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 +1,109 @@
+#!/usr/bin/env python3
+"""IMMUTABLE_DECISION_LEDGER_V1 — spec/formulas/domains/governance.yaml.
+
+Append-only decision log. Refuses to append a duplicate decision_id and never
+mutates an existing record. governance/todo/v8_9_p2_adoption_plan.yaml P2-C.
+"""
+from __future__ import annotations
+
+import argparse
+import json
+from datetime import datetime, timezone
+from pathlib import Path
+
+ROOT = Path(__file__).resolve().parents[1]
+DEFAULT_LEDGER = ROOT / "Temp" / "immutable_decision_ledger_v1.json"
+DEFAULT_DECISION = ROOT / "Temp" / "portfolio_transition_optimizer_v1.json"
+
+REQUIRED_FIELDS = [
+    "decision_id",
+    "engine_version",
+    "input_hash_bundle",
+    "execution_mode",
+    "candidate_ids",
+]
+
+
+def _load_ledger(path: Path) -> dict:
+    if not path.exists():
+        return {"formula_id": "IMMUTABLE_DECISION_LEDGER_V1", "records": []}
+    try:
+        data = json.loads(path.read_text(encoding="utf-8"))
+        if isinstance(data, dict) and isinstance(data.get("records"), list):
+            return data
+        return {"formula_id": "IMMUTABLE_DECISION_LEDGER_V1", "records": []}
+    except Exception:
+        return {"formula_id": "IMMUTABLE_DECISION_LEDGER_V1", "records": []}
+
+
+def append_decision(ledger: dict, decision: dict) -> tuple[dict, str]:
+    missing = [f for f in REQUIRED_FIELDS if decision.get(f) is None]
+    if missing:
+        return ledger, "REJECTED_MISSING_FIELDS"
+
+    decision_id = decision["decision_id"]
+    existing_ids = {r["decision_id"] for r in ledger["records"]}
+    if decision_id in existing_ids:
+        return ledger, "DUPLICATE_DECISION_ID"
+
+    record = {
+        "decision_id": decision_id,
+        "timestamp": decision.get("timestamp") or datetime.now(timezone.utc).isoformat(),
+        "engine_version": decision["engine_version"],
+        "input_hash_bundle": decision["input_hash_bundle"],
+        "execution_mode": decision["execution_mode"],
+        "candidate_ids": decision["candidate_ids"],
+        "selected_transition_id": decision.get("selected_transition_id"),
+        "hard_blocks": decision.get("hard_blocks", []),
+        "transition_utility_krw": decision.get("transition_utility_krw"),
+        "operator_override": decision.get("operator_override", False),
+        "order_ids": decision.get("order_ids", []),
+        "fill_prices": decision.get("fill_prices", []),
+        "slippage": decision.get("slippage"),
+        "T1_return": None,
+        "T5_return": None,
+        "T20_return": None,
+        "MAE": None,
+        "MFE": None,
+    }
+    new_ledger = {**ledger, "records": ledger["records"] + [record]}
+    return new_ledger, "APPENDED"
+
+
+def main() -> int:
+    ap = argparse.ArgumentParser()
+    ap.add_argument("--ledger", default=str(DEFAULT_LEDGER))
+    ap.add_argument("--decision", default=str(DEFAULT_DECISION))
+    args = ap.parse_args()
+
+    ledger = _load_ledger(Path(args.ledger))
+    decision_doc = {}
+    decision_path = Path(args.decision)
+    if decision_path.exists():
+        try:
+            decision_doc = json.loads(decision_path.read_text(encoding="utf-8"))
+        except Exception:
+            decision_doc = {}
+
+    decision = {
+        "decision_id": decision_doc.get("packet_id") or decision_doc.get("formula_id"),
+        "engine_version": "PORTFOLIO_TRANSITION_UTILITY_V1",
+        "input_hash_bundle": decision_doc.get("input_hash") or "unknown",
+        "execution_mode": decision_doc.get("execution_mode") or decision_doc.get("final_action"),
+        "candidate_ids": [c.get("candidate_id") for c in decision_doc.get("candidate_actions", [])],
+        "selected_transition_id": (decision_doc.get("selected_transition") or {}).get("candidate_id"),
+        "hard_blocks": decision_doc.get("reason_codes", []),
+        "transition_utility_krw": (decision_doc.get("selected_transition") or {}).get("transition_utility_krw"),
+    }
+
+    new_ledger, status = append_decision(ledger, decision)
+    new_ledger["status"] = status
+    out = Path(args.ledger)
+    if status == "APPENDED":
+        out.write_text(json.dumps(new_ledger, ensure_ascii=False, indent=2), encoding="utf-8")
+    print(json.dumps({"formula_id": "IMMUTABLE_DECISION_LEDGER_V1", "ledger_append_status": status}, ensure_ascii=False, indent=2))
+    return 0
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())