{
  "source": "/root/cb-allotment/data/option_forward/options_SHFE_OPAG.parquet",
  "sha256": "4419bdb421b93729d6438fe94fe58dd49258a63ff41fcad35d2726ae6d9c33c0",
  "rows": 482960,
  "days": 420,
  "duplicate_keys": 0,
  "start": "20250102",
  "end": "20261009",
  "near_days": 250,
  "no_near_days": 170,
  "zero_volume_fraction": 0.671477969189995,
  "future_match_fraction": 1.0,
  "existing_vix_rows": 360,
  "existing_vix_near_term_outside_7_90": 150,
  "decision": "Do not use existing 30d VIX or the un-repaired chain for full-period strategy claims. Fetch missing chains into isolated research inputs, then rerun audit.",
  "execution_limitations": [
    "No historical bid/ask",
    "American exercise: Black-76 only a signal approximation",
    "Daily closes across legs not guaranteed simultaneous",
    "No actual historical broker margin schedule"
  ]
}