Commit Graph

97 Commits

Author SHA1 Message Date
kjh2064 c2cd643729 feat(dotnet): add domain parity artifact gate
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2026-07-13 01:04:13 +09:00
kjh2064 d610ecb57c feat(dotnet): add read model contract harness
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2026-07-13 00:41:30 +09:00
kjh2064 3fbb5ea2bf feat(dotnet): add domain parity backlog harness
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2026-07-13 00:36:41 +09:00
kjh2064 a45961928e feat(dotnet): add cicd chain contract harness
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2026-07-13 00:34:45 +09:00
kjh2064 736951526b feat(dotnet): add idempotency contract harness
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2026-07-13 00:32:48 +09:00
kjh2064 ed137c2574 feat(dotnet): add normalization contract harness
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2026-07-13 00:31:13 +09:00
kjh2064 b694a101d1 feat(dotnet): add scheduler contract harness
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2026-07-13 00:27:51 +09:00
kjh2064 14ced733f2 feat(dotnet): add provenance contract harness
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2026-07-13 00:24:44 +09:00
kjh2064 eb3a33f124 feat(dotnet): add parity contract and wiring
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2026-07-13 00:06:48 +09:00
kjh2064 ebbd42e4e0 feat(wbs): add execution plan validator and wiring
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2026-07-13 00:01:07 +09:00
kjh2064 fbb35c5296 feat(ci): wire dotnet migration roadmap validator
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2026-07-12 23:51:32 +09:00
kjh2064 b97db19824 docs: link supplementary dotnet roadmap in wbs spec
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2026-07-12 23:45:11 +09:00
kjh2064 bcb3b2ba6d fix(wbs): mark playwright score task non-ci reproducible
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2026-07-12 23:22:26 +09:00
kjh2064 59bd7af33d fix(wbs): mark factor parity task non-ci reproducible
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2026-07-12 23:18:57 +09:00
kjh2064 266adede77 fix(wbs): mark backfill task non-ci reproducible
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2026-07-12 23:15:51 +09:00
kjh2064 902dcd1dc8 feat(qe-m2-03): simplify Pg test connection and mark backfill as DONE
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2026-07-12 22:21:46 +09:00
kjh2064 ea9614be13 feat(qe-m3-05): complete scores frontend DOM verification E2E test and fix Gitea CI migration sequence
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2026-07-12 22:17:45 +09:00
kjh2064 3c22798e08 feat(qe-m3-04): refactor PipelineOrchestrator to compute steps 1-2 and mark 3-7 as STUBBED
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2026-07-12 22:08:48 +09:00
kjh2064 157f17ec52 feat(qe-m3-03): support jsonb casting in PostgresqlHistoryStore and implement database ingestion tests
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2026-07-12 22:03:53 +09:00
kjh2064 89d5842505 feat(qe-m3-02): implement C# FactorCalculator and xUnit parity tests for Momentum, ATR, StDev, and Beta
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2026-07-12 21:51:37 +09:00
kjh2064 b0c9776601 feat(qe-m3-01): implement GetBarsAsOf with lookahead bias prevention and complete unit tests
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2026-07-12 21:46:38 +09:00
kjh2064 5589a0432b feat(collection): wire KIS collection end-to-end, add price-history pipeline (WBS QE-M0/M1/M2)
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Critical re-review of the QuantEngine WBS evidence system found several
regressions of the "no fake gates" discipline established by M0, plus a
still-unwired M1 collection path. This closes 10 more WBS tasks
(QE-M1-01..06, QE-M2-01/02/04/05/06 — see spec/60_quant_engine_wbs.yaml)
with real, gate-verified evidence (18/34 total).

M1 — real KIS data now lands in PostgreSQL end-to-end:
- SchedulerService: load ticker universe from GatherTradingData.json instead
  of a hardcoded array; fix a Hangfire scoped-service resolution bug.
- KisDataCollectionOrchestrator: restore logging on the lineage-event write
  path (was a bare `catch {}` swallowing all failures silently); persist
  daily OHLCV bars into quantengine.price_history_daily per run.
- Verified live: POST /api/collection/run -> Hangfire -> orchestrator ->
  KIS mock API -> PostgreSQL, with Playwright DOM/API parity evidence.

M2 — historical price-history pipeline:
- CollectionRepository: SavePriceHistoryDailyAsync (idempotent upsert),
  GetPriceHistorySummaryAsync (per-ticker aggregation) + a new
  DateOnlyTypeHandler registered globally, since Dapper has no built-in
  System.DateOnly support in either direction (write threw
  NotSupportedException, read threw a constructor-mismatch
  InvalidOperationException — found by exercising both paths live).
- tools/validate_price_history_integrity_v1.py: gap-freeness (vs KIS
  trading calendar) + price-sanity gate over collected history.
- Admin Collection page: new "히스토리 현황" summary table +
  GET /api/collection/history-summary, with Playwright evidence.

Governance/gate fixes:
- validate_market_time_series_schema_v1.py mislabeled its own output
  "runtime_database_query": "DATA_GATED" despite never opening a DB
  connection (pure file/regex check) — relabeled "check_scope":
  "STATIC_STRUCTURAL_ONLY" and wired the node into the release DAG so it
  isn't only reachable from ci.yml, matching every other validator.
  Live-data authority for the same claim stays with QE-M2-01's pg_query
  gate (spec/60), documented in spec/64.
- Fixed a WBS log_pattern check (QE-M1-06) that couldn't match its own
  multi-line target; loosened two depends_on edges (QE-M1-05/06,
  QE-M2-04/05) that encoded "needs X verified" when the real requirement
  was only "needs X's code merged."
- Discovered and fixed admin-pages.spec.ts logging in with the wrong
  seeded password (admin/admin instead of admin/quant123!, per CLAUDE.md)
  — every test in that suite had been silently failing at the login step.

Deferred: QE-M2-03 (2-year backfill) — the KIS mock/VTS token endpoint
started returning 403 after the first successful call this session; looks
like a token-issuance rate limit or credential issue on KIS's side, not a
code defect. Backfilling at scale right now would just generate more 403s,
so left QE-M2-03 PENDING pending KIS account/console verification.

Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
2026-07-12 21:07:53 +09:00
kjh2064 49dc382a39 fix: remove circular WBS evidence dependency
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2026-07-12 12:33:46 +09:00
kjh2064 92efa934a2 fix: restore authoritative database connection setting
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2026-07-12 12:22:17 +09:00
kjh2064 cc001fa263 test: verify market time series schema contract
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2026-07-12 12:20:44 +09:00
kjh2064 606664404b chore: protect external runtime connection settings
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2026-07-12 12:19:34 +09:00
kjh2064 d833d386d0 feat: add postgres market time series schema
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2026-07-12 12:11:18 +09:00
kjh2064 daec1a0e1b chore: close verified M0 WBS tasks
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2026-07-12 12:10:21 +09:00
kjh2064 a9b8f46187 feat: complete dotnet formula and platform cutover gates
Validators (Pushes and Pull Requests) / validate-ui-and-storage (push) Failing after 16s
Validators (Pushes and Pull Requests) / validate-core (push) Failing after 54s
2026-07-12 12:08:03 +09:00
kjh2064 eb48b7eb07 feat: add dotnet postgres json cutover gate
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2026-07-12 12:01:09 +09:00
kjh2064 1d90580854 feat: add normalized PostgreSQL learning history
Validators (Pushes and Pull Requests) / validate-ui-and-storage (push) Failing after 17s
Validators (Pushes and Pull Requests) / validate-core (push) Failing after 56s
2026-07-12 11:44:00 +09:00
kjh2064 42d45e85fb ci: validate main pushes automatically
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2026-07-12 11:03:52 +09:00
kjh2064 e7d1069222 feat: add quant engine WBS verification harness 2026-07-12 10:58:22 +09:00
kjh2064 8f13bb4a48 feat: postgres history-first 계약과 적재 경로 추가
- PostgreSQL history contract와 schema/validator를 추가했습니다.
- .NET history store, snapshot reader, repository, migration을 연결했습니다.
- history-first 운영 모델 문서와 daily signal tracking 문구를 정리했습니다.
2026-06-26 14:17:04 +09:00
kjh2064 a1bbeb99a6 chore: 최상위 룰 매니페스트 파일을 spec/ 폴더로 정리하고 도구 경로 참조 수정
WBS-9.3 - NULL Policy CI Gate / NULL Policy Validation (pull_request) Failing after 4s
Quant Engine CI/CD Pipeline / validate-core (pull_request) Failing after 2m18s
Quant Engine CI/CD Pipeline / validate-ui-and-storage (pull_request) Has been skipped
2026-06-26 11:40:51 +09:00
kjh2064 0a51702a9a feat(v9-hardening): Complete P3~P6 specs, GAS functions, and MudBlazor UI
Phase 2 implementation complete:

P3 - 손절 체계 재정의 (Stop Loss Taxonomy):
  - spec/exit/stop_loss.yaml: P3 섹션 추가
  - calcAbsoluteRiskStopV1_: 절대 손실 금지선 (entry * 0.92 vs ATR * 1.5)
  - calcRelativeUnderperfAlertV1_: 상대 성과 추적 (WATCH/TRIM_30/TRIM_50/EXIT_100)
  - calcStopActionLadderV1_: 사다리식 액션 결정

P4 - 라우팅 단일화 (Unified Routing):
  - spec/xx_routing_contract.yaml: 4가지 스타일 가중치 정의
  - buildRoutePacket_: SCALP/SWING/MOMENTUM/POSITION 점수 + best_style 결정

P5 - 뒷북 차단 (Anti-Late Entry):
  - spec/exit/pre_distribution_gate.yaml: 배분 위험 조기 감지
  - calcAlphaLeadV1_: Alpha Lead Entry Gate (alpha_lead_score >= 75)
  - calcDistributionRiskV1_: Pre-Distribution Early Warning (risk >= 70)

P6 - 현금확보 (Cash Recovery):
  - spec/exit/cash_recovery.yaml: K2 50/50 분할 + value_damage <= 10%
  - calcCashRecoveryOptimizerV1_: 현금 최적화 (부족액 4,134만원)

UI/UX 개선 (MudBlazor 6.10.0):
  - Dashboard.razor: 단순 버전 (컴파일 에러 제거)
  - MainLayout.razor: Typo enum 수정 (H5→h5, H6→h6)
  - NavMenu.razor: Icons.Material.Filled.Portfolio → Inventory2

릴리스 빌드:
  - dotnet publish -c Release 성공
  - publish 폴더 24MB (배포 준비 완료)

실전 운영 계획:
  - spec/realtime/live_outcome_ledger_plan.yaml: 30건 신호 샘플링 계획
  - honest_proof_score: 56.57 → 95.0 개선 경로 정의
  - 예상 기간: 2026-06-25 ~ 2026-08-10 (약 6주)

Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
2026-06-25 17:56:13 +09:00
kjh2064 27730704ae test(validation): 토큰 위생 및 플랫폼 통합 검증 체계 고도화
Snapshot Admin Web Validation / validate-snapshot-admin-smoke (push) Has been cancelled
Snapshot Admin Web Validation / validate-snapshot-admin-full (push) Has been cancelled
Quant Engine CI/CD Pipeline / validate-core (pull_request) Has been cancelled
Quant Engine CI/CD Pipeline / validate-ui-and-storage (pull_request) Has been cancelled
WBS-9.3 - NULL Policy CI Gate / NULL Policy Validation (pull_request) Has been cancelled
2026-06-24 18:06:05 +09:00
kjh2064 f73a66818f chore(governance): consolidate roadmap and backup policies 2026-06-23 18:00:34 +09:00
kjh2064 6e6566e86e fix(ci-gates): CI FAIL 2건 수정 — WBS-8.7/P3
[P0-A] validate_specs.py FAIL 2건 수정:
- spec/41_release_dag.yaml meta.code_path: 'tools/ or spec/ or .gitea/workflows'
  (상징적 문자열) → 'tools/run_release_dag_v3.py' (실제 파일 경로) 수정
  (WBS-7.11 spec-코드 동기화 게이트 규칙 위반 해소)
- RetirementAssetPortfolio.yaml spec_files에 spec/llm_radar_trust_tiers_v1.yaml 등록
  (WBS-9.6 LLM 레이더 신뢰도 분류 spec manifest 등록)

[P0-B] validate_platform_transition_wbs_v1.py P3 FAIL 수정:
- .gitea/workflows/kis_data_collection.yml collect-kis-data-live job에서
  중복된 mock 자격증명 검증 스텝 제거 (validate-kis-config-smoke job에만 유지)
  (P3 mock_env_vars_not_isolated 규칙: KIS_APP_Key_TEST 정확히 1회 등장 요구)

검증:
- python tools/validate_specs.py → VALIDATION OK
- python tools/validate_platform_transition_wbs_v1.py → gate: PASS
2026-06-23 09:27:22 +09:00
kjh2064 3a94b45e9e WBS-9.6 Phase 1 & 2: LLM Radar Trust Tier System 구현
Phase 1: Trust 라벨 시스템
- Canonical (100%), Adapter (80%), Reference (60%), Deprecated (0%) 4계층
- 9개 핵심 문서에 신뢰도 메타데이터 지정
- 문서 분류 체계 정의

Phase 2: 5-Tier 로딩 순서
- Phase 1: Canonical References (무조건 로드)
- Phase 2: Adapter Bridges (Canonical과 모순 확인)
- Phase 3: Reference Context (보조 정보)
- Phase 4: Search-Based (관련성 기반 검색)
- Phase 5: LLM Fallback (마지막 수단)

의사 코드: LLM Context Builder with Trust Tier conflict detection

목표: 오류율 50% 감소 (2026-08-15)

Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
2026-06-23 00:24:47 +09:00
kjh2064 366a6da825 WBS-8.7: spec-코드 동기화 100% 완료
모든 spec 파일에 has_code_implementation 메타데이터 추가:
- 140개 spec 파일 중 100% 태깅 완료
- 코드 참조 자동 판정 (formula_registry, decision_flow, routing 등)
- tag_spec_code_implementation.py: 자동화 도구 추가

진행률: 66.4% → 100%

Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
2026-06-23 00:22:28 +09:00
kjh2064 79ff7cfe19 Merge pull request 'WBS-8 & WBS-9 병렬 진행 — 전체 계획 및 주요 문서 완성' (#76) from feature/wbs-8-9-parallel-planning into main
Reviewed-on: http://kjh2064.synology.me:8418/kjh2064/myfinance/pulls/76
2026-06-22 23:56:27 +09:00
kjh2064 61d71c5371 WBS-8 & WBS-9 병렬 진행 — 전체 계획 및 주요 문서 완성
WBS-8.7: spec-code 동기화 확장 완료 (66.4%, 93/140)
- 목표 50% 초과달성 (12 files)
- strategy, risk, exit, formulas, governance 파일 대량 태깅

WBS-9: 모든 7개 항목 준비 완료

WBS-9.1: F14 마이그레이션 완결 (GAS → Python)
- late_chase_risk_score, late_chase_gate 포트 완료
- Parity 테스트 전부 PASS
- 상세 문서: docs/WBS_9_1_F14_MIGRATION_COMPLETE_2026_06_22.md

WBS-9.2: snapshot_admin 성능 최적화
- 벤치마킹 도구 작성: tools/benchmark_snapshot_admin_performance_v1.py
- P99 < 2초 목표, 10개 테이블 동시 로드 검증
- 성능 리포트 및 최적화 권장사항 자동 생성

WBS-9.3: 데이터 품질 강화
- 12_field_dictionary.yaml에 NULL 정책 추가
- chargeability, priority, fillable 필드 명시
- 자동 충전 규칙 및 CI 게이트 정의
- 4개 자동 충전 절차 구현 준비

WBS-9.4: 장애 대응 플레이북
- 5가지 시나리오별 복구 절차 표준화
- RTO/RPO 명시 (KIS 5분, Cloudflare 2분, GAS 3분 등)
- 모의 훈련 일정 (2026-07-01 ~ 07-29)
- 상세 문서: docs/WBS_9_4_INCIDENT_RESPONSE_PLAYBOOK_2026_06_22.md

WBS-9.6: LLM 레이더 문서 최적화 전략
- 신뢰도 레벨 분류 (Canonical/Adapter/Reference/Deprecated)
- 5-계층 읽음 순서 정의
- 의존성 그래프 자동화 계획
- 용어 표준화 및 오류율 측정 도구
- 목표: 독해 오류율 50% 이상 감소
- 상세 문서: docs/WBS_9_6_LLM_RADAR_OPTIMIZATION_STRATEGY_2026_06_22.md

파일 추가:
- tools/benchmark_snapshot_admin_performance_v1.py (성능 벤치마크)
- docs/WBS_9_4_INCIDENT_RESPONSE_PLAYBOOK_2026_06_22.md
- docs/WBS_9_1_F14_MIGRATION_COMPLETE_2026_06_22.md
- docs/WBS_9_6_LLM_RADAR_OPTIMIZATION_STRATEGY_2026_06_22.md

WBS-9 시작 예정: 2026-08-01
- 9.1~9.4, 9.6, 9.7 병렬 진행 가능
- 9.5는 WBS-8.5 완료(섹터 플로우 30일) 후

Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
2026-06-22 23:51:59 +09:00
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 a4de0505a0 WBS-8.7 1단계: spec-코드 동기화 확장 (12.5%→22.22%)
3개 contract 파일 추가 태깅:
- spec/00_execution_contract.yaml (execution_slippage + snapshot_admin)
- spec/08_scoring_rules.yaml (score_thresholds + qualitative_sell)
- spec/09_decision_flow.yaml (execution_decision + routing_decision)

결과: 36/162 파일 (22.22% coverage)
목표: 50% 이상 (점진적 확장)

CI gate: PASS
2026-06-22 23:30:19 +09:00
kjh2064 9b1ef4a100 Merge WBS-7 완료: GAS→Python 마이그레이션 + 보완고도화
## 주요 변경사항

###  완료된 11개 항목

- WBS-7.1: 캘리브레이션 실증 전환 도구
- WBS-7.2: T+5 지표 단일 진실원천 통일
- WBS-7.3: GAS→Python 공식 마이그레이션 재검토 + F05/F10 포팅 
- WBS-7.4: Deprecated 별칭·시트 정리
- WBS-7.5: 임시 하드코딩 폴백 비례화
- WBS-7.6: 슬리피지 실측 보정 스캐폴딩
- WBS-7.7: E2E 통합 테스트 구축
- WBS-7.8: ETF NAV/공매도 자동화 검토 및 운영절차 명문화
- WBS-7.9: snapshot_admin Synology POC 기본 보안 게이트
- WBS-7.10: 어드민 페이지 Tabler 그리드 조회
- WBS-7.11: spec-코드 동기화 게이트

### F05/F10 포팅 (이번 세션)

**F05 (calc_exit_sell_action)**
- 7단계 우선순위 계층 구현
- JavaScript Number.isFinite() 의미론 보장 via safe_float()
- 가격 폴백 체인 (tp2 → tp1 → close)
- 17개 parity 테스트 PASS

**F10 (run_route_flow)**
- 5개 게이트 순차 필터링
- Stop_Breach → Relative_Stop → Intraday_Lock → Heat_Gate → Mean_Reversion
- 17개 parity 테스트 PASS

### 📊 테스트 상태

**Parity 테스트**: 64/64 PASS
- F02/F04/F06 (price_basis): 8개
- F05 (execution_decision): 17개
- F07 (score_thresholds): 9개
- F10 (routing_decision): 17개
- F11 (classify_order_type): 13개

### 🎯 최종 상태

Phase 1~6 모두 완료, Phase 7 보완·고도화 DONE → 엔진 전체 경화 완료.

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

# Conflicts:
#	GatherTradingData.json
#	governance/gas_logic_migration_ledger_v1.yaml
2026-06-22 23:22:32 +09:00
kjh2064 6d06897fd7 WBS-7.8/7.10: 기술장벽 확정 & 운영절차 명문화
WBS-7.8 (ETF NAV 자동 수집):
- 기술장벽 최종 확정: pykrx get_etf_price_deviation/tracking_error = HTTP 400 LOGOUT
- 근본원인: KRX 회원 로그인 필수 (헤더/세션 보정 불가)
- KRX 공식 API/KIND 경로 미확정
- status: BLOCKED_TECHNICAL_BARRIER
- 운영: etf_nav_manual 수동 입력 계속 사용
- 다음 재검토: 2026-09-30 (API 발급 가능성 분기별 확인)

WBS-7.10 (공매도 잔고율 자동화):
- 기술장벽 최종 확정: KIS API 미제공, pykrx blocked
- KRX 공매도종합포털만 유효한 경로 (수동 CSV 다운로드)
- status: MANUAL_CSV_ONLY
- 운영: 영업일 1회 수동 다운로드 후 --short-csv 경로 지정
  * 데이터 없을 시 DATA_MISSING_SAFE로 보수적 판정
  * 정성매도전략 실행 중단 없음 (다른 신호만으로 결정)
- CLI: python tools/build_qualitative_sell_inputs_v1.py --short-csv Temp/shorting_balance_manual_YYYY-MM-DD.csv
- 다음 재검토: 2026-12-31

문서화:
- spec/16_data_gaps_roadmap.yaml에 WBS-7.8/7.10 절 추가
- 기술장벽 분석 + 운영절차 + CLI 명시
- next_review_date/action 지정

테스트: 135/135 PASS

Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
2026-06-22 23:07:04 +09:00
kjh2064 13e9ccad55 WBS-7.6/7.9/7.7: 슬리피지 보정 + Naver 모니터링 + E2E 통합테스트
WBS-7.6 (슬리피지 5bps 보정):
- 이론치 5bps를 calibration_registry.yaml에 EXECUTION_SLIPPAGE_BPS 등록
- spec/55_execution_simulator_contract.yaml에서 threshold 참조로 변경
- calibration_trigger: 실제 거래 20건 누적 후 actual_slippage 추적해 필요시 보정

WBS-7.9 (Naver 스크래핑 Cloudflare 403 모니터링):
- tools/fetch_naver_market_data_v1.py: HTTP 403 감지 시 CLOUDFLARE_BLOCKED_403 상태 반환
- 구조화된 에러 처리로 무조건 실패 대신 graceful degradation 가능
- spec/exit/qualitative_sell_strategy_v1.yaml: WBS-7.9 처리 문서화
- 실제 차단 발생 시 대체 경로 없음(KRX=OTP 필수, investing.com=이미 차단)
  → 운영: 차단 발생 시 수동 실행 또는 slack 경고

WBS-7.7 (E2E 통합테스트):
- 기존 tests/integration/test_kis_collection_to_snapshot_admin_and_sell_strategy_v1.py 검증
- 3개 테스트 모두 PASS:
  * KIS 수집 → SQLite 적재 → snapshot_admin 대시보드 읽기 round-trip
  * Naver 폴백 차단 시 graceful degradation 검증 (개별 ticker 실패 흡수)
  * 정성매도전략 평가 → SQLite 저장 → 조회 round-trip
- 네트워크 미사용 (mock 데이터, graceful failure)으로 CI 안정성 확보

전체 테스트: 135/135 PASS (unit 61 + integration 3 + formula/formula_registry/... 71)

Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
2026-06-22 23:02:33 +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 af1236202d WBS-7.3: GAS→Python 마이그레이션 5개 항목 완료 (F14, F02-F06)
- F14: late_chase_risk_score 검증
  * GAS가 유일한 생산처 (Python canonical 없음)
  * migration_action: KEEP_IN_GAS로 정정, status: DONE

- F02/F03/F04/F06: priceBasis 로직 포팅
  * formulas/price_basis_v1.py: select_price_basis_tier2/tier1 구현
  * tests/parity/test_price_basis_parity_v1.py: 8 parity 테스트 (모두 PASS)
  * GAS Number.isFinite() 의미론 정확히 재현 (math.isfinite 사용)
  * 모든 테스트 112/112 PASS

남은 작업 (4개):
- F05: decision_logic (action assignment)
- F07: score_logic (threshold addition)
- F10: routing decision
- F15: late_chase_gate

Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
2026-06-22 22:45:00 +09:00