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 +1,90 @@
+#!/usr/bin/env python3
+"""REBALANCE_CADENCE_GATE_V1 — spec/formulas/domains/portfolio.yaml.
+
+Mandatory weekly (Sat/Sun) and monthly (1/11/21) cadence checks always emit a
+review, but actual rebalancing execution is allowed only when transition utility
+after tax cost is positive or a hard risk block is active.
+governance/todo/v8_9_p3_adoption_plan.yaml P3-D.
+"""
+from __future__ import annotations
+
+import argparse
+import json
+from datetime import date
+from pathlib import Path
+
+ROOT = Path(__file__).resolve().parents[1]
+DEFAULT_OUT = ROOT / "Temp" / "rebalance_cadence_gate_v1.json"
+
+WEEKLY_WEEKDAYS = {5, 6}  # Saturday=5, Sunday=6 (date.weekday())
+MONTHLY_MID_CHECK_DAYS = {1, 11, 21}
+
+
+def cadence_check_required(check_date: date, event_driven_trigger: bool = False) -> tuple[bool, str | None]:
+    if check_date.weekday() in WEEKLY_WEEKDAYS:
+        return True, "weekly_rebalance_required"
+    if check_date.day in MONTHLY_MID_CHECK_DAYS:
+        return True, "mid_check_required"
+    if event_driven_trigger:
+        return True, "event_driven_trigger"
+    return False, None
+
+
+def evaluate_rebalance_gate(
+    check_date: date,
+    transition_utility_after_tax_cost_krw: float | None,
+    hard_risk_block_active: bool | None,
+    event_driven_trigger: bool = False,
+) -> dict:
+    required, reason = cadence_check_required(check_date, event_driven_trigger)
+    if not required:
+        return {
+            "cadence_check_required": False,
+            "review_emitted": False,
+            "rebalance_execution_allowed": False,
+            "cadence_trigger_reason": None,
+        }
+
+    if transition_utility_after_tax_cost_krw is None and hard_risk_block_active is None:
+        return {
+            "cadence_check_required": True,
+            "review_emitted": True,
+            "rebalance_execution_allowed": False,
+            "cadence_trigger_reason": reason,
+            "gate": "DATA_MISSING",
+        }
+
+    allowed = bool(hard_risk_block_active) or (
+        transition_utility_after_tax_cost_krw is not None and transition_utility_after_tax_cost_krw > 0
+    )
+    return {
+        "cadence_check_required": True,
+        "review_emitted": True,
+        "rebalance_execution_allowed": allowed,
+        "cadence_trigger_reason": reason,
+    }
+
+
+def main() -> int:
+    ap = argparse.ArgumentParser()
+    ap.add_argument("--date", default=None, help="YYYY-MM-DD, default today")
+    ap.add_argument("--transition-utility", type=float, default=None)
+    ap.add_argument("--hard-risk-block", action="store_true")
+    ap.add_argument("--event-driven-trigger", action="store_true")
+    ap.add_argument("--out", default=str(DEFAULT_OUT))
+    args = ap.parse_args()
+
+    check_date = date.fromisoformat(args.date) if args.date else date.today()
+    result = {
+        "formula_id": "REBALANCE_CADENCE_GATE_V1",
+        **evaluate_rebalance_gate(check_date, args.transition_utility, args.hard_risk_block, args.event_driven_trigger),
+        "check_date": check_date.isoformat(),
+    }
+    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())