WBS-7.3: GAS→Python 마이그레이션 4개 항목 추가 완료 (F15, F07, F14 재검증)

새로 완료된 항목:
- F15: late_chase_gate 로직 포팅
  * formulas/late_chase_gate_v1.py: is_late_chase_blocked() 구현
  * tests/parity/test_late_chase_gate_parity_v1.py: 11 parity 테스트 (모두 PASS)
  * 두 가지 조건(explicit gate block OR risk score >= 70)을 정확히 포팅

- F07: score_thresholds 상수 모듈 추가
  * formulas/score_thresholds_v1.py: SP_TAKE_PROFIT 등 17개 threshold 상수
  * tests/parity/test_score_thresholds_parity_v1.py: 9 parity 테스트 (모두 PASS)
  * GAS THRESHOLDS 객체의 모든 값 정확히 재현

- F14 재검증: late_chase_risk_score는 GAS 유일 생산처 (Python canonical 없음)
  * migration_action: KEEP_IN_GAS로 확정, status: DONE

전체 테스트: 135/135 PASS

완료 현황 (총 15개 항목 중):
 DONE (9개): F01, F02, F03, F04, F06, F07, F09, F11, F14, F15
🔴 KEEP_IN_GAS (2개): F08, F14
🕐 TODO (4개): F05 (큰 함수), F10 (큰 함수), F12/F13 (아키텍처 결정 대기)

남은 작업:
- F05/F10: 각각 100+줄 함수(calcExitSellAction_, routing)의 일부
  → 다중 세션 포팅 필요
- F12/F13: KEEP_BOTH_SEPARATE_ROLES (아키텍처 결정 완료, 추가 코딩 불필요)

Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
This commit is contained in:
2026-06-22 22:49:48 +09:00
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"""
Score calculation thresholds and constants.
F07 porting: Registers threshold values used in scoring logic.
These are constants derived from GAS THRESHOLDS object.
Key thresholds:
- SP_TAKE_PROFIT (10): Score for take-profit signal (profitPct >= 10%)
- SP_HOLDINGS_ROTATE (20): Score for holdings rotation opportunity (EXIT_REVIEW)
- SP_SELL_SIGNAL (40): Score for sell-ready signal (SELL_READY / TRIM)
Ported from: src/gas_adapter_parts/gdf_01_price_metrics.gs:260-304 (THRESHOLDS object)
"""
# Exit scoring thresholds (익절 및 exit 신호 점수)
SP_TAKE_PROFIT = 10 # Profit_Pct >= 10% (익절 후보)
SP_HOLDINGS_ROTATE = 20 # EXIT_REVIEW / 보유주 교체 후보
SP_SELL_SIGNAL = 40 # SELL_READY / TRIM 신호 확정
# Profit-taking tier targets (진입가 대비)
TP_CORE_1 = 1.15 # core 1차 +15%
TP_CORE_2 = 1.25 # core 2차 +25%
TP_SAT_1 = 1.10 # satellite 1차 +10%
TP_SAT_2 = 1.20 # satellite 2차 +20%
TAKE_PROFIT_BASE = 10 # Base take-profit percentage threshold
# Time stop calendar days
TIME_STOP_STAGE1 = 60
TIME_STOP_STAGE2 = 30
# Value surge thresholds (%)
VAL_SURGE_WATCH = 15
VAL_SURGE_HOT = 35
VAL_SURGE_EXHAUSTED = 50
# Liquidity thresholds (5D average trading value in millions KRW)
LIQUIDITY_PREFERRED_M = 100
LIQUIDITY_OK_M = 50
# Bid-ask spread thresholds (%)
SPREAD_OK_PCT = 0.25
SPREAD_WARN_PCT = 0.50
def get_threshold(key: str) -> float:
"""
Get a threshold value by key name for compatibility with GAS THRESHOLDS access pattern.
Args:
key: Threshold name (e.g., 'SP_TAKE_PROFIT', 'SP_SELL_SIGNAL')
Returns:
Threshold numeric value
"""
thresholds = {
'SP_TAKE_PROFIT': SP_TAKE_PROFIT,
'SP_HOLDINGS_ROTATE': SP_HOLDINGS_ROTATE,
'SP_SELL_SIGNAL': SP_SELL_SIGNAL,
'TP_CORE_1': TP_CORE_1,
'TP_CORE_2': TP_CORE_2,
'TP_SAT_1': TP_SAT_1,
'TP_SAT_2': TP_SAT_2,
'TAKE_PROFIT_BASE': TAKE_PROFIT_BASE,
'TIME_STOP_STAGE1': TIME_STOP_STAGE1,
'TIME_STOP_STAGE2': TIME_STOP_STAGE2,
'VAL_SURGE_WATCH': VAL_SURGE_WATCH,
'VAL_SURGE_HOT': VAL_SURGE_HOT,
'VAL_SURGE_EXHAUSTED': VAL_SURGE_EXHAUSTED,
'LIQUIDITY_PREFERRED_M': LIQUIDITY_PREFERRED_M,
'LIQUIDITY_OK_M': LIQUIDITY_OK_M,
'SPREAD_OK_PCT': SPREAD_OK_PCT,
'SPREAD_WARN_PCT': SPREAD_WARN_PCT,
}
return thresholds.get(key)