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 +1,91 @@
+#!/usr/bin/env python3
+"""STATE_VECTOR_CONSTRUCTOR_V1 — spec/formulas/domains/portfolio.yaml.
+
+Merges holdings/cash/tax_lots/sector_graph/factor_exposures/macro_regime_probabilities
+into one state_vector. Missing components stay null -- never backfilled from another
+component. governance/todo/v8_9_p3_adoption_plan.yaml P3-A.
+"""
+from __future__ import annotations
+
+import argparse
+import json
+from pathlib import Path
+
+ROOT = Path(__file__).resolve().parents[1]
+DEFAULT_CASH_LADDER = ROOT / "Temp" / "cash_ratios_v1.json"
+DEFAULT_POSITIONS = ROOT / "Temp" / "account_snapshot_v1.json"
+DEFAULT_SECTOR_GRAPH = ROOT / "Temp" / "sector_exposure_graph_v1.json"
+DEFAULT_OUT = ROOT / "Temp" / "state_vector_constructor_v1.json"
+
+COMPONENT_KEYS = [
+    "cash_ladder",
+    "positions",
+    "sector_exposure_graph",
+    "factor_exposures",
+    "tax_lots",
+    "risk_bucket_weights",
+    "macro_regime_probabilities",
+    "goal_progress_pct",
+]
+
+
+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 construct_state_vector(components: dict) -> dict:
+    state_vector = {}
+    missing_components = []
+    for key in COMPONENT_KEYS:
+        value = components.get(key)
+        state_vector[key] = value
+        if value is None:
+            missing_components.append(key)
+    completeness_pct = 100.0 * (len(COMPONENT_KEYS) - len(missing_components)) / len(COMPONENT_KEYS)
+    return {
+        "state_vector": state_vector,
+        "state_vector_completeness_pct": completeness_pct,
+        "missing_components": missing_components,
+    }
+
+
+def main() -> int:
+    ap = argparse.ArgumentParser()
+    ap.add_argument("--cash-ladder", default=str(DEFAULT_CASH_LADDER))
+    ap.add_argument("--positions", default=str(DEFAULT_POSITIONS))
+    ap.add_argument("--sector-graph", default=str(DEFAULT_SECTOR_GRAPH))
+    ap.add_argument("--out", default=str(DEFAULT_OUT))
+    args = ap.parse_args()
+
+    cash_ladder_doc = _load(Path(args.cash_ladder))
+    positions_doc = _load(Path(args.positions))
+    sector_graph_doc = _load(Path(args.sector_graph))
+
+    components = {
+        "cash_ladder": cash_ladder_doc or None,
+        "positions": positions_doc.get("positions") if positions_doc else None,
+        "sector_exposure_graph": sector_graph_doc.get("rows") if sector_graph_doc.get("rows") else None,
+        "factor_exposures": None,
+        "tax_lots": positions_doc.get("tax_lots") if positions_doc else None,
+        "risk_bucket_weights": None,
+        "macro_regime_probabilities": None,
+        "goal_progress_pct": positions_doc.get("goal_progress_pct") if positions_doc else None,
+    }
+
+    result = {"formula_id": "STATE_VECTOR_CONSTRUCTOR_V1", **construct_state_vector(components)}
+    result["source_paths"] = [str(Path(args.cash_ladder)), str(Path(args.positions)), str(Path(args.sector_graph))]
+
+    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())