Exporting target files

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The public pipeline provides export-targets, which converts owner-produced holdings JSON into a quant-execution-engine.targets/v2 file. It handles file shape, market suffixes, and basic numeric validation. It does not load strategy configuration or provider data, or connect to a broker.

Input may be an array of holdings or an object with a non-empty holdings array:

{
  "run_id": "run-20260905",
  "as_of": "2026-09-05",
  "holdings": [
    {"symbol": "600000.SH", "weight": 0.6},
    {"symbol": "000001.SZ", "weight": 0.3}
  ]
}

strategy export-targets \
  --holdings artifacts/holdings.json \
  --out artifacts/targets.json

The command also writes targets.json.lineage.json by default. It accepts long-only holdings with finite, non-negative weights whose total is greater than zero and no more than one. Duplicate normalized (symbol, market) pairs are rejected. .SH, .SZ, .BJ, .XSHG, and .XSHE suffixes map to market: CN; other symbols need an explicit market.

For China-only targets, the exported target_gross_exposure is 0.99; for other or mixed markets it is 1.0. The resulting file can be passed to quant-execution-engine for its own dry-run, paper, or live gates.