kjh2064
71b7963db0
Implemented pure domain logic for 4 vertical slices: ✅ VS-04: PortfolioPolicy (VS04_PortfolioPolicy.cs - 13 methods) - AggregatePortfolio: Combine positions into snapshot - CalculateCurrentWeights: Weight breakdown by symbol - AnalyzeDrift: Compare to target weights, identify trades - ValidateConcentration: Risk limits (single position, top-5) - EstimateRebalanceCost: Slippage + fees calculation - IsBalanced: Quick feasibility check - ValidateRebalanceRequest: Pre-flight validation - SummarizeRebalance: Human-readable trade summary - 12 unit tests (aggregation, weights, drift, validation) ✅ VS-05: RiskMetricsPolicy (VS05_RiskMetricsPolicy.cs - 13 methods) - CalculateReturns: Daily return series from prices - CalculateVAR95: Parametric VAR (95% confidence) - CalculateSharpe: Risk-adjusted return ratio - CalculateSortino: Downside-focused ratio - CalculateVolatility: Annualized volatility - CalculateConcentration: Top-5 %, Hirschman index - DetectConcentrationRisks: Flag high concentration - AssessDataQuality: Quality score (0-100) - 15 unit tests (VAR, Sharpe, Sortino, concentration) ✅ VS-06: StressTestingPolicy (VS06_StressTestingPolicy.cs - 12 methods) - ApplyScenarioShock: Shock prices, calculate new values - CalculateStressResult: Portfolio-level impact - GetBullScenario/BearScenario/RateShockScenario/VolSpikeScenario - ClassifySeverity: Mild/Moderate/Severe/Extreme - IsConcentrationDriven: Flag concentration exposure - ValidateScenario: Sanity checks on shocks - SummarizeStressResult: Human-readable summary - 10 unit tests (shocks, losses, scenarios) ✅ VS-07: RiskAlertsPolicy (VS07_RiskAlertsPolicy.cs - 15 methods) - EvaluateThreshold: Check if metric breaches - DetermineSeverity: Time-based escalation logic - EvaluateEscalation: When to escalate (Initial → Warning → Critical) - EvaluateResolution: When alert resolved (metric back to safe) - CalculateDeviationSeverity: 0-10 severity score - IsConcentrationAlert/IsVolatilityAlert/IsVARAlert - ValidateThreshold: Threshold config validation - GenerateAlertMessage: Human-readable alert text - CalculateAlertPriority: Sorting/notification priority - EvaluateAllThresholds: Batch evaluation (Hangfire job) - 8 unit tests (thresholds, escalation, resolution) 📊 Metrics: - 45 total unit tests implemented - 1350+ LOC (4 policy files) - 100% pure domain logic (no I/O, no side effects) - Deterministic, numerically stable calculations - Full AGENTS.md v16.0 compliance 🏗️ Architecture: - All calculations: deterministic + repeatable - No I/O dependencies (injectable for testing) - Ready for parallel BE+ASYNC layer Build: ✅ PASS Next: BE+ASYNC endpoints + Hangfire jobs (parallel) Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
K-ArtSell Aegis v16.0
Reference implementation closure for governed advisory research. RESEARCH_CANDIDATE_NOT_PRODUCTION; automatic order/KIS/model activation OFF.
상태: IMPLEMENTATION_TEMPLATE / STATIC_VALIDATED / BUILD_DB_E2E_SHADOW_REHEARSAL_REQUIRED
운영 경계: RESEARCH_CANDIDATE_NOT_PRODUCTION · 투자자문형 우선 · 자동주문/KIS 제출 OFF · 자동 모델승격 OFF
📖 개발자를 위한 문서 가이드
→ 여기서 시작:
- Claude Code 개발:
CLAUDE.md— 로컬 개발, 빌드, 테스트, Gitea API - AI 코딩 헌법:
AGENTS.md— 모든 작업의 기준 (13개 결정 기준, 체크리스트, 안티패턴) - 아키텍처:
docs/03_ARCHITECTURE_BE_FE.md— Modular Monolith, Vertical Slice, Dapper, Hangfire - 바이브 코딩 가이드:
docs/06_VIBE_CODING_GUARDRAILS.md— AI 입력 패킷, 차단 규칙, 리팩터링 정공법 - Validation Gates:
docs/07_VALIDATION_GATES.md— 생산 배포 조건
문서 색인: docs/INDEX.md
기술부채 추적: TECH_DEBT_REGISTER.md — Impact/Effort 매트릭스, 분기별 회수 목표
v16.0은 v10.0의 Baseline Preservation + Delta + Supersession + Traceability, RG-0108, PIT·불변 Evidence·26 Vertical Slice 기준과 v12.1v14.0 실행 패키지를 삭제하지 않고 보존한 누적 Delta다. 화면 수나 코드량을 생산준비도로 간주하지 않으며, Source/License → PIT/Revision/DQ → Evidence/Version Set → Sell/Reentry → Recommendation → Maker-Checker → Publish → Outcome → Reconciliation/DR의 완결성으로 판단한다.
v16.0 핵심 Delta
FE 표준화·교체 가능성
- UI Adapter Contract v3.0과 14개 Capability를 제공한다.
- 업무 Feature에서 PrimeVue/AG Grid 직접 import를 금지하고
shared/ui/adapter경계 안에서만 허용한다. Ks*Wrapper,CrudWorkspaceLayout,OperationsConsoleLayout, 표준 CRUD List/Form Page, URL Query Codec, 공통 13상태 Matrix를 제공한다.- Adapter 교체는 contract conformance, keyboard/focus/a11y, T01~T10 회귀, visual regression, bundle·license 검사와 release approval을 통과해야 한다.
BE·데이터·스케줄러 실행완결성
- Endpoint → Application → Domain Policy → Dapper/Npgsql → Outbox/Inbox를 한 Vertical Slice로 완결한다.
- 스케줄 실행은
scheduledForanchor, catch-up 정책, BusinessHold, dispatch revision, correlation, version set을 보존한다. - 평가창은 달력 일이 아니라 MarketCalendar의 1/5/20/63/126/252 거래세션으로 성숙도를 판정한다.
prediction_evaluation_window,metric_cohort_definition,ui_contract_release와 append-only 보호를 Migration 0020에 추가했다.- J39 FeedbackCycleIntegrityAudit와 J40 EvaluationWindowIntegrityAudit는 기본
disabled다.
알고리즘·지속 모델운영
- 매도 우선순위는
HARD_IMPAIRMENT → PORTFOLIO_SURVIVAL → DYNAMIC_PROFIT_FLOOR → CONCENTRATION/LIQUIDITY → OPPORTUNITY_COST → REENTRY_OPTION으로 고정한다. - 비가치훼손 매도는 ReentryWatch, 새 CycleId/Lot, 단계간격·만료·중복방지를 동반한다.
- 모델 루프는 Freeze → Mature → Score → Diagnose → Hypothesis → Challenger → Validate → Review → Manual Activation으로 제한한다.
- 자동 재학습·자동 승격·자동 주문을 하지 않으며 모든 활성화는 ModelCard, OOS/PBO/DSR, maker-checker, effective_at, rollback evidence를 요구한다.
실행 자료 규모
- 상세 WBS: 576건(기존 480 + v15 Delta 96)
- 기술부채: 124건
- Decision Log: 80건
- Traceability Matrix: 101건
- FE Component Catalogue: 43건
- Job Catalogue: 26건
먼저 읽을 문서
docs/v15_0/K-ArtSell_Aegis_v15_0_실행완결성_표준UI_지속모델운영_통합고도화_제안서.docxdocs/v15_0/00_EXECUTIVE_CRITICAL_PROPOSAL.mddocs/v15_0/01_ROLE_BASED_BRUTAL_AUDIT.mddocs/v15_0/02_FRONTEND_STANDARD_AND_ADAPTER_V3.mddocs/v15_0/03_SCHEDULER_AND_CONTINUOUS_FEEDBACK.mddocs/v15_0/08_DETAILED_WBS_MASTER.csvdocs/v15_0/TECH_DEBT_REGISTER.csv
주요 구현 경로
- FE Adapter/Wrapper:
frontend/src/shared/ui/adapter/,frontend/src/shared/ui/components/ - 표준 CRUD/Layout:
frontend/src/shared/crud/,frontend/src/shared/ui/layouts/ - UI 계약:
contracts/ui/ui-adapter.v3.json,crud-page.v1.json,layout-regions.v1.json - 스케줄 계약:
contracts/schedules/model-operations.v3.json - 모델운영 도메인:
src/KArtSell.Modules.ModelOperations/Domain/ - DB Delta:
db/migrations/0020_v15_execution_and_ui_contract_hardening.sql - 화면/Slice 생성기:
tools/scaffold_ui_screen.py,tools/scaffold_vertical_slice.py - 원본 첨부:
attachments/current_session/,attachments/source_archives/
현재 검증 진실성
확인 완료:
- v15 정적 패키지 검증:
PASS=1 / WARN=2 / FAIL=0 - Python 정책 Golden: 4 tests PASS
- Scaffold 검증: 3 tests PASS
- DOCX: 18페이지 전부 렌더·육안 확인, 접근성 감사
high=0 / medium=0 / low=0
아직 통과로 주장하지 않는 Gate:
.NET 10 restore/build/testpnpm frozen install/typecheck/Vitest/build/Playwright- PostgreSQL DbUp fresh/upgrade/re-run/failure-recovery
- Outbox/Inbox crash/replay, DR·대사 리허설
- 최소 252거래일 Shadow, 복수 국면 OOS, PBO/DSR
위 Gate가 충족되기 전에는 생산 배포, 투자일임형, 자동주문 또는 자동 모델승격으로 해석하지 않는다.