feat(quant-engine): v8.9 제안서 P0-P3 로드맵 채택 — 15개 의사결정 엔진 신규 구현

suggest/quant_investment_engine_v8_9_portfolio_optimizer_canonical_refactored.yaml의 implementation_todo_v8_9(P0~P4) 전체를 spec/tool/golden case 레벨로 구현. - P0: PORTFOLIO_TRANSITION_UTILITY_V1, SELL_LOT_PARETO_SELECTOR_V1, FORECAST_SIMULATION_ENGINE_V1 - P1: SECTOR_EXPOSURE_GRAPH_V1/LEADER_LIFECYCLE_GATE_V1, EXECUTION_CAPACITY_LADDER_V1, MODEL_GOVERNANCE_KILL_SWITCH_V1 - P2: SCENARIO_SHOCK_MATRIX_V1, TRANSITION_SET_ENUMERATOR_V1, IMMUTABLE_DECISION_LEDGER_V1, EXECUTION_PLAN_COMPILER_V1 - P3: STATE_VECTOR_CONSTRUCTOR_V1, WALK_FORWARD_BOOTSTRAP_V1, TRANSITION_SET_ENUMERATOR_V1(MRC/CVaR 확장), REBALANCE_CADENCE_GATE_V1, WEEKLY_LEGACY_TRANSFER_PLAN_V1 기존 regime/cluster 연동 정책 수치(현금방어선, 반도체 cap)는 그대로 유지하고 신규 cap 필드만 추가. spec/09_decision_flow.yaml과 runtime/active_artifact_manifest.yaml에 전 엔진 배선 완료. governance/todo/v8_9_p{0,1,2,3}_adoption_plan.yaml에 각 단계 작업 추적 기록. 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 53/53 PASS. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-18 00:06:52 +09:00
parent aed1eae421
commit aedabdd37b
82 changed files with 7515 additions and 5 deletions
@@ -0,0 +1,61 @@
+"""Golden tests for EXECUTION_CAPACITY_LADDER_V1 (governance/todo/v8_9_p1_adoption_plan.yaml P1-B.4).
+
+Maps to v8.9 proposal golden cases V89_019 (broker_packet_missing), V89_020 (capacity_too_low),
+V89_022 (spread_widens).
+"""
+from __future__ import annotations
+
+import importlib.util
+from pathlib import Path
+
+ROOT = Path(__file__).resolve().parents[3]
+MODULE_PATH = ROOT / "tools" / "build_execution_capacity_ladder_v1.py"
+
+
+def _load_module():
+    spec = importlib.util.spec_from_file_location("build_execution_capacity_ladder_v1", MODULE_PATH)
+    module = importlib.util.module_from_spec(spec)
+    assert spec.loader is not None
+    spec.loader.exec_module(module)
+    return module
+
+
+def test_v89_019_missing_broker_packet_blocks_not_zero_capacity() -> None:
+    mod = _load_module()
+    order = {
+        "planned_order_amount_krw": 50000000,
+        "avg_trade_value_20d_krw": None,
+        "intraday_trade_value_krw": 500000000,
+        "orderbook_top3_depth_krw": 100000000,
+        "spread_bps": 5,
+    }
+    result = mod.evaluate_order_capacity(order)
+    assert result["gate"] == "EXECUTION_PLAN_BLOCKED"
+    assert result["order_capacity_krw"] is None
+
+
+def test_v89_020_planned_amount_exceeding_capacity_gets_capped() -> None:
+    mod = _load_module()
+    order = {
+        "planned_order_amount_krw": 50000000,
+        "avg_trade_value_20d_krw": 1000000000,
+        "intraday_trade_value_krw": 500000000,
+        "orderbook_top3_depth_krw": 100000000,
+        "spread_bps": 5,
+    }
+    result = mod.evaluate_order_capacity(order)
+    assert result["gate"] == "ORDER_SIZE_CAPPED"
+    assert result["order_capacity_krw"] == 3000000.0
+
+
+def test_v89_022_spread_widening_beyond_1_5x_triggers_cancel() -> None:
+    mod = _load_module()
+    assert mod.should_cancel_remaining_slices(16, 10) is True
+    assert mod.should_cancel_remaining_slices(14, 10) is False
+
+
+def test_trading_halt_blocks_regardless_of_other_fields() -> None:
+    mod = _load_module()
+    result = mod.evaluate_order_capacity({"planned_order_amount_krw": 50000000, "halt_status": True})
+    assert result["gate"] == "EXECUTION_PLAN_BLOCKED"
+    assert result["reason_code"] == "trading_halt"