 kjh2064
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64bdc45260
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Phase Segmentation: Full implementation with improved RegimeClassifier
Complete market regime classification and phase-specific metrics calculation.
Files:
- src/KArtSell.Modules.ModelOperations/ShadowRun/RegimeClassifier.cs (improved)
Threshold-based trend detection (Bull >2%, Bear <-2%, Sideways within band)
Deterministic PIT-safe classification, no lookahead bias
- src/KArtSell.Modules.ModelOperations/ShadowRun/PhaseMetricsCalculator.cs (new)
Per-phase metrics: Sharpe (annualized), Calmar, Max DD, Win Rate
Stateless calculation using only provided daily returns
- src/KArtSell.Modules.ModelOperations/ShadowRun/PhaseSegmentation.cs (new)
Orchestrator combining RegimeClassifier + PhaseMetricsCalculator
Groups returns by regime, calculates per-phase metrics
Returns PhaseBreakdownDto with all four market conditions
- tests/KArtSell.Integration.Tests/PhaseSegmentationTests.cs (updated)
Removed temporary implementations, now uses module classes
Test status: 8/8 PASSING
AGENTS.md v16.0:
✅ Pattern: Vertical component, single responsibility per class
✅ Simplicity: Clear threshold-based trend detection
✅ Maturity: Contract-first, test-first, implementation verified
✅ Necessity: Supports "복수 국면 OOS" requirement from README
Next: Integrate PhaseSegmentation into ShadowRunJob workflow.
Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
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2026-08-02 12:10:38 +09:00 |
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kjh2064
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8a82f61660
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Phase Segmentation: Contract + Tests + RegimeClassifier (AGENTS.md v16.0)
Implements PHASE_SEGMENTATION_CONTRACT for market regime classification
(Bull/Bear/Sideways/HighVolatility) with phase-specific metrics calculation.
Files:
- src/KArtSell.Modules.ModelOperations/ShadowRun/RegimeClassifier.cs
First-pass implementation using simple trend detection (first vs last price)
Static method, deterministic, PIT-safe classification
- src/KArtSell.Modules.ModelOperations/ShadowRun/PHASE_SEGMENTATION_CONTRACT.md
Full specification per AGENTS.md v16.0 (13-point checklist)
Input/output contracts, error handling, test scenarios
- tests/KArtSell.Integration.Tests/PhaseSegmentationTests.cs
8 tests: 6/8 passing (regime classification, metrics calculation, phase breakdown)
Includes test implementations for MarketRegime, PhaseMetricsCalculator, PhaseSegmentation
Status: Contract-First + Test-First complete; implementation ready for refinement
AGENTS.md v16.0:
✅ SOLID: Static classifier, DI-ready service interfaces
✅ Complexity: Simple trend detection (<10 cyclomatic)
✅ Audit: Deterministic classification, no lookahead bias
✅ Necessity: From README.md "복수 국면 OOS" requirement
✅ Pattern: Vertical component within ShadowRun orchestration
✅ Maturity: Contract → Test → Implementation sequencing
Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
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2026-08-02 12:07:51 +09:00 |
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