feat(quant-engine): 10개 고전 기술전략 갭분석 후 7개 보조신호 채택
사용자 제시 10개 고전 기술전략(골든크로스/모멘텀/52주신고가/연속상승하락/이격도/돌파실패/ 강한종가/변동성확장/평균회귀/추세필터)을 기존 엔진과 대조한 갭분석 결과: - 이미 구현됨: 모멘텀(VELOCITY_V1/RS_MOMENTUM_V1), 이격도·평균회귀(MEAN_REVERSION_GATE_V1) - 신규 채택 7개: GOLDEN_CROSS_SIGNAL_V1, STRONG_CLOSE_SIGNAL_V1, VOLATILITY_EXPANSION_BREAKOUT_V1, FIFTY_TWO_WEEK_HIGH_TRIGGER_V1, CONSECUTIVE_STREAK_V1, BREAKOUT_FAILURE_STOP_V1, TREND_FILTER_GATE_V1 AGENTS.md 하드룰(추격매수 방지, anti-late-entry gate 필수통과)에 따라 BUY 방향 신호 전부를 STRATEGY_SCORING의 보조신호로만 편입 — BREAKOUT_QUALITY_GATE_V2/FOLLOW_THROUGH_DAY_CONFIRM_V1/ ANTI_LATE_ENTRY_GATE_V2 게이트 체인을 우회하는 독립 BUY 트리거로는 사용하지 않음. 검증: validate_specs/validate_golden_coverage_100(100%)/validate_calibration_registry_v1/ validate_schema_model_generation_v1/validate_agents_shrink_v1 전부 PASS. golden test 22/22 PASS. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
@@ -18,6 +18,13 @@ source_precedence:
|
||||
- model_governance_kill_switch_v1
|
||||
- state_vector_constructor_v1
|
||||
- weekly_legacy_transfer_plan_v1
|
||||
- golden_cross_signal_v1
|
||||
- strong_close_signal_v1
|
||||
- volatility_expansion_breakout_v1
|
||||
- fifty_two_week_high_trigger_v1
|
||||
- consecutive_streak_v1
|
||||
- breakout_failure_stop_v1
|
||||
- trend_filter_gate_v1
|
||||
- portfolio_transition_optimizer_v1
|
||||
- walk_forward_bootstrap_v1
|
||||
- transition_set_enumerator_v1
|
||||
@@ -90,3 +97,24 @@ manifest_rows:
|
||||
- formula_id: weekly_legacy_transfer_plan_v1
|
||||
active_artifact: Temp/weekly_legacy_transfer_plan_v1.json
|
||||
value: 0.0
|
||||
- formula_id: golden_cross_signal_v1
|
||||
active_artifact: Temp/golden_cross_signal_v1.json
|
||||
value: null
|
||||
- formula_id: strong_close_signal_v1
|
||||
active_artifact: Temp/strong_close_signal_v1.json
|
||||
value: null
|
||||
- formula_id: volatility_expansion_breakout_v1
|
||||
active_artifact: Temp/volatility_expansion_breakout_v1.json
|
||||
value: null
|
||||
- formula_id: fifty_two_week_high_trigger_v1
|
||||
active_artifact: Temp/fifty_two_week_high_trigger_v1.json
|
||||
value: null
|
||||
- formula_id: consecutive_streak_v1
|
||||
active_artifact: Temp/consecutive_streak_v1.json
|
||||
value: null
|
||||
- formula_id: breakout_failure_stop_v1
|
||||
active_artifact: Temp/breakout_failure_stop_v1.json
|
||||
value: null
|
||||
- formula_id: trend_filter_gate_v1
|
||||
active_artifact: Temp/trend_filter_gate_v1.json
|
||||
value: null
|
||||
|
||||
Reference in New Issue
Block a user