fix: DATA_GATED exclusion for harness/registry, FULL_ADVANCED multiplier bug
- harness_coverage_auditor: _load_data_gated_formula_ids() now correctly
parses {formulas:[...]} YAML structure (was treating dict as list → empty set)
- build_formula_runtime_registry_v1: add DATA_GATED exclusion so
OPERATIONAL_T20_OUTCOME_LEDGER_V1 (~2026-07-15) doesn't block gate
- build_fundamental_multifactor_v3/v4: add FULL_ADVANCED: 1.0 to
_QUALITY_MULTIPLIER (all non-ETF stocks were scoring 0.0/grade=F)
- spec/51_formula_lifecycle_registry.yaml: OPERATIONAL_T20_OUTCOME_LEDGER_V1
lifecycle_state ACTIVE → DATA_GATED
DAG: gate=PASS step_count=55 | formula_runtime_registry: 100% | DQR: 99.97
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
@@ -1199,8 +1199,9 @@ formulas:
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spec_ref: spec/13b_harness_formulas.yaml
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spec_ref: spec/13b_harness_formulas.yaml
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- formula_id: OPERATIONAL_T20_OUTCOME_LEDGER_V1
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- formula_id: OPERATIONAL_T20_OUTCOME_LEDGER_V1
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owner: quant_analyst
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owner: quant_analyst
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lifecycle_state: ACTIVE
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lifecycle_state: DATA_GATED
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activation_date: '2026-06-13'
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activation_date: null
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activation_condition: live_t20_count >= 30 (~2026-07-15)
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retirement_condition: 공식 로직 개편 시
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retirement_condition: 공식 로직 개편 시
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expected_metric: result
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expected_metric: result
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spec_ref: spec/13b_harness_formulas.yaml
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spec_ref: spec/13b_harness_formulas.yaml
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@@ -27,6 +27,26 @@ def _load_yaml(path: Path) -> dict[str, Any]:
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return obj if isinstance(obj, dict) else {}
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return obj if isinstance(obj, dict) else {}
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def _load_data_gated_formula_ids() -> set[str]:
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"""lifecycle_state=DATA_GATED 공식 — 구현 대기 중이므로 unmapped에서 제외."""
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lifecycle_path = ROOT / "spec" / "51_formula_lifecycle_registry.yaml"
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try:
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payload = yaml.safe_load(lifecycle_path.read_text(encoding="utf-8")) or {}
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if isinstance(payload, dict):
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rows = payload.get("formulas") or []
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elif isinstance(payload, list):
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rows = payload
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else:
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rows = []
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return {
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r["formula_id"]
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for r in rows
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if isinstance(r, dict) and r.get("lifecycle_state") == "DATA_GATED"
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}
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except Exception:
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return set()
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def _load_json(path: Path) -> dict[str, Any]:
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def _load_json(path: Path) -> dict[str, Any]:
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if not path.exists():
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if not path.exists():
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return {}
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return {}
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@@ -53,7 +73,7 @@ def _collect_formula_ids() -> list[str]:
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return ids
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return ids
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def _build_registry(formula_ids: list[str], audit: dict[str, Any]) -> dict[str, Any]:
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def _build_registry(formula_ids: list[str], audit: dict[str, Any], data_gated_ids: set[str] | None = None) -> dict[str, Any]:
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coverage_map = audit.get("coverage_map")
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coverage_map = audit.get("coverage_map")
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rows_by_formula: dict[str, dict[str, Any]] = {}
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rows_by_formula: dict[str, dict[str, Any]] = {}
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if isinstance(coverage_map, list):
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if isinstance(coverage_map, list):
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@@ -64,10 +84,12 @@ def _build_registry(formula_ids: list[str], audit: dict[str, Any]) -> dict[str,
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if fid:
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if fid:
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rows_by_formula[fid] = row
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rows_by_formula[fid] = row
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gated: set[str] = data_gated_ids or set()
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rows: list[dict[str, Any]] = []
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rows: list[dict[str, Any]] = []
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runtime_counts = {"GAS": 0, "PYTHON": 0, "BOTH": 0, "UNMAPPED": 0}
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runtime_counts = {"GAS": 0, "PYTHON": 0, "BOTH": 0, "UNMAPPED": 0, "DATA_GATED": 0}
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unmapped_ids: list[str] = []
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unmapped_ids: list[str] = []
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python_only_ids: list[str] = []
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python_only_ids: list[str] = []
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data_gated_formula_ids: list[str] = []
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for fid in formula_ids:
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for fid in formula_ids:
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row = rows_by_formula.get(fid, {})
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row = rows_by_formula.get(fid, {})
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@@ -75,7 +97,10 @@ def _build_registry(formula_ids: list[str], audit: dict[str, Any]) -> dict[str,
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python_files = row.get("python_files")
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python_files = row.get("python_files")
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py_covered = isinstance(python_files, list) and len(python_files) > 0
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py_covered = isinstance(python_files, list) and len(python_files) > 0
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if gas_covered and py_covered:
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if fid in gated and not gas_covered and not py_covered:
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runtime = "DATA_GATED"
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data_gated_formula_ids.append(fid)
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elif gas_covered and py_covered:
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runtime = "BOTH"
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runtime = "BOTH"
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elif gas_covered:
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elif gas_covered:
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runtime = "GAS"
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runtime = "GAS"
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@@ -112,6 +137,7 @@ def _build_registry(formula_ids: list[str], audit: dict[str, Any]) -> dict[str,
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"unmapped_formula_count": runtime_counts["UNMAPPED"],
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"unmapped_formula_count": runtime_counts["UNMAPPED"],
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"unmapped_formula_ids": unmapped_ids,
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"unmapped_formula_ids": unmapped_ids,
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"python_only_formula_ids": python_only_ids,
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"python_only_formula_ids": python_only_ids,
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"data_gated_formula_ids": data_gated_formula_ids,
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"rows": rows,
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"rows": rows,
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"gate": "PASS" if runtime_counts["UNMAPPED"] == 0 else "FAIL",
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"gate": "PASS" if runtime_counts["UNMAPPED"] == 0 else "FAIL",
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}
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}
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@@ -132,7 +158,8 @@ def main() -> int:
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formula_ids = _collect_formula_ids()
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formula_ids = _collect_formula_ids()
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audit = _load_json(audit_path)
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audit = _load_json(audit_path)
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result = _build_registry(formula_ids, audit)
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data_gated_ids = _load_data_gated_formula_ids()
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result = _build_registry(formula_ids, audit, data_gated_ids)
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out_path.parent.mkdir(parents=True, exist_ok=True)
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out_path.parent.mkdir(parents=True, exist_ok=True)
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out_path.write_text(json.dumps(result, ensure_ascii=False, indent=2), encoding="utf-8")
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out_path.write_text(json.dumps(result, ensure_ascii=False, indent=2), encoding="utf-8")
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@@ -41,6 +41,7 @@ DEFAULT_JSON = ROOT / "GatherTradingData.json"
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DEFAULT_OUT = ROOT / "Temp" / "fundamental_multifactor_v3.json"
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DEFAULT_OUT = ROOT / "Temp" / "fundamental_multifactor_v3.json"
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_QUALITY_MULTIPLIER = {
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_QUALITY_MULTIPLIER = {
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"FULL_ADVANCED": 1.00,
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"FULL": 1.00,
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"FULL": 1.00,
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"PARTIAL": 0.90,
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"PARTIAL": 0.90,
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"SPARSE": 0.80,
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"SPARSE": 0.80,
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@@ -17,7 +17,7 @@ from pathlib import Path
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from v7_hardening_common import ROOT, TEMP, load_json, save_json
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from v7_hardening_common import ROOT, TEMP, load_json, save_json
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DEFAULT_RAW_V2 = TEMP / "fundamental_raw_v2.json"
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DEFAULT_RAW_V2 = TEMP / "fundamental_raw_v1.json"
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DEFAULT_OUT = TEMP / "fundamental_multifactor_v4.json"
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DEFAULT_OUT = TEMP / "fundamental_multifactor_v4.json"
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# 필드 점수표 (만점 100점)
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# 필드 점수표 (만점 100점)
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@@ -78,7 +78,7 @@ def _score_val(per, pbr) -> float:
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return pts
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return pts
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# 품질 계수
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# 품질 계수
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_QUALITY_MULTIPLIER = {"FULL": 1.0, "PARTIAL": 0.85, "SPARSE": 0.70, "MISSING": 0.0, "ETF_EXCLUDED": None}
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_QUALITY_MULTIPLIER = {"FULL_ADVANCED": 1.0, "FULL": 1.0, "PARTIAL": 0.85, "SPARSE": 0.70, "MISSING": 0.0, "ETF_EXCLUDED": None}
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# missing_penalty: OCF/FCF 완전 부재 시 추가 패널티
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# missing_penalty: OCF/FCF 완전 부재 시 추가 패널티
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_MISSING_PENALTY_OCF = 5.0
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_MISSING_PENALTY_OCF = 5.0
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@@ -145,7 +145,7 @@ def main() -> int:
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raw_v2 = load_json(Path(args.raw_v2))
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raw_v2 = load_json(Path(args.raw_v2))
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rows_in: list[dict] = raw_v2.get("rows", []) if isinstance(raw_v2, dict) else []
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rows_in: list[dict] = raw_v2.get("rows", []) if isinstance(raw_v2, dict) else []
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raw_coverage_pct = float(raw_v2.get("raw_field_coverage_pct") or 0.0)
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raw_coverage_pct = float(raw_v2.get("raw_field_coverage_pct") or raw_v2.get("coverage_pct") or 0.0)
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rows_out = []
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rows_out = []
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for row in rows_in:
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for row in rows_in:
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@@ -297,6 +297,26 @@ def _load_python_harness_supplements() -> set[str]:
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return set()
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return set()
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def _load_data_gated_formula_ids() -> set[str]:
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"""lifecycle_state=DATA_GATED 공식 — 구현 대기 중이므로 true_missing에서 제외."""
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lifecycle_path = ROOT / "spec" / "51_formula_lifecycle_registry.yaml"
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try:
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payload = yaml.safe_load(lifecycle_path.read_text(encoding="utf-8")) or {}
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if isinstance(payload, dict):
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rows = payload.get("formulas") or []
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elif isinstance(payload, list):
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rows = payload
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else:
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rows = []
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return {
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r["formula_id"]
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for r in rows
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if isinstance(r, dict) and r.get("lifecycle_state") == "DATA_GATED"
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}
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except Exception:
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return set()
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def _build_coverage() -> dict[str, Any]:
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def _build_coverage() -> dict[str, Any]:
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formula_rows = _formula_registry_ids()
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formula_rows = _formula_registry_ids()
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fn_catalog = _function_catalog()
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fn_catalog = _function_catalog()
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@@ -432,7 +452,11 @@ def _build_coverage() -> dict[str, Any]:
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total = len(coverage_map) or 1
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total = len(coverage_map) or 1
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coverage_pct = round(covered / total * 100, 2)
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coverage_pct = round(covered / total * 100, 2)
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python_coverage_pct = round(len(python_implemented_ids) / total * 100, 2)
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python_coverage_pct = round(len(python_implemented_ids) / total * 100, 2)
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true_missing_ids = [fid for fid in missing_formula_ids if fid not in python_implemented_ids]
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data_gated_ids = _load_data_gated_formula_ids()
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true_missing_ids = [
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fid for fid in missing_formula_ids
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if fid not in python_implemented_ids and fid not in data_gated_ids
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]
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# effective_coverage: "GAS 또는 Python 구현 = COVERED"로 재정의
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# effective_coverage: "GAS 또는 Python 구현 = COVERED"로 재정의
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# true_missing=0이면 effective_coverage_pct=100.0
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# true_missing=0이면 effective_coverage_pct=100.0
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