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

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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
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schemas/generated/__init__.py
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"""Auto-generated package."""
schemas/generated/absolute_risk_stop_v1.schema.json
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{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/ABSOLUTE_RISK_STOP_V1",
"title": "ABSOLUTE_RISK_STOP_V1",
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"df_map"
],
"x_formula_outputs": []
}
schemas/generated/algorithm_guidance_proof_v1.schema.json
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{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/ALGORITHM_GUIDANCE_PROOF_V1",
"title": "ALGORITHM_GUIDANCE_PROOF_V1",
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schemas/generated/alpha_evaluation_window_v1.schema.json
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{
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schemas/generated/alpha_feedback_loop_v1.schema.json
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{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/ALPHA_FEEDBACK_LOOP_V1",
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schemas/generated/anti_chase_v1.schema.json
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{
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schemas/generated/anti_chasing_velocity_v1.schema.json
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{
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"market_regime"
],
"x_formula_outputs": []
}
schemas/generated/anti_late_entry_gate_v2.schema.json
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{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/ANTI_LATE_ENTRY_GATE_V2",
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"x_formula_inputs": [],
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}
schemas/generated/anti_whipsaw_gate_v1.schema.json
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{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/ANTI_WHIPSAW_GATE_V1",
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"x_formula_outputs": []
}
schemas/generated/artifact_freshness_gate_v1.schema.json
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{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/ARTIFACT_FRESHNESS_GATE_V1",
"title": "ARTIFACT_FRESHNESS_GATE_V1",
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schemas/generated/audit_replay_snapshot_v1.schema.json
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{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/AUDIT_REPLAY_SNAPSHOT_V1",
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schemas/generated/benchmark_relative_timeseries_v1.schema.json
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{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/BENCHMARK_RELATIVE_TIMESERIES_V1",
"title": "BENCHMARK_RELATIVE_TIMESERIES_V1",
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"properties": {
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schemas/generated/blank_cell_audit_v1.schema.json
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{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/BLANK_CELL_AUDIT_V1",
"title": "BLANK_CELL_AUDIT_V1",
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schemas/generated/breakeven_ratchet_v1.schema.json
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@@ -0,0 +1,41 @@
{
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"$id": "schema://formula/BREAKEVEN_RATCHET_V1",
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schemas/generated/breakout_quality_gate_v2.schema.json
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{
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schemas/generated/canonical_artifact_resolver_v1.schema.json
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{
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schemas/generated/canonical_metrics_v1.schema.json
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{
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schemas/generated/capital_style_allocation_v1.schema.json
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{
"$schema": "https://json-schema.org/draft/2020-12/schema",
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}
schemas/generated/cash_creation_purpose_lock_v1.schema.json
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{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/CASH_CREATION_PURPOSE_LOCK_V1",
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schemas/generated/cash_floor_v1.schema.json
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{
"$schema": "https://json-schema.org/draft/2020-12/schema",
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}
schemas/generated/cash_raise_pareto_executor_v2.schema.json
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{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/CASH_RAISE_PARETO_EXECUTOR_V2",
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}
schemas/generated/cash_raise_value_optimizer_v3.schema.json
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{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/CASH_RAISE_VALUE_OPTIMIZER_V3",
"title": "CASH_RAISE_VALUE_OPTIMIZER_V3",
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}
schemas/generated/cash_ratios_v1.schema.json
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@@ -0,0 +1,50 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/CASH_RATIOS_V1",
"title": "CASH_RATIOS_V1",
"type": "object",
"properties": {
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},
"owner": {
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"inputs",
"outputs"
],
"x_formula_inputs": [
"settlement_cash",
"reserved_order_amount",
"planned_buy_amount",
"sell_cash_proceeds_d2",
"total_asset"
],
"x_formula_outputs": {
"settlement_cash_ratio": "settlement_cash / total_asset * 100",
"total_cash_ratio": "settlement_cash / total_asset * 100",
"buy_power_cash": "settlement_cash - reserved_order_amount",
"buy_power_ratio": "(settlement_cash - reserved_order_amount) / total_asset * 100",
"post_trade_total_cash_ratio": "(settlement_cash - planned_buy_amount + sell_cash_proceeds_d2) / total_asset * 100"
}
}
schemas/generated/cash_recovery_optimizer_v1.schema.json
+45
View File
@@ -0,0 +1,45 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/CASH_RECOVERY_OPTIMIZER_V1",
"title": "CASH_RECOVERY_OPTIMIZER_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "CASH_RECOVERY_OPTIMIZER_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [
"cash_shortfall_target_krw",
"cash_shortfall_min_krw",
"sell_candidates_json",
"immediate_sell_qty",
"sell_limit_price",
"holding_qty"
],
"x_formula_outputs": []
}
schemas/generated/cash_recovery_optimizer_v4.schema.json
+38
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@@ -0,0 +1,38 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/CASH_RECOVERY_OPTIMIZER_V4",
"title": "CASH_RECOVERY_OPTIMIZER_V4",
"type": "object",
"properties": {
"formula_id": {
"const": "CASH_RECOVERY_OPTIMIZER_V4"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [],
"x_formula_outputs": []
}
schemas/generated/cash_recovery_v1.schema.json
+38
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@@ -0,0 +1,38 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/CASH_RECOVERY_V1",
"title": "CASH_RECOVERY_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "CASH_RECOVERY_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [],
"x_formula_outputs": []
}
schemas/generated/cashflow_quality_signal_v1.schema.json
+38
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@@ -0,0 +1,38 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/CASHFLOW_QUALITY_SIGNAL_V1",
"title": "CASHFLOW_QUALITY_SIGNAL_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "CASHFLOW_QUALITY_SIGNAL_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [],
"x_formula_outputs": []
}
schemas/generated/cashflow_stability_gate_v1.schema.json
+42
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@@ -0,0 +1,42 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/CASHFLOW_STABILITY_GATE_V1",
"title": "CASHFLOW_STABILITY_GATE_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "CASHFLOW_STABILITY_GATE_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [
"operating_cf_krw",
"free_cf_krw",
"accrual_ratio_pct"
],
"x_formula_outputs": []
}
schemas/generated/cla_regime_exit_condition_v1.schema.json
+59
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@@ -0,0 +1,59 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/CLA_REGIME_EXIT_CONDITION_V1",
"title": "CLA_REGIME_EXIT_CONDITION_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "CLA_REGIME_EXIT_CONDITION_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [
"ticker",
"rs_verdict",
"brt_verdict",
"frg_5d_sh",
"volume",
"avg_volume_5d",
"market_regime"
],
"x_formula_outputs": [
{
"field": "cla_exit_status",
"unit": "enum [CLA_ACTIVE,CLA_EXIT_WARNING,CLA_EXIT_CONFIRMED]"
},
{
"field": "cla_exit_signals_triggered",
"unit": "list"
},
{
"field": "cla_exit_total_weight",
"unit": "int"
}
]
}
schemas/generated/completion_gap_v1.schema.json
+38
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@@ -0,0 +1,38 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/COMPLETION_GAP_V1",
"title": "COMPLETION_GAP_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "COMPLETION_GAP_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [],
"x_formula_outputs": []
}
schemas/generated/composite_verdict_v1.schema.json
+41
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@@ -0,0 +1,41 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/COMPOSITE_VERDICT_V1",
"title": "COMPOSITE_VERDICT_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "COMPOSITE_VERDICT_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [
"ss001_grade",
"rs_verdict"
],
"x_formula_outputs": []
}
schemas/generated/comprehensive_proposal_v1.schema.json
+38
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@@ -0,0 +1,38 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/COMPREHENSIVE_PROPOSAL_V1",
"title": "COMPREHENSIVE_PROPOSAL_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "COMPREHENSIVE_PROPOSAL_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [],
"x_formula_outputs": []
}
schemas/generated/continuous_evaluation_dashboard_v1.schema.json
+38
View File
@@ -0,0 +1,38 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/CONTINUOUS_EVALUATION_DASHBOARD_V1",
"title": "CONTINUOUS_EVALUATION_DASHBOARD_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "CONTINUOUS_EVALUATION_DASHBOARD_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [],
"x_formula_outputs": []
}
schemas/generated/cross_section_consistency_v1.schema.json
+38
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@@ -0,0 +1,38 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/CROSS_SECTION_CONSISTENCY_V1",
"title": "CROSS_SECTION_CONSISTENCY_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "CROSS_SECTION_CONSISTENCY_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [],
"x_formula_outputs": []
}
schemas/generated/data_integrity_100_lock_v1.schema.json
+38
View File
@@ -0,0 +1,38 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/DATA_INTEGRITY_100_LOCK_V1",
"title": "DATA_INTEGRITY_100_LOCK_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "DATA_INTEGRITY_100_LOCK_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [],
"x_formula_outputs": []
}
schemas/generated/data_integrity_100_lock_v2.schema.json
+38
View File
@@ -0,0 +1,38 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/DATA_INTEGRITY_100_LOCK_V2",
"title": "DATA_INTEGRITY_100_LOCK_V2",
"type": "object",
"properties": {
"formula_id": {
"const": "DATA_INTEGRITY_100_LOCK_V2"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [],
"x_formula_outputs": []
}
schemas/generated/data_integrity_score_v1.schema.json
+38
View File
@@ -0,0 +1,38 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/DATA_INTEGRITY_SCORE_V1",
"title": "DATA_INTEGRITY_SCORE_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "DATA_INTEGRITY_SCORE_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [],
"x_formula_outputs": []
}
schemas/generated/data_maturity_truth_gate_v1.schema.json
+38
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@@ -0,0 +1,38 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/DATA_MATURITY_TRUTH_GATE_V1",
"title": "DATA_MATURITY_TRUTH_GATE_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "DATA_MATURITY_TRUTH_GATE_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [],
"x_formula_outputs": []
}
schemas/generated/data_maturity_truth_gate_validator_v1.schema.json
+38
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@@ -0,0 +1,38 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/DATA_MATURITY_TRUTH_GATE_VALIDATOR_V1",
"title": "DATA_MATURITY_TRUTH_GATE_VALIDATOR_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "DATA_MATURITY_TRUTH_GATE_VALIDATOR_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [],
"x_formula_outputs": []
}
schemas/generated/data_quality_gate_v2_py.schema.json
+38
View File
@@ -0,0 +1,38 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/DATA_QUALITY_GATE_V2_PY",
"title": "DATA_QUALITY_GATE_V2_PY",
"type": "object",
"properties": {
"formula_id": {
"const": "DATA_QUALITY_GATE_V2_PY"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [],
"x_formula_outputs": []
}
schemas/generated/data_quality_gate_v3.schema.json
+38
View File
@@ -0,0 +1,38 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/DATA_QUALITY_GATE_V3",
"title": "DATA_QUALITY_GATE_V3",
"type": "object",
"properties": {
"formula_id": {
"const": "DATA_QUALITY_GATE_V3"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [],
"x_formula_outputs": []
}
schemas/generated/deterministic_routing_engine_v1.schema.json
+40
View File
@@ -0,0 +1,40 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/DETERMINISTIC_ROUTING_ENGINE_V1",
"title": "DETERMINISTIC_ROUTING_ENGINE_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "DETERMINISTIC_ROUTING_ENGINE_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [
"harness_context"
],
"x_formula_outputs": []
}
schemas/generated/distribution_sell_detector_v1.schema.json
+49
View File
@@ -0,0 +1,49 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/DISTRIBUTION_SELL_DETECTOR_V1",
"title": "DISTRIBUTION_SELL_DETECTOR_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "DISTRIBUTION_SELL_DETECTOR_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [
"close",
"high52w",
"avg_volume_5d",
"volume",
"ret5d",
"flow_credit",
"frg_5d_sh",
"inst_5d_sh",
"rsi14",
"obv_slope_20d"
],
"x_formula_outputs": []
}
schemas/generated/divergence_score_v1.schema.json
+45
View File
@@ -0,0 +1,45 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/DIVERGENCE_SCORE_V1",
"title": "DIVERGENCE_SCORE_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "DIVERGENCE_SCORE_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [
"close_price",
"ma20",
"frg_5d_sh",
"inst_5d_sh",
"flow_credit",
"frg_20d_sh"
],
"x_formula_outputs": []
}
schemas/generated/drawdown_guard_v1.schema.json
+41
View File
@@ -0,0 +1,41 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/DRAWDOWN_GUARD_V1",
"title": "DRAWDOWN_GUARD_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "DRAWDOWN_GUARD_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [
"win_loss_streak_state",
"win_loss_streak_buy_scale"
],
"x_formula_outputs": []
}
schemas/generated/dynamic_heat_gate_v1.schema.json
+41
View File
@@ -0,0 +1,41 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/DYNAMIC_HEAT_GATE_V1",
"title": "DYNAMIC_HEAT_GATE_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "DYNAMIC_HEAT_GATE_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [
"market_regime",
"total_heat_pct"
],
"x_formula_outputs": []
}
schemas/generated/earnings_growth_quality_gate_v1.schema.json
+41
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@@ -0,0 +1,41 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/EARNINGS_GROWTH_QUALITY_GATE_V1",
"title": "EARNINGS_GROWTH_QUALITY_GATE_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "EARNINGS_GROWTH_QUALITY_GATE_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
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}
}
},
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"owner",
"status",
"inputs",
"outputs"
],
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"eps_growth_yoy_pct"
],
"x_formula_outputs": []
}
schemas/generated/earnings_quality_signal_v1.schema.json
+38
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@@ -0,0 +1,38 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/EARNINGS_QUALITY_SIGNAL_V1",
"title": "EARNINGS_QUALITY_SIGNAL_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "EARNINGS_QUALITY_SIGNAL_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
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}
}
},
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"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [],
"x_formula_outputs": []
}
schemas/generated/ecp_risk_scale_v1.schema.json
+41
View File
@@ -0,0 +1,41 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/ECP_RISK_SCALE_V1",
"title": "ECP_RISK_SCALE_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "ECP_RISK_SCALE_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
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"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [
"total_asset",
"total_asset_ma10"
],
"x_formula_outputs": []
}
schemas/generated/ejce_divergence_audit_v1.schema.json
+38
View File
@@ -0,0 +1,38 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/EJCE_DIVERGENCE_AUDIT_V1",
"title": "EJCE_DIVERGENCE_AUDIT_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "EJCE_DIVERGENCE_AUDIT_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
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"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [],
"x_formula_outputs": []
}
schemas/generated/ejce_view_renderer_v1.schema.json
+45
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@@ -0,0 +1,45 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/EJCE_VIEW_RENDERER_V1",
"title": "EJCE_VIEW_RENDERER_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "EJCE_VIEW_RENDERER_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [
"ejce_json",
"alpha_lead_json",
"breakout_quality_gate_json",
"anti_chasing_velocity_json",
"heat_concentration_json",
"portfolio_alpha_confidence"
],
"x_formula_outputs": []
}
schemas/generated/entry_timing_decile_factor_v1.schema.json
+42
View File
@@ -0,0 +1,42 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/ENTRY_TIMING_DECILE_FACTOR_V1",
"title": "ENTRY_TIMING_DECILE_FACTOR_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "ENTRY_TIMING_DECILE_FACTOR_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
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"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [
"buy_timing_score",
"t5_ledger",
"cut_decile"
],
"x_formula_outputs": []
}
schemas/generated/execution_method_ladder_v1.schema.json
+42
View File
@@ -0,0 +1,42 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/EXECUTION_METHOD_LADDER_V1",
"title": "EXECUTION_METHOD_LADDER_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "EXECUTION_METHOD_LADDER_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [
"sell_timing_verdict",
"sell_waterfall_gate",
"smart_cash_recovery_gate"
],
"x_formula_outputs": []
}
schemas/generated/execution_quality_score_v1.schema.json
+38
View File
@@ -0,0 +1,38 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/EXECUTION_QUALITY_SCORE_V1",
"title": "EXECUTION_QUALITY_SCORE_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "EXECUTION_QUALITY_SCORE_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
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"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [],
"x_formula_outputs": []
}
schemas/generated/expected_edge_v1.schema.json
+44
View File
@@ -0,0 +1,44 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/EXPECTED_EDGE_V1",
"title": "EXPECTED_EDGE_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "EXPECTED_EDGE_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
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"items": {
"type": "string"
}
}
},
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"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
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"entry_price",
"stop_price",
"bayesian_confidence_multiplier",
"execution_cost_rate"
],
"x_formula_outputs": []
}
schemas/generated/final_judgment_gate_v1.schema.json
+38
View File
@@ -0,0 +1,38 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/FINAL_JUDGMENT_GATE_V1",
"title": "FINAL_JUDGMENT_GATE_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "FINAL_JUDGMENT_GATE_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
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}
}
},
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"owner",
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"inputs",
"outputs"
],
"x_formula_inputs": [],
"x_formula_outputs": []
}
schemas/generated/financial_health_score_v1.schema.json
+44
View File
@@ -0,0 +1,44 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/FINANCIAL_HEALTH_SCORE_V1",
"title": "FINANCIAL_HEALTH_SCORE_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "FINANCIAL_HEALTH_SCORE_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
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"status",
"inputs",
"outputs"
],
"x_formula_inputs": [
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"operating_margin_pct",
"debt_to_equity",
"fcf_b",
"sector_type"
],
"x_formula_outputs": []
}
schemas/generated/flow_acceleration_v1.schema.json
+43
View File
@@ -0,0 +1,43 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/FLOW_ACCELERATION_V1",
"title": "FLOW_ACCELERATION_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "FLOW_ACCELERATION_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
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"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [
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"frg_20d_sh",
"close_price",
"ma20"
],
"x_formula_outputs": []
}
schemas/generated/flow_credit_v1.schema.json
+47
View File
@@ -0,0 +1,47 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/FLOW_CREDIT_V1",
"title": "FLOW_CREDIT_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "FLOW_CREDIT_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
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"items": {
"type": "string"
}
}
},
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"owner",
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],
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"close_price",
"open_price",
"previous_close_price",
"volume",
"avg_volume_5d",
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"inst_5d_sh",
"flow_ok"
],
"x_formula_outputs": []
}
schemas/generated/follow_through_day_confirm_v1.schema.json
+45
View File
@@ -0,0 +1,45 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/FOLLOW_THROUGH_DAY_CONFIRM_V1",
"title": "FOLLOW_THROUGH_DAY_CONFIRM_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "FOLLOW_THROUGH_DAY_CONFIRM_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
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"items": {
"type": "string"
}
}
},
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"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [
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"ret_since_breakout",
"vol_today",
"vol_breakout_day",
"close",
"ma20"
],
"x_formula_outputs": []
}
schemas/generated/fundamental_multi_factor_score_v2.schema.json
+47
View File
@@ -0,0 +1,47 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/FUNDAMENTAL_MULTI_FACTOR_SCORE_V2",
"title": "FUNDAMENTAL_MULTI_FACTOR_SCORE_V2",
"type": "object",
"properties": {
"formula_id": {
"const": "FUNDAMENTAL_MULTI_FACTOR_SCORE_V2"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
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"items": {
"type": "string"
}
}
},
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"owner",
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"inputs",
"outputs"
],
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"opm_pct",
"revenue_growth_pct",
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"free_cf_krw",
"debt_ratio_pct"
],
"x_formula_outputs": []
}
schemas/generated/fundamental_multifactor_v3.schema.json
+38
View File
@@ -0,0 +1,38 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/FUNDAMENTAL_MULTIFACTOR_V3",
"title": "FUNDAMENTAL_MULTIFACTOR_V3",
"type": "object",
"properties": {
"formula_id": {
"const": "FUNDAMENTAL_MULTIFACTOR_V3"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
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}
}
},
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"inputs",
"outputs"
],
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"x_formula_outputs": []
}
schemas/generated/fundamental_quality_gate_v1.schema.json
+44
View File
@@ -0,0 +1,44 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/FUNDAMENTAL_QUALITY_GATE_V1",
"title": "FUNDAMENTAL_QUALITY_GATE_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "FUNDAMENTAL_QUALITY_GATE_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
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"items": {
"type": "string"
}
}
},
"required": [
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"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [
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"op_income_growth_pct",
"debt_ratio_pct",
"operating_cf_krw",
"pe_ttm"
],
"x_formula_outputs": []
}
schemas/generated/fundamental_raw_ingest_v1.schema.json
+38
View File
@@ -0,0 +1,38 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/FUNDAMENTAL_RAW_INGEST_V1",
"title": "FUNDAMENTAL_RAW_INGEST_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "FUNDAMENTAL_RAW_INGEST_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
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"items": {
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}
}
},
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"status",
"inputs",
"outputs"
],
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"x_formula_outputs": []
}
schemas/generated/gas_adapter_contract.schema.json
+41
View File
@@ -0,0 +1,41 @@
{
"$schema": "http://json-schema.org/draft-07/schema#",
"title": "gas_adapter_contract.v1",
"type": "object",
"required": ["schema_version", "exports"],
"properties": {
"schema_version": {
"type": "string"
},
"exports": {
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"items": {
"type": "object",
"required": ["function_name", "min_arity", "max_arity", "return_shape", "sheet_key"],
"properties": {
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},
"min_arity": {
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},
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},
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},
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},
"status": {
"type": "string"
}
}
}
}
},
"additionalProperties": true
}
schemas/generated/growth_rate_signal_v1.schema.json
+38
View File
@@ -0,0 +1,38 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/GROWTH_RATE_SIGNAL_V1",
"title": "GROWTH_RATE_SIGNAL_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "GROWTH_RATE_SIGNAL_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
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"items": {
"type": "string"
}
},
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}
},
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"outputs"
],
"x_formula_inputs": [],
"x_formula_outputs": []
}
schemas/generated/harness_data_freshness_gate_v1.schema.json
+42
View File
@@ -0,0 +1,42 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/HARNESS_DATA_FRESHNESS_GATE_V1",
"title": "HARNESS_DATA_FRESHNESS_GATE_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "HARNESS_DATA_FRESHNESS_GATE_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
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}
},
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}
}
},
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],
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"today_date"
],
"x_formula_outputs": []
}
schemas/generated/heat_concentration_alert_v1.schema.json
+40
View File
@@ -0,0 +1,40 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/HEAT_CONCENTRATION_ALERT_V1",
"title": "HEAT_CONCENTRATION_ALERT_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "HEAT_CONCENTRATION_ALERT_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
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}
}
},
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"inputs",
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],
"x_formula_inputs": [
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],
"x_formula_outputs": []
}
schemas/generated/horizon_allocation_lock_v1.schema.json
+42
View File
@@ -0,0 +1,42 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/HORIZON_ALLOCATION_LOCK_V1",
"title": "HORIZON_ALLOCATION_LOCK_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "HORIZON_ALLOCATION_LOCK_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
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],
"x_formula_inputs": [
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"market_value_krw",
"total_asset_krw"
],
"x_formula_outputs": []
}
schemas/generated/horizon_classification_v1.schema.json
+38
View File
@@ -0,0 +1,38 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/HORIZON_CLASSIFICATION_V1",
"title": "HORIZON_CLASSIFICATION_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "HORIZON_CLASSIFICATION_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
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"items": {
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}
}
},
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],
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"x_formula_outputs": []
}
schemas/generated/intraday_action_matrix_v1.schema.json
+41
View File
@@ -0,0 +1,41 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/INTRADAY_ACTION_MATRIX_V1",
"title": "INTRADAY_ACTION_MATRIX_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "INTRADAY_ACTION_MATRIX_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
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}
}
},
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"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [
"capture_time",
"market_date"
],
"x_formula_outputs": []
}
schemas/generated/investment_quality_headline_v1.schema.json
+38
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@@ -0,0 +1,38 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/INVESTMENT_QUALITY_HEADLINE_V1",
"title": "INVESTMENT_QUALITY_HEADLINE_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "INVESTMENT_QUALITY_HEADLINE_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
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"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [],
"x_formula_outputs": []
}
schemas/generated/k2_staged_rebound_sell_v1.schema.json
+42
View File
@@ -0,0 +1,42 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/K2_STAGED_REBOUND_SELL_V1",
"title": "K2_STAGED_REBOUND_SELL_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "K2_STAGED_REBOUND_SELL_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [
"base_sell_qty",
"previous_close_price",
"atr20"
],
"x_formula_outputs": []
}
schemas/generated/leader_position_weight_cap_v1.schema.json
+41
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@@ -0,0 +1,41 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/LEADER_POSITION_WEIGHT_CAP_V1",
"title": "LEADER_POSITION_WEIGHT_CAP_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "LEADER_POSITION_WEIGHT_CAP_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [
"single_position_weight_json",
"market_regime"
],
"x_formula_outputs": []
}
schemas/generated/liquidity_flow_signal_v1.schema.json
+38
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@@ -0,0 +1,38 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/LIQUIDITY_FLOW_SIGNAL_V1",
"title": "LIQUIDITY_FLOW_SIGNAL_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "LIQUIDITY_FLOW_SIGNAL_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [],
"x_formula_outputs": []
}
schemas/generated/llm_narrative_template_lock_v1.schema.json
+38
View File
@@ -0,0 +1,38 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/LLM_NARRATIVE_TEMPLATE_LOCK_V1",
"title": "LLM_NARRATIVE_TEMPLATE_LOCK_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "LLM_NARRATIVE_TEMPLATE_LOCK_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [],
"x_formula_outputs": []
}
schemas/generated/llm_serving_constraint_v1.schema.json
+40
View File
@@ -0,0 +1,40 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/LLM_SERVING_CONSTRAINT_V1",
"title": "LLM_SERVING_CONSTRAINT_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "LLM_SERVING_CONSTRAINT_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [
"harness_context"
],
"x_formula_outputs": []
}
schemas/generated/macro_event_ticker_impact_v1.schema.json
+38
View File
@@ -0,0 +1,38 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/MACRO_EVENT_TICKER_IMPACT_V1",
"title": "MACRO_EVENT_TICKER_IMPACT_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "MACRO_EVENT_TICKER_IMPACT_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [],
"x_formula_outputs": []
}
schemas/generated/market_risk_score_v1.schema.json
+45
View File
@@ -0,0 +1,45 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/MARKET_RISK_SCORE_V1",
"title": "MARKET_RISK_SCORE_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "MARKET_RISK_SCORE_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [
"vix_close",
"kospi_close",
"kospi_ma20",
"usd_krw",
"usd_jpy_2d_change_pct",
"credit_stress_status"
],
"x_formula_outputs": []
}
schemas/generated/market_share_momentum_proxy_v1.schema.json
+41
View File
@@ -0,0 +1,41 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/MARKET_SHARE_MOMENTUM_PROXY_V1",
"title": "MARKET_SHARE_MOMENTUM_PROXY_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "MARKET_SHARE_MOMENTUM_PROXY_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
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"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [
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"alpha_lead_score"
],
"x_formula_outputs": []
}
schemas/generated/market_share_signal_v2.schema.json
+38
View File
@@ -0,0 +1,38 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/MARKET_SHARE_SIGNAL_V2",
"title": "MARKET_SHARE_SIGNAL_V2",
"type": "object",
"properties": {
"formula_id": {
"const": "MARKET_SHARE_SIGNAL_V2"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
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"formula_id",
"owner",
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"inputs",
"outputs"
],
"x_formula_inputs": [],
"x_formula_outputs": []
}
schemas/generated/market_weight_aware_cluster_gate_v1.schema.json
+41
View File
@@ -0,0 +1,41 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/MARKET_WEIGHT_AWARE_CLUSTER_GATE_V1",
"title": "MARKET_WEIGHT_AWARE_CLUSTER_GATE_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "MARKET_WEIGHT_AWARE_CLUSTER_GATE_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [
"semiconductor_cluster_json",
"market_regime"
],
"x_formula_outputs": []
}
schemas/generated/mean_reversion_gate_v1.schema.json
+41
View File
@@ -0,0 +1,41 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/MEAN_REVERSION_GATE_V1",
"title": "MEAN_REVERSION_GATE_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "MEAN_REVERSION_GATE_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
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"type": "string"
}
}
},
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"formula_id",
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"status",
"inputs",
"outputs"
],
"x_formula_inputs": [
"close_price",
"ma20"
],
"x_formula_outputs": []
}
schemas/generated/overhang_pressure_v1.schema.json
+44
View File
@@ -0,0 +1,44 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/OVERHANG_PRESSURE_V1",
"title": "OVERHANG_PRESSURE_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "OVERHANG_PRESSURE_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
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],
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"frg_20d_sh",
"volume",
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"flow_credit"
],
"x_formula_outputs": []
}
schemas/generated/oversold_delay_v1.schema.json
+42
View File
@@ -0,0 +1,42 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/OVERSOLD_DELAY_V1",
"title": "OVERSOLD_DELAY_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "OVERSOLD_DELAY_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
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"outputs"
],
"x_formula_inputs": [
"rsi_14",
"current_price",
"cash_shortfall_krw"
],
"x_formula_outputs": []
}
schemas/generated/pattern_blacklist_auto_v1.schema.json
+41
View File
@@ -0,0 +1,41 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/PATTERN_BLACKLIST_AUTO_V1",
"title": "PATTERN_BLACKLIST_AUTO_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "PATTERN_BLACKLIST_AUTO_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [
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"monthly_history"
],
"x_formula_outputs": []
}
schemas/generated/peg_score_v1.schema.json
+42
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@@ -0,0 +1,42 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/PEG_SCORE_V1",
"title": "PEG_SCORE_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "PEG_SCORE_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [
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"sector_median_forward_pe"
],
"x_formula_outputs": []
}
schemas/generated/portfolio_alpha_confidence_per_ticker_v1.schema.json
+38
View File
@@ -0,0 +1,38 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/PORTFOLIO_ALPHA_CONFIDENCE_PER_TICKER_V1",
"title": "PORTFOLIO_ALPHA_CONFIDENCE_PER_TICKER_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "PORTFOLIO_ALPHA_CONFIDENCE_PER_TICKER_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [],
"x_formula_outputs": []
}
schemas/generated/portfolio_band_status_v1.schema.json
+42
View File
@@ -0,0 +1,42 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/PORTFOLIO_BAND_STATUS_V1",
"title": "PORTFOLIO_BAND_STATUS_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "PORTFOLIO_BAND_STATUS_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [
"current_weight_pct",
"target_band_min_pct",
"target_band_max_pct"
],
"x_formula_outputs": []
}
schemas/generated/portfolio_beta_v1.schema.json
+42
View File
@@ -0,0 +1,42 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/PORTFOLIO_BETA_V1",
"title": "PORTFOLIO_BETA_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "PORTFOLIO_BETA_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [
"beta_i",
"market_value_i",
"total_equity_value"
],
"x_formula_outputs": []
}
schemas/generated/portfolio_correlation_gate_v1.schema.json
+58
View File
@@ -0,0 +1,58 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/PORTFOLIO_CORRELATION_GATE_V1",
"title": "PORTFOLIO_CORRELATION_GATE_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "PORTFOLIO_CORRELATION_GATE_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [
"ticker",
"price.ret20D",
"beta_proxy",
"weight_pct"
],
"x_formula_outputs": [
{
"field": "satellite_cluster_beta"
},
{
"field": "effective_portfolio_beta"
},
{
"field": "high_corr_pairs",
"unit": "list [{ticker1,ticker2,corr_coef}]"
},
{
"field": "correlation_gate_status",
"unit": "enum [CORRELATION_PASS,CORRELATION_WARN,CORRELATION_BLOCK]"
}
]
}
schemas/generated/portfolio_drawdown_gate_v1.schema.json
+41
View File
@@ -0,0 +1,41 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/PORTFOLIO_DRAWDOWN_GATE_V1",
"title": "PORTFOLIO_DRAWDOWN_GATE_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "PORTFOLIO_DRAWDOWN_GATE_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
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"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [
"portfolio_peak_krw",
"total_asset_krw"
],
"x_formula_outputs": []
}
schemas/generated/position_count_limit_v1.schema.json
+41
View File
@@ -0,0 +1,41 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/POSITION_COUNT_LIMIT_V1",
"title": "POSITION_COUNT_LIMIT_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "POSITION_COUNT_LIMIT_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
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"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [
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"market_regime"
],
"x_formula_outputs": []
}
schemas/generated/position_size_regime_scale_v1.schema.json
+40
View File
@@ -0,0 +1,40 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/POSITION_SIZE_REGIME_SCALE_V1",
"title": "POSITION_SIZE_REGIME_SCALE_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "POSITION_SIZE_REGIME_SCALE_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [
"market_regime"
],
"x_formula_outputs": []
}
schemas/generated/position_size_v1.schema.json
+48
View File
@@ -0,0 +1,48 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/POSITION_SIZE_V1",
"title": "POSITION_SIZE_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "POSITION_SIZE_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [
"total_asset",
"final_risk_budget",
"atr20",
"atr_multiplier",
"available_cash",
"entry_price",
"target_weight_limit_amount",
"sector_limit_amount",
"liquidity_limit_amount"
],
"x_formula_outputs": []
}
schemas/generated/prediction_accuracy_harness_v2.schema.json
+38
View File
@@ -0,0 +1,38 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/PREDICTION_ACCURACY_HARNESS_V2",
"title": "PREDICTION_ACCURACY_HARNESS_V2",
"type": "object",
"properties": {
"formula_id": {
"const": "PREDICTION_ACCURACY_HARNESS_V2"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [],
"x_formula_outputs": []
}
schemas/generated/predictive_alpha_report_lock_v2.schema.json
+38
View File
@@ -0,0 +1,38 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/PREDICTIVE_ALPHA_REPORT_LOCK_V2",
"title": "PREDICTIVE_ALPHA_REPORT_LOCK_V2",
"type": "object",
"properties": {
"formula_id": {
"const": "PREDICTIVE_ALPHA_REPORT_LOCK_V2"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [],
"x_formula_outputs": []
}
schemas/generated/profit_giveback_ratchet_factor_v1.schema.json
+44
View File
@@ -0,0 +1,44 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/PROFIT_GIVEBACK_RATCHET_FACTOR_V1",
"title": "PROFIT_GIVEBACK_RATCHET_FACTOR_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "PROFIT_GIVEBACK_RATCHET_FACTOR_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [
"prev_trail_stop",
"high_since_entry",
"atr20",
"market_regime",
"profit_pct"
],
"x_formula_outputs": []
}
schemas/generated/profit_lock_ratchet_v1.schema.json
+43
View File
@@ -0,0 +1,43 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/PROFIT_LOCK_RATCHET_V1",
"title": "PROFIT_LOCK_RATCHET_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "PROFIT_LOCK_RATCHET_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [
"average_cost",
"tier_completed",
"highest_price_since_entry",
"atr20"
],
"x_formula_outputs": []
}
schemas/generated/profit_lock_stage_v1.schema.json
+40
View File
@@ -0,0 +1,40 @@
{
"$schema": "https://json-schema.org/draft/2020-12/schema",
"$id": "schema://formula/PROFIT_LOCK_STAGE_V1",
"title": "PROFIT_LOCK_STAGE_V1",
"type": "object",
"properties": {
"formula_id": {
"const": "PROFIT_LOCK_STAGE_V1"
},
"owner": {
"type": "string"
},
"status": {
"type": "string"
},
"inputs": {
"type": "array",
"items": {
"type": "string"
}
},
"outputs": {
"type": "array",
"items": {
"type": "string"
}
}
},
"required": [
"formula_id",
"owner",
"status",
"inputs",
"outputs"
],
"x_formula_inputs": [
"profit_pct"
],
"x_formula_outputs": []
}

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