feat(dotnet): add parity contract and wiring

2026-07-13 00:06:48 +09:00
parent 528a1b4425
commit eb3a33f124
7 changed files with 233 additions and 0 deletions
@@ -0,0 +1,83 @@
+formula_id: WBS_10_DOTNET_PARITY_CONTRACT_V1
+owner: QuantEngine
+status: draft
+source_of_truth:
+  - src/dotnet/QuantEngine.Core/Domain/FormulaEngine.cs
+  - src/dotnet/QuantEngine.Core/Domain/ExitDecisions.cs
+  - src/dotnet/QuantEngine.Core/Domain/FactorCalculator.cs
+  - src/dotnet/QuantEngine.Core.Tests/FormulaEngineTests.cs
+  - src/dotnet/QuantEngine.Core.Tests/FactorCalculatorTests.cs
+  - src/dotnet/QuantEngine.Core.Tests/ParityTests/DomainParityTests.cs
+
+goal: "Python reference와 .NET domain 결과를 데이터 기반 parity 계약으로 고정한다."
+
+targets:
+  - target_id: formula_engine_timing
+    symbol: FormulaEngine.ComputeTimingDecision
+    tolerance:
+      numeric: 0
+      text: exact
+    evidence:
+      - src/dotnet/QuantEngine.Core.Tests/FormulaEngineTests.cs
+      - src/dotnet/QuantEngine.Core.Tests/ParityTests/DomainParityTests.cs
+    pass_condition: "timing action/reason이 reference와 동일"
+
+  - target_id: formula_engine_sell
+    symbol: FormulaEngine.ComputeSellDecision
+    tolerance:
+      numeric: 0
+      text: exact
+    evidence:
+      - src/dotnet/QuantEngine.Core.Tests/FormulaEngineTests.cs
+      - src/dotnet/QuantEngine.Core.Tests/ParityTests/DomainParityTests.cs
+    pass_condition: "sell action/ratio/validation이 reference와 동일"
+
+  - target_id: formula_engine_final
+    symbol: FormulaEngine.ComputeFinalDecision
+    tolerance:
+      numeric: 0
+      text: exact
+    evidence:
+      - src/dotnet/QuantEngine.Core.Tests/FormulaEngineTests.cs
+      - src/dotnet/QuantEngine.Core.Tests/ParityTests/DomainParityTests.cs
+    pass_condition: "final action/priority/source가 reference와 동일"
+
+  - target_id: exit_stop_price
+    symbol: ExitDecisions.ComputeStopPriceCore
+    tolerance:
+      numeric: 0.0001
+      text: exact
+    evidence:
+      - src/dotnet/QuantEngine.Core.Tests/ParityTests/DomainParityTests.cs
+    pass_condition: "stop price within tolerance"
+
+  - target_id: exit_stop_ladder
+    symbol: ExitDecisions.ComputeStopActionLadder
+    tolerance:
+      numeric: 0
+      text: exact
+    evidence:
+      - src/dotnet/QuantEngine.Core.Tests/ParityTests/DomainParityTests.cs
+    pass_condition: "exit action ladder exact match"
+
+  - target_id: exit_heat_thresholds
+    symbol: ExitDecisions.ComputeDynamicHeatThresholds
+    tolerance:
+      numeric: 0
+      text: exact
+    evidence:
+      - src/dotnet/QuantEngine.Core.Tests/ParityTests/DomainParityTests.cs
+    pass_condition: "heat thresholds exact match"
+
+  - target_id: factor_calculator
+    symbol: FactorCalculator.CalculateFactors
+    tolerance:
+      numeric: 0.000001
+      text: exact
+    evidence:
+      - src/dotnet/QuantEngine.Core.Tests/FactorCalculatorTests.cs
+    pass_condition: "factor outputs stable and deterministic"
+
+execution_notes:
+  - "Parity is a contract, not a guess."
+  - "Do not add new parity targets without updating reference fixtures and tolerances."