{
  "version": 1,
  "article": {
    "path": "sae-crypto-factor-replication-lambda",
    "title": "照抄公式也训不出稀疏：一篇 SAE 加密因子论文的复现边界",
    "locale": "zh-cn",
    "canonical": "https://vxi.me/posts/sae-crypto-factor-replication-lambda/",
    "markdown": "https://vxi.me/posts/sae-crypto-factor-replication-lambda.md"
  },
  "verification": {
    "level": "first-party",
    "verified_at": "2026-11-01T00:00:00.000Z",
    "summary": "预注册协议的一手复现：波动与去相关主张未达论文量级，印刷版 λ 协议在本面板惰性（SAE 与稠密消融不可区分）；无 Alpha 与种子不稳定两条与论文一致；执行滞后与成本为我方扩展。",
    "environments": [
      "Python 3.12 / NumPy 自行实现（梯度有限差分校验通过）",
      "Binance 现货 USDT 日线，公共数据接口（免 key）",
      "冻结的 150 个流动性资产，2022-01-01..2024-12-31",
      "5 折 expanding walk-forward / 590 个评估日"
    ],
    "evidence_mode": "mixed"
  },
  "public_sources": {
    "repository": {
      "url": "https://github.com/vxime/sae-crypto-factor-replication",
      "commit": "c93188255f57c0ca17d53d9b8f028314672e5dd0",
      "label": "公开复现代码与冻结结果"
    },
    "run": null
  }
}