AI 中文总结
本研究审计Binance BTCUSDT USD-M永续期货公开存档的可用性，调整数据要求后，经审计的自适应智能体未确立优越性，报告范围受限的负向结果。
AI 中文摘要
公开加密货币存档在文件存在时看似可用，但因子研究要求在每个决策时间都能获得并执行观测。我们使用事件、发布和可用性时间对公开Binance BTCUSDT USD-M永续期货数据进行审计，将提案与确定性审计、评估及保留访问分开。初始对交易、标记、指数和持仓量的无间隙五分钟要求未达标：最长未修复交集为304.5729166666667天。一项已披露修订将交易、标记、指数和已实现资金作为核心流，使持仓量可选，因其发布时间未验证。修订后的掩码保留727个完整UTC日，并支持436/145/146天的训练、验证和历史保留集划分。在80个冻结的已知规则模板上，审计器检测到40/40个违规，拒绝0/40个合法模板。在10条零信号路径上，完整审计将平均误通过率从0.2910降至0.0625。在匹配的有效候选预算下，经审计的自适应智能体与随机搜索表现相当，未确立优越性。在一次性历史保留集中，所有评估运行在主要成本下均有正IC但负净夏普比率。因此我们报告范围受限的负向结果，而非盈利能力或智能体优越性主张。
英文摘要
Public cryptocurrency archives may appear usable when files exist, although factor research requires observations available and executable at each decision time. We audit public Binance BTCUSDT USD-M perpetual-futures data using event, publication, and availability times and separate proposal from deterministic auditing, evaluation, and holdout access. An initial gapless five-minute requirement for trade, mark, index, and open interest failed: the longest unrepaired intersection was 304.5729166666667 days. A disclosed revision made trade, mark, index, and realized funding the core streams and made open interest optional because its publication time was unverified. The revised mask retained 727 complete UTC days and supported a 436/145/146-day train, validation, and historical-holdout split. On 80 frozen known-rule templates, the auditor detected 40/40 violations and rejected 0/40 legal templates. Across ten null-signal paths, full auditing reduced mean false passes from 0.2910 to 0.0625. Under matched valid-candidate budgets, the audited adaptive agent tied random search and did not establish superiority. In the one-time historical holdout, all evaluated runs had positive IC but negative net Sharpe under primary costs. We therefore report a scoped negative result rather than a profitability or agent-superiority claim.
Comments11 pages, 4 figures; scoped negative-result preprint; reproducibility materials included
