데이터 게이트 검증기와 DAG 연결

2026-06-18 01:57:19 +09:00
parent d7f9d3a944
commit 318eb87a26
8 changed files with 422 additions and 8 deletions
@@ -0,0 +1,92 @@
+"""validate_alpha_feedback_loop_v2.py — ALPHA_FEEDBACK_LOOP_VALIDATE_V2
+
+Temp/alpha_feedback_loop_v2.json의 구조와 데이터 게이트 상태를 검증한다.
+"""
+from __future__ import annotations
+
+import argparse
+import json
+from pathlib import Path
+from typing import Any
+
+ROOT = Path(__file__).resolve().parents[1]
+DEFAULT_INPUT = ROOT / "Temp" / "alpha_feedback_loop_v2.json"
+DEFAULT_OUT = ROOT / "Temp" / "validate_alpha_feedback_loop_v2.json"
+FORMULA_ID = "ALPHA_FEEDBACK_LOOP_VALIDATE_V2"
+
+
+def _load(path: Path) -> Any:
+    if not path.exists():
+        return {}
+    try:
+        return json.loads(path.read_text(encoding="utf-8"))
+    except Exception:
+        return {}
+
+
+def _is_dict(value: Any) -> bool:
+    return isinstance(value, dict)
+
+
+def main() -> int:
+    ap = argparse.ArgumentParser()
+    ap.add_argument("--input", default=str(DEFAULT_INPUT))
+    ap.add_argument("--out", default=str(DEFAULT_OUT))
+    args = ap.parse_args()
+
+    input_path = Path(args.input)
+    input_path = input_path if input_path.is_absolute() else ROOT / input_path
+    out_path = Path(args.out)
+    out_path = out_path if out_path.is_absolute() else ROOT / out_path
+
+    payload = _load(input_path)
+    errors: list[str] = []
+
+    if not _is_dict(payload):
+        errors.append("payload must be object")
+    else:
+        if payload.get("formula_id") != "ALPHA_FEEDBACK_LOOP_V2":
+            errors.append("formula_id mismatch")
+
+        status = str(payload.get("status") or "")
+        if status not in {"DATA_INSUFFICIENT", "ANALYZED"}:
+            errors.append(f"status={status}")
+
+        if "cases_analyzed" not in payload or not isinstance(payload.get("cases_analyzed"), int):
+            errors.append("cases_analyzed must be int")
+        if "recommended_adjustments" not in payload or not isinstance(payload.get("recommended_adjustments"), list):
+            errors.append("recommended_adjustments must be list")
+
+        cases = payload.get("cases_analyzed")
+        recs = payload.get("recommended_adjustments")
+        if isinstance(cases, int):
+            if cases < 10 and status != "DATA_INSUFFICIENT":
+                errors.append("cases_analyzed < 10 requires DATA_INSUFFICIENT")
+            if cases >= 10 and status != "ANALYZED":
+                errors.append("cases_analyzed >= 10 requires ANALYZED")
+        if isinstance(recs, list) and status == "DATA_INSUFFICIENT" and recs:
+            errors.append("DATA_INSUFFICIENT must not carry recommendations")
+        if status == "ANALYZED":
+            for key in [
+                "active_signal_rate_pct", "active_signal_n",
+                "passive_signal_rate_pct", "passive_signal_n",
+                "combined_rate_pct", "sell_signal_rate_pct", "sell_signal_n",
+                "pa1_current_ratio", "pa1_thesis_sum", "pa1_antithesis_sum",
+                "component_analysis", "note",
+            ]:
+                if key not in payload:
+                    errors.append(f"missing field: {key}")
+
+    result = {
+        "formula_id": FORMULA_ID,
+        "gate": "PASS" if not errors else "FAIL",
+        "checked_file": str(Path(args.input).as_posix()),
+        "errors": errors,
+    }
+    out_path.write_text(json.dumps(result, ensure_ascii=False, indent=2) + "\n", encoding="utf-8")
+    print(json.dumps(result, ensure_ascii=False, indent=2))
+    return 0 if not errors else 1
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())
@@ -0,0 +1,105 @@
+"""validate_operational_alpha_calibration_v2.py — OPERATIONAL_ALPHA_CALIBRATION_VALIDATE_V2
+
+Temp/operational_alpha_calibration_v2.json의 최소 계약을 검증한다.
+"""
+from __future__ import annotations
+
+import argparse
+import json
+from pathlib import Path
+from typing import Any
+
+ROOT = Path(__file__).resolve().parents[1]
+DEFAULT_INPUT = ROOT / "Temp" / "operational_alpha_calibration_v2.json"
+DEFAULT_OUT = ROOT / "Temp" / "validate_operational_alpha_calibration_v2.json"
+FORMULA_ID = "OPERATIONAL_ALPHA_CALIBRATION_VALIDATE_V2"
+
+
+def _load(path: Path) -> Any:
+    if not path.exists():
+        return {}
+    try:
+        return json.loads(path.read_text(encoding="utf-8"))
+    except Exception:
+        return {}
+
+
+def _is_dict(value: Any) -> bool:
+    return isinstance(value, dict)
+
+
+def main() -> int:
+    ap = argparse.ArgumentParser()
+    ap.add_argument("--input", default=str(DEFAULT_INPUT))
+    ap.add_argument("--out", default=str(DEFAULT_OUT))
+    args = ap.parse_args()
+
+    input_path = Path(args.input)
+    input_path = input_path if input_path.is_absolute() else ROOT / input_path
+    out_path = Path(args.out)
+    out_path = out_path if out_path.is_absolute() else ROOT / out_path
+
+    payload = _load(input_path)
+    errors: list[str] = []
+
+    if not _is_dict(payload):
+        errors.append("payload must be object")
+    else:
+        if payload.get("formula_id") != "OPERATIONAL_ALPHA_CALIBRATION_V2":
+            errors.append("formula_id mismatch")
+        if payload.get("gate") not in {"PERFORMANCE_READY", "NOT_READY"}:
+            errors.append(f"gate={payload.get('gate')}")
+        if "performance_ready" not in payload or not isinstance(payload.get("performance_ready"), bool):
+            errors.append("performance_ready must be bool")
+        if "confidence_score" not in payload or not isinstance(payload.get("confidence_score"), (int, float)):
+            errors.append("confidence_score must be numeric")
+        for key in ["metrics", "targets", "readiness_reasons"]:
+            if key not in payload:
+                errors.append(f"missing field: {key}")
+        metrics = payload.get("metrics")
+        if isinstance(metrics, dict):
+            for key in [
+                "outcome_quality_score",
+                "t20_operational_sample",
+                "t20_operational_pass_rate",
+                "t5_operational_sample",
+                "t5_operational_pass_rate",
+                "trade_quality_t5_score",
+                "value_damage_pct_avg",
+            ]:
+                if key not in metrics:
+                    errors.append(f"missing field: metrics.{key}")
+        targets = payload.get("targets")
+        if isinstance(targets, dict):
+            for key in [
+                "outcome_quality_score_min",
+                "t20_operational_sample_min",
+                "t20_operational_pass_rate_min",
+                "t5_operational_sample_min",
+                "t5_operational_pass_rate_min",
+                "trade_quality_t5_score_min",
+                "value_damage_pct_avg_max",
+            ]:
+                if key not in targets:
+                    errors.append(f"missing field: targets.{key}")
+
+        reasons = payload.get("readiness_reasons")
+        if isinstance(reasons, list):
+            if payload.get("gate") == "PERFORMANCE_READY" and reasons:
+                errors.append("PERFORMANCE_READY must not have readiness reasons")
+            if payload.get("gate") == "NOT_READY" and not reasons:
+                errors.append("NOT_READY must have readiness reasons")
+
+    result = {
+        "formula_id": FORMULA_ID,
+        "gate": "PASS" if not errors else "FAIL",
+        "checked_file": str(Path(args.input).as_posix()),
+        "errors": errors,
+    }
+    out_path.write_text(json.dumps(result, ensure_ascii=False, indent=2) + "\n", encoding="utf-8")
+    print(json.dumps(result, ensure_ascii=False, indent=2))
+    return 0 if not errors else 1
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())
@@ -0,0 +1,131 @@
+"""validate_prediction_accuracy_harness_v2.py — PREDICTION_ACCURACY_HARNESS_VALIDATE_V2
+
+Temp/prediction_accuracy_harness_v2.json의 기본 구조와 허용된 데이터 게이트 상태를 검증한다.
+현재는 운영 T+5/T+20 표본이 부족할 수 있으므로 INSUFFICIENT_SAMPLES는 허용한다.
+"""
+from __future__ import annotations
+
+import argparse
+import json
+from pathlib import Path
+from typing import Any
+
+ROOT = Path(__file__).resolve().parents[1]
+DEFAULT_INPUT = ROOT / "Temp" / "prediction_accuracy_harness_v2.json"
+DEFAULT_OUT = ROOT / "Temp" / "validate_prediction_accuracy_harness_v2.json"
+FORMULA_ID = "PREDICTION_ACCURACY_HARNESS_VALIDATE_V2"
+ALLOWED_CALIBRATION = {
+    "CALIBRATED",
+    "MONITOR",
+    "PAE_CALIBRATION_REQUIRED",
+    "BUY_PROPOSAL_FROZEN_RECOMMEND",
+    "INSUFFICIENT_SAMPLES",
+}
+
+
+def _load(path: Path) -> Any:
+    if not path.exists():
+        return {}
+    try:
+        return json.loads(path.read_text(encoding="utf-8"))
+    except Exception:
+        return {}
+
+
+def _is_dict(value: Any) -> bool:
+    return isinstance(value, dict)
+
+
+def _ensure_fields(payload: dict[str, Any], path: str, fields: list[str], errors: list[str]) -> None:
+    block = payload
+    if path:
+        for part in path.split("."):
+            block = block.get(part) if isinstance(block, dict) else None
+    if not isinstance(block, dict):
+        errors.append(f"{path or 'root'} must be object")
+        return
+    for field in fields:
+        if field not in block:
+            errors.append(f"missing field: {path + '.' if path else ''}{field}")
+
+
+def main() -> int:
+    ap = argparse.ArgumentParser()
+    ap.add_argument("--input", default=str(DEFAULT_INPUT))
+    ap.add_argument("--out", default=str(DEFAULT_OUT))
+    args = ap.parse_args()
+
+    input_path = Path(args.input)
+    input_path = input_path if input_path.is_absolute() else ROOT / input_path
+    out_path = Path(args.out)
+    out_path = out_path if out_path.is_absolute() else ROOT / out_path
+
+    payload = _load(input_path)
+    errors: list[str] = []
+
+    if not _is_dict(payload):
+        errors.append("payload must be object")
+    else:
+        if payload.get("formula_id") != "PREDICTION_ACCURACY_HARNESS_V2":
+            errors.append("formula_id mismatch")
+
+        calibration_state = str(payload.get("calibration_state") or "")
+        if calibration_state not in ALLOWED_CALIBRATION:
+            errors.append(f"calibration_state={calibration_state}")
+
+        for key in [
+            "as_of_date",
+            "data_origin_audit",
+            "windows",
+            "evaluation_methodology",
+        ]:
+            if key not in payload:
+                errors.append(f"missing field: {key}")
+
+        audit = payload.get("data_origin_audit")
+        if isinstance(audit, dict):
+            for key in [
+                "operational_sample_count",
+                "replay_sample_count",
+                "untagged_row_count",
+                "unrealized_outcome_row_count",
+                "replay_in_live_stats",
+                "operational_only_accuracy",
+            ]:
+                if key not in audit:
+                    errors.append(f"missing field: data_origin_audit.{key}")
+
+        for key in [
+            "t1_op_rate", "t1_sample", "t5_op_rate", "t5_sample",
+            "t20_op_rate", "t20_sample", "t20_replay_rate", "t20_replay_sample",
+            "t20_replay_avg_return_pct", "t20_replay_stdev_return_pct",
+            "window_90d_rate",
+        ]:
+            if key not in payload:
+                errors.append(f"missing field: {key}")
+
+        windows = payload.get("windows")
+        if isinstance(windows, dict):
+            _ensure_fields(windows, "t1", ["all", "30d", "7d"], errors)
+            _ensure_fields(windows, "t5", ["all", "active_passive", "30d", "90d"], errors)
+            _ensure_fields(windows, "t20", ["operational", "operational_30d", "replay", "replay_return_dist"], errors)
+        else:
+            errors.append("windows must be object")
+
+        t5_sample = payload.get("t5_sample")
+        if isinstance(t5_sample, int) and t5_sample < 30 and calibration_state != "INSUFFICIENT_SAMPLES":
+            errors.append("t5_sample < 30 requires INSUFFICIENT_SAMPLES")
+
+    result = {
+        "formula_id": FORMULA_ID,
+        "gate": "PASS" if not errors else "FAIL",
+        "checked_file": str(Path(args.input).as_posix()),
+        "errors": errors,
+    }
+    out_path.write_text(json.dumps(result, ensure_ascii=False, indent=2) + "\n", encoding="utf-8")
+    print(json.dumps(result, ensure_ascii=False, indent=2))
+    return 0 if not errors else 1
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())