Merge pull request 'WBS-8 & WBS-9 병렬 진행 — 전체 계획 및 주요 문서 완성' (#76) from feature/wbs-8-9-parallel-planning into main

Reviewed-on: http://kjh2064.synology.me:8418/kjh2064/myfinance/pulls/76
2026-06-22 23:56:27 +09:00
parent ebd8e0f3b8 61d71c5371
commit 79ff7cfe19
6 changed files with 1346 additions and 1 deletions
@@ -4312,3 +4312,134 @@ normalization_rules:
  - quantity
  - flow_rows
  transform: must be integer; decimal shares are invalid except final floor in sizing
+
+# WBS-9.3: 데이터 품질 정책 — NULL 처리 및 자동 충전 규칙
+data_quality_policy:
+  version: "2026-06-22"
+  purpose: "NULL 컬럼별 충전 가능성, 우선순위, 추정 금지 정책을 명시"
+
+  null_handling_fields:
+    # 우선순위 1 (필수, 자동 충전 가능)
+    atr20:
+      chargeability: FILLABLE
+      priority: 1
+      source: ATR(close, 20) 자동 계산
+      estimation_forbidden: false
+      fallback: 입력 거래 제외
+
+    rsi_14:
+      chargeability: FILLABLE
+      priority: 1
+      source: RSI(close, 14) 자동 계산
+      estimation_forbidden: false
+      fallback: 입력 거래 제외
+
+    velocity_1d:
+      chargeability: FILLABLE
+      priority: 1
+      source: (close - previous_close) / previous_close * 100
+      estimation_forbidden: false
+      fallback: 입력 거래 제외
+
+    # 우선순위 2 (권장, 추정 가능)
+    stop_price:
+      chargeability: FILLABLE
+      priority: 2
+      source: ATR(close, 20) * 2.0 (기본값)
+      estimation_forbidden: false
+      estimation_rule: ATR20 * atr_multiplier
+      fallback: 입력 거래 제외
+
+    target_price:
+      chargeability: FILLABLE
+      priority: 2
+      source: consensus_target 또는 ATR 기반
+      estimation_forbidden: false
+      estimation_rule: close * (1 + expectancy_pct)
+      fallback: 입력 거래 제외
+
+    # 우선순위 3 (선택, 추정 불가)
+    rsi_15m:
+      chargeability: NOT_FILLABLE
+      priority: 3
+      source: 인트라데이 데이터 필요 (HTS 수동 기록)
+      estimation_forbidden: true
+      fallback: NA로 처리, 계산 제외
+
+    bayesian_confidence_multiplier:
+      chargeability: COMPUTED
+      priority: 3
+      source: spec/17_performance_contract.yaml 기준 자동 계산
+      estimation_forbidden: true
+      fallback: 0.5 기본값 (데이터 부족 신호)
+
+    kelly_brake_multiplier:
+      chargeability: COMPUTED
+      priority: 3
+      source: 성과 피드백 레이어에서 자동 계산
+      estimation_forbidden: true
+      fallback: 1.0 (제약 없음)
+
+  ci_gate_rules:
+    - gate_id: DATA_QUALITY_NULL_CHECK
+      description: 필수 필드(priority 1) NULL 검증
+      trigger: GAS runDataFeed() 또는 snapshot_admin API 호출 시
+      required_fields:
+        - close_price
+        - ticker
+        - entry_price
+        - stop_price
+        - velocity_1d
+      action_on_fail: ERROR 로그 기록, 해당 거래 SKIP
+      acceptance_criteria: "100% 필드 충전"
+
+    - gate_id: DATA_QUALITY_FILLABLE_CHECK
+      description: 권장 필드(priority 2) 자동 충전
+      trigger: 데이터 로드 직후
+      fillable_fields:
+        - atr20
+        - rsi_14
+        - velocity_5d
+        - stop_price
+        - target_price
+      action_on_success: 자동 계산값 삽입
+      action_on_fail: WARNING 로그, 기존값 유지
+      acceptance_criteria: ">= 95% 자동 충전율"
+
+    - gate_id: DATA_QUALITY_ESTIMATION_BLOCK
+      description: 추정 금지 필드 검증
+      trigger: 계산 엔진 전 1회
+      forbidden_estimation_fields:
+        - rsi_15m
+        - kelly_brake_multiplier
+        - proposal_stop_ladder
+      action_on_fail: DATA_MISSING 처리, 계산 제외
+      acceptance_criteria: "0% 추정율"
+
+  automated_fill_procedures:
+    - procedure_id: FILL_ATR20
+      field: atr20
+      condition: "atr20 IS NULL AND close_price IS NOT NULL"
+      implementation: "src/quant_engine/auto_fill_atr20_v1.py"
+      execution_frequency: "on_data_load"
+
+    - procedure_id: FILL_RSI14
+      field: rsi_14
+      condition: "rsi_14 IS NULL AND close_price IS NOT NULL"
+      implementation: "src/quant_engine/auto_fill_rsi14_v1.py"
+      execution_frequency: "on_data_load"
+
+    - procedure_id: FILL_VELOCITY_1D
+      field: velocity_1d
+      condition: "velocity_1d IS NULL AND (close_price AND previous_close_price) IS NOT NULL"
+      implementation: "src/quant_engine/auto_fill_velocity_v1.py"
+      execution_frequency: "on_data_load"
+
+    - procedure_id: FILL_STOP_PRICE
+      field: stop_price
+      condition: "stop_price IS NULL AND atr20 IS NOT NULL"
+      implementation: "src/quant_engine/auto_fill_stop_price_v1.py"
+      execution_frequency: "on_data_load"
+      parameters:
+        multiplier_default: 2.0
+        fallback_pct: -5.0