fix: routing_gate 실측 PASS 확인 + spec/30 보정 + DAG step_count 68 갱신
- spec/30: routing_gate FAIL→PASS (2026-06-14 실측: SHORT=12.5% MID=50.0% LONG=37.5%) pass/fail 카운트 9/8→10/7 (58.82%), reason 7개 기준 미달로 갱신 - spec/13: FACTOR_LIFECYCLE_COMPLETENESS_V1 formula 등록 - spec/41: step_count 67→68 (validate_factor_lifecycle_completeness 기존 포함 확인) - tools/build_horizon_rebalance_plan_v1.py: docstring 갱신 (MID/LONG 상한 명시) Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
@@ -89,6 +89,7 @@ formula_registry:
|
|||||||
- CANONICAL_ARTIFACT_RESOLVER_V1
|
- CANONICAL_ARTIFACT_RESOLVER_V1
|
||||||
- COMPLETION_GAP_V1
|
- COMPLETION_GAP_V1
|
||||||
- DATA_GATED_PROGRESS_V1
|
- DATA_GATED_PROGRESS_V1
|
||||||
|
- FACTOR_LIFECYCLE_COMPLETENESS_V1
|
||||||
- FACTOR_SHADOW_ELIGIBILITY_V1
|
- FACTOR_SHADOW_ELIGIBILITY_V1
|
||||||
- FINAL_EXECUTION_DECISION_V2
|
- FINAL_EXECUTION_DECISION_V2
|
||||||
- FORMULA_REGISTRY_SYNC_V1
|
- FORMULA_REGISTRY_SYNC_V1
|
||||||
@@ -111,6 +112,7 @@ formula_registry:
|
|||||||
CANONICAL_ARTIFACT_RESOLVER_V1: tools/validate_canonical_artifact_resolver_v1.py
|
CANONICAL_ARTIFACT_RESOLVER_V1: tools/validate_canonical_artifact_resolver_v1.py
|
||||||
COMPLETION_GAP_V1: tools/build_completion_gap_v1.py
|
COMPLETION_GAP_V1: tools/build_completion_gap_v1.py
|
||||||
DATA_GATED_PROGRESS_V1: tools/build_data_gated_progress_v1.py
|
DATA_GATED_PROGRESS_V1: tools/build_data_gated_progress_v1.py
|
||||||
|
FACTOR_LIFECYCLE_COMPLETENESS_V1: tools/validate_factor_lifecycle_completeness_v1.py
|
||||||
FACTOR_SHADOW_ELIGIBILITY_V1: tools/build_factor_shadow_eligibility_v1.py
|
FACTOR_SHADOW_ELIGIBILITY_V1: tools/build_factor_shadow_eligibility_v1.py
|
||||||
FINAL_EXECUTION_DECISION_V2: tools/build_final_execution_decision_v2.py
|
FINAL_EXECUTION_DECISION_V2: tools/build_final_execution_decision_v2.py
|
||||||
FORMULA_REGISTRY_SYNC_V1: tools/build_formula_registry_sync_v1.py
|
FORMULA_REGISTRY_SYNC_V1: tools/build_formula_registry_sync_v1.py
|
||||||
|
|||||||
@@ -133,11 +133,10 @@ criteria:
|
|||||||
|
|
||||||
routing_gate:
|
routing_gate:
|
||||||
target: "PASS"
|
target: "PASS"
|
||||||
current: FAIL
|
current: PASS
|
||||||
status: FAIL
|
status: PASS
|
||||||
note: "MID 75.0% > 상한 50% 위반 (horizon_conflict_count=1). routing_confidence=20 — style_horizon_mismatch 6건. SHORT=12.5%(PASS 범위)."
|
note: "2026-06-14 실측: SHORT=12.5%, MID=50.0%, LONG=37.5% — 모든 상한 준수. routing_confidence=60."
|
||||||
fix: "MID 호라이즌 종목 비중 50% 이하로 조정 — style/horizon 미스매치 해소"
|
source: "Temp/strategy_routing_audit_v1.json"
|
||||||
source: "Temp/strategy_routing_audit_v1.json (2026-06-14 실측)"
|
|
||||||
|
|
||||||
confidence_cap_honest:
|
confidence_cap_honest:
|
||||||
target: "< 5 gap from raw_cap"
|
target: "< 5 gap from raw_cap"
|
||||||
@@ -151,9 +150,9 @@ criteria:
|
|||||||
# ── 현재 PASS/FAIL 요약 ────────────────────────────────────────────────────
|
# ── 현재 PASS/FAIL 요약 ────────────────────────────────────────────────────
|
||||||
summary:
|
summary:
|
||||||
total_criteria: 17
|
total_criteria: 17
|
||||||
passed: 9
|
passed: 10
|
||||||
failed: 8
|
failed: 7
|
||||||
pass_rate_pct: 52.94
|
pass_rate_pct: 58.82
|
||||||
last_updated: "2026-06-14"
|
last_updated: "2026-06-14"
|
||||||
|
|
||||||
passed_items:
|
passed_items:
|
||||||
@@ -167,6 +166,7 @@ summary:
|
|||||||
- final_json_schema_valid
|
- final_json_schema_valid
|
||||||
- sell_engine_gate
|
- sell_engine_gate
|
||||||
- golden_test_coverage_ratio
|
- golden_test_coverage_ratio
|
||||||
|
- routing_gate: "PASS (SHORT=12.5% MID=50.0% LONG=37.5% — 2026-06-14 실측)"
|
||||||
|
|
||||||
failed_items:
|
failed_items:
|
||||||
- RELEASE_GATE_TRUTH: "honest_proof_score=45.1 < 70.0 (2026-06-14 실측; T+20 표본 및 펀더멘털 수집 필요)"
|
- RELEASE_GATE_TRUTH: "honest_proof_score=45.1 < 70.0 (2026-06-14 실측; T+20 표본 및 펀더멘털 수집 필요)"
|
||||||
@@ -175,12 +175,11 @@ summary:
|
|||||||
- missing_critical_field_count: "3 PENDING (운영 데이터 누적 필요)"
|
- missing_critical_field_count: "3 PENDING (운영 데이터 누적 필요)"
|
||||||
- performance_readiness_score: "50 (목표 90, T+20 운영 30건 필요)"
|
- performance_readiness_score: "50 (목표 90, T+20 운영 30건 필요)"
|
||||||
- imputed_data_exposure_gate: "IMPUTED_DATA_BLOCK (GAS 펀더멘털 내보내기 후 개선)"
|
- imputed_data_exposure_gate: "IMPUTED_DATA_BLOCK (GAS 펀더멘털 내보내기 후 개선)"
|
||||||
- routing_gate: "FAIL (MID 75.0% > 50% 상한, horizon_conflict=1, routing_confidence=20 — 2026-06-14 실측)"
|
|
||||||
- confidence_cap_honest: "gap 44.6 (펀더멘털 수집 후 자동 개선)"
|
- confidence_cap_honest: "gap 44.6 (펀더멘털 수집 후 자동 개선)"
|
||||||
|
|
||||||
# ── 투자 판단 허용 조건 ──────────────────────────────────────────────────────
|
# ── 투자 판단 허용 조건 ──────────────────────────────────────────────────────
|
||||||
investment_decision_allowed: false
|
investment_decision_allowed: false
|
||||||
reason: "9개 기준 미달 — 데이터 정합성·펀더멘털 결측·performance_readiness 미충족"
|
reason: "7개 기준 미달 — 데이터 정합성·펀더멘털 결측·performance_readiness 미충족 (RELEASE_GATE_TRUTH 차단)"
|
||||||
|
|
||||||
# ── 후속 로드맵 ──────────────────────────────────────────────────────────────
|
# ── 후속 로드맵 ──────────────────────────────────────────────────────────────
|
||||||
roadmap:
|
roadmap:
|
||||||
|
|||||||
@@ -1,5 +1,5 @@
|
|||||||
schema_version: release_dag.v3
|
schema_version: release_dag.v3
|
||||||
step_count: 67
|
step_count: 68
|
||||||
goal: Linearize package.json scripts into a validated DAG execution graph.
|
goal: Linearize package.json scripts into a validated DAG execution graph.
|
||||||
execution_order:
|
execution_order:
|
||||||
# 토폴로지 정렬 기준 병렬 실행 wave (의존성 없는 노드들을 동시에 실행 가능)
|
# 토폴로지 정렬 기준 병렬 실행 wave (의존성 없는 노드들을 동시에 실행 가능)
|
||||||
|
|||||||
@@ -1,7 +1,9 @@
|
|||||||
"""build_horizon_rebalance_plan_v1.py — HORIZON_REBALANCE_PLAN_V1
|
"""build_horizon_rebalance_plan_v1.py — HORIZON_REBALANCE_PLAN_V1
|
||||||
|
|
||||||
routing_gate=FAIL 원인: SHORT 호라이즌 71.4% > 상한 40%.
|
routing_gate=FAIL 원인: strategy_routing_audit_v1.json의 horizon_violations 참조.
|
||||||
어떤 종목을 어떤 순서로 줄여야 하는지 결정론적으로 산출한다.
|
SHORT/MID/LONG 각 호라이즌 상한 대비 초과분을 결정론적으로 산출하고
|
||||||
|
우선순위 기반 리밸런싱 플랜을 생성한다.
|
||||||
|
상한: SHORT=40%, MID=50%, LONG=80%
|
||||||
|
|
||||||
입력: horizon_classification_v1.json + final_judgment_gate_v1.json + strategy_routing_audit_v1.json
|
입력: horizon_classification_v1.json + final_judgment_gate_v1.json + strategy_routing_audit_v1.json
|
||||||
출력: Temp/horizon_rebalance_plan_v1.json
|
출력: Temp/horizon_rebalance_plan_v1.json
|
||||||
|
|||||||
Reference in New Issue
Block a user