": "Live/paper trading anchor is OKX BTC-USDT spot. This sample dataset still stores rows as sample_raw."
        },
        "PERP_BTC": {
          "execution_venue": "OKX",
          "data_provider": "okx_swap",
          "venue_symbol": "BTC-USDT-SWAP",
          "market_type": "crypto_perp",
          "source_role": "perpetual_swap",
          "dataset_source": "sample_raw",
          "live_source": "OKX public swap",
          "notes": "Live/paper trading anchor is OKX BTC-USDT-SWAP. Binance USD-M is backup-only unless a separate dataset says so."
        },
        "FUT_IF": {
          "execution_venue": "CFFEX_SIM",
          "data_provider": "marketworld_sample_cn_future",
          "venue_symbol": "IF",
          "market_type": "index_future",
          "source_role": "future",
          "dataset_source": "sample_raw",
          "live_source": "research/sample"
        },
        "ETF_CSI300": {
          "execution_venue": "CN_ETF_SIM",
          "data_provider": "marketworld_sample_cn_cash",
          "venue_symbol": "ETF_CSI300",
          "market_type": "etf",
          "source_role": "cash",
          "dataset_source": "sample_raw",
          "live_source": "research/sample"
        },
        "IDX_CSI300": {
          "execution_venue": "INDEX_ONLY",
          "data_provider": "marketworld_sample_index",
          "venue_symbol": "CSI300",
          "market_type": "spot_index",
          "source_role": "benchmark",
          "dataset_source": "sample_raw",
          "live_source": "research/sample"
        },
        "IDX_NDX": {
          "execution_venue": "INDEX_ONLY",
          "data_provider": "marketworld_sample_index",
          "venue_symbol": "NDX",
          "market_type": "spot_index",
          "source_role": "benchmark",
          "dataset_source": "sample_raw",
          "live_source": "research/sample"
        },
        "OPT_CSI300_ETF": {
          "execution_venue": "CN_OPTION_SIM",
          "data_provider": "marketworld_sample_cn_option",
          "venue_symbol": "OPT_CSI300_ETF",
          "market_type": "option",
          "source_role": "option",
          "dataset_source": "sample_raw",
          "live_source": "research/sample"
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      },
      "venue_pairs": [
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              "data_provider": "okx_spot",
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            },
            {
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              "instrument": "PERP_BTC",
              "execution_venue": "OKX",
              "data_provider": "okx_swap",
              "venue_symbol": "BTC-USDT-SWAP"
            }
          ],
          "notes": "BTC same-venue spot/perp basis. Cross-exchange basis must use a separate official dataset and venue_pair_id."
        }
      ],
      "cost_model_id": "mw_cost_policy_2026_06_10",
      "period": {
        "start": "2026-05-01",
        "end": "2026-05-09",
        "timezone": "mixed_exchange_timezones"
      },
      "granularity": [
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      ],
      "instruments": [
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        "FUT_IF",
        "IDX_CSI300",
        "IDX_NDX",
        "OPT_CSI300_ETF",
        "PERP_BTC",
        "SPOT_BTC"
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      "provider": "marketworld",
      "status": "approved",
      "label": "MarketWorld Binance.US BTC spot daily v1",
      "description": "Binance.US public daily klines for BTCUSDT spot. No same-venue perpetual leg is published in this package.",
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      "venue_policy_id": "marketworld_venue_locked_v1",
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              "data_provider": "binance_us_spot",
              "venue_symbol": "BTCUSDT"
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          ],
          "notes": "Spot-only venue package. Binance.US spot is not a same-venue perpetual package."
        }
      ],
      "cost_model_id": "mw_cost_binanceus_btc_spot_v1",
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        "end": "2026-06-26",
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      },
      "granularity": [
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      "instruments": [
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      "sources": [
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      ],
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