릴리스 DAG와 실현 성과 게이트 연결

package.json

@@ -16,6 +16,9 @@
     "ops:package": "python tools/refresh_trading_calendar.py && python tools/prepare_upload_zip.py --validation-mode release --profile",
     "prepare-upload-zip": "python tools/refresh_trading_calendar.py && python tools/prepare_upload_zip.py",
     "ops:audit": "python tools/harness_coverage_auditor.py",
+    "build-realized-performance": "python tools/build_realized_performance_v1.py",
+    "validate-completion-harness": "python tools/validate_completion_harness_instructions_v1.py",
+    "validate-realized-performance": "python tools/validate_realized_performance_v1.py",
     "validate-gas-recovery": "python tools/validate_gas_orchestration_recovery_v1.py",
     "ops:clean": "python tools/clean_temp_artifacts_v1.py",
     "ops:dev": "node core_satellite_collector.js",
@@ -26,14 +29,14 @@
     "render-report-json": "python tools/render_operational_report.py --json GatherTradingData.json --output Temp/operational_report.md --report-json-output Temp/operational_report.json"
   },
   "dependencies": {
-    "cheerio": "latest",
+    "cheerio": "1.2.0",
     "googleapis": "^171.4.0",
-    "iconv-lite": "latest",
-    "yahoo-finance2": "latest"
+    "iconv-lite": "0.7.2",
+    "yahoo-finance2": "3.15.3"
   },
   "optionalDependencies": {
-    "adm-zip": "latest",
-    "fast-xml-parser": "latest"
+    "adm-zip": "0.5.17",
+    "fast-xml-parser": "5.8.0"
   },
   "devDependencies": {
     "xlsx": "^0.18.5"

spec/41_release_dag.yaml

@@ -1,5 +1,5 @@
 schema_version: release_dag.v3
-step_count: 87
+step_count: 90
 goal: Linearize package.json scripts into a validated DAG execution graph.
 execution_order:
   # 토폴로지 정렬 기준 병렬 실행 wave (의존성 없는 노드들을 동시에 실행 가능)
@@ -21,6 +21,7 @@ execution_order:
     - validate_calibration
     - validate_cash_ledger
     - validate_change_requests
+    - validate_completion_harness_instructions
     - validate_factor_lifecycle
     - validate_factor_lifecycle_completeness
     - validate_field_dict
@@ -41,6 +42,7 @@ execution_order:
     - build_etf_representative_monitor
     - build_factor_shadow_eligibility
     - build_formula_outputs
+    - build_realized_performance
     - build_missing_formula_bridge
     - build_ratchet_trailing_general
     - build_rebalance_sheet
@@ -54,6 +56,7 @@ execution_order:
     - validate_engine_health_card
     - validate_module_io_coverage
     - validate_no_replay_live_mix
+    - validate_realized_performance
     - validate_rule_lifecycle
     - validate_schema_model
   wave_2:
@@ -148,6 +151,18 @@ dag:
       artifact_policy: "keep"
       note: "DATA_GATED 항목별 실측 진척도 — non-blocking diagnostic"
 
+    build_realized_performance:
+      id: build_realized_performance
+      command: ["python", "tools/build_realized_performance_v1.py"]
+      inputs: ["tools/build_realized_performance_v1.py", "GatherTradingData.json", "Temp/proposal_evaluation_history.json"]
+      outputs: ["Temp/realized_performance_v1.json"]
+      depends_on: ["build_data_gated_progress"]
+      timeout_sec: 30
+      cache_key: "build_realized_performance_v1"
+      strict: false
+      artifact_policy: "keep"
+      note: "WBS-4.1 realized performance replay summary — non-blocking diagnostic"
+
     build_factor_shadow_eligibility:
       id: build_factor_shadow_eligibility
       command: ["python", "tools/build_factor_shadow_eligibility_v1.py"]
@@ -566,6 +581,18 @@ dag:
       strict: true
       artifact_policy: "keep"
 
+    validate_realized_performance:
+      id: validate_realized_performance
+      command: ["python", "tools/validate_realized_performance_v1.py"]
+      inputs: ["tools/validate_realized_performance_v1.py", "Temp/realized_performance_v1.json"]
+      outputs: ["Temp/validate_realized_performance_v1.json"]
+      depends_on: ["build_realized_performance"]
+      timeout_sec: 30
+      cache_key: "validate_realized_performance_v1"
+      strict: true
+      artifact_policy: "keep"
+      note: "REALIZED_PERFORMANCE_V1 output schema and evidence validation"
+
     validate_runtime_source_whitelist:
       id: validate_runtime_source_whitelist
       command: ["python", "tools/validate_runtime_source_whitelist_v1.py", "--manifest", "runtime/active_artifact_manifest.yaml", "--scan", "src", "gas_*.gs"]
@@ -785,6 +812,34 @@ dag:
       strict: true
       artifact_policy: "keep"
 
+    validate_completion_harness_instructions:
+      id: validate_completion_harness_instructions
+      command: ["python", "tools/validate_completion_harness_instructions_v1.py"]
+      inputs:
+        [
+          "tools/validate_completion_harness_instructions_v1.py",
+          "AGENTS.md",
+          "REPORT_GUIDE.md",
+          "docs/runbook.md",
+          "docs/ROADMAP_WBS.md",
+          "docs/doctrine.md",
+          "prompts/analysis_prompt.md",
+          "prompts/review_prompt.md",
+          "prompts/capture_parse_prompt.md",
+          "prompts/engine_audit_master_prompt_v2.md",
+          "prompts/engine_audit_master_prompt_v3.md",
+          "prompts/engine_audit_prompt.md",
+          "prompts/low_capability_report_renderer.md",
+          "prompts/report_renderer_prompt.md",
+          "prompts/weekly_operational_report_master_prompt_v1.md"
+        ]
+      outputs: ["Temp/completion_harness_instructions_v1.json"]
+      depends_on: []
+      timeout_sec: 30
+      cache_key: "validate_completion_harness_instructions_v1"
+      strict: true
+      artifact_policy: "keep"
+
     validate_engine_health_card:
       id: validate_engine_health_card
       command: ["python", "tools/validate_engine_health_card_v1.py", "--json", "Temp/engine_health_card_v1.json"]
@@ -1159,7 +1214,7 @@ dag:
       command: ["python", "tools/prepare_upload_zip.py", "--skip-validate", "--skip-convert", "--validation-mode", "package-only"]
       inputs: ["tools/prepare_upload_zip.py"]
       outputs: []
-      depends_on: ["audit_entropy", "validate_specs", "validate_active_manifest", "validate_report_sync", "validate_report_numeric_consistency", "validate_field_dict", "validate_provenance", "validate_low_capability", "validate_golden_coverage", "validate_calibration", "validate_schema_model", "validate_gas_adapter", "validate_agents_shrink", "validate_no_replay_live_mix", "validate_runtime_source_whitelist", "validate_cash_ledger", "validate_factor_lifecycle", "validate_factor_lifecycle_completeness", "validate_metric_alias_collision", "validate_architecture_boundaries", "validate_module_io_coverage", "validate_artifact_chain_hash", "validate_artifact_sync", "validate_renderer_no_calc", "validate_packaged_refs", "validate_property_invariants", "validate_anti_late_entry", "validate_rule_lifecycle", "validate_change_requests", "validate_engine_health_card", "validate_llm_regression", "validate_llm_copy_only", "build_final_decision", "build_final_context", "build_provenance_ledger", "build_live_replay_separation", "build_late_chase_attribution", "build_profit_giveback_ratchet", "build_shadow_ledger", "build_operating_cadence_signal", "build_engine_health_card", "build_module_io_coverage", "build_artifact_chain_hash", "build_report", "build_bundle", "build_schema_models", "build_architecture_boundaries", "validate_decision_trace", "validate_factor_conflicts", "validate_no_lookahead", "validate_execution_sim", "validate_render_diff", "build_shadow_promotion", "validate_llm_determinism", "build_time_stop_forecast", "validate_live_activation", "build_rebalance_sheet"]
+      depends_on: ["audit_entropy", "validate_specs", "validate_active_manifest", "validate_report_sync", "validate_report_numeric_consistency", "validate_field_dict", "validate_provenance", "validate_low_capability", "validate_golden_coverage", "validate_calibration", "validate_schema_model", "validate_gas_adapter", "validate_agents_shrink", "validate_no_replay_live_mix", "validate_realized_performance", "validate_runtime_source_whitelist", "validate_cash_ledger", "validate_factor_lifecycle", "validate_factor_lifecycle_completeness", "validate_metric_alias_collision", "validate_architecture_boundaries", "validate_module_io_coverage", "validate_artifact_chain_hash", "validate_artifact_sync", "validate_renderer_no_calc", "validate_packaged_refs", "validate_property_invariants", "validate_anti_late_entry", "validate_rule_lifecycle", "validate_change_requests", "validate_completion_harness_instructions", "validate_engine_health_card", "validate_llm_regression", "validate_llm_copy_only", "build_final_decision", "build_final_context", "build_provenance_ledger", "build_live_replay_separation", "build_late_chase_attribution", "build_profit_giveback_ratchet", "build_shadow_ledger", "build_operating_cadence_signal", "build_engine_health_card", "build_module_io_coverage", "build_artifact_chain_hash", "build_report", "build_bundle", "build_schema_models", "build_architecture_boundaries", "validate_decision_trace", "validate_factor_conflicts", "validate_no_lookahead", "validate_execution_sim", "validate_render_diff", "build_shadow_promotion", "validate_llm_determinism", "build_time_stop_forecast", "validate_live_activation", "build_rebalance_sheet"]
       timeout_sec: 60
       cache_key: "prepare_zip_v1"
       strict: true

src/quant_engine/prepare_upload_zip.py

@@ -3,9 +3,12 @@ from __future__ import annotations
 import argparse
 import json
 import zipfile
+from functools import lru_cache
 from datetime import datetime, timezone
 from pathlib import Path
 
+import yaml
+
 from tools.orchestration_harness_v1 import run_plan
 from src.quant_engine.pipeline_runtime_anomaly_lib_v1 import finalize_runtime_profile, runtime_profile_from_steps
 
@@ -86,6 +89,8 @@ TEMP_KEEP_FILES = {
     "canonical_artifact_resolver_v1.json",
     "final_execution_decision_v2.json",
     "prediction_accuracy_harness_v2.json",
+    "realized_performance_v1.json",
+    "validate_realized_performance_v1.json",
     "single_truth_ledger_v2.json",
     "smart_cash_recovery_v7.json",
     "smart_cash_recovery_v9.json",
@@ -107,6 +112,35 @@ UPLOAD_KEEP_DIRS_UPLOAD = {
 }
 
 
+@lru_cache(maxsize=1)
+def _active_manifest_refs() -> set[str]:
+    manifest_path = ROOT / "runtime" / "active_artifact_manifest.yaml"
+    if not manifest_path.exists():
+        return set()
+    try:
+        manifest = yaml.safe_load(manifest_path.read_text(encoding="utf-8")) or {}
+    except Exception:
+        return set()
+    refs: set[str] = set()
+    if isinstance(manifest, dict):
+        canonical = manifest.get("canonical_source")
+        if isinstance(canonical, str) and canonical.strip():
+            refs.add(Path(canonical).as_posix())
+        aliases = manifest.get("active_aliases")
+        if isinstance(aliases, dict):
+            for val in aliases.values():
+                if isinstance(val, str) and val.strip():
+                    refs.add(Path(val).as_posix())
+        rows = manifest.get("manifest_rows")
+        if isinstance(rows, list):
+            for row in rows:
+                if isinstance(row, dict):
+                    active_artifact = row.get("active_artifact")
+                    if isinstance(active_artifact, str) and active_artifact.strip():
+                        refs.add(Path(active_artifact).as_posix())
+    return refs
+
+
 def _load_json(path: Path) -> dict:
     if not path.exists():
         return {}
@@ -151,6 +185,8 @@ def should_include(path: Path, mode: str, include_xlsx: bool, include_backups: b
         return False
     if path.name == DEFAULT_OUTPUT.name:
         return False
+    if mode == "upload" and rel.as_posix() in _active_manifest_refs():
+        return True
     if parts[0] == "Temp":
         if path.name in TEMP_EXCLUDED_FILES:
             return False

tools/build_realized_performance_v1.py

@@ -300,7 +300,7 @@ def main() -> int:
     out_path.write_text(json.dumps(result, ensure_ascii=False, indent=2) + "\n", encoding="utf-8")
     s = result["summary"]
     print(
-        f"[{FORMULA_ID}] T20_replay_CAGR(est)={s.get('best_estimated_cagr_pct')}% "
+        f"[{FORMULA_ID}] T20_replay_CAGR(est)={s.get('best_estimated_cagr')}% "
         f"Sharpe(est)={s.get('best_estimated_sharpe')} "
         f"MDD_worst={s.get('worst_case_mdd_pct')}% "
         f"T5_win_rate={s.get('t5_win_rate_pct')}% -> {out_path}"

tools/run_release_dag_v3.py

@@ -82,7 +82,7 @@ def main() -> int:
     def add_to_closure(nid):
         if nid not in closure:
             closure.add(nid)
-            for dep in nodes[nid].get("depends_on") or []:
+            for dep in sorted(nodes[nid].get("depends_on") or []):
                 if dep in nodes:
                     add_to_closure(dep)
 
@@ -99,14 +99,14 @@ def main() -> int:
             raise ValueError(f"Cycle detected involving {nid}")
         if nid not in visited:
             temp.add(nid)
-            for dep in nodes[nid].get("depends_on") or []:
+            for dep in sorted(nodes[nid].get("depends_on") or []):
                 if dep in closure:
                     visit(dep)
             temp.remove(nid)
             visited.add(nid)
             order.append(nid)
 
-    for nid in closure:
+    for nid in sorted(closure):
         if nid not in visited:
             try:
                 visit(nid)
@@ -116,6 +116,8 @@ def main() -> int:
 
     steps_run = []
     success = True
+    warning_failed = False
+    warning_failures: list[dict[str, object]] = []
 
     LINEAGE_LOG.parent.mkdir(parents=True, exist_ok=True)
 
@@ -180,6 +182,11 @@ def main() -> int:
             print(proc.stderr)
             if node.get("warn_only", False):
                 print(f"Node {nid} is warn_only - continuing")
+                warning_failed = True
+                warning_failures.append({
+                    "node_id": nid,
+                    "returncode": proc.returncode,
+                })
             else:
                 success = False
                 if node.get("strict", True) or args.strict:
@@ -191,17 +198,23 @@ def main() -> int:
         "formula_id": "RELEASE_DAG_RUN_V4",
         "mode": args.mode,
         "steps": steps_run,
-        "gate": "PASS" if success else "FAIL"
+        "warning_failures": warning_failures,
+        "gate": "PASS" if success and not warning_failed else "PASS_WITH_WARNINGS" if success else "FAIL"
     }, ensure_ascii=False, indent=2), encoding="utf-8")
 
     print(json.dumps({
         "formula_id": "RELEASE_DAG_RUN_V4",
         "mode": args.mode,
         "step_count": len(steps_run),
-        "gate": "PASS" if success else "FAIL"
+        "warning_failure_count": len(warning_failures),
+        "gate": "PASS" if success and not warning_failed else "PASS_WITH_WARNINGS" if success else "FAIL"
     }, ensure_ascii=True, indent=2))
 
-    return 0 if success else 1
+    if not success:
+        return 1
+    if args.strict and warning_failed:
+        return 1
+    return 0
 
 
 if __name__ == "__main__":

tools/validate_completion_harness_instructions_v1.py

@@ -0,0 +1,148 @@
+#!/usr/bin/env python3
+from __future__ import annotations
+
+import json
+from pathlib import Path
+
+
+ROOT = Path(__file__).resolve().parents[1]
+
+
+def _read(rel: str) -> str:
+    path = ROOT / rel
+    if not path.exists():
+        return ""
+    return path.read_text(encoding="utf-8", errors="replace").lower()
+
+
+def _require_any(text: str, options: list[str]) -> bool:
+    return any(option.lower() in text for option in options)
+
+
+def _require_all(text: str, groups: list[list[str]]) -> bool:
+    return all(_require_any(text, group) for group in groups)
+
+
+def main() -> int:
+    files: dict[str, list[list[str]]] = {
+        "AGENTS.md": [
+            ["0b. 기본 하네스 완료 조건"],
+            ["yaml"],
+            ["코드"],
+            ["데이터 실체"],
+            ["검증 증빙"],
+        ],
+        "docs/runbook.md": [
+            ["complete only when", "완료"],
+            ["yaml"],
+            ["code"],
+            ["data artifact", "data artifacts", "data/artifact"],
+            ["validation evidence", "검증 증빙"],
+        ],
+        "docs/ROADMAP_WBS.md": [
+            ["완료 조건"],
+            ["yaml"],
+            ["코드"],
+            ["데이터 실체"],
+            ["검증 증빙"],
+        ],
+        "REPORT_GUIDE.md": [
+            ["completion harness"],
+            ["yaml"],
+            ["code"],
+            ["data artifact", "data artifacts", "data/artifact"],
+            ["validation evidence", "검증 증빙"],
+        ],
+        "docs/doctrine.md": [
+            ["completion harness"],
+            ["yaml"],
+            ["code"],
+            ["data artifact", "data artifacts", "data/artifact"],
+            ["validation evidence", "검증 증빙"],
+        ],
+        "prompts/analysis_prompt.md": [
+            ["default completion harness"],
+            ["yaml"],
+            ["코드"],
+            ["데이터 실체"],
+            ["검증 증빙"],
+        ],
+        "prompts/review_prompt.md": [
+            ["default completion harness"],
+            ["yaml"],
+            ["code"],
+            ["data artifact", "data/artifact"],
+            ["validation evidence", "검증 증빙"],
+        ],
+        "prompts/capture_parse_prompt.md": [
+            ["기본 완료 조건"],
+            ["yaml"],
+            ["코드"],
+            ["데이터 실체"],
+            ["검증 증빙"],
+        ],
+        "prompts/engine_audit_master_prompt_v2.md": [
+            ["default completion harness"],
+            ["yaml"],
+            ["code"],
+            ["data artifact", "data/artifact"],
+            ["validation evidence", "검증 증빙"],
+        ],
+        "prompts/engine_audit_master_prompt_v3.md": [
+            ["default completion harness"],
+            ["yaml"],
+            ["code"],
+            ["data artifact", "data/artifact"],
+            ["validation evidence", "검증 증빙"],
+        ],
+        "prompts/engine_audit_prompt.md": [
+            ["yaml"],
+            ["code"],
+            ["data artifact", "data/artifact"],
+            ["validation evidence", "검증 증빙"],
+        ],
+        "prompts/low_capability_report_renderer.md": [
+            ["default completion harness"],
+            ["yaml"],
+            ["code"],
+            ["data artifact", "data/artifact"],
+            ["validation evidence", "검증 증빙"],
+        ],
+        "prompts/report_renderer_prompt.md": [
+            ["yaml"],
+            ["code"],
+            ["data artifact", "data/artifact"],
+            ["validation evidence", "검증 증빙"],
+        ],
+        "prompts/weekly_operational_report_master_prompt_v1.md": [
+            ["default completion harness"],
+            ["yaml"],
+            ["code"],
+            ["data artifact", "data/artifact"],
+            ["validation evidence", "검증 증빙"],
+        ],
+    }
+
+    missing: list[dict[str, object]] = []
+    for rel, groups in files.items():
+        text = _read(rel)
+        if not text:
+            missing.append({"file": rel, "reason": "missing_file"})
+            continue
+        if not _require_all(text, groups):
+            missing.append({"file": rel, "reason": "missing_required_text", "required_groups": groups})
+
+    result = {
+        "formula_id": "COMPLETION_HARNESS_INSTRUCTIONS_V1",
+        "gate": "PASS" if not missing else "FAIL",
+        "checked_files": len(files),
+        "missing": missing,
+    }
+    out = ROOT / "Temp" / "completion_harness_instructions_v1.json"
+    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 not missing else 1
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())

tools/validate_realized_performance_v1.py

@@ -0,0 +1,96 @@
+"""validate_realized_performance_v1.py — REALIZED_PERFORMANCE_VALIDATE_V1
+
+Temp/realized_performance_v1.json의 존재와 기본 스키마를 검증한다.
+데이터가 충분하지 않은 구간은 allow-listed insufficient_data 상태로만 허용한다.
+"""
+from __future__ import annotations
+
+import argparse
+import json
+from pathlib import Path
+from typing import Any
+
+ROOT = Path(__file__).resolve().parents[1]
+DEFAULT_INPUT = ROOT / "Temp" / "realized_performance_v1.json"
+DEFAULT_OUT = ROOT / "Temp" / "validate_realized_performance_v1.json"
+FORMULA_ID = "REALIZED_PERFORMANCE_VALIDATE_V1"
+
+
+def _load(path: Path) -> Any:
+    if not path.exists():
+        return {}
+    try:
+        return json.loads(path.read_text(encoding="utf-8"))
+    except Exception:
+        return {}
+
+
+def _is_nonempty_dict(v: Any) -> bool:
+    return isinstance(v, dict) and len(v) > 0
+
+
+def main() -> int:
+    ap = argparse.ArgumentParser()
+    ap.add_argument("--input", default=str(DEFAULT_INPUT))
+    ap.add_argument("--out", default=str(DEFAULT_OUT))
+    args = ap.parse_args()
+
+    input_path = Path(args.input)
+    input_path = input_path if input_path.is_absolute() else ROOT / input_path
+    out_path = Path(args.out)
+    out_path = out_path if out_path.is_absolute() else ROOT / out_path
+
+    payload = _load(input_path)
+    missing: list[dict[str, object]] = []
+
+    if not _is_nonempty_dict(payload):
+        missing.append({"field": "file", "reason": "missing_or_invalid_json"})
+    else:
+        if payload.get("formula_id") != "REALIZED_PERFORMANCE_V1":
+            missing.append({
+                "field": "formula_id",
+                "reason": "unexpected_value",
+                "expected": "REALIZED_PERFORMANCE_V1",
+            })
+
+        for field in ["performance_metrics", "current_portfolio_mdd", "insufficient_data_items", "summary"]:
+            if field not in payload:
+                missing.append({"field": field, "reason": "missing_key"})
+
+        perf = payload.get("performance_metrics")
+        if isinstance(perf, dict):
+            for key in ["t1_operational", "t5_operational", "t20_replay_estimated"]:
+                block = perf.get(key)
+                if not _is_nonempty_dict(block):
+                    missing.append({"field": f"performance_metrics.{key}", "reason": "missing_block"})
+                    continue
+                if "label" not in block or "n" not in block:
+                    missing.append({"field": f"performance_metrics.{key}", "reason": "missing_label_or_n"})
+
+        summary = payload.get("summary")
+        if isinstance(summary, dict):
+            if "disclaimer" not in summary:
+                missing.append({"field": "summary.disclaimer", "reason": "missing_key"})
+            if "best_estimated_source" not in summary:
+                missing.append({"field": "summary.best_estimated_source", "reason": "missing_key"})
+
+        mdd = payload.get("current_portfolio_mdd")
+        if not _is_nonempty_dict(mdd):
+            missing.append({"field": "current_portfolio_mdd", "reason": "missing_block"})
+        else:
+            if "worst_case_scenario" not in mdd:
+                missing.append({"field": "current_portfolio_mdd.worst_case_scenario", "reason": "missing_key"})
+
+    result = {
+        "formula_id": FORMULA_ID,
+        "gate": "PASS" if not missing else "FAIL",
+        "checked_file": str(Path(args.input).as_posix()),
+        "missing": missing,
+    }
+    out_path.write_text(json.dumps(result, ensure_ascii=False, indent=2) + "\n", encoding="utf-8")
+    print(json.dumps(result, ensure_ascii=False, indent=2))
+    return 0 if not missing else 1
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())