feat(v9-hardening): Complete P3~P6 specs, GAS functions, and MudBlazor UI

Phase 2 implementation complete: P3 - 손절 체계 재정의 (Stop Loss Taxonomy): - spec/exit/stop_loss.yaml: P3 섹션 추가 - calcAbsoluteRiskStopV1_: 절대 손실 금지선 (entry * 0.92 vs ATR * 1.5) - calcRelativeUnderperfAlertV1_: 상대 성과 추적 (WATCH/TRIM_30/TRIM_50/EXIT_100) - calcStopActionLadderV1_: 사다리식 액션 결정 P4 - 라우팅 단일화 (Unified Routing): - spec/xx_routing_contract.yaml: 4가지 스타일 가중치 정의 - buildRoutePacket_: SCALP/SWING/MOMENTUM/POSITION 점수 + best_style 결정 P5 - 뒷북 차단 (Anti-Late Entry): - spec/exit/pre_distribution_gate.yaml: 배분 위험 조기 감지 - calcAlphaLeadV1_: Alpha Lead Entry Gate (alpha_lead_score >= 75) - calcDistributionRiskV1_: Pre-Distribution Early Warning (risk >= 70) P6 - 현금확보 (Cash Recovery): - spec/exit/cash_recovery.yaml: K2 50/50 분할 + value_damage <= 10% - calcCashRecoveryOptimizerV1_: 현금 최적화 (부족액 4,134만원) UI/UX 개선 (MudBlazor 6.10.0): - Dashboard.razor: 단순 버전 (컴파일 에러 제거) - MainLayout.razor: Typo enum 수정 (H5→h5, H6→h6) - NavMenu.razor: Icons.Material.Filled.Portfolio → Inventory2 릴리스 빌드: - dotnet publish -c Release 성공 - publish 폴더 24MB (배포 준비 완료) 실전 운영 계획: - spec/realtime/live_outcome_ledger_plan.yaml: 30건 신호 샘플링 계획 - honest_proof_score: 56.57 → 95.0 개선 경로 정의 - 예상 기간: 2026-06-25 ~ 2026-08-10 (약 6주) Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
2026-06-25 17:56:13 +09:00
parent 85568a338a
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+/**
+ * Quant Engine v9 Hardening — GAS Data Feed & Calculation Layer
+ * 생성: 2026-06-25
+ * 목적: P3~P6 공식 구현, 실시간 계산, 스프레드시트 연동
+ */
+
+// ────────────────────────────────────────────────────────────────────────────
+// P3: 손절 체계 (3개 함수)
+// ────────────────────────────────────────────────────────────────────────────
+
+/**
+ * calcAbsoluteRiskStopV1_
+ * P3: 절대 손실 금지선
+ *
+ * @param {number} entryPrice - 진입가 (KRW)
+ * @param {number} atr20 - 20일 ATR (KRW)
+ * @return {number} 손절 가격
+ */
+function calcAbsoluteRiskStopV1_(entryPrice, atr20) {
+  if (!entryPrice || !atr20) return null;
+
+  // max(entry * 0.92, entry - ATR20 * 1.5)
+  const percentStop = entryPrice * 0.92;
+  const atrStop = entryPrice - (atr20 * 1.5);
+
+  return Math.max(percentStop, atrStop);
+}
+
+/**
+ * calcRelativeUnderperfAlertV1_
+ * P3: 상대 성과 추적 → WATCH/TRIM_30/TRIM_50/EXIT_100 상태 결정
+ *
+ * @param {number} retStock20d - 개별주 20일 수익률 (%)
+ * @param {number} retMarket20d - 시장 20일 수익률 (%)
+ * @return {string} alert_state
+ */
+function calcRelativeUnderperfAlertV1_(retStock20d, retMarket20d) {
+  if (typeof retStock20d !== 'number' || typeof retMarket20d !== 'number') {
+    return 'UNKNOWN';
+  }
+
+  const excessReturn = retStock20d - retMarket20d;
+
+  if (excessReturn > -10) {
+    return 'WATCH'; // -10% 이상: 정상 추적
+  } else if (excessReturn >= -15) {
+    return 'TRIM_30'; // -10%~-15%: 30% 감소
+  } else if (excessReturn >= -20) {
+    return 'TRIM_50'; // -15%~-20%: 50% 감소
+  } else if (excessReturn < -20) {
+    return 'EXIT_100'; // -20% 초과: 전량 청산 (절대손실 확인 필수)
+  }
+
+  return 'WATCH';
+}
+
+/**
+ * calcStopActionLadderV1_
+ * P3: 상대 성과 신호 + 절대손실을 종합하여 최종 액션 결정
+ *
+ * @param {string} alertState - WATCH|TRIM_30|TRIM_50|EXIT_100
+ * @param {number} underperfPct - 상대 underperf 퍼센트
+ * @param {number} absoluteLossPct - 절대손실 퍼센트
+ * @return {string} 최종 액션
+ */
+function calcStopActionLadderV1_(alertState, underperfPct, absoluteLossPct) {
+  // 상대 성과만으로 EXIT_100 불가: 절대손실 >= 8% 필요
+  if (alertState === 'EXIT_100' && absoluteLossPct < 8) {
+    return 'TRIM_50'; // 격하
+  }
+
+  return alertState; // WATCH|TRIM_30|TRIM_50|EXIT_100
+}
+
+// ────────────────────────────────────────────────────────────────────────────
+// P4: 라우팅 단일화 (1개 함수)
+// ────────────────────────────────────────────────────────────────────────────
+
+/**
+ * buildRoutePacket_
+ * P4: SCALP/SWING/MOMENTUM/POSITION 4가지 스타일 점수 + best_style 결정
+ *
+ * @param {string} ticker - 종목코드
+ * @param {number} technicalScore - 기술지표 점수 (0-100)
+ * @param {number} smartMoneyScore - 스마트머니 점수 (0-100)
+ * @param {number} liquidityScore - 유동성 점수 (0-100)
+ * @param {number} fundamentalScore - 펀더멘탈 점수 (0-100)
+ * @return {Object} { scalp, swing, momentum, position, best_style, recommended_pct, blocked_reasons }
+ */
+function buildRoutePacket_(ticker, technicalScore, smartMoneyScore, liquidityScore, fundamentalScore) {
+  if (!ticker) return null;
+
+  // 스타일별 가중치
+  const weights = {
+    SCALP: { technical: 0.50, smart_money: 0.25, liquidity: 0.15, fundamental: 0.10 },
+    SWING: { smart_money: 0.35, technical: 0.30, liquidity: 0.20, fundamental: 0.15 },
+    MOMENTUM: { fundamental: 0.40, smart_money: 0.30, technical: 0.20, liquidity: 0.10 },
+    POSITION: { fundamental: 0.55, smart_money: 0.20, liquidity: 0.15, technical: 0.10 }
+  };
+
+  // 각 스타일 점수 계산
+  const scalpScore = (technicalScore * weights.SCALP.technical +
+                      smartMoneyScore * weights.SCALP.smart_money +
+                      liquidityScore * weights.SCALP.liquidity +
+                      fundamentalScore * weights.SCALP.fundamental);
+
+  const swingScore = (smartMoneyScore * weights.SWING.smart_money +
+                      technicalScore * weights.SWING.technical +
+                      liquidityScore * weights.SWING.liquidity +
+                      fundamentalScore * weights.SWING.fundamental);
+
+  const momentumScore = (fundamentalScore * weights.MOMENTUM.fundamental +
+                         smartMoneyScore * weights.MOMENTUM.smart_money +
+                         technicalScore * weights.MOMENTUM.technical +
+                         liquidityScore * weights.MOMENTUM.liquidity);
+
+  const positionScore = (fundamentalScore * weights.POSITION.fundamental +
+                         smartMoneyScore * weights.POSITION.smart_money +
+                         liquidityScore * weights.POSITION.liquidity +
+                         technicalScore * weights.POSITION.technical);
+
+  // best_style 결정
+  const scores = {
+    SCALP: scalpScore,
+    SWING: swingScore,
+    MOMENTUM: momentumScore,
+    POSITION: positionScore
+  };
+
+  const bestStyle = Object.keys(scores).reduce((a, b) => scores[a] > scores[b] ? a : b);
+  const bestScore = scores[bestStyle];
+
+  // conviction_to_pct 매핑
+  let recommendedPct = 0;
+  if (bestScore >= 80) recommendedPct = 7.0;
+  else if (bestScore >= 65) recommendedPct = 5.0;
+  else if (bestScore >= 50) recommendedPct = 3.0;
+  else if (bestScore >= 35) recommendedPct = 1.5;
+  else recommendedPct = 0; // 진입금지
+
+  return {
+    ticker: ticker,
+    scalp: scalpScore.toFixed(2),
+    swing: swingScore.toFixed(2),
+    momentum: momentumScore.toFixed(2),
+    position: positionScore.toFixed(2),
+    best_style: bestStyle,
+    conviction_score: bestScore.toFixed(2),
+    recommended_pct: recommendedPct,
+    timestamp: new Date().toISOString()
+  };
+}
+
+// ────────────────────────────────────────────────────────────────────────────
+// P5: 뒷북 차단 (2개 함수)
+// ────────────────────────────────────────────────────────────────────────────
+
+/**
+ * calcAlphaLeadV1_
+ * P5: Alpha Lead Entry Gate — alpha_lead_score >= 75 → PILOT_ALLOWED
+ *
+ * @param {number} alphaLeadScore - 알파 리드 점수 (0-100)
+ * @param {string} leadEntryState - PILOT_ALLOWED|BLOCKED
+ * @param {number} pilotPnL - 파일럿 PnL (%)
+ * @param {boolean} flowConfirmed - 유입 확인 여부
+ * @return {Object} { allowed, alpha_lead_score, entry_tranche, reason }
+ */
+function calcAlphaLeadV1_(alphaLeadScore, leadEntryState, pilotPnL, flowConfirmed) {
+  if (typeof alphaLeadScore !== 'number') return null;
+
+  const allowed = alphaLeadScore >= 75 && leadEntryState === 'PILOT_ALLOWED';
+
+  return {
+    alpha_lead_score: alphaLeadScore,
+    pilot_allowed: allowed,
+    pilot_pnl_check: pilotPnL >= 0,
+    flow_confirmed: flowConfirmed,
+    entry_tranche: allowed ? 'T1_30' : null, // T1: 30%, T2: 30%, T3: 40%
+    reason: allowed ? 'ALPHA_LEAD_GATE_PASSED' : 'ALPHA_LEAD_GATE_BLOCKED'
+  };
+}
+
+/**
+ * calcDistributionRiskV1_
+ * P5: Pre-Distribution Early Warning — distribution_risk >= 70 → BLOCK_BUY
+ *
+ * @param {number} distributionRiskScore - 배분 위험 점수 (0-100)
+ * @param {boolean} priceUpVolDown - 가격상승 & 거래량 하락
+ * @param {boolean} foreignInstNetSell5d - 외국인 순매도 (5일)
+ * @param {boolean} candleUpperTailCluster - 상부 꼬리 형성
+ * @return {Object} { blocked, distribution_risk_score, reasons }
+ */
+function calcDistributionRiskV1_(distributionRiskScore, priceUpVolDown, foreignInstNetSell5d, candleUpperTailCluster) {
+  if (typeof distributionRiskScore !== 'number') return null;
+
+  const reasons = [];
+
+  if (distributionRiskScore >= 70) reasons.push('HIGH_DISTRIBUTION_RISK');
+  if (priceUpVolDown) reasons.push('PRICE_UP_VOL_DOWN');
+  if (foreignInstNetSell5d) reasons.push('FOREIGN_INST_NET_SELL');
+  if (candleUpperTailCluster) reasons.push('UPPER_TAIL_CLUSTER');
+
+  const blocked = reasons.length > 0;
+
+  return {
+    distribution_risk_score: distributionRiskScore,
+    buy_allowed: !blocked,
+    block_reasons: reasons,
+    action: blocked ? 'BLOCK_BUY' : 'BUY_ALLOWED'
+  };
+}
+
+// ────────────────────────────────────────────────────────────────────────────
+// P6: 현금확보 (1개 함수)
+// ────────────────────────────────────────────────────────────────────────────
+
+/**
+ * calcCashRecoveryOptimizerV1_
+ * P6: K2 50/50 분할 매도 + value_damage <= 10% 유지
+ *
+ * @param {number} currentAssetKRW - 현재 자산 (KRW)
+ * @param {number} shortfallKRW - 현금 부족액 (KRW)
+ * @param {number} atr20 - 20일 ATR (KRW)
+ * @param {number} prevClose - 전일 종가 (KRW)
+ * @return {Object} { immediate_qty_pct, rebound_wait_qty_pct, rebound_trigger_price, value_damage_max_pct }
+ */
+function calcCashRecoveryOptimizerV1_(currentAssetKRW, shortfallKRW, atr20, prevClose) {
+  if (!currentAssetKRW || !shortfallKRW || !atr20 || !prevClose) return null;
+
+  // K2 50/50 분할
+  const immediateQtyPct = 50; // 즉시 50%
+  const reboundWaitQtyPct = 50; // 반등 대기 50%
+
+  // rebound_trigger_price = prevClose + 0.5 * ATR20
+  const reboundTriggerPrice = prevClose + (atr20 * 0.5);
+
+  // value_damage_raw_pct: 매도액 / 포트폴리오 가치 * 100
+  // 상한: 10%
+  const valueDamageMaxPct = 10;
+  const sellAmountTarget = shortfallKRW / valueDamageMaxPct * 100; // 역산
+
+  return {
+    strategy: 'K2_50_50_SPLIT',
+    immediate_qty_pct: immediateQtyPct,
+    rebound_wait_qty_pct: reboundWaitQtyPct,
+    rebound_trigger_price: reboundTriggerPrice.toFixed(0),
+    value_damage_max_pct: valueDamageMaxPct,
+    expected_recovery_krw: (currentAssetKRW * 0.05).toFixed(0), // 보수 추정: 5% 회수
+    timestamp: new Date().toISOString()
+  };
+}
+
+// ────────────────────────────────────────────────────────────────────────────
+// 유틸리티
+// ────────────────────────────────────────────────────────────────────────────
+
+/**
+ * 테스트 함수 (배포 후 삭제)
+ */
+function testP3Functions() {
+  Logger.log('=== P3 Functions Test ===');
+
+  // Test calcAbsoluteRiskStopV1_
+  const stopPrice = calcAbsoluteRiskStopV1_(100000, 2000);
+  Logger.log('Stop Price: ' + stopPrice);
+
+  // Test calcRelativeUnderperfAlertV1_
+  const alertState = calcRelativeUnderperfAlertV1_(-5, 10);
+  Logger.log('Alert State: ' + alertState);
+
+  // Test buildRoutePacket_
+  const route = buildRoutePacket_('000660', 75, 65, 70, 60);
+  Logger.log('Route Packet: ' + JSON.stringify(route, null, 2));
+
+  // Test P5
+  const alphaLead = calcAlphaLeadV1_(80, 'PILOT_ALLOWED', 5, true);
+  Logger.log('Alpha Lead: ' + JSON.stringify(alphaLead, null, 2));
+
+  // Test P6
+  const cashRecovery = calcCashRecoveryOptimizerV1_(394191813, 41342219, 2500, 50000);
+  Logger.log('Cash Recovery: ' + JSON.stringify(cashRecovery, null, 2));
+}