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 TRANSITION_SET_ENUMERATOR_V1 (governance/todo/v8_9_p2_adoption_plan.yaml P2-B).
+
+Maps to v8.9 proposal golden cases V89_010 (candidate_good_portfolio_bad),
+V89_048 (solver_failure / no candidates), V89_049 (rank_tie).
+"""
+from __future__ import annotations
+
+import importlib.util
+from pathlib import Path
+
+ROOT = Path(__file__).resolve().parents[3]
+MODULE_PATH = ROOT / "tools" / "build_transition_set_enumerator_v1.py"
+
+
+def _load_module():
+    spec = importlib.util.spec_from_file_location("build_transition_set_enumerator_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_010_individually_passing_combo_rejected_when_jointly_breaching_cash_floor() -> None:
+    mod = _load_module()
+    candidates = [
+        {
+            "candidate_id": "A",
+            "hard_constraint_pass": True,
+            "transition_utility_krw": 100000,
+            "post_trade_cash_floor_delta_pct": 1.0,
+            "post_trade_concentration_delta_pct": 0.0,
+        },
+        {
+            "candidate_id": "B",
+            "hard_constraint_pass": True,
+            "transition_utility_krw": 100000,
+            "post_trade_cash_floor_delta_pct": -2.0,
+            "post_trade_concentration_delta_pct": 0.0,
+        },
+    ]
+    evaluated = mod.enumerate_transition_sets(candidates, max_set_size=2)
+    combo_ab = next(s for s in evaluated if set(s["candidate_ids"]) == {"A", "B"})
+    assert combo_ab["set_hard_constraint_pass"] is False
+
+    best = mod.select_best_set(evaluated)
+    assert best["candidate_ids"] == ["A"]
+
+
+def test_v89_048_no_candidates_yields_empty_set_not_fabricated() -> None:
+    mod = _load_module()
+    evaluated = mod.enumerate_transition_sets([], max_set_size=3)
+    assert evaluated == []
+    assert mod.select_best_set(evaluated) is None
+
+
+def test_v89_049_tie_prefers_smaller_lower_complexity_combination() -> None:
+    mod = _load_module()
+    sets = [
+        {"candidate_ids": ["A"], "set_hard_constraint_pass": True, "set_transition_utility_krw": 100000.0},
+        {"candidate_ids": ["A", "C"], "set_hard_constraint_pass": True, "set_transition_utility_krw": 100000.0},
+    ]
+    best = mod.select_best_set(sets)
+    assert best["candidate_ids"] == ["A"]