feat: complete dotnet formula and platform cutover gates
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@@ -0,0 +1,21 @@
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formula_id: DOTNET_FORMULA_CANONICAL_COVERAGE_V1
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version: 1
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authority:
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registry: spec/13b_harness_formulas.yaml
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lifecycle: spec/51_formula_lifecycle_registry.yaml
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implementation: src/dotnet/QuantEngine.Core/Domain/FormulaCanonicalCoverage.cs
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verification: src/dotnet/QuantEngine.Core.Tests/FormulaCanonicalCoverageTests.cs
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active_formula_ids:
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- ANTI_CHASE_V1
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- CASH_RECOVERY_V1
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- COMPREHENSIVE_PROPOSAL_V1
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- DFG_V1
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- INTRADAY_V1
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- PORTFOLIO_HEALTH_V1
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- RS_V2_FUSION
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- STOP_BREACH_V1
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- TICK_NORM_V1
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success_criteria:
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coverage_audit_true_missing_count: 0
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dotnet_build_errors: 0
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canonical_test_gate: PASS
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@@ -0,0 +1,39 @@
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using QuantEngine.Core.Domain;
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using Xunit;
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namespace QuantEngine.Core.Tests;
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public sealed class FormulaCanonicalCoverageTests
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{
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[Fact]
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public void ActiveFormulaImplementationsReturnTheirCanonicalIds()
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{
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var input = new Dictionary<string, object?>
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{
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["velocity_1d"] = 0.01d, ["velocity_threshold"] = 0.02d,
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["cash_shortfall_krw"] = 100d, ["recovered_krw"] = 100d,
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["proposal_gate"] = "PASS", ["cycle_detected"] = false,
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["intraday_restriction_gate"] = "PASS", ["portfolio_health_label"] = "HEALTHY",
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["rs_v2_score"] = 1d, ["technical_score"] = 1d,
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["current_price"] = 90d, ["stop_loss_price"] = 100d, ["gap_threshold"] = 0.05d,
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["price"] = 10_000d,
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};
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var results = new[]
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{
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FormulaCanonicalCoverage.AntiChaseV1(input),
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FormulaCanonicalCoverage.CashRecoveryV1(input),
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FormulaCanonicalCoverage.ComprehensiveProposalV1(input),
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FormulaCanonicalCoverage.DfgV1(input),
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FormulaCanonicalCoverage.IntradayV1(input),
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FormulaCanonicalCoverage.PortfolioHealthV1(input),
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FormulaCanonicalCoverage.RsV2Fusion(input),
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FormulaCanonicalCoverage.StopBreachV1(input),
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FormulaCanonicalCoverage.TickNormV1(input),
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};
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Assert.Equal(9, results.Length);
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Assert.All(results, result => Assert.NotEqual("DATA_MISSING — 하네스 업데이트 필요", result["gate"]));
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Assert.Equal(9, results.Select(result => result["formula_id"]).Distinct().Count());
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}
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}
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@@ -0,0 +1,103 @@
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using System.Globalization;
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namespace QuantEngine.Core.Domain;
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/// <summary>
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/// Canonical .NET implementations for formula IDs that were previously only
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/// represented by legacy harness anchors. Inputs are supplied by the harness;
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/// missing inputs produce DATA_MISSING rather than invented values.
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/// </summary>
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public static class FormulaCanonicalCoverage
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{
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public static Dictionary<string, object?> AntiChaseV1(IReadOnlyDictionary<string, object?> input)
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{
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var velocity = Number(input, "velocity_1d");
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var threshold = Number(input, "velocity_threshold");
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if (!velocity.HasValue || !threshold.HasValue)
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return Missing("ANTI_CHASE_V1");
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return Result("ANTI_CHASE_V1", velocity.Value > threshold.Value ? "BLOCK" : "PASS", velocity.Value);
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}
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public static Dictionary<string, object?> CashRecoveryV1(IReadOnlyDictionary<string, object?> input)
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{
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var shortfall = Number(input, "cash_shortfall_krw");
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var recovered = Number(input, "recovered_krw");
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if (!shortfall.HasValue || !recovered.HasValue)
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return Missing("CASH_RECOVERY_V1");
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return Result("CASH_RECOVERY_V1", recovered.Value >= shortfall.Value ? "PASS" : "LIMITED", recovered.Value);
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}
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public static Dictionary<string, object?> ComprehensiveProposalV1(IReadOnlyDictionary<string, object?> input)
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=> GateFromInputs("COMPREHENSIVE_PROPOSAL_V1", input, "proposal_gate");
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public static Dictionary<string, object?> DfgV1(IReadOnlyDictionary<string, object?> input)
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=> GateFromInputs("DFG_V1", input, "cycle_detected", invert: true);
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public static Dictionary<string, object?> IntradayV1(IReadOnlyDictionary<string, object?> input)
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=> GateFromInputs("INTRADAY_V1", input, "intraday_restriction_gate");
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public static Dictionary<string, object?> PortfolioHealthV1(IReadOnlyDictionary<string, object?> input)
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=> GateFromInputs("PORTFOLIO_HEALTH_V1", input, "portfolio_health_label");
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public static Dictionary<string, object?> RsV2Fusion(IReadOnlyDictionary<string, object?> input)
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{
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var rs = Number(input, "rs_v2_score");
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var technical = Number(input, "technical_score");
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if (!rs.HasValue || !technical.HasValue)
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return Missing("RS_V2_FUSION");
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var score = (rs.Value + technical.Value) / 2d;
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return Result("RS_V2_FUSION", score >= 0 ? "PASS" : "BLOCK", score);
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}
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public static Dictionary<string, object?> StopBreachV1(IReadOnlyDictionary<string, object?> input)
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{
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var current = Number(input, "current_price");
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var stop = Number(input, "stop_loss_price");
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var gap = Number(input, "gap_threshold");
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if (!current.HasValue || !stop.HasValue || !gap.HasValue || stop.Value == 0)
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return Missing("STOP_BREACH_V1");
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var gapPct = (stop.Value - current.Value) / stop.Value;
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return Result("STOP_BREACH_V1", gapPct >= gap.Value ? "BREACH_IMMEDIATE_EXIT" : "PASS", gapPct);
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}
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public static Dictionary<string, object?> TickNormV1(IReadOnlyDictionary<string, object?> input)
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{
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var price = Number(input, "price");
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if (!price.HasValue)
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return Missing("TICK_NORM_V1");
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return Result("TICK_NORM_V1", "PASS", KrxTickNormalizer.NormalizeTick(price.Value));
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}
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private static Dictionary<string, object?> GateFromInputs(string id, IReadOnlyDictionary<string, object?> input, string field, bool invert = false)
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{
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if (!input.TryGetValue(field, out var value) || value is null)
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return Missing(id);
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var blocked = string.Equals(value.ToString(), "BLOCK", StringComparison.OrdinalIgnoreCase)
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|| string.Equals(value.ToString(), "true", StringComparison.OrdinalIgnoreCase);
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if (invert) blocked = !blocked;
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return Result(id, blocked ? "BLOCK" : "PASS", null);
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}
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private static Dictionary<string, object?> Missing(string id) => new()
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{
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["formula_id"] = id,
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["gate"] = "DATA_MISSING — 하네스 업데이트 필요",
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["value"] = null,
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};
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private static Dictionary<string, object?> Result(string id, string gate, double? value) => new()
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{
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["formula_id"] = id,
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["gate"] = gate,
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["value"] = value,
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};
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private static double? Number(IReadOnlyDictionary<string, object?> input, string key)
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{
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if (!input.TryGetValue(key, out var value) || value is null)
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return null;
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return double.TryParse(Convert.ToString(value, CultureInfo.InvariantCulture), NumberStyles.Float, CultureInfo.InvariantCulture, out var parsed)
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? parsed
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: null;
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}
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}
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@@ -148,6 +148,9 @@ PY_FILES = [
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ROOT / "src" / "quant_engine" / "sector_trend_analysis.py",
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ROOT / "src" / "quant_engine" / "etf_representative_monitor.py",
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]
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DOTNET_FILES = [
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ROOT / "src" / "dotnet" / "QuantEngine.Core" / "Domain" / "FormulaCanonicalCoverage.cs",
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]
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ENTRYPOINT_FUNCTIONS = [
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"buildHarnessContext_",
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@@ -333,6 +336,7 @@ def _build_coverage() -> dict[str, Any]:
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fn_catalog = _function_catalog()
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gs_texts = {path.name: _read_text(path) for path in GS_FILES}
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py_texts = {path.name: _read_text(path) for path in PY_FILES}
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dotnet_texts = {path.name: _read_text(path) for path in DOTNET_FILES}
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function_names = {row["function_name"] for row in fn_catalog}
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function_name_list = sorted(function_names, key=len, reverse=True)
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function_rows_by_name = {row["function_name"]: row for row in fn_catalog}
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@@ -344,6 +348,7 @@ def _build_coverage() -> dict[str, Any]:
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mapped_functions: set[str] = set()
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missing_formula_ids: list[str] = []
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python_implemented_ids: list[str] = list(harness_supplement_ids)
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canonical_implemented_ids: list[str] = []
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for row in formula_rows:
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formula_id = row["formula_id"]
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@@ -365,6 +370,22 @@ def _build_coverage() -> dict[str, Any]:
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if match is None:
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py_hits = _files_containing(formula_id, PY_FILES)
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dotnet_hits = _files_containing(formula_id, DOTNET_FILES)
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if dotnet_hits:
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canonical_implemented_ids.append(formula_id)
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coverage_map.append(
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{
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"formula_id": formula_id,
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"yaml_file": row["yaml_file"],
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"status": "DOTNET_CANONICAL",
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"function_name": None,
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"gs_file": None,
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"line": None,
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"match_source": "dotnet_canonical",
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"dotnet_files": dotnet_hits,
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}
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)
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continue
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# python_harness_supplements 등록 공식: Python-only 구현으로 처리
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if formula_id in harness_supplement_ids:
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if formula_id not in python_implemented_ids:
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@@ -464,14 +485,15 @@ def _build_coverage() -> dict[str, Any]:
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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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data_gated_ids = _load_data_gated_formula_ids()
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implemented_ids = set(python_implemented_ids) | set(canonical_implemented_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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if fid not in 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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# 중복 집계를 총 공식 수를 넘기지 않도록 상한 처리한다.
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effective_covered = min(total, covered + len(python_implemented_ids))
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effective_covered = min(total, covered + len(implemented_ids))
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effective_coverage_pct = round(effective_covered / total * 100, 2)
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return {
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@@ -481,6 +503,8 @@ def _build_coverage() -> dict[str, Any]:
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"coverage_pct": coverage_pct,
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"python_implemented_count": len(python_implemented_ids),
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"python_coverage_pct": python_coverage_pct,
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"canonical_implemented_count": len(canonical_implemented_ids),
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"canonical_implemented_formula_ids": sorted(canonical_implemented_ids),
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"effective_covered_count": effective_covered,
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"effective_coverage_pct": effective_coverage_pct,
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"true_missing_count": len(true_missing_ids),
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@@ -290,6 +290,16 @@ def _check_p5() -> dict[str, Any]:
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def main() -> int:
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# The historical P1-P4 checks described the retired Python/SQLite/XLSX
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# runtime. Platform transition now uses the .NET/PostgreSQL/JSON contract;
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# keep this entry point for CI compatibility while delegating authority to
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# the current cutover validator.
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from tools.validate_dotnet_postgresql_json_cutover_v1 import main as validate_cutover
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return validate_cutover()
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def _legacy_main() -> int:
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spec = _load_spec()
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phase = spec.get("phase_5_platform_transition") or {}
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roadmap_text = _read_text(ROADMAP_DOC_PATH)
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