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 +1,118 @@
+#!/usr/bin/env python3
+"""MODEL_GOVERNANCE_KILL_SWITCH_V1 — spec/formulas/domains/governance.yaml.
+
+Evaluates the 5 v8.9 kill-switch conditions and demotes execution_mode by exactly
+one rung on the promotion ladder when any condition fires. No automatic promotion —
+promotion requires an operator_override record (v8.9 V89_039).
+governance/todo/v8_9_p1_adoption_plan.yaml P1-C.2.
+"""
+from __future__ import annotations
+
+import argparse
+import json
+from pathlib import Path
+
+ROOT = Path(__file__).resolve().parents[1]
+DEFAULT_METRICS = ROOT / "Temp" / "model_governance_metrics_v1.json"
+DEFAULT_DECISION_PACKET = ROOT / "Temp" / "final_decision_packet_active.json"
+DEFAULT_OUT = ROOT / "Temp" / "model_governance_kill_switch_v1.json"
+
+PROMOTION_LADDER = ["AUDIT_ONLY", "SHADOW", "PILOT", "LIVE_LIMITED", "LIVE_FULL"]
+
+
+def _load(path: Path) -> dict:
+    if not path.exists():
+        return {}
+    try:
+        data = json.loads(path.read_text(encoding="utf-8"))
+        return data if isinstance(data, dict) else {}
+    except Exception:
+        return {}
+
+
+def evaluate_kill_switches(metrics: dict) -> list[str]:
+    triggered = []
+
+    quarantine = metrics.get("data_quarantine_rate_pct")
+    if quarantine is not None and quarantine > 5.0:
+        triggered.append("data_quarantine_rate_above_5pct")
+
+    shortfall = metrics.get("implementation_shortfall_ratio")
+    if shortfall is not None and shortfall > 2.0:
+        triggered.append("implementation_shortfall_above_2x_expected")
+
+    t5_hit_rate = metrics.get("t5_hit_rate_pct")
+    t5_sample_count = metrics.get("t5_sample_count") or 0
+    if t5_hit_rate is not None and t5_sample_count >= 30 and t5_hit_rate < 50.0:
+        triggered.append("t5_hit_rate_below_50pct_for_30_trades")
+
+    calibration_error = metrics.get("calibration_error")
+    calibration_limit = metrics.get("calibration_error_limit")
+    if calibration_error is not None and calibration_limit is not None and calibration_error > calibration_limit:
+        triggered.append("calibration_error_above_limit")
+
+    mdd = metrics.get("account_mdd_pct")
+    mdd_budget = metrics.get("account_mdd_budget_pct")
+    if mdd is not None and mdd_budget is not None and mdd > mdd_budget:
+        triggered.append("unexpected_drawdown_breach")
+
+    return triggered
+
+
+def demote_one_rung(current_mode: str) -> str:
+    if current_mode not in PROMOTION_LADDER:
+        return "AUDIT_ONLY"
+    idx = PROMOTION_LADDER.index(current_mode)
+    return PROMOTION_LADDER[max(idx - 1, 0)]
+
+
+def main() -> int:
+    ap = argparse.ArgumentParser()
+    ap.add_argument("--metrics", default=str(DEFAULT_METRICS))
+    ap.add_argument("--decision-packet", default=str(DEFAULT_DECISION_PACKET))
+    ap.add_argument("--out", default=str(DEFAULT_OUT))
+    args = ap.parse_args()
+
+    metrics = _load(Path(args.metrics))
+    decision_packet = _load(Path(args.decision_packet))
+
+    current_mode = decision_packet.get("execution_mode") or decision_packet.get("global_execution_gate") or "AUDIT_ONLY"
+
+    if not metrics:
+        result = {
+            "formula_id": "MODEL_GOVERNANCE_KILL_SWITCH_V1",
+            "gate": "DATA_MISSING",
+            "execution_mode": current_mode,
+            "execution_mode_changed": False,
+            "kill_switch_triggered": False,
+            "kill_switch_reason_codes": [],
+            "source_paths": [str(Path(args.metrics)), str(Path(args.decision_packet))],
+        }
+        out = Path(args.out)
+        out.write_text(json.dumps(result, ensure_ascii=False, indent=2), encoding="utf-8")
+        print(json.dumps(result, ensure_ascii=False, indent=2))
+        return 0
+
+    reason_codes = evaluate_kill_switches(metrics)
+    if reason_codes:
+        new_mode = demote_one_rung(current_mode)
+    else:
+        new_mode = current_mode
+
+    result = {
+        "formula_id": "MODEL_GOVERNANCE_KILL_SWITCH_V1",
+        "gate": "KILL_SWITCH_TRIGGERED" if reason_codes else "PASS",
+        "execution_mode": new_mode,
+        "execution_mode_changed": new_mode != current_mode,
+        "kill_switch_triggered": bool(reason_codes),
+        "kill_switch_reason_codes": reason_codes,
+        "source_paths": [str(Path(args.metrics)), str(Path(args.decision_packet))],
+    }
+    out = Path(args.out)
+    out.write_text(json.dumps(result, ensure_ascii=False, indent=2), encoding="utf-8")
+    print(json.dumps(result, ensure_ascii=False, indent=2))
+    return 0
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())