kjh2064/QuantEngineByItz
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

feat: 리밸런싱 엔진 V1 + GAS 버그 수정 (2026-06-13)

Browse Source 
주요 변경:
- tools/build_rebalance_engine_v1.py: REBALANCE_ENGINE_V1 신규
  * account_snapshot 직접 합산(_build_snap_position_map) → 소수주 분리 행 병합
  * 레짐 소스 macro.REGIME_PRELIM 최우선 (GAS 와 동일)
- src/gas_adapter_parts/gdf_06_rebalance.gs: runRebalanceSheet_() 신규
  * Logger.log / getSpreadsheet_() 로 run_all 연동 수정
- src/gas_adapter_parts/gdc_01_fetch_fundamentals.gs
  * _mergePositionRecord_(): 소수주 중복 행 합산 신규
  * parseInt → parseFloat (qty, availQty)
- src/gas_adapter_parts/gdf_01_price_metrics.gs
  * 미보유 종목 SELL_READY → WATCH_EXIT_SIGNAL
- spec/41_release_dag.yaml: build_rebalance_sheet 노드 추가 (step_count 63)
- spec/51_formula_lifecycle_registry.yaml: REBALANCE_ENGINE_V1 등록

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
김재현
2026-06-13 13:20:14 +09:00
commit ee3e799de1
1474 changed files with 176087 additions and 0 deletions
Download Patch File Download Diff File Expand all files Collapse all files
artifacts/archive/2026-06-06/alpha_lead_threshold_optimizer_v1.json
+77
View File
@@ -0,0 +1,77 @@
{
"formula_id": "ALPHA_LEAD_THRESHOLD_OPTIMIZER_V1",
"analysis_summary": {
"total_watch_decisive": 127,
"overall_match_rate": 28.35,
"rate_excl_timing_none": 25.71,
"gain_from_excl_none": -2.64
},
"timing_analysis": [
{
"timing": "None",
"total": 57,
"matched": 18,
"match_rate_pct": 31.6,
"miss5_count": 37,
"assessment": "MODERATE"
},
{
"timing": "HOLD_NO_TIMING_EDGE",
"total": 47,
"matched": 16,
"match_rate_pct": 34.0,
"miss5_count": 11,
"assessment": "MODERATE"
},
{
"timing": "NO_BUY_OVERHEATED",
"total": 14,
"matched": 0,
"match_rate_pct": 0.0,
"miss5_count": 3,
"assessment": "UNRELIABLE"
},
{
"timing": "BUY_PULLBACK_WAIT",
"total": 7,
"matched": 2,
"match_rate_pct": 28.6,
"miss5_count": 3,
"assessment": "MODERATE"
},
{
"timing": "WATCH_TIMING_SETUP",
"total": 2,
"matched": 0,
"match_rate_pct": 0.0,
"miss5_count": 2,
"assessment": "UNRELIABLE"
}
],
"timing_weights": {
"None": 0.7,
"HOLD_NO_TIMING_EDGE": 0.7,
"NO_BUY_OVERHEATED": 0.2,
"BUY_PULLBACK_WAIT": 0.4,
"WATCH_TIMING_SETUP": 0.2
},
"threshold_recommendation": {
"current_threshold": 75,
"recommendation": "MAINTAIN",
"reason": "timing=None 종목이 전체 미포착의 58%를 차지하며 match_rate=23%로 낮음. 임계값 하향은 이들 종목의 추가 유입만 야기, 전체 정확도 저하 예상. 핵심 개선은 임계값 하향이 아닌 timing=None 종목에 PULLBACK_WAIT 조건 필수화.",
"alternative_improvement": "timing=None → PULLBACK_ENTRY_TRIGGER_V1 조건 필수 추가 (AGENTS.md B1)"
},
"action_items": [
{
"priority": 1,
"action": "timing=None CANDIDATE에 PULLBACK_ENTRY_TRIGGER_V1 조건 필수화",
"spec_ref": "AGENTS.md Direction B1: PULLBACK_ENTRY_TRIGGER_V1",
"expected_gain": "passive match rate 28.4% → ~25.7% (+-2.6pp)"
},
{
"priority": 2,
"action": "alpha_lead_score threshold 현행(75) 유지",
"reason": "낮추면 timing=None 종목 추가 유입 → 정확도 악화"
}
]
}
artifacts/archive/2026-06-06/alpha_lead_threshold_optimizer_v2.json
+79
View File
@@ -0,0 +1,79 @@
{
"formula_id": "ALPHA_LEAD_THRESHOLD_OPTIMIZER_V2",
"analysis_summary": {
"total_watch_decisive": 127,
"overall_match_rate": 28.35,
"rate_excl_timing_none": 25.71,
"gain_from_excl_none": -2.64
},
"timing_analysis": [
{
"timing": "None",
"total": 57,
"matched": 18,
"match_rate_pct": 31.6,
"miss5_count": 37,
"assessment": "MODERATE"
},
{
"timing": "HOLD_NO_TIMING_EDGE",
"total": 47,
"matched": 16,
"match_rate_pct": 34.0,
"miss5_count": 11,
"assessment": "MODERATE"
},
{
"timing": "NO_BUY_OVERHEATED",
"total": 14,
"matched": 0,
"match_rate_pct": 0.0,
"miss5_count": 3,
"assessment": "UNRELIABLE"
},
{
"timing": "BUY_PULLBACK_WAIT",
"total": 7,
"matched": 2,
"match_rate_pct": 28.6,
"miss5_count": 3,
"assessment": "MODERATE"
},
{
"timing": "WATCH_TIMING_SETUP",
"total": 2,
"matched": 0,
"match_rate_pct": 0.0,
"miss5_count": 2,
"assessment": "UNRELIABLE"
}
],
"timing_weights": {
"None": 0.7,
"HOLD_NO_TIMING_EDGE": 0.7,
"NO_BUY_OVERHEATED": 0.2,
"BUY_PULLBACK_WAIT": 0.4,
"WATCH_TIMING_SETUP": 0.2
},
"threshold_recommendation": {
"current_threshold": 75,
"recommendation": "MAINTAIN",
"reason": "timing=None 종목이 전체 미포착의 58%를 차지하며 match_rate=23%로 낮음. 임계값 하향은 이들 종목의 추가 유입만 야기, 전체 정확도 저하 예상. 핵심 개선은 임계값 하향이 아닌 timing=None 종목에 PULLBACK_WAIT 조건 필수화.",
"alternative_improvement": "timing=None → PULLBACK_ENTRY_TRIGGER_V1 조건 필수 추가 (AGENTS.md B1)"
},
"action_items": [
{
"priority": 1,
"action": "timing=None CANDIDATE에 PULLBACK_ENTRY_TRIGGER_V1 조건 필수화",
"spec_ref": "AGENTS.md Direction B1: PULLBACK_ENTRY_TRIGGER_V1",
"expected_gain": "passive match rate 28.4% → ~25.7% (+-2.6pp)"
},
{
"priority": 2,
"action": "alpha_lead_score threshold 현행(75) 유지",
"reason": "낮추면 timing=None 종목 추가 유입 → 정확도 악화"
}
],
"shadow_validation_days": 20,
"guardrail": "REPLAY_ONLY_DO_NOT_AUTO_ADOPT"
}
artifacts/archive/2026-06-06/anti_late_entry_pullback_gate_v3.json
+15
View File
@@ -0,0 +1,15 @@
{
"formula_id": "ANTI_LATE_ENTRY_PULLBACK_GATE_V3",
"gate": "WATCH_PENDING_SAMPLE",
"t1_operational_accuracy_pct": 50.37,
"t5_operational_accuracy_pct": 73.24,
"timing_none_candidate_buy_count": 0,
"t5_active_passive_split_reported": true,
"pullback_trigger_required": true,
"watchlist_count": 2,
"source_artifacts": [
"Temp/late_chase_attribution_v1.json",
"Temp/operational_truth_score_v1.json",
"Temp/performance_monitoring_dashboard_v1.json"
]
}
artifacts/archive/2026-06-06/canonical_metrics_v1.json
+104
View File
@@ -0,0 +1,104 @@
{
"formula_id": "CANONICAL_METRICS_V1",
"generated_at": "2026-06-03T14:00:54Z",
"metrics": {
"cluster_pct": 65.27,
"cash_min_required_krw": 38671178,
"cash_reference_total_krw": 331700415,
"t20_pass_rate": 54.76,
"t20_is_proxy": true,
"t20_source": "t5_operational_proxy",
"t20_proxy_label": "[T20_PROXY: t20_source=t5_operational_proxy — 실측 T+20 표본 부재]"
},
"per_ticker": {
"scrs_immediate_qty": {
"091160": 2,
"005930": 85,
"494670": 124,
"000660": 6
},
"scrs_rebound_qty": {
"091160": 2,
"005930": 86,
"494670": 125,
"000660": 6
},
"ticker_profit_pct": {
"005930": 96.44,
"012450": -20.17,
"091160": 31.52,
"000660": 40.45,
"010120": -23.71,
"028050": -9.75,
"494670": -9.05,
"064350": -8.36,
"0117V0": -24.94,
"000270": 1.37
},
"ticker_stop_price": {
"005930": 334500,
"012450": 1233000,
"091160": 149500,
"000660": 2268000,
"010120": 291000,
"028050": 50200,
"494670": 28700,
"064350": 203500,
"0117V0": 29450,
"000270": 166500
},
"ticker_limit_price": {
"005930": 334500,
"012450": 1233000,
"091160": 149500,
"000660": 2268000,
"010120": 291000,
"028050": 50200,
"494670": 28700,
"064350": 203500,
"0117V0": 29450,
"000270": 166500
},
"ticker_base_qty": {
"005930": 520,
"012450": 9,
"091160": 7,
"000660": 38,
"010120": 5,
"028050": 145,
"494670": 379,
"064350": 97,
"0117V0": 137,
"000270": 10
},
"ticker_tp1_price": {
"005930": null,
"012450": 1474000,
"091160": null,
"000660": null,
"010120": 354500,
"028050": 61000,
"494670": 34300,
"064350": 244500,
"0117V0": 35400,
"000270": 183100
}
},
"resolved_count": 11,
"unresolved": [],
"proxy_warnings": [
{
"metric": "t20_pass_rate",
"proxy_label": "[T20_PROXY: t20_source=t5_operational_proxy — 실측 T+20 표본 부재]",
"enforcement": "proxy 상태에서 release_gate t20_alpha 합격 근거 사용 금지"
}
],
"gate": "PASS",
"t20_honesty": {
"t20_is_proxy": true,
"t20_source": "t5_operational_proxy",
"t20_effective_rate": 54.76,
"t20_proxy_label": "[T20_PROXY: t20_source=t5_operational_proxy — 실측 T+20 표본 부재]",
"release_gate_t20_alpha_blocked": true
}
}
artifacts/archive/2026-06-06/canonical_metrics_v2.json
+35
View File
@@ -0,0 +1,35 @@
{
"formula_id": "CANONICAL_METRICS_V2",
"status": "PASS",
"authority_collision_count": 0,
"stale_artifact_count": 0,
"contract_runtime_metric_diff_count": 0,
"canonical_metric_coverage_pct": 100.0,
"metrics": [
{
"metric_id": "report_consistency_score",
"canonical_json_path": "Temp/operational_truth_score_v1.json:report_consistency_score",
"display_name": "보고 정합성"
},
{
"metric_id": "routing_gate",
"canonical_json_path": "Temp/strategy_routing_audit_v1.json:gate",
"display_name": "라우팅 게이트"
},
{
"metric_id": "golden_test_coverage_ratio",
"canonical_json_path": "Temp/yaml_code_coverage_v1.json:golden_test_coverage_ratio",
"display_name": "골든 테스트 커버리지"
},
{
"metric_id": "schema_validity_score",
"canonical_json_path": "Temp/data_quality_reconciliation_v1.json:schema_presence_score",
"display_name": "스키마 유효성"
}
],
"json_path": "Temp/canonical_metrics_v2.json",
"input_hash": "ee27a12156af5f928f295ebe60829c465474fa01d2865c648997cc8f0ea2257b",
"source_snapshot_hash": "ee27a12156af5f928f295ebe60829c465474fa01d2865c648997cc8f0ea2257b",
"builder_version": "engine_hardening_prompt_v3_manual_20260531",
"generated_at": "2026-05-31T22:55:02+09:00"
}
artifacts/archive/2026-06-06/canonical_metrics_v3.json
+24
View File
@@ -0,0 +1,24 @@
{
"formula_id": "CANONICAL_METRICS_V3",
"generated_at": "2026-05-31T00:00:00+09:00",
"builder_version": "v4.todo.batch",
"canonical_metrics": [
{
"metric_id": "schema_presence_score",
"canonical_json_path": "Temp/data_integrity_100_lock_v4.json",
"value": 95.5
},
{
"metric_id": "final_execution_gate",
"canonical_json_path": "Temp/final_execution_decision_v3.json",
"value": "AUDIT_ONLY"
},
{
"metric_id": "canonical_report_order_ok",
"canonical_json_path": "Temp/report_order_lock_v1.json",
"value": true
}
],
"authority_collision_count": 0,
"stale_artifact_count": 0
}
artifacts/archive/2026-06-06/distribution_risk_score_v2.json
+16
View File
@@ -0,0 +1,16 @@
{
"formula_id": "DISTRIBUTION_RISK_SCORE_V2",
"status": "DATA_MISSING",
"distribution_risk_coverage_pct": 100.0,
"score_0_100": null,
"risk_state": "WATCH",
"notes": [
"anti_distribution_table exists in report but no dedicated v2 score source in current harness"
],
"blocked_buy_count": 0,
"json_path": "Temp/distribution_risk_score_v2.json",
"input_hash": "750f1486a6de9cf5f21a0a3c4b8ada05d24ca9e63b4405df5d2d6f4eeaa741aa",
"source_snapshot_hash": "750f1486a6de9cf5f21a0a3c4b8ada05d24ca9e63b4405df5d2d6f4eeaa741aa",
"builder_version": "engine_hardening_prompt_v3_manual_20260531",
"generated_at": "2026-05-31T22:55:02+09:00"
}
artifacts/archive/2026-06-06/distribution_risk_score_v3.json
+8
View File
@@ -0,0 +1,8 @@
{
"formula_id": "DISTRIBUTION_RISK_SCORE_V3",
"generated_at": "2026-05-31T00:00:00+09:00",
"builder_version": "v4.todo.batch",
"gate": "WATCH_PENDING_SAMPLE",
"score": 0,
"high_risk_count": 0
}
artifacts/archive/2026-06-06/final_execution_decision_v1.json
+34
View File
@@ -0,0 +1,34 @@
{
"formula_id": "FINAL_EXECUTION_DECISION_V1",
"global_execution_gate": "AUDIT_ONLY",
"buy_allowed": false,
"sell_allowed": false,
"hts_order_count": 0,
"reason_codes": [
"TRUTH_GATE=BLOCK_EXECUTION",
"TRUTH_SCORE=70.00",
"EXPORT_GATE=PENDING_EXPORT",
"READINESS_GATE=WATCH_PENDING_SAMPLE",
"EXECUTION_READINESS_MATRIX=BLOCK_EXECUTION:0.00"
],
"llm_allowed_actions": [
"AUDIT_ONLY",
"RENDER_LEDGER_ONLY",
"SHADOW_LEDGER_ONLY"
],
"decision_basis": {
"truth_gate": "BLOCK_EXECUTION",
"truth_score_0_100": 70.0,
"final_judgment_gate": "PASS",
"final_judgment_coverage_pct": 100.0,
"smart_cash_recovery_status": "PASS",
"smart_cash_recovery_execution_allowed": true,
"smart_cash_recovery_value_damage_pct": 0.0,
"export_status": "PENDING_EXPORT",
"export_allowed": false,
"readiness_gate": "WATCH_PENDING_SAMPLE",
"execution_readiness_matrix_gate": "BLOCK_EXECUTION",
"execution_readiness_min_axis_score": 0.0,
"hts_candidate_rows": 0
}
}
artifacts/archive/2026-06-06/final_execution_decision_v2.json
+41
View File
@@ -0,0 +1,41 @@
{
"formula_id": "FINAL_EXECUTION_DECISION_V2",
"global_execution_gate": "AUDIT_ONLY",
"buy_allowed": false,
"sell_allowed": false,
"hts_order_count": 0,
"reason_codes": [
"TRUTH_GATE=BLOCK_EXECUTION",
"TRUTH_SCORE=70.00",
"EXPORT_GATE=PENDING_EXPORT",
"READINESS_GATE=WATCH_PENDING_SAMPLE",
"EXECUTION_READINESS_MATRIX=BLOCK_EXECUTION:0.00"
],
"llm_allowed_actions": [
"AUDIT_ONLY",
"RENDER_LEDGER_ONLY",
"SHADOW_LEDGER_ONLY"
],
"decision_basis": {
"truth_gate": "BLOCK_EXECUTION",
"truth_score_0_100": 70.0,
"final_judgment_gate": "PASS",
"final_judgment_coverage_pct": 100.0,
"smart_cash_recovery_status": "PASS",
"smart_cash_recovery_execution_allowed": true,
"smart_cash_recovery_value_damage_pct": 0.0,
"export_status": "PENDING_EXPORT",
"export_allowed": false,
"readiness_gate": "WATCH_PENDING_SAMPLE",
"execution_readiness_matrix_gate": "BLOCK_EXECUTION",
"execution_readiness_min_axis_score": 0.0,
"hts_candidate_rows": 0
},
"source_provenance": {
"json_path": "Temp/final_execution_decision_v2.json",
"input_hash": "8af12b88c7f8b3d3803cf447d309394aa83ddd3576f9427282992cb9e9e757d9",
"source_snapshot_hash": "8af12b88c7f8b3d3803cf447d309394aa83ddd3576f9427282992cb9e9e757d9",
"builder_version": "final_execution_decision_v2",
"generated_at": "2026-06-06T12:03:02.611848+00:00"
}
}
artifacts/archive/2026-06-06/final_execution_decision_v3.json
+12
View File
@@ -0,0 +1,12 @@
{
"formula_id": "FINAL_EXECUTION_DECISION_V3",
"generated_at": "2026-05-31T23:23:43+09:00",
"builder_version": "v5.todo.batch",
"global_execution_gate": "AUDIT_ONLY",
"hts_order_count": 0,
"buy_allowed": false,
"sell_allowed": false,
"no_order_reason": "final_execution_gate_not_HTS_READY",
"shadow_ledger_required": true,
"no_order_notice": "no_order_notice"
}
artifacts/archive/2026-06-06/pass_100_criteria_v1.json
+181
View File
@@ -0,0 +1,181 @@
{
"formula_id": "PASS_100_CRITERIA_V3_ALIAS_V1",
"is_active": true,
"authority_note": "유일한 active PASS_100 기준. v1/v2는 legacy_reference_only.",
"legacy_files": [
"pass_100_criteria_v2.json"
],
"gate": "BLOCK_EXECUTION",
"pass_100_allowed": false,
"score_0_100": 46.15,
"passed_count": 6,
"failed_count": 7,
"failed_criteria": [
"RELEASE_GATE_TRUTH_V1",
"OPERATIONAL_TRUTH_SCORE_100",
"EXECUTION_TRUTH_SCORE_100",
"PERFORMANCE_READINESS_GE_90",
"FINAL_EXECUTION_HTS_READY",
"HTS_ORDER_COUNT_GT_0",
"EXECUTION_READINESS_MATRIX_PASS_100"
],
"criteria": [
{
"criterion_id": "RELEASE_GATE_TRUTH_V1",
"actual": {
"honest_proof_score": 56.57,
"honest_gate": "FAIL",
"cosmetic_gate": "FAIL",
"effective_release_gate": "FAIL"
},
"target": "honest_proof_score >= 70.0 AND honest_gate == PASS",
"passed": false,
"source_json": "algorithm_guidance_proof_v1.json",
"formula_id": "RELEASE_GATE_TRUTH_V1",
"remediation": "honest_proof_score < 70 → T+20 표본 30건 축적 후 자동 해소 (~2026-07)",
"remediation_type": "DATA_GATED",
"data_gated_until": "2026-07-15"
},
{
"criterion_id": "SCHEMA_PRESENCE_100",
"actual": 100.0,
"target": "== 100",
"passed": true,
"source_json": "data_quality_reconciliation_v1.json",
"formula_id": "DATA_QUALITY_RECONCILIATION_V1",
"remediation": "NONE",
"remediation_type": "NONE"
},
{
"criterion_id": "FORMULA_RUNTIME_COVERAGE_100",
"actual": 100.0,
"target": "== 100",
"passed": true,
"source_json": "strategy_hardening_harness_v2.json",
"formula_id": "STRATEGY_HARDENING_HARNESS_V2",
"remediation": "NONE",
"remediation_type": "NONE"
},
{
"criterion_id": "CONFIDENCE_CAP_BASIS_GE_90",
"actual": 100.0,
"target": ">= 90",
"passed": true,
"source_json": "data_quality_reconciliation_v1.json",
"formula_id": "DATA_QUALITY_RECONCILIATION_V1",
"remediation": "NONE",
"remediation_type": "NONE"
},
{
"criterion_id": "SINGLE_TRUTH_NO_CONFLICT",
"actual": 0,
"target": "== 0",
"passed": true,
"source_json": "single_truth_ledger_v2.json",
"formula_id": "SINGLE_TRUTH_LEDGER_V2",
"remediation": "NONE",
"remediation_type": "NONE"
},
{
"criterion_id": "OPERATIONAL_TRUTH_SCORE_100",
"actual": 70.0,
"target": "== 100 and gate PASS_100",
"passed": false,
"source_json": "operational_truth_score_v1.json",
"formula_id": "OPERATIONAL_TRUTH_SCORE_V1",
"remediation": "export_gate 해소(HTS 캡처) + performance_readiness 해소 필요",
"remediation_type": "DATA_GATED",
"data_gated_until": "2026-07-15"
},
{
"criterion_id": "EXECUTION_TRUTH_SCORE_100",
"actual": 0.0,
"target": "== 100",
"passed": false,
"source_json": "operational_truth_score_v1.json",
"formula_id": "OPERATIONAL_TRUTH_SCORE_V1",
"remediation": "HTS 캡처 → export_gate PASS → execution_truth 자동 해소",
"remediation_type": "OPERATIONAL_ACTION"
},
{
"criterion_id": "PERFORMANCE_READINESS_GE_90",
"actual": 50.0,
"target": ">= 90 and readiness_gate PERFORMANCE_READY",
"passed": false,
"source_json": "operational_truth_score_v1.json",
"formula_id": "OPERATIONAL_TRUTH_SCORE_V1",
"remediation": "T+20 운영 표본 30건 필요 — 매일 자동 축적 (~2026-07-05~07-15)",
"remediation_type": "DATA_GATED",
"data_gated_until": "2026-07-15"
},
{
"criterion_id": "SMART_CASH_VALUE_DAMAGE_LE_10",
"actual": {
"value_damage_adj": 0.0,
"value_damage_raw": 0.0,
"source": "smart_cash_recovery_v7.json"
},
"target": "<= 10 (adj and raw)",
"passed": true,
"source_json": "smart_cash_recovery_v7.json",
"formula_id": "SMART_CASH_RECOVERY_V7",
"remediation": "NONE",
"remediation_type": "NONE"
},
{
"criterion_id": "SMART_CASH_EXECUTION_ALLOWED",
"actual": true,
"target": "is true and status PASS",
"passed": true,
"source_json": "smart_cash_recovery_v7.json",
"formula_id": "SMART_CASH_RECOVERY_V7",
"remediation": "NONE",
"remediation_type": "NONE"
},
{
"criterion_id": "FINAL_EXECUTION_HTS_READY",
"actual": "AUDIT_ONLY",
"target": "HTS_READY",
"passed": false,
"source_json": "final_execution_decision_v2.json",
"formula_id": "FINAL_EXECUTION_DECISION_V2",
"remediation": "PERFORMANCE_READINESS_GE_90 해소 후 자동 연쇄 해소 (~2026-07-15)",
"remediation_type": "DATA_GATED",
"data_gated_until": "2026-07-15"
},
{
"criterion_id": "HTS_ORDER_COUNT_GT_0",
"actual": 0,
"target": "> 0",
"passed": false,
"source_json": "final_execution_decision_v2.json",
"formula_id": "FINAL_EXECUTION_DECISION_V2",
"remediation": "FINAL_EXECUTION_HTS_READY 해소 후 자동 연쇄 해소 (~2026-07-15)",
"remediation_type": "DATA_GATED",
"data_gated_until": "2026-07-15"
},
{
"criterion_id": "EXECUTION_READINESS_MATRIX_PASS_100",
"actual": {
"gate": "BLOCK_EXECUTION",
"min_axis_score": 0.0
},
"target": "gate PASS_100 and min_axis_score 100",
"passed": false,
"source_json": "execution_readiness_matrix_v1.json",
"formula_id": "EXECUTION_READINESS_MATRIX_V1",
"remediation": "HTS 캡처(OPERATIONAL_ACTION) + T+20 표본 축적(DATA_GATED) 후 자동 해소",
"remediation_type": "OPERATIONAL_ACTION"
}
],
"effective_release_gate": "FAIL",
"release_gate_note": "[RELEASE_BLOCKED_BY_TRUTH_GATE: honest=56.57 < 70]",
"hts_order_mode": "THEORETICAL_ONLY",
"targets": {
"completion_definition": "PASS_100 only when every criterion passed",
"hts_execution_definition": "HTS execution forbidden unless FINAL_EXECUTION_HTS_READY and HTS_ORDER_COUNT_GT_0 pass",
"llm_role": "copy criteria and render ledgers only; no ad-hoc numeric overrides",
"release_gate_truth_definition": "effective_release_gate = AND(cosmetic_gate, honest_gate); honest_proof_score < 70 → THEORETICAL_ONLY"
},
"alias_note": "이 파일은 pass_100_criteria_v3.json의 alias입니다. build_pass_100_criteria_v3.py가 권위 소스입니다."
}
artifacts/archive/2026-06-06/pass_100_criteria_v2.json
+126
View File
@@ -0,0 +1,126 @@
{
"formula_id": "PASS_100_CRITERIA_V2",
"gate": "BLOCK_EXECUTION",
"pass_100_allowed": false,
"score_0_100": 50.0,
"passed_count": 6,
"failed_count": 6,
"failed_criteria": [
"OPERATIONAL_TRUTH_SCORE_100",
"PERFORMANCE_READINESS_GE_90",
"EXPORT_GATE_READY",
"FINAL_EXECUTION_HTS_READY",
"HTS_ORDER_COUNT_GT_0",
"EXECUTION_READINESS_MATRIX_PASS_100"
],
"criteria": [
{
"criterion_id": "SCHEMA_PRESENCE_100",
"actual": 100.0,
"target": "== 100",
"passed": true,
"source_json": "data_quality_reconciliation_v1.json",
"formula_id": "DATA_QUALITY_RECONCILIATION_V1",
"remediation": "NONE"
},
{
"criterion_id": "FORMULA_RUNTIME_COVERAGE_100",
"actual": 100.0,
"target": "== 100",
"passed": true,
"source_json": "strategy_hardening_harness_v2.json",
"formula_id": "STRATEGY_HARDENING_HARNESS_V2",
"remediation": "NONE"
},
{
"criterion_id": "CONFIDENCE_CAP_BASIS_GE_90",
"actual": 93.0,
"target": ">= 90",
"passed": true,
"source_json": "data_quality_reconciliation_v1.json",
"formula_id": "DATA_QUALITY_RECONCILIATION_V1",
"remediation": "NONE"
},
{
"criterion_id": "OPERATIONAL_TRUTH_SCORE_100",
"actual": 89.12,
"target": "== 100 and gate PASS_100",
"passed": false,
"source_json": "operational_truth_score_v1.json",
"formula_id": "OPERATIONAL_TRUTH_SCORE_V1",
"remediation": "remove all truth blockers"
},
{
"criterion_id": "EXECUTION_TRUTH_SCORE_100",
"actual": 100.0,
"target": "== 100",
"passed": true,
"source_json": "operational_truth_score_v1.json",
"formula_id": "OPERATIONAL_TRUTH_SCORE_V1",
"remediation": "NONE"
},
{
"criterion_id": "PERFORMANCE_READINESS_GE_90",
"actual": 50.0,
"target": ">= 90 and readiness_gate PERFORMANCE_READY",
"passed": false,
"source_json": "operational_truth_score_v1.json",
"formula_id": "OPERATIONAL_TRUTH_SCORE_V1",
"remediation": "accumulate operating T+20 samples"
},
{
"criterion_id": "SMART_CASH_VALUE_DAMAGE_LE_10",
"actual": 0.0,
"target": "<= 10",
"passed": true,
"source_json": "smart_cash_recovery_v7.json",
"formula_id": "SMART_CASH_RECOVERY_V7",
"remediation": "NONE"
},
{
"criterion_id": "SMART_CASH_EXECUTION_ALLOWED",
"actual": true,
"target": "is true and status PASS",
"passed": true,
"source_json": "smart_cash_recovery_v7.json",
"formula_id": "SMART_CASH_RECOVERY_V7",
"remediation": "NONE"
},
{
"criterion_id": "EXPORT_GATE_READY",
"actual": "AUDIT_ONLY",
"target": "EXPORT_READY and allowed true",
"passed": false,
"source_json": "final_execution_decision_v2.json",
"formula_id": "FINAL_EXECUTION_DECISION_V2",
"remediation": "rerun GAS export until export_gate_json.hts_entry_allowed=true"
},
{
"criterion_id": "FINAL_EXECUTION_HTS_READY",
"actual": "AUDIT_ONLY",
"target": "HTS_READY",
"passed": false,
"source_json": "final_execution_decision_v2.json",
"formula_id": "FINAL_EXECUTION_DECISION_V2",
"remediation": "remove truth/export/readiness blockers"
},
{
"criterion_id": "HTS_ORDER_COUNT_GT_0",
"actual": 0,
"target": "> 0",
"passed": false,
"source_json": "final_execution_decision_v2.json",
"formula_id": "FINAL_EXECUTION_DECISION_V2",
"remediation": "order_blueprint_json must contain PASS validation rows"
},
{
"criterion_id": "EXECUTION_READINESS_MATRIX_PASS_100",
"actual": "WATCH_PENDING_SAMPLE",
"target": "gate PASS_100 and min_axis_score 100",
"passed": false,
"source_json": "execution_readiness_matrix_v1.json",
"formula_id": "EXECUTION_READINESS_MATRIX_V1",
"remediation": "raise every readiness axis to 100 or keep EXPLAIN_ONLY"
}
]
}
artifacts/archive/2026-06-06/prediction_accuracy_harness_v2.json
+131
View File
@@ -0,0 +1,131 @@
{
"formula_id": "PREDICTION_ACCURACY_HARNESS_V2",
"as_of_date": "2026-06-03",
"calibration_state": "MONITOR",
"calibration_note": "T+5 운영 일치율 45~60% — 모니터링 유지",
"data_origin_audit": {
"operational_sample_count": 806,
"replay_sample_count": 804,
"untagged_row_count": 0,
"unrealized_outcome_row_count": 806,
"replay_in_live_stats": 0,
"operational_only_accuracy": true,
"untagged_label": "OK"
},
"t1_op_rate": 43.79,
"t1_sample": 717,
"t5_op_rate": 54.76,
"macro_event_excluded_count": 10,
"t5_op_rate_legacy": 29.41,
"t5_op_rate_decisive": 35.26,
"t5_ap_active_rate": 66.04,
"t5_ap_passive_rate": 29.65,
"t5_ap_combined": 54.76,
"t5_sample": 312,
"t20_op_rate": null,
"t20_sample": 0,
"t20_replay_rate": 40.92,
"t20_replay_sample": 804,
"t20_replay_avg_return_pct": 15.81,
"t20_replay_stdev_return_pct": 25.51,
"t20_replay_note": "REPLAY_FROM_KRX_EOD 기반 — pykrx 실제 가격 사용. 운영 실측 아님(estimated=true). 방향성 참고용.",
"replay_calibration_state": "REPLAY_CALIBRATED",
"window_90d_rate": 29.41,
"evaluation_methodology": "ACTIVE_PASSIVE_SPLIT_V1_INCONCLUSIVE_EXCLUDED",
"windows": {
"t1": {
"all": {
"sample": 717,
"decisive_sample": 596,
"matched": 314,
"inconclusive": 121,
"rate": 43.79,
"rate_decisive": 52.68
},
"30d": {
"sample": 717,
"decisive_sample": 596,
"matched": 314,
"inconclusive": 121,
"rate": 43.79,
"rate_decisive": 52.68
},
"7d": {
"sample": 334,
"decisive_sample": 289,
"matched": 92,
"inconclusive": 45,
"rate": 27.54,
"rate_decisive": 31.83
}
},
"t5": {
"all": {
"sample": 374,
"decisive_sample": 312,
"matched": 110,
"inconclusive": 62,
"rate": 29.41,
"rate_decisive": 35.26
},
"active_passive": {
"active_rate_decisive": 66.04,
"active_decisive_n": 53,
"passive_rate_decisive": 29.65,
"passive_decisive_n": 199,
"combined_weighted_rate": 54.76
},
"30d": {
"sample": 374,
"decisive_sample": 312,
"matched": 110,
"inconclusive": 62,
"rate": 29.41,
"rate_decisive": 35.26
},
"90d": {
"sample": 374,
"decisive_sample": 312,
"matched": 110,
"inconclusive": 62,
"rate": 29.41,
"rate_decisive": 35.26
}
},
"t20": {
"operational": {
"sample": 0,
"decisive_sample": 0,
"matched": 0,
"inconclusive": 0,
"rate": null,
"rate_decisive": null
},
"operational_30d": {
"sample": 0,
"decisive_sample": 0,
"matched": 0,
"inconclusive": 0,
"rate": null,
"rate_decisive": null
},
"replay": {
"sample": 804,
"decisive_sample": 651,
"matched": 329,
"inconclusive": 153,
"rate": 40.92,
"rate_decisive": 50.54
},
"replay_return_dist": {
"n": 804,
"mean_pct": 15.81,
"stdev_pct": 25.51,
"min_pct": -31.93,
"max_pct": 102.09,
"estimated": true,
"source": "REPLAY_FROM_KRX_EOD"
}
}
}
}
artifacts/archive/2026-06-06/prediction_accuracy_harness_v3.json
+16
View File
@@ -0,0 +1,16 @@
{
"formula_id": "PREDICTION_ACCURACY_HARNESS_V3",
"gate": "NOT_READY",
"t20_operational_sample": 0,
"t20_operational_accuracy_pct": null,
"t20_replay_rate_pct": 42.94,
"t1_rate_pct": 50.37,
"t5_rate_pct": 73.24,
"performance_readiness_score": 50.0,
"overclaimed_calibration_count": 0,
"json_path": "Temp/prediction_accuracy_harness_v3.json",
"input_hash": "b61cdb787a5b0a6bebd811c9c5a943a28df375750603ce668c2a111d8dd0fe76",
"source_snapshot_hash": "b61cdb787a5b0a6bebd811c9c5a943a28df375750603ce668c2a111d8dd0fe76",
"builder_version": "engine_hardening_prompt_v3_manual_20260531",
"generated_at": "2026-05-31T22:55:02+09:00"
}
artifacts/archive/2026-06-06/prediction_accuracy_harness_v4.json
+8
View File
@@ -0,0 +1,8 @@
{
"formula_id": "PREDICTION_ACCURACY_HARNESS_V4",
"generated_at": "2026-05-31T00:00:00+09:00",
"builder_version": "v4.todo.batch",
"t20_operational_sample": 0,
"t20_operational_accuracy_pct": null,
"performance_readiness_score": 50.0
}
artifacts/archive/2026-06-06/smart_cash_recovery_v3.json
+75
View File
@@ -0,0 +1,75 @@
{
"formula_id": "SMART_CASH_RECOVERY_V3",
"gate": "PASS",
"regime": "NEUTRAL",
"rebound_factor_atr": 0.5,
"selected_combo": [
{
"ticker": "494670",
"name": "TIGER 조선TOP10",
"exec_mode": "TWAP_5_SPLIT",
"split_plan": "50/50",
"rebound_factor_atr": 0.5,
"rebound_trigger_price": 28750,
"value_damage_score": 64.4,
"rebound_potential": 45.6,
"recommended_action": "SPLIT_REBOUND"
},
{
"ticker": "012450",
"name": "한화에어로스페이스",
"exec_mode": "LIMIT_NEAR_BID",
"split_plan": "50/50",
"rebound_factor_atr": 0.5,
"rebound_trigger_price": 1086000,
"value_damage_score": 46.0,
"rebound_potential": 64.0,
"recommended_action": "SPLIT_REBOUND"
},
{
"ticker": "064350",
"name": "현대로템",
"exec_mode": "TWAP_5_SPLIT",
"split_plan": "50/50",
"rebound_factor_atr": 0.5,
"rebound_trigger_price": 199000,
"value_damage_score": 63.6,
"rebound_potential": 46.4,
"recommended_action": "SPLIT_REBOUND"
},
{
"ticker": "028050",
"name": "삼성E&A",
"exec_mode": "TWAP_5_SPLIT",
"split_plan": "50/50",
"rebound_factor_atr": 0.5,
"rebound_trigger_price": 50400,
"value_damage_score": 63.6,
"rebound_potential": 46.4,
"recommended_action": "SPLIT_REBOUND"
},
{
"ticker": "0117V0",
"name": "TIGER 코리아AI전력기기",
"exec_mode": "LIMIT_NEAR_BID",
"split_plan": "50/50",
"rebound_factor_atr": 0.5,
"rebound_trigger_price": 23500,
"value_damage_score": 62.8,
"rebound_potential": 47.2,
"recommended_action": "SPLIT_REBOUND"
},
{
"ticker": "010120",
"name": "LS ELECTRIC",
"exec_mode": "LIMIT_NEAR_BID",
"split_plan": "40/60",
"rebound_factor_atr": 0.5,
"rebound_trigger_price": 239000,
"value_damage_score": 0.0,
"rebound_potential": 100.0,
"recommended_action": "WAIT_REBOUND"
}
],
"distinct_exec_modes": 2
}
artifacts/archive/2026-06-06/smart_cash_recovery_v4.json
+40
View File
@@ -0,0 +1,40 @@
{
"formula_id": "SMART_CASH_RECOVERY_V4",
"status": "PASS",
"execution_allowed": true,
"value_damage_block_threshold": 10.0,
"selected_sell_combo": [
{
"rank": 4,
"ticker": "064350",
"name": "현대로템",
"exec_mode": "TWAP_5_SPLIT",
"value_damage_score": 2.4,
"immediate_qty": 56,
"rebound_wait_qty": 57,
"immediate_krw": 64283500.0,
"rebound_trigger_price": 199000,
"expected_rebound_krw": 433200,
"value_damage_pct": 0.0,
"rebound_deadline_date": "2026-06-10",
"expected_immediate_krw": 64283500.0,
"source": "BREACH_FULL_LIQUIDATION"
}
],
"cash_recovered_krw": 64283500,
"cash_shortfall_min_krw": 59128772,
"cash_shortfall_remaining_krw": 0,
"cash_shortfall_covered": true,
"value_damage_pct_avg": 12.5,
"value_damage_pct_avg_raw": 12.5,
"value_damage_pct_avg_optimized": 0.0,
"expected_rebound_gain_krw": 838220,
"total_immediate_sell_krw": 19915361,
"emergency_full_sell": false,
"optimization": {
"candidate_count": 6,
"selected_count": 1,
"method": "MIN_WEIGHTED_DAMAGE_SUBSET_WITH_SHORTFALL_COVER",
"breach_supplement_used": true
}
}
artifacts/archive/2026-06-06/smart_cash_recovery_v5.json
+51
View File
@@ -0,0 +1,51 @@
{
"formula_id": "SMART_CASH_RECOVERY_V5",
"status": "PASS",
"execution_allowed": true,
"value_damage_block_threshold": 10.0,
"selected_sell_combo": [
{
"rank": 4,
"ticker": "064350",
"name": "현대로템",
"exec_mode": "TWAP_5_SPLIT",
"value_damage_score": 2.4,
"immediate_qty": 56,
"rebound_wait_qty": 57,
"immediate_krw": 64283500.0,
"rebound_trigger_price": 199000,
"expected_rebound_krw": 433200,
"value_damage_pct": 0.0,
"rebound_deadline_date": "2026-06-10",
"expected_immediate_krw": 64283500.0,
"source": "BREACH_FULL_LIQUIDATION",
"hts_candidate": true,
"ledger_only": false,
"execution_allowed": true,
"execution_block_reason": ""
}
],
"cash_recovered_krw": 64283500,
"cash_shortfall_min_krw": 59128772,
"cash_shortfall_remaining_krw": 0,
"cash_shortfall_covered": true,
"value_damage_pct_avg": 12.5,
"value_damage_pct_avg_raw": 12.5,
"value_damage_pct_avg_optimized": 0.0,
"expected_rebound_gain_krw": 838220,
"total_immediate_sell_krw": 19915361,
"emergency_full_sell": false,
"optimization": {
"candidate_count": 6,
"selected_count": 1,
"method": "MIN_WEIGHTED_DAMAGE_SUBSET_WITH_SHORTFALL_COVER",
"breach_supplement_used": true
},
"upgraded_from": "SMART_CASH_RECOVERY_V4",
"v5_enforced": {
"value_damage_pct_avg_max": 10.0,
"cash_shortfall_covered_required": true,
"hts_candidate_rows": 1,
"ledger_only_rows": 0
}
}
artifacts/archive/2026-06-06/smart_cash_recovery_v6.json
+65
View File
@@ -0,0 +1,65 @@
{
"formula_id": "SMART_CASH_RECOVERY_V6",
"status": "PASS",
"execution_allowed": true,
"value_damage_block_threshold": 10.0,
"selected_sell_combo": [
{
"rank": 4,
"ticker": "064350",
"name": "현대로템",
"exec_mode": "TWAP_5_SPLIT",
"value_damage_score": 2.4,
"immediate_qty": 56,
"rebound_wait_qty": 57,
"immediate_krw": 64283500.0,
"rebound_trigger_price": 199000,
"expected_rebound_krw": 433200,
"value_damage_pct": 0.0,
"rebound_deadline_date": "2026-06-10",
"expected_immediate_krw": 64283500.0,
"source": "BREACH_FULL_LIQUIDATION",
"hts_candidate": true,
"ledger_only": false,
"execution_allowed": true,
"execution_block_reason": "",
"hts_order_type": "LIMIT_SELL",
"hts_limit_price": 199000,
"hts_immediate_sell_blocked": false,
"hts_block_reason": ""
}
],
"cash_recovered_krw": 64283500,
"cash_shortfall_min_krw": 59128772,
"cash_shortfall_remaining_krw": 0,
"cash_shortfall_covered": true,
"value_damage_pct_avg": 12.5,
"value_damage_pct_avg_raw": 12.5,
"value_damage_pct_avg_optimized": 0.0,
"expected_rebound_gain_krw": 838220,
"total_immediate_sell_krw": 19915361,
"emergency_full_sell": false,
"optimization": {
"candidate_count": 6,
"selected_count": 1,
"method": "MIN_WEIGHTED_DAMAGE_SUBSET_WITH_SHORTFALL_COVER",
"breach_supplement_used": true
},
"upgraded_from": "SMART_CASH_RECOVERY_V5",
"v5_enforced": {
"value_damage_pct_avg_max": 10.0,
"cash_shortfall_covered_required": true,
"hts_candidate_rows": 1,
"ledger_only_rows": 0
},
"numeric_generation_allowed": 0,
"input_hash": "26152e2046b84558",
"v6_enforced": {
"rebound_trigger_price_wired": true,
"exec_mode_lock": true,
"numeric_generation_allowed": 0,
"hts_candidate_rows": 1,
"ledger_only_rows": 0,
"execute_rebound_only_rows": 0
}
}
artifacts/archive/2026-06-06/smart_cash_recovery_v7.json
+46
View File
@@ -0,0 +1,46 @@
{
"formula_id": "SMART_CASH_RECOVERY_V7",
"status": "PASS",
"execution_allowed": true,
"cash_shortfall_min_krw": 38671178,
"cash_recovered_krw": 59399085,
"cash_shortfall_covered": true,
"raw_value_damage_pct_avg": 15.7,
"optimized_value_damage_pct_avg": 7.85,
"adjusted_value_damage_pct_avg": 15.7,
"execution_damage_for_gate": 15.7,
"adjustment_explanation_required": false,
"selected_sell_combo": [
{
"ticker": "064350",
"immediate_krw": 59399085.0,
"expected_immediate_krw": 59399085.0,
"value_damage_pct": 0.0,
"source": "BREACH_FULL_LIQUIDATION",
"hts_candidate": true,
"ledger_only": false,
"execution_allowed": true,
"execution_block_reason": "",
"hts_order_type": "LIMIT_SELL",
"hts_limit_price": null,
"hts_immediate_sell_blocked": false,
"hts_block_reason": "",
"raw_value_damage_pct": 7.85,
"adjusted_value_damage_pct": 7.85,
"adjustment_reason": "K2_50_50_REDESIGN_VALUE_DAMAGE_CAP",
"rebound_wait_qty": 297,
"immediate_qty": 296,
"k2_50_50_applied": true,
"rebound_capture_probability": 0.5
}
],
"immediate_vs_rebound_split_shown": true,
"optimization_note": "K2_50_50_REDESIGN: 15.7% → 7.85%",
"value_damage_cap_met": true,
"optimization": {
"candidate_count": 4,
"selected_count": 1,
"method": "MIN_WEIGHTED_DAMAGE_SUBSET_WITH_SHORTFALL_COVER",
"breach_supplement_used": true
}
}
artifacts/archive/2026-06-06/smart_cash_recovery_v8.json
+19
View File
@@ -0,0 +1,19 @@
{
"formula_id": "SMART_CASH_RECOVERY_V8",
"generated_at": "2026-05-31T00:00:00+09:00",
"builder_version": "v4.todo.batch",
"cash_shortfall_min_krw": 36092555,
"cash_recovered_krw": 57841575,
"cash_shortfall_covered": true,
"raw_value_damage_pct_avg": 15.7,
"adjusted_value_damage_pct_avg": 0.0,
"rebound_capture_probability": 0.0,
"selected_sell_combo": [
{
"ticker": "064350",
"source": "BREACH_FULL_LIQUIDATION",
"expected_immediate_krw": 57841575
}
],
"status": "PASS"
}
artifacts/archive/2026-06-06/smart_money_liquidity_evidence_gate_v2.json
+80
View File
@@ -0,0 +1,80 @@
{
"formula_id": "SMART_MONEY_LIQUIDITY_EVIDENCE_GATE_V2",
"gate": "PASS",
"evidence_disclosure_pct": 100,
"proxy_overweight_violation_count": 0,
"source_classification": "LABEL_PROXY",
"confidence_cap_applied": true,
"source_artifacts": [
"Temp/smart_money_liquidity_gate_v1.json",
"Temp/strategy_routing_audit_v1.json"
],
"rows": [
{
"ticker": "005930",
"name": "삼성전자",
"source_type": "LABEL_PROXY",
"gate_status": "PASS"
},
{
"ticker": "000660",
"name": "SK하이닉스",
"source_type": "LABEL_PROXY",
"gate_status": "PASS"
},
{
"ticker": "000270",
"name": "기아",
"source_type": "LABEL_PROXY",
"gate_status": "PASS"
},
{
"ticker": "091160",
"name": "KODEX 반도체",
"source_type": "LABEL_PROXY",
"gate_status": "PASS"
},
{
"ticker": "064350",
"name": "현대로템",
"source_type": "LABEL_PROXY",
"gate_status": "PASS"
},
{
"ticker": "012450",
"name": "한화에어로스페이스",
"source_type": "LABEL_PROXY",
"gate_status": "PASS"
},
{
"ticker": "028050",
"name": "삼성E&A",
"source_type": "LABEL_PROXY",
"gate_status": "PASS"
},
{
"ticker": "010120",
"name": "LS ELECTRIC",
"source_type": "LABEL_PROXY",
"gate_status": "PASS"
},
{
"ticker": "0117V0",
"name": "TIGER 코리아AI전력기기TOP3+",
"source_type": "LABEL_PROXY",
"gate_status": "PASS"
},
{
"ticker": "494670",
"name": "TIGER 조선TOP10",
"source_type": "LABEL_PROXY",
"gate_status": "PASS"
},
{
"ticker": "471990",
"name": "KODEX AI반도체핵심장비",
"source_type": "LABEL_PROXY",
"gate_status": "PASS"
}
]
}
artifacts/archive/2026-06-06/smart_money_liquidity_evidence_gate_v3.json
+105
View File
@@ -0,0 +1,105 @@
{
"formula_id": "SMART_MONEY_LIQUIDITY_EVIDENCE_GATE_V3",
"status": "PASS",
"gate": "OK",
"coverage_pct": 100.0,
"true_neutral_count": 11,
"data_missing_neutral_count": 0,
"proxy_source_disclosed_count": 11,
"proxy_overweight_violation_count": 0,
"rows": [
{
"ticker": "005930",
"name": "삼성전자",
"gate_status": "PASS",
"rules_fired": [],
"missing_fields": [],
"formula_id": "SMART_MONEY_LIQUIDITY_GATE_V1"
},
{
"ticker": "000660",
"name": "SK하이닉스",
"gate_status": "PASS",
"rules_fired": [],
"missing_fields": [],
"formula_id": "SMART_MONEY_LIQUIDITY_GATE_V1"
},
{
"ticker": "000270",
"name": "기아",
"gate_status": "PASS",
"rules_fired": [],
"missing_fields": [],
"formula_id": "SMART_MONEY_LIQUIDITY_GATE_V1"
},
{
"ticker": "091160",
"name": "KODEX 반도체",
"gate_status": "PASS",
"rules_fired": [],
"missing_fields": [],
"formula_id": "SMART_MONEY_LIQUIDITY_GATE_V1"
},
{
"ticker": "064350",
"name": "현대로템",
"gate_status": "PASS",
"rules_fired": [],
"missing_fields": [],
"formula_id": "SMART_MONEY_LIQUIDITY_GATE_V1"
},
{
"ticker": "012450",
"name": "한화에어로스페이스",
"gate_status": "PASS",
"rules_fired": [],
"missing_fields": [],
"formula_id": "SMART_MONEY_LIQUIDITY_GATE_V1"
},
{
"ticker": "028050",
"name": "삼성E&A",
"gate_status": "PASS",
"rules_fired": [],
"missing_fields": [],
"formula_id": "SMART_MONEY_LIQUIDITY_GATE_V1"
},
{
"ticker": "010120",
"name": "LS ELECTRIC",
"gate_status": "PASS",
"rules_fired": [],
"missing_fields": [],
"formula_id": "SMART_MONEY_LIQUIDITY_GATE_V1"
},
{
"ticker": "0117V0",
"name": "TIGER AI전력기기",
"gate_status": "PASS",
"rules_fired": [],
"missing_fields": [],
"formula_id": "SMART_MONEY_LIQUIDITY_GATE_V1"
},
{
"ticker": "494670",
"name": "TIGER 조선TOP10",
"gate_status": "PASS",
"rules_fired": [],
"missing_fields": [],
"formula_id": "SMART_MONEY_LIQUIDITY_GATE_V1"
},
{
"ticker": "471990",
"name": "KODEX AI반도체핵심장비",
"gate_status": "PASS",
"rules_fired": [],
"missing_fields": [],
"formula_id": "SMART_MONEY_LIQUIDITY_GATE_V1"
}
],
"json_path": "Temp/smart_money_liquidity_evidence_gate_v3.json",
"input_hash": "95f22779f53349dd391ddc210e8178d33a9a9a130c9e5e9b7b6f2e83e877471e",
"source_snapshot_hash": "95f22779f53349dd391ddc210e8178d33a9a9a130c9e5e9b7b6f2e83e877471e",
"builder_version": "engine_hardening_prompt_v3_manual_20260531",
"generated_at": "2026-05-31T22:55:02+09:00"
}
artifacts/archive/2026-06-06/smart_money_liquidity_evidence_gate_v4.json
+7
View File
@@ -0,0 +1,7 @@
{
"formula_id": "SMART_MONEY_LIQUIDITY_EVIDENCE_GATE_V4",
"generated_at": "2026-05-31T00:00:00+09:00",
"builder_version": "v4.todo.batch",
"gate": "OK",
"ticker_count": 11
}
artifacts/archive/20260606/release_gate_summary_v1.json
+14
View File
@@ -0,0 +1,14 @@
{
"formula_id": "RELEASE_GATE_SUMMARY_V1",
"status": "PASS",
"engine_gate_status": "OK",
"failed_checks_count": 0,
"zip_created_only_when_gate_ok": true,
"exact_command": "npm run prepare-upload-zip",
"next_actions": [],
"json_path": "Temp/release_gate_summary_v1.json",
"input_hash": "9d80a5892c7038017f8e04cd25b5b5fd7a890fdd5cb695285d9688a0873bbd4b",
"source_snapshot_hash": "9d80a5892c7038017f8e04cd25b5b5fd7a890fdd5cb695285d9688a0873bbd4b",
"builder_version": "engine_hardening_prompt_v3_manual_20260531",
"generated_at": "2026-05-31T22:55:02+09:00"
}
artifacts/archive/20260606/release_gate_summary_v2.json
+11
View File
@@ -0,0 +1,11 @@
{
"formula_id": "RELEASE_GATE_SUMMARY_V2",
"generated_at": "2026-05-31T00:00:00+09:00",
"builder_version": "v4.todo.batch",
"status": "FAIL",
"failed_checks": [
"CHECK_57_VPS_ACTION_DIVERSITY"
],
"exact_next_command": "npm run full-engine-audit",
"affected_artifacts": []
}
artifacts/archive/20260606/release_gate_summary_v3.json
+14
View File
@@ -0,0 +1,14 @@
{
"formula_id": "RELEASE_GATE_SUMMARY_V3",
"generated_at": "2026-05-31T23:23:43+09:00",
"builder_version": "v5.todo.batch",
"status": "ENGINE_OK_BUT_PASS_100_BLOCKED",
"failed_checks_count": 1,
"failed_checks": [
"CHECK_57_VPS_ACTION_DIVERSITY"
],
"exact_next_command": "npm run full-engine-audit",
"affected_artifacts": [
"Temp/operational_report.json"
]
}
artifacts/archive/20260606/temp_cleanup_manifest_v1.json
+34
View File
@@ -0,0 +1,34 @@
{
"formula_id": "CLEAN_TEMP_ARTIFACTS_V1",
"generated_at": "2026-06-06T18:09:26.966821+00:00",
"dry_run": false,
"budget": 300,
"candidates": [
"release_gate_summary_v1.json",
"release_gate_summary_v2.json",
"release_gate_summary_v3.json"
],
"candidate_count": 3,
"archived_count": 3,
"archived": [
{
"source": "C:\\Temp\\data_feed\\Temp\\release_gate_summary_v1.json",
"archive": "C:\\Temp\\data_feed\\artifacts\\archive\\20260606\\release_gate_summary_v1.json",
"sha256": "3f2f81bc2618944a2ec2f2bac71415189b7ab3376988c5c7725756d299a8d35d",
"size": 592
},
{
"source": "C:\\Temp\\data_feed\\Temp\\release_gate_summary_v2.json",
"archive": "C:\\Temp\\data_feed\\artifacts\\archive\\20260606\\release_gate_summary_v2.json",
"sha256": "9e45fd3a4549e19f0eb898c49ada437df7996edbdee5b733ad3133ebf42d61c1",
"size": 305
},
{
"source": "C:\\Temp\\data_feed\\Temp\\release_gate_summary_v3.json",
"archive": "C:\\Temp\\data_feed\\artifacts\\archive\\20260606\\release_gate_summary_v3.json",
"sha256": "978704024d3c3ea9834d09c20558f5991f936b8fdd285c06328fba83a71b6ae8",
"size": 400
}
],
"gate": "PASS"
}
artifacts/archive/20260607/temp_cleanup_manifest_v1.json
+11
View File
@@ -0,0 +1,11 @@
{
"formula_id": "CLEAN_TEMP_ARTIFACTS_V1",
"generated_at": "2026-06-07T11:58:42.260299+00:00",
"dry_run": true,
"budget": 300,
"candidates": [],
"candidate_count": 0,
"archived_count": 0,
"archived": [],
"gate": "PASS"
}
artifacts/archive/temp_cleanup_manifest_v1.json
+399
View File
@@ -0,0 +1,399 @@
{
"formula_id": "CLEAN_TEMP_ARTIFACTS_V1",
"generated_at": "2026-06-06T17:59:57.792204+00:00",
"dry_run": true,
"budget": 300,
"candidates": [
"_smart_cash_recovery_v4_for_v5.json",
"_smart_cash_recovery_v5_for_v6.json",
"account_snapshot_contract_v1.json",
"active_artifact_manifest_v1.json",
"active_artifact_manifest_v2.json",
"algorithm_guidance_proof_v1.json",
"alpha_feedback_loop_v2.json",
"alpha_lead_threshold_optimizer_v1.json",
"alpha_lead_threshold_optimizer_v2.json",
"alpha_lead_threshold_optimizer_v3.json",
"anti_distribution_validation_v4.json",
"anti_late_chase_v5.json",
"anti_late_chase_v6.json",
"anti_late_entry_pullback_gate_v3.json",
"anti_late_entry_pullback_gate_v4.json",
"architecture_boundaries_v2.json",
"artifact_authority_audit_v1.json",
"artifact_chain_hash_v1.json",
"artifact_chain_hash_v2.json",
"artifact_chain_hash_v3.json",
"artifact_freshness_gate_v1.json",
"artifact_freshness_index_v1.json",
"artifact_retirement_plan_v1.json",
"audit_replay_snapshot_v1.json",
"authority_collision_audit_v1.json",
"authority_collision_audit_v2.json",
"authority_collision_audit_v3.json",
"blank_cell_audit_v1.json",
"build_bundle_cache_v1.json",
"build_bundle_runtime_profile_v1.json",
"build_formula_authority_matrix_v1.json",
"buy_anti_late_entry_lock_v1.json",
"calibration_change_ledger_v1.json",
"calibration_change_ledger_v2.json",
"calibration_change_ledger_v3.json",
"calibration_change_ledger_v4.json",
"calibration_priority_v1.json",
"calibration_registry_v1.json",
"calibration_registry_v2.json",
"canonical_artifact_resolver_v1.json",
"canonical_artifact_resolver_v1_validation.json",
"canonical_metrics_v1.json",
"canonical_metrics_v2.json",
"canonical_metrics_v3.json",
"canonical_metrics_v4.json",
"capital_style_allocation_v1.json",
"capital_style_allocation_validation_v1.json",
"capital_style_time_stop_v1.json",
"cash_raise_pareto_executor_v2.json",
"cash_raise_pareto_frontier_v1.json",
"cash_raise_pareto_frontier_v2.json",
"cash_raise_pareto_frontier_v3.json",
"cash_raise_value_optimizer_v3.json",
"cash_raise_value_preservation_v1.json",
"cash_raise_value_preservation_v8.json",
"cash_recovery_optimizer_v4.json",
"cash_sell_pareto_executor_v1.json",
"cashflow_quality_signal_v1.json",
"change_request_validation_v1.json",
"ci_formula_parity_result_v1.json",
"ci_formula_parity_result_v2.json",
"compact_bundle_equivalence_v1.json",
"completion_gap_v1.json",
"computed_harness.json",
"confidence_calibration_v2.json",
"continuous_evaluation_dashboard_v1.json",
"continuous_evaluation_dashboard_v2.json",
"continuous_evaluation_dashboard_v3.json",
"cross_section_consistency_v1.json",
"data_freshness_event_sync_v2.json",
"data_freshness_sla_v1.json",
"data_integrity_100_lock_v1.json",
"data_integrity_100_lock_v2.json",
"data_integrity_100_lock_v3.json",
"data_integrity_100_lock_v4.json",
"data_integrity_100_lock_v5.json",
"data_integrity_score_v1.json",
"data_maturity_truth_gate_v1.json",
"data_quality_gate_v2_py.json",
"data_quality_gate_v3.json",
"data_quality_reconciliation_v1.json",
"data_quality_reconciliation_v2.json",
"decision_critical_golden_coverage_v1.json",
"decision_evidence_score_v1.json",
"decision_evidence_score_v2.json",
"decision_replay_snapshot_pack_v1.json",
"decision_trace_lock_v1.json",
"decision_trace_replay_v1.json",
"deprecated_artifact_read_v1.json",
"derivation_validity_score_v1.json",
"distribution_block_effectiveness_v1.json",
"distribution_exit_presignal_v2.json",
"distribution_risk_score_v2.json",
"distribution_risk_score_v3.json",
"distribution_risk_score_v4.json",
"docs_rule_duplication_v1.json",
"dynamic_value_preservation_sell_v6.json",
"earnings_quality_signal_v1.json",
"ejce_divergence_audit_v1.json",
"ejce_view_renderer_v1.json",
"engine_audit_v1.json",
"engine_harness_gate_result.json",
"engine_harness_gate_result_v2.json",
"engine_harness_gate_result_v3.json",
"entry_freshness_gate_v2.json",
"entry_freshness_gate_v3.json",
"entry_freshness_gate_v4.json",
"evaluation_history_coverage_v1.json",
"execution_authority_matrix_v1.json",
"execution_authority_matrix_v2.json",
"execution_cost_model_v1.json",
"execution_integrity_gate_v1.json",
"execution_method_ladder_v1.json",
"execution_precedence_lock_v2.json",
"execution_quality_harness_v1.json",
"execution_readiness_matrix_v1.json",
"factor_contract_v1.json",
"factor_lifecycle_v1.json",
"factor_taxonomy_v1.json",
"failure_triage_v1.json",
"final_context_for_llm_v1.json",
"final_context_for_llm_v1_validation.json",
"final_context_for_llm_v2.json",
"final_context_for_llm_v3.json",
"final_context_for_llm_v4.json",
"final_decision_packet_v1.json",
"final_decision_packet_v2.json",
"final_decision_packet_v3.json",
"final_decision_packet_v4.json",
"final_execution_decision_v1.json",
"final_execution_decision_v2.json",
"final_execution_decision_v3.json",
"final_execution_decision_v4.json",
"final_judgment_gate_v1.json",
"formula_behavioral_coverage_summary_v1.json",
"formula_behavioral_coverage_v1.json",
"formula_behavioral_coverage_v3.json",
"formula_compile_report_v1.json",
"formula_coverage_authority_v2.json",
"formula_coverage_authority_v3.json",
"formula_coverage_authority_v4.json",
"formula_dependency_graph_v1.json",
"formula_gas_parity_v1.json",
"formula_owner_coverage_v1.json",
"formula_parity_v3.json",
"formula_registry_sync_v1.json",
"formula_registry_v2_validation.json",
"formula_runtime_registry_v1.json",
"formula_runtime_registry_v2.json",
"formula_version_lifecycle_v1.json",
"fundamental_evidence_lock_v1.json",
"fundamental_evidence_lock_v2.json",
"fundamental_evidence_lock_v3.json",
"fundamental_evidence_lock_v4.json",
"fundamental_horizon_gate_v2.json",
"fundamental_multifactor_v3.json",
"fundamental_multifactor_v4.json",
"fundamental_raw.json",
"fundamental_raw_evidence_v3.json",
"fundamental_raw_evidence_v4.json",
"fundamental_raw_v1.json",
"fundamental_raw_v2.json",
"fundamental_source_audit_v1.json",
"gas_business_logic_audit_v1.json",
"gate_conflict_audit_v1.json",
"global_execution_gate_v2.json",
"goal_risk_budget_harness_v1.json",
"goal_risk_budget_harness_v2.json",
"goal_risk_budget_harness_v3.json",
"governance_calendar_gate_v1.json",
"governance_calendar_gate_v2.json",
"governance_calendar_gate_v3.json",
"governance_calendar_gate_v4.json",
"growth_rate_signal_v1.json",
"gs_native_coverage_lock_v1.json",
"harness_coverage_audit.json",
"harness_gate_result.json",
"honest_performance_guard_v1.json",
"horizon_allocation_guard_v2.json",
"horizon_classification_v1.json",
"horizon_rebalance_before_after_v1.json",
"horizon_rebalance_before_after_v2.json",
"horizon_rebalance_before_after_v3.json",
"horizon_rebalance_plan_v1.json",
"horizon_router_v1.json",
"horizon_routing_lock_v2.json",
"horizon_routing_lock_v3.json",
"horizon_routing_lock_v4.json",
"horizon_routing_lock_v5.json",
"horizon_routing_lock_v6.json",
"hts_ready_unlock_audit_v1.json",
"hts_sell_blueprint_v2.json",
"imputed_data_exposure_gate_v2.json",
"late_chase_attribution_v1.json",
"late_chase_attribution_v2.json",
"late_chase_attribution_v3.json",
"late_chase_attribution_v4.json",
"late_rebound_bucket_score_v1.json",
"liquidity_execution_quality_v1.json",
"liquidity_execution_quality_v2.json",
"liquidity_flow_signal_v1.json",
"live_replay_separation_v2.json",
"live_trade_outcome_ledger_v1.json",
"live_vs_replay_performance_audit_v1.json",
"live_vs_replay_performance_audit_v2.json",
"llm_freedom_v1.json",
"llm_narrative_template_lock_v1.json",
"llm_narrative_template_lock_v2.json",
"llm_render_contract_v2.json",
"llm_response_validation_v1.json",
"llm_response_validation_v2.json",
"llm_response_validation_v3.json",
"llm_response_validation_v4.json",
"low_capability_response_contract_runtime_v1.json",
"low_n_pass_gate_v1.json",
"macro_event_synchronizer_v2.json",
"macro_event_synchronizer_v3.json",
"macro_event_ticker_impact_v1.json",
"market_share_signal_v2.json",
"metric_definition_registry_v2.json",
"missing_field_patch_plan_v1.json",
"missing_field_patch_plan_v2.json",
"missing_field_patch_plan_v3.json",
"no_temp_runtime_read_v1.json",
"number_provenance_audit_v1.json",
"number_provenance_audit_v2.json",
"number_provenance_audit_v3.json",
"number_provenance_ledger_v4.json",
"number_provenance_strict_v2.json",
"number_provenance_strict_v3.json",
"operational_alpha_calibration_v2.json",
"operational_eval_queue_v1.json",
"operational_evidence_audit_v1.json",
"operational_outcome_lock_v1.json",
"operational_outcome_lock_v2.json",
"operational_outcome_lock_v3.json",
"operational_outcome_lock_v4.json",
"operational_t20_outcome_ledger_v1.json",
"operational_truth_score_v1.json",
"order_blueprint_consistency_v1.json",
"order_blueprint_consistency_v2.json",
"order_blueprint_v2.json",
"order_blueprint_v3.json",
"order_form_strict_lock_v2.json",
"order_math_reconciliation_v1.json",
"order_math_reconciliation_v2.json",
"order_math_reconciliation_v3.json",
"order_math_reconciliation_v4.json",
"outcome_ledger_v1.json",
"outcome_ledger_v2.json",
"outcome_quality_score_v1.json",
"output_field_owner_collision_v1.json",
"pass_100_authority_lock_v1.json",
"pass_100_criteria_v1.json",
"pass_100_criteria_v2.json",
"pass_100_criteria_v3.json",
"pass_100_criteria_v4.json",
"pass_100_honest_v1.json",
"perf_recovery_harness_v1.json",
"performance_monitoring_dashboard_v1.json",
"performance_readiness_replay_bridge_v1.json",
"performance_readiness_replay_bridge_v2.json",
"performance_readiness_unlock_v1.json",
"phase_checks_50_60.json",
"pipeline_runtime_profile_history_v1.json",
"pipeline_runtime_profile_v1.json",
"portfolio_alpha_confidence_per_ticker_v1.json",
"pre_distribution_early_warning_v3.json",
"prediction_accuracy_harness_v2.json",
"prediction_accuracy_harness_v3.json",
"prediction_accuracy_harness_v4.json",
"prediction_accuracy_harness_v5.json",
"prediction_improvement_harness.json",
"prediction_lift_dashboard_v1.json",
"predictive_alpha_calibration_v2.json",
"predictive_alpha_calibration_v3.json",
"predictive_alpha_engine_v2.json",
"predictive_alpha_report_lock_v2.json",
"prompt_formula_leak_audit_v1.json",
"proposal_evaluation_history.json",
"quant_engine_hardening_todo_schema_v1.json",
"quant_engine_hardening_todo_v1.json",
"ratchet_trailing_general_v1.json",
"realized_performance_v1.json",
"rebound_sell_calibration_v2.json",
"rebound_sell_efficiency_v1.json",
"rebound_wait_order_plan_v1.json",
"rebound_wait_order_plan_v2.json",
"refactor_baseline_inventory_v1.json",
"refactor_baseline_metrics_v1.json",
"relative_underperformance_alert_v1.json",
"release_ci_gate_v2.json",
"release_dag_v1.json",
"release_gate_sequence_v1.json",
"release_gate_summary_v1.json",
"release_gate_summary_v2.json",
"release_gate_summary_v3.json",
"renderer_no_calculation_v1.json",
"replay_live_separation_v1.json",
"repo_hygiene_report.json",
"report_authority_diff_v1.json",
"report_authority_diff_v2.json",
"report_order_lock_v1.json",
"report_order_lock_v2.json",
"report_render_integrity_v1.json",
"request_result_adoption_v1.json",
"root_cause_attribution_v1.json",
"root_cause_recovery_plan_v1.json",
"routing_execution_log_table_v1.json",
"routing_execution_log_v1.json",
"routing_serving_authority_v1.json",
"routing_serving_trace_v2.json",
"routing_serving_trace_v3.json",
"rule_lifecycle_governance_v4.json",
"rule_lifecycle_policy.json",
"rule_lifecycle_policy_v2.json",
"rule_lifecycle_policy_v3.json",
"rule_lifecycle_strict_v1.json",
"schema_model_generation_v1.json",
"scores_harness_v1.json",
"sell_engine_audit_v1.json",
"sell_execution_timing_lock_v2.json",
"sell_price_sanity_v2.json",
"sell_price_sanity_v3.json",
"sell_waterfall_engine_v2.json",
"sell_waterfall_engine_v3.json",
"semantic_formula_coverage_v1.json",
"shadow_ledger_v1.json",
"short_horizon_outcome_monitor_v1.json",
"single_truth_ledger_v1.json",
"single_truth_ledger_v2.json",
"single_truth_ledger_v3.json",
"smart_cash_recovery_v3.json",
"smart_cash_recovery_v4.json",
"smart_cash_recovery_v5.json",
"smart_cash_recovery_v6.json",
"smart_cash_recovery_v7.json",
"smart_cash_recovery_v7_authoritative.json",
"smart_cash_recovery_v8.json",
"smart_cash_recovery_v9.json",
"smart_money_flow_signal_v2.json",
"smart_money_liquidity_composite_v2.json",
"smart_money_liquidity_composite_v3.json",
"smart_money_liquidity_evidence_gate_v2.json",
"smart_money_liquidity_evidence_gate_v3.json",
"smart_money_liquidity_evidence_gate_v4.json",
"smart_money_liquidity_evidence_gate_v5.json",
"smart_money_liquidity_gate_v1.json",
"smart_money_liquidity_gate_v2.json",
"smart_money_liquidity_microstructure_v4.json",
"smart_money_liquidity_outcome_link_v1.json",
"source_authority_collapse_v1.json",
"source_freshness_manifest_v1.json",
"source_freshness_manifest_v2.json",
"strategy_decision_result_v3.json",
"strategy_execution_locks_regression_result.json",
"strategy_hardening_harness_v1.json",
"strategy_hardening_harness_v2.json",
"strategy_harness_score.json",
"strategy_harness_v2.json",
"strategy_release_stage_v1.json",
"strategy_routing_audit_v1.json",
"tail_risk_guard_v1.json",
"tail_risk_guard_v2.json",
"tool_thin_wrapper_v1.json",
"trade_quality_from_t5_v1.json",
"truth_reconciliation_gate_v1.json",
"truthful_decision_ledger_v2.json",
"truthful_decision_ledger_v3.json",
"truthful_decision_ledger_v4.json",
"truthfulness_guard_v1.json",
"twap_child_order_blueprint_v1.json",
"twap_child_order_blueprint_v2.json",
"unified_route_packet_v1.json",
"vacuous_pass_audit_v1.json",
"value_preservation_scorer_v1.json",
"value_preservation_scorer_v2.json",
"value_preserving_cash_raise_optimizer_v9.json",
"value_preserving_cash_raise_v1.json",
"verdict_consistency_lock_v1.json",
"walk_forward_calibration_v1.json",
"walk_forward_performance_v1.json",
"walk_forward_performance_v2.json",
"yaml_code_coverage_full.json",
"yaml_code_coverage_v1.json",
"yaml_gs_ps_coverage.json",
"yaml_gs_ps_coverage_v2.json",
"yaml_gs_py_xref_matrix_v2.json"
],
"candidate_count": 388,
"archived_count": 0,
"gate": "PASS"
}
artifacts/canonical/alpha_lead_threshold_optimizer_v3.json
+23
View File
@@ -0,0 +1,23 @@
{
"formula_id": "ALPHA_LEAD_THRESHOLD_OPTIMIZER_V3",
"gate": "PASS",
"prediction_match_rate_pct": 54.76,
"t5_direction_accuracy_pct": 54.76,
"late_chase_false_positive_rate": 20.0,
"buy_after_5d_runup_without_pullback_count": 0,
"threshold_ledger": [
{
"threshold": 75,
"pullback_quality": 60,
"distribution_score": 2.0,
"action": "PILOT_ALLOWED"
},
{
"threshold": 65,
"pullback_quality": 50,
"distribution_score": 1.5,
"action": "CANDIDATE_ONLY"
}
],
"generated_at": "2026-06-03T09:08:54.180836+00:00"
}
artifacts/canonical/anti_late_entry_pullback_gate_v4.json
+33
View File
@@ -0,0 +1,33 @@
{
"formula_id": "ANTI_LATE_ENTRY_PULLBACK_GATE_V4",
"gate": "WATCH",
"late_chase_buy_violations": 0,
"late_chase_false_positive_rate": 33.65,
"buy_after_5d_runup_without_pullback_count": 0,
"pullback_quality_required_for_buy": 60,
"distribution_score_for_buy": 1.5,
"prediction_match_rate_pct": 54.76,
"t5_direction_accuracy_pct": 54.76,
"late_chase_operational_samples": 263,
"late_chase_gate_hit_miss_rate_published": true,
"threshold_ledger": [
{
"threshold": 75,
"pullback_quality": 60,
"distribution_score": 2.0,
"action": "PILOT_ALLOWED"
},
{
"threshold": 65,
"pullback_quality": 50,
"distribution_score": 1.5,
"action": "CANDIDATE_ONLY"
}
],
"supporting_artifacts": [
"Temp/alpha_lead_threshold_optimizer_v3.json",
"Temp/buy_anti_late_entry_lock_v1.json",
"Temp/late_chase_attribution_v1.json"
],
"generated_at": "2026-06-03T15:58:27.382232+00:00"
}
artifacts/canonical/canonical_metrics_v4.json
+24
View File
@@ -0,0 +1,24 @@
{
"formula_id": "CANONICAL_METRICS_V4",
"generated_at": "2026-05-31T23:23:43+09:00",
"builder_version": "v5.todo.batch",
"canonical_metrics": [
{
"metric_id": "global_execution_gate",
"canonical_json_path": "Temp/final_execution_decision_v3.json",
"value": "AUDIT_ONLY"
},
{
"metric_id": "schema_presence_score",
"canonical_json_path": "Temp/data_integrity_100_lock_v5.json",
"value": 95.5
},
{
"metric_id": "pass_100_gate",
"canonical_json_path": "Temp/pass_100_criteria_v1.json",
"value": "BLOCK_EXECUTION"
}
],
"authority_collision_count": 0,
"stale_artifact_count": 0
}
artifacts/canonical/distribution_risk_score_v4.json
+8
View File
@@ -0,0 +1,8 @@
{
"formula_id": "DISTRIBUTION_RISK_SCORE_V4",
"generated_at": "2026-05-31T23:23:43+09:00",
"builder_version": "v5.todo.batch",
"distribution_risk_coverage_pct": 100.0,
"false_chase_entry_rate_max_pct": 20.0,
"high_risk_count": 0
}
artifacts/canonical/final_execution_decision_v4.json
+36
View File
@@ -0,0 +1,36 @@
{
"formula_id": "FINAL_EXECUTION_DECISION_V4",
"global_execution_gate": "AUDIT_ONLY",
"buy_allowed": false,
"sell_allowed": false,
"hts_order_count": 0,
"child_engine_internal_allowed": true,
"child_execution_state": "THEORETICAL_ONLY",
"precedence_note": "child_engine_internal_allowed=True는 현금회복 계산이 내부적으로 허용됨을 의미한다. HTS 주문 실행은 global_execution_gate==HTS_READY일 때만 허용된다.",
"reason_codes": [
"TRUTH_GATE=BLOCK_EXECUTION",
"TRUTH_SCORE=70.00",
"READINESS_GATE=WATCH_PENDING_SAMPLE",
"EXECUTION_READINESS_MATRIX=BLOCK_EXECUTION:0.00"
],
"llm_allowed_actions": [
"AUDIT_ONLY",
"RENDER_LEDGER_ONLY",
"SHADOW_LEDGER_ONLY"
],
"decision_basis": {
"truth_gate": "BLOCK_EXECUTION",
"truth_score_0_100": 70.0,
"final_judgment_gate": "PASS",
"final_judgment_coverage_pct": 100.0,
"smart_cash_recovery_status": "PASS",
"smart_cash_recovery_child_engine_internal_allowed": true,
"smart_cash_recovery_value_damage_pct": 0.0,
"readiness_gate": "WATCH_PENDING_SAMPLE",
"execution_readiness_matrix_gate": "BLOCK_EXECUTION",
"execution_readiness_min_axis_score": 0.0,
"hts_candidate_rows": 0
},
"generated_at": "2026-06-06T11:52:58.416423+00:00",
"input_hash": "8af12b88c7f8b3d3803cf447d309394aa83ddd3576f9427282992cb9e9e757d9"
}
artifacts/canonical/pass_100_criteria_v3.json
+180
View File
@@ -0,0 +1,180 @@
{
"formula_id": "PASS_100_CRITERIA_V3",
"is_active": true,
"authority_note": "유일한 active PASS_100 기준. v1/v2는 legacy_reference_only.",
"legacy_files": [
"pass_100_criteria_v2.json"
],
"gate": "BLOCK_EXECUTION",
"pass_100_allowed": false,
"score_0_100": 46.15,
"passed_count": 6,
"failed_count": 7,
"failed_criteria": [
"RELEASE_GATE_TRUTH_V1",
"OPERATIONAL_TRUTH_SCORE_100",
"EXECUTION_TRUTH_SCORE_100",
"PERFORMANCE_READINESS_GE_90",
"FINAL_EXECUTION_HTS_READY",
"HTS_ORDER_COUNT_GT_0",
"EXECUTION_READINESS_MATRIX_PASS_100"
],
"criteria": [
{
"criterion_id": "RELEASE_GATE_TRUTH_V1",
"actual": {
"honest_proof_score": 56.57,
"honest_gate": "FAIL",
"cosmetic_gate": "FAIL",
"effective_release_gate": "FAIL"
},
"target": "honest_proof_score >= 70.0 AND honest_gate == PASS",
"passed": false,
"source_json": "algorithm_guidance_proof_v1.json",
"formula_id": "RELEASE_GATE_TRUTH_V1",
"remediation": "honest_proof_score < 70 → T+20 표본 30건 축적 후 자동 해소 (~2026-07)",
"remediation_type": "DATA_GATED",
"data_gated_until": "2026-07-15"
},
{
"criterion_id": "SCHEMA_PRESENCE_100",
"actual": 100.0,
"target": "== 100",
"passed": true,
"source_json": "data_quality_reconciliation_v1.json",
"formula_id": "DATA_QUALITY_RECONCILIATION_V1",
"remediation": "NONE",
"remediation_type": "NONE"
},
{
"criterion_id": "FORMULA_RUNTIME_COVERAGE_100",
"actual": 100.0,
"target": "== 100",
"passed": true,
"source_json": "strategy_hardening_harness_v2.json",
"formula_id": "STRATEGY_HARDENING_HARNESS_V2",
"remediation": "NONE",
"remediation_type": "NONE"
},
{
"criterion_id": "CONFIDENCE_CAP_BASIS_GE_90",
"actual": 100.0,
"target": ">= 90",
"passed": true,
"source_json": "data_quality_reconciliation_v1.json",
"formula_id": "DATA_QUALITY_RECONCILIATION_V1",
"remediation": "NONE",
"remediation_type": "NONE"
},
{
"criterion_id": "SINGLE_TRUTH_NO_CONFLICT",
"actual": 0,
"target": "== 0",
"passed": true,
"source_json": "single_truth_ledger_v2.json",
"formula_id": "SINGLE_TRUTH_LEDGER_V2",
"remediation": "NONE",
"remediation_type": "NONE"
},
{
"criterion_id": "OPERATIONAL_TRUTH_SCORE_100",
"actual": 70.0,
"target": "== 100 and gate PASS_100",
"passed": false,
"source_json": "operational_truth_score_v1.json",
"formula_id": "OPERATIONAL_TRUTH_SCORE_V1",
"remediation": "export_gate 해소(HTS 캡처) + performance_readiness 해소 필요",
"remediation_type": "DATA_GATED",
"data_gated_until": "2026-07-15"
},
{
"criterion_id": "EXECUTION_TRUTH_SCORE_100",
"actual": 0.0,
"target": "== 100",
"passed": false,
"source_json": "operational_truth_score_v1.json",
"formula_id": "OPERATIONAL_TRUTH_SCORE_V1",
"remediation": "HTS 캡처 → export_gate PASS → execution_truth 자동 해소",
"remediation_type": "OPERATIONAL_ACTION"
},
{
"criterion_id": "PERFORMANCE_READINESS_GE_90",
"actual": 50.0,
"target": ">= 90 and readiness_gate PERFORMANCE_READY",
"passed": false,
"source_json": "operational_truth_score_v1.json",
"formula_id": "OPERATIONAL_TRUTH_SCORE_V1",
"remediation": "T+20 운영 표본 30건 필요 — 매일 자동 축적 (~2026-07-05~07-15)",
"remediation_type": "DATA_GATED",
"data_gated_until": "2026-07-15"
},
{
"criterion_id": "SMART_CASH_VALUE_DAMAGE_LE_10",
"actual": {
"value_damage_adj": 0.0,
"value_damage_raw": 0.0,
"source": "smart_cash_recovery_v7.json"
},
"target": "<= 10 (adj and raw)",
"passed": true,
"source_json": "smart_cash_recovery_v7.json",
"formula_id": "SMART_CASH_RECOVERY_V7",
"remediation": "NONE",
"remediation_type": "NONE"
},
{
"criterion_id": "SMART_CASH_EXECUTION_ALLOWED",
"actual": true,
"target": "is true and status PASS",
"passed": true,
"source_json": "smart_cash_recovery_v7.json",
"formula_id": "SMART_CASH_RECOVERY_V7",
"remediation": "NONE",
"remediation_type": "NONE"
},
{
"criterion_id": "FINAL_EXECUTION_HTS_READY",
"actual": "AUDIT_ONLY",
"target": "HTS_READY",
"passed": false,
"source_json": "final_execution_decision_v2.json",
"formula_id": "FINAL_EXECUTION_DECISION_V2",
"remediation": "PERFORMANCE_READINESS_GE_90 해소 후 자동 연쇄 해소 (~2026-07-15)",
"remediation_type": "DATA_GATED",
"data_gated_until": "2026-07-15"
},
{
"criterion_id": "HTS_ORDER_COUNT_GT_0",
"actual": 0,
"target": "> 0",
"passed": false,
"source_json": "final_execution_decision_v2.json",
"formula_id": "FINAL_EXECUTION_DECISION_V2",
"remediation": "FINAL_EXECUTION_HTS_READY 해소 후 자동 연쇄 해소 (~2026-07-15)",
"remediation_type": "DATA_GATED",
"data_gated_until": "2026-07-15"
},
{
"criterion_id": "EXECUTION_READINESS_MATRIX_PASS_100",
"actual": {
"gate": "BLOCK_EXECUTION",
"min_axis_score": 0.0
},
"target": "gate PASS_100 and min_axis_score 100",
"passed": false,
"source_json": "execution_readiness_matrix_v1.json",
"formula_id": "EXECUTION_READINESS_MATRIX_V1",
"remediation": "HTS 캡처(OPERATIONAL_ACTION) + T+20 표본 축적(DATA_GATED) 후 자동 해소",
"remediation_type": "OPERATIONAL_ACTION"
}
],
"effective_release_gate": "FAIL",
"release_gate_note": "[RELEASE_BLOCKED_BY_TRUTH_GATE: honest=56.57 < 70]",
"hts_order_mode": "THEORETICAL_ONLY",
"targets": {
"completion_definition": "PASS_100 only when every criterion passed",
"hts_execution_definition": "HTS execution forbidden unless FINAL_EXECUTION_HTS_READY and HTS_ORDER_COUNT_GT_0 pass",
"llm_role": "copy criteria and render ledgers only; no ad-hoc numeric overrides",
"release_gate_truth_definition": "effective_release_gate = AND(cosmetic_gate, honest_gate); honest_proof_score < 70 → THEORETICAL_ONLY"
}
}
artifacts/canonical/prediction_accuracy_harness_v5.json
+20
View File
@@ -0,0 +1,20 @@
{
"formula_id": "PREDICTION_ACCURACY_HARNESS_V5",
"generated_at": "2026-06-03T00:00:00+09:00",
"builder_version": "v5.todo.batch.p0-3",
"t20_operational_sample": 0,
"t20_operational_accuracy_pct": null,
"performance_readiness_score": 50.0,
"prediction_match_rate_pct": 47.28,
"operational_t5_sample_count": 0,
"operational_t20_sample_count": 0,
"data_origin_audit": {
"operational_sample_count": 0,
"replay_sample_count": 804,
"untagged_row_count": 0,
"unrealized_outcome_row_count": 0,
"replay_in_live_stats": 0,
"operational_only_accuracy": true,
"untagged_label": "INSUFFICIENT_OP_SAMPLES(n=0)"
}
}
artifacts/canonical/smart_cash_recovery_v9.json
+37
View File
@@ -0,0 +1,37 @@
{
"formula_id": "VALUE_PRESERVING_CASH_RAISE_V9",
"generated_at": "2026-06-03T13:32:06.415328+00:00",
"cash_shortfall_min_krw": 36092555.0,
"raw_value_damage_pct_avg": 15.7,
"adjusted_value_damage_pct_avg": 0.0,
"value_damage_gate_input": 15.7,
"rebound_capture_probability": 0.0,
"selected_sell_combo": [
{
"ticker": "064350",
"source": "BREACH_FULL_LIQUIDATION",
"expected_immediate_krw": 57841575
}
],
"liquidation_policy_check": {
"breach_full_liquidation_count": 1,
"breach_violations": [
{
"ticker": "064350",
"issue": "LP002_BREACH_FULL_LIQUIDATION_BAN",
"note": "oversold 또는 brt_verdict!=BROKEN — K2 50/50 적용 필요"
}
],
"k2_split_applied": [],
"single_stock_max_concentration_pct": 100.0,
"value_damage_cap_pass": false,
"rebound_capture_probability": 0.0,
"lp004_blocked": true,
"lp002_blocked": true
},
"gate": "FAIL",
"gate_failures": [
"LP004_VALUE_DAMAGE_CAP_EXCEEDED",
"LP002_BREACH_FULL_LIQUIDATION_DETECTED"
]
}
artifacts/canonical/smart_money_liquidity_evidence_gate_v5.json
+8
View File
@@ -0,0 +1,8 @@
{
"formula_id": "SMART_MONEY_LIQUIDITY_EVIDENCE_GATE_V5",
"generated_at": "2026-05-31T23:23:43+09:00",
"builder_version": "v5.todo.batch",
"gate": "OK",
"ticker_count": 11,
"freshness_sla_breaches": 0
}
artifacts/canonical_manifest.yaml
+66
View File
@@ -0,0 +1,66 @@
schema_version: 2026-06-06-canonical-manifest-v1
source_spec: spec/32_canonical_artifact_resolver.yaml
generated_from: Temp/canonical_artifact_resolver_v1.json
concepts:
smart_cash_recovery:
canonical_path: artifacts/canonical/smart_cash_recovery_v9.json
source_file: Temp/smart_cash_recovery_v9.json
deprecated_files:
- artifacts/archive/2026-06-06/smart_cash_recovery_v8.json
- artifacts/archive/2026-06-06/smart_cash_recovery_v7.json
- artifacts/archive/2026-06-06/smart_cash_recovery_v6.json
- artifacts/archive/2026-06-06/smart_cash_recovery_v5.json
- artifacts/archive/2026-06-06/smart_cash_recovery_v4.json
- artifacts/archive/2026-06-06/smart_cash_recovery_v3.json
distribution_risk_score:
canonical_path: artifacts/canonical/distribution_risk_score_v4.json
source_file: Temp/distribution_risk_score_v4.json
deprecated_files:
- artifacts/archive/2026-06-06/distribution_risk_score_v3.json
- artifacts/archive/2026-06-06/distribution_risk_score_v2.json
final_execution_decision:
canonical_path: artifacts/canonical/final_execution_decision_v4.json
source_file: Temp/final_execution_decision_v4.json
deprecated_files:
- artifacts/archive/2026-06-06/final_execution_decision_v3.json
- artifacts/archive/2026-06-06/final_execution_decision_v2.json
- artifacts/archive/2026-06-06/final_execution_decision_v1.json
alpha_lead_threshold_optimizer:
canonical_path: artifacts/canonical/alpha_lead_threshold_optimizer_v3.json
source_file: Temp/alpha_lead_threshold_optimizer_v3.json
deprecated_files:
- artifacts/archive/2026-06-06/alpha_lead_threshold_optimizer_v2.json
- artifacts/archive/2026-06-06/alpha_lead_threshold_optimizer_v1.json
pass_100_criteria:
canonical_path: artifacts/canonical/pass_100_criteria_v3.json
source_file: Temp/pass_100_criteria_v3.json
deprecated_files:
- artifacts/archive/2026-06-06/pass_100_criteria_v2.json
- artifacts/archive/2026-06-06/pass_100_criteria_v1.json
prediction_accuracy_harness:
canonical_path: artifacts/canonical/prediction_accuracy_harness_v5.json
source_file: Temp/prediction_accuracy_harness_v5.json
deprecated_files:
- artifacts/archive/2026-06-06/prediction_accuracy_harness_v4.json
- artifacts/archive/2026-06-06/prediction_accuracy_harness_v3.json
- artifacts/archive/2026-06-06/prediction_accuracy_harness_v2.json
smart_money_liquidity_evidence_gate:
canonical_path: artifacts/canonical/smart_money_liquidity_evidence_gate_v5.json
source_file: Temp/smart_money_liquidity_evidence_gate_v5.json
deprecated_files:
- artifacts/archive/2026-06-06/smart_money_liquidity_evidence_gate_v4.json
- artifacts/archive/2026-06-06/smart_money_liquidity_evidence_gate_v3.json
- artifacts/archive/2026-06-06/smart_money_liquidity_evidence_gate_v2.json
canonical_metrics:
canonical_path: artifacts/canonical/canonical_metrics_v4.json
source_file: Temp/canonical_metrics_v4.json
deprecated_files:
- artifacts/archive/2026-06-06/canonical_metrics_v3.json
- artifacts/archive/2026-06-06/canonical_metrics_v2.json
- artifacts/archive/2026-06-06/canonical_metrics_v1.json
anti_late_entry_pullback_gate:
canonical_path: artifacts/canonical/anti_late_entry_pullback_gate_v4.json
source_file: Temp/anti_late_entry_pullback_gate_v4.json
deprecated_files:
- artifacts/archive/2026-06-06/anti_late_entry_pullback_gate_v3.json