QuantEngineByItz

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Author	SHA1	Message	Date
kjh2064	416da59607	WBS-8.7: spec-code synchronization expanded to 66.4% (93/140 files) Coverage improvement: 24.07% (39 files) → 66.4% (93 files) - Tagged 54 additional spec files with has_code_implementation: true - Covered: strategy/, risk/, exit/, formulas/, governance/*, contracts - Target: 50% (81 files) — EXCEEDED by 12 files Files tagged: - spec/strategy: 20 files (action_matrix, entry_core, entry_gates, etc.) - spec/risk: 3 files (circuit_breakers, portfolio_exposure, risk_control) - spec/exit: 2 files (take_profit, value_preserving_cash_raise_optimizer) - spec root: 28 files (formulas, contracts, registries, etc.) - spec/03_formulas: 2 files (formula_registry, output_field_owner_ledger) - spec/data_quality: 1 file (expectations) - spec/fields: 1 file (field_dictionary) - spec/formulas: 1 file (manifest) Impact: - Improved LLM radar discoverability for spec-to-code linkage - Ready for WBS-9.6 (LLM document optimization phase) Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>	2026-06-22 23:51:58 +09:00
kjh2064	b1bb40c384	WBS-7.5: 임시 하드코딩 폴백 정규화 (3개 항목) 모든 hardcoding을 calibration_registry.yaml에 threshold로 등록: 1. MRS_CIRCUIT_BREAKER_ADJUSTMENT_PTS = 2 (pts) - 위치: spec/risk/circuit_breakers.yaml:192 (이전: "MRS +2점 (임시)") - 용도: sector_crash_intraday_protocol tier_B 조치에서 현금 보수성 강화 - 정규화: spec/risk/circuit_breakers.yaml에서 threshold 참조로 변경 2. CLUSTER_CAP_CLA_REGIME_PER = 60 (%) - 위치: spec/risk/portfolio_exposure.yaml:403 (이전: "O2 상한 임시 해제") - 용도: CLA 레짐 발동 시 cluster 결합 노출 상한 일시 상향 - 정규화: spec/risk/portfolio_exposure.yaml에서 threshold 참조로 변경 3. OVERHANG_PRESSURE_V1_FALLBACK_MULT = 1.5 (배수) - 위치: spec/13_formula_registry.yaml:1223 - 상태: 이미 정규화됨 (절대값 -500000 → 평균거래량 비례식) 모든 threshold: EXPERT_PRIOR 등록, 실거래 표본 부재 - sunset_date: 2026-12-31 - 칼리브레이션 조건: sample_n 10+ (MRS) / 5+ (CLUSTER) 확보 후 실측 효과 검증 테스트: 135/135 PASS Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>	2026-06-22 22:57:32 +09:00
kjh2064	ee3e799de1	feat: 리밸런싱 엔진 V1 + GAS 버그 수정 (2026-06-13) 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>	2026-06-13 13:20:14 +09:00

Author

SHA1

Message

Date

kjh2064

416da59607

WBS-8.7: spec-code synchronization expanded to 66.4% (93/140 files)

Coverage improvement: 24.07% (39 files) → 66.4% (93 files)
- Tagged 54 additional spec files with has_code_implementation: true
- Covered: strategy/*, risk/*, exit/*, formulas/*, governance/*, contracts
- Target: 50% (81 files) — EXCEEDED by 12 files

Files tagged:
- spec/strategy: 20 files (action_matrix, entry_core, entry_gates, etc.)
- spec/risk: 3 files (circuit_breakers, portfolio_exposure, risk_control)
- spec/exit: 2 files (take_profit, value_preserving_cash_raise_optimizer)
- spec root: 28 files (formulas, contracts, registries, etc.)
- spec/03_formulas: 2 files (formula_registry, output_field_owner_ledger)
- spec/data_quality: 1 file (expectations)
- spec/fields: 1 file (field_dictionary)
- spec/formulas: 1 file (manifest)

Impact:
- Improved LLM radar discoverability for spec-to-code linkage
- Ready for WBS-9.6 (LLM document optimization phase)

Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>

2026-06-22 23:51:58 +09:00

kjh2064

b1bb40c384

WBS-7.5: 임시 하드코딩 폴백 정규화 (3개 항목)

모든 hardcoding을 calibration_registry.yaml에 threshold로 등록:

1. MRS_CIRCUIT_BREAKER_ADJUSTMENT_PTS = 2 (pts)
   - 위치: spec/risk/circuit_breakers.yaml:192 (이전: "MRS +2점 (임시)")
   - 용도: sector_crash_intraday_protocol tier_B 조치에서 현금 보수성 강화
   - 정규화: spec/risk/circuit_breakers.yaml에서 threshold 참조로 변경

2. CLUSTER_CAP_CLA_REGIME_PER = 60 (%)
   - 위치: spec/risk/portfolio_exposure.yaml:403 (이전: "O2 상한 임시 해제")
   - 용도: CLA 레짐 발동 시 cluster 결합 노출 상한 일시 상향
   - 정규화: spec/risk/portfolio_exposure.yaml에서 threshold 참조로 변경

3. OVERHANG_PRESSURE_V1_FALLBACK_MULT = 1.5 (배수)
   - 위치: spec/13_formula_registry.yaml:1223
   - 상태: 이미 정규화됨 (절대값 -500000 → 평균거래량 비례식)

모든 threshold: EXPERT_PRIOR 등록, 실거래 표본 부재
- sunset_date: 2026-12-31
- 칼리브레이션 조건: sample_n 10+ (MRS) / 5+ (CLUSTER) 확보 후 실측 효과 검증

테스트: 135/135 PASS

Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>

2026-06-22 22:57:32 +09:00

kjh2064

ee3e799de1

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

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>

2026-06-13 13:20:14 +09:00

3 Commits