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
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+"""Golden tests for SECTOR_EXPOSURE_GRAPH_V1 / LEADER_LIFECYCLE_GATE_V1
+(governance/todo/v8_9_p1_adoption_plan.yaml P1-A.5).
+
+Maps to v8.9 proposal golden cases V89_044 (sector_overlap), V89_045 (ETF_direct_overlap),
+V89_046 (leader_distribution).
+"""
+from __future__ import annotations
+
+import importlib.util
+from pathlib import Path
+
+ROOT = Path(__file__).resolve().parents[3]
+MODULE_PATH = ROOT / "tools" / "build_sector_exposure_graph_v1.py"
+
+
+def _load_module():
+    spec = importlib.util.spec_from_file_location("build_sector_exposure_graph_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_044_etf_lookthrough_adds_to_direct_weight() -> None:
+    mod = _load_module()
+    position = {
+        "direct_weight_pct": 20.0,
+        "etf_constituents_json": [{"ticker": "X", "weight_pct": 50, "sector_id": "EQ:TECH:SEMIS:HBM"}],
+        "etf_weight_pct": 10.0,
+        "sector_id": "EQ:TECH:SEMIS:HBM",
+    }
+    result = mod.sector_exposure(position)
+    assert result["sector_family_total_pct"] == 25.0
+    assert result["gate"] == "PASS"
+
+
+def test_v89_045_missing_constituents_blocks_not_zero_estimate() -> None:
+    mod = _load_module()
+    result = mod.sector_exposure({"direct_weight_pct": 10.0, "sector_id": "EQ:TECH:SEMIS:HBM"})
+    assert result["gate"] == "ETF_BUY_BLOCKED"
+    assert result["sector_family_total_pct"] is None
+
+
+def test_v89_046_captain_distribution_break_demotes_immediately() -> None:
+    mod = _load_module()
+    result = mod.evaluate_leader_role(
+        {
+            "current_role": "CAPTAIN",
+            "above_ma60_or_reclaim_confirmed": False,
+            "institutional_flow_status": "distribution",
+            "earnings_revision_status": "neutral",
+            "relative_strength_leads_sector": False,
+            "volume_quality_confirmed": False,
+        }
+    )
+    assert result["leader_role"] == "DISTRIBUTION_RISK"
+    assert result["role_changed"] is True
+
+
+def test_missing_role_inputs_keeps_current_role_not_arbitrary() -> None:
+    mod = _load_module()
+    result = mod.evaluate_leader_role({"current_role": "ENABLER"})
+    assert result["leader_role"] == "ENABLER"
+    assert result["role_transition_reason"] == "DATA_MISSING"