kjh2064/QuantEngineByItz
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Merge pull request 'feat: 3 missing sections + summary + MACRO_EVENT_TICKER_IMPACT_V1 DAG registration' (#52) from feature/render-missing-sections into main

Browse Source 
feat: 3 missing sections + summary + MACRO_EVENT_TICKER_IMPACT_V1 DAG registration
This commit is contained in:
김재현
2026-06-14 17:48:13 +09:00
parent 5ff358aa43 2f65a26622
commit 22a2441d63
3 changed files with 87 additions and 2 deletions
Download Patch File Download Diff File Expand all files Collapse all files
spec/13_formula_registry.yaml
+1 -1
View File
@@ -107,7 +107,7 @@ formula_registry:
FINAL_DECISION_PACKET_V1: spec/13b_harness_formulas.yaml:bridge_only
ORDER_MATH_RECONCILIATION_V1: spec/13b_harness_formulas.yaml:bridge_only
REPORT_AUTHORITY_DIFF_V1: spec/13b_harness_formulas.yaml:bridge_only
MACRO_EVENT_TICKER_IMPACT_V1: tools/validate_engine_harness_gate.py
MACRO_EVENT_TICKER_IMPACT_V1: tools/build_macro_event_ticker_impact_v1.py
INVESTMENT_QUALITY_HEADLINE_V1: tools/validate_specs.py
ALGORITHM_GUIDANCE_PROOF_V1: tools/build_algorithm_guidance_proof_v1.py
CANONICAL_ARTIFACT_RESOLVER_V1: tools/validate_canonical_artifact_resolver_v1.py
spec/41_release_dag.yaml
+14 -1
View File
@@ -1,11 +1,12 @@
schema_version: release_dag.v3
step_count: 75
step_count: 76
goal: Linearize package.json scripts into a validated DAG execution graph.
execution_order:
# 토폴로지 정렬 기준 병렬 실행 wave (의존성 없는 노드들을 동시에 실행 가능)
wave_0:
- audit_entropy
- build_bundle
- build_macro_event_ticker_impact
- build_engine_health_card
- build_late_chase_attribution
- build_live_replay_separation
@@ -101,6 +102,18 @@ dag:
strict: true
artifact_policy: "keep"
build_macro_event_ticker_impact:
id: build_macro_event_ticker_impact
command: ["python", "tools/build_macro_event_ticker_impact_v1.py"]
inputs: ["tools/build_macro_event_ticker_impact_v1.py", "GatherTradingData.json"]
outputs: ["Temp/macro_event_ticker_impact_v1.json"]
depends_on: []
timeout_sec: 30
cache_key: "build_macro_event_ticker_impact_v1"
strict: false
artifact_policy: "keep"
note: "core_satellite 종목별 매크로 이벤트 임팩트 레지스터 — MACRO_EVENT_TICKER_IMPACT_V1"
build_formula_outputs:
id: build_formula_outputs
command: ["python", "src/quant_engine/compute_formula_outputs.py", "--output", "Temp/computed_harness_v1.json"]
tools/render_operational_report.py
+72
View File
@@ -31,6 +31,8 @@ SECTION_ORDER = [
"watch_release_checklist", "alpha_feedback_loop_report",
"backdata_feature_bank_table", "alpha_lead_table", "anti_distribution_table",
"profit_preservation_table", "smart_cash_raise_table", "execution_quality_table",
"sell_priority_decision_table", "strategy_performance_scoreboard",
"outcome_eval_window_monitor",
"decision_trace_table", "anti_whipsaw_reentry_gate", "proposal_reference_sheet",
"satellite_buy_proposal_sheet", "core_satellite_timing_gate_table",
"engine_feedback_loop_report", "prediction_evaluation_improvement_report",
@@ -75,6 +77,9 @@ SECTION_TITLES = {
"profit_preservation_table": "수익 보존 테이블",
"smart_cash_raise_table": "현금 확보 테이블",
"execution_quality_table": "체결 품질 테이블",
"sell_priority_decision_table": "매도 우선순위 결정 테이블",
"strategy_performance_scoreboard": "전략 성과 스코어보드",
"outcome_eval_window_monitor": "성과 평가 윈도우 모니터",
"decision_trace_table": "판단 추적 테이블",
"anti_whipsaw_reentry_gate": "반등 재진입 감시 게이트",
"proposal_reference_sheet": "제안 참조 시트",
@@ -400,6 +405,61 @@ def _qeh_audit_block(hctx: dict, se: list) -> str:
return _kv(rows)
def _sell_priority_decision_table(hctx: dict, se: list) -> str:
items = _sj(hctx.get("regime_adjusted_sell_priority_json", []))
if not isinstance(items, list) or not items:
return _err(se, "sell_priority_decision_table", "regime_adjusted_sell_priority_json 없음")
return (f"_총 {len(items)}종목 | 매도 우선순위 결정 (레짐 조정)_\n\n"
+ _tbl(items, ["rank", "ticker", "name", "tier", "original_score",
"trim_style", "regime_priority_adjustment", "adjustment_reason"], max_rows=15))
def _strategy_performance_scoreboard(hctx: dict, se: list) -> str:
rows = [
("성과 레이블", hctx.get("performance_label", "")),
("성과 배수", hctx.get("performance_multiplier", "")),
("연속 손실 여부", hctx.get("performance_consecutive_losses", "")),
("30일 승률", hctx.get("performance_win_rate_30") or "DATA_GATED"),
("30일 순기대값", hctx.get("performance_net_expectancy_30") or "DATA_GATED"),
("성과 기반 거래", hctx.get("performance_trades_used", "")),
]
sel = _sj(hctx.get("strategy_execution_locks_v1_json", {}))
if isinstance(sel, dict) and sel:
rows += [
("데이터 무결성 점수", sel.get("data_integrity_score", "")),
("파생 유효성 점수", sel.get("derivation_validity_score", "")),
("의사결정 증거 게이트", sel.get("decision_evidence_gate", "")),
("결과 품질 점수", sel.get("outcome_quality_score", "")),
]
return _kv(rows)
def _outcome_eval_window_monitor(hctx: dict, se: list) -> str:
oqs = _sj(hctx.get("outcome_quality_score_v1_json", {}))
shom = _sj(hctx.get("short_horizon_outcome_monitor_v1_json", {}))
aew = _sj(hctx.get("alpha_evaluation_window_json", []))
rows = []
if isinstance(oqs, dict) and oqs:
rows += [
("결과 품질 점수", oqs.get("score", "")),
("결과 게이트", oqs.get("gate", "")),
("평가 근거 플래그", ", ".join(oqs.get("root_cause_flags", []))),
]
if isinstance(shom, dict) and shom:
m = shom.get("metrics", {})
rows += [
("T+1 평가 건수", m.get("t1_evaluated_count", 0)),
("T+1 일치율(%)", m.get("t1_match_rate_pct", 0)),
("T+5 평가 건수", m.get("t5_evaluated_count", 0)),
("T+5 일치율(%)", m.get("t5_match_rate_pct", 0)),
]
if isinstance(aew, list) and aew:
rows.append(("평가 윈도우 종목 수", len(aew)))
if not rows:
return _err(se, "outcome_eval_window_monitor", "평가 윈도우 데이터 없음")
return _kv(rows)
# ── APPENDIX 렌더러 ────────────────────────────────────────────────────────────
def _backdata_feature_bank_table(hctx: dict, se: list) -> str:
@@ -803,6 +863,9 @@ def main() -> int:
"profit_preservation_table": lambda: _profit_preservation_table(hctx, se),
"smart_cash_raise_table": lambda: _smart_cash_raise_table(hctx, se),
"execution_quality_table": lambda: _execution_quality_table(hctx, se),
"sell_priority_decision_table": lambda: _sell_priority_decision_table(hctx, se),
"strategy_performance_scoreboard": lambda: _strategy_performance_scoreboard(hctx, se),
"outcome_eval_window_monitor": lambda: _outcome_eval_window_monitor(hctx, se),
"decision_trace_table": lambda: _decision_trace_table(hctx, se),
"anti_whipsaw_reentry_gate": lambda: _anti_whipsaw_reentry_gate(hctx, se),
"proposal_reference_sheet": lambda: _proposal_reference_sheet(hctx, se),
@@ -836,6 +899,9 @@ def main() -> int:
"markdown": "\n".join(err_rows),
})
_section_names = {s.get("name", "") for s in sections}
_eg = _sj(hctx.get("export_gate_json", {}))
_json_vs = _eg.get("json_validation_status", "PENDING_EXPORT") if isinstance(_eg, dict) else "PENDING_EXPORT"
report = {
"schema_version": "2026-05-24-operational-report-v1",
"generated_at": datetime.now(timezone.utc).isoformat(),
@@ -843,6 +909,12 @@ def main() -> int:
"section_count": len(sections),
"section_error_count": len(se),
"section_errors": se,
"summary": {
"found_routing": "routing_serving_trace_v2" in _section_names,
"found_qeh": "QEH_AUDIT_BLOCK" in _section_names,
"found_outcome_eval_window": "outcome_eval_window_monitor" in _section_names,
"json_validation_status": _json_vs,
},
"sections": sections,
}