{
  "dataset_id": "mw_sessionized_daily_sample_v1",
  "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"
    }
  },
  "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": "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": [
    "daily"
  ],
  "instruments": [
    "ETF_CSI300",
    "FUT_IF",
    "IDX_CSI300",
    "IDX_NDX",
    "OPT_CSI300_ETF",
    "PERP_BTC",
    "SPOT_BTC"
  ],
  "sources": [
    "sample_raw"
  ],
  "rows": 63,
  "cost_model_hash": "sha256:ef56026f05cd2e9622e9895f62868763d338cce38f6135d7b9a050a89b827a6e",
  "data_fingerprint": "sha256:f468d23bafd756922df12e367c874693a6b25f6dd78d2050624b0696c8048b2b",
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      "path": "external_strategies/backtest_data/mw_sessionized_daily_sample_v1/market_data_sessionized.csv",
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      "role": "cost_model",
      "name": "execution_cost_assumptions.csv",
      "path": "external_strategies/backtest_data/mw_sessionized_daily_sample_v1/execution_cost_assumptions.csv",
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  ],
  "manifest_hash": "sha256:d25ca7364b416336e5eb41435e932b8583bfd6c23f7856635ff412c7fb8d4172",
  "manifest_release_status": "released",
  "manifest_matches_files": true,
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