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QuantEngineByItz/suggest/archive/factor_rfc_template.yaml
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chore: suggest 폴더의 과거 제안서들을 archive 하위로 격리 및 불필요 중복 파일 제거
2026-06-26 12:19:43 +09:00

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YAML

schema_version: factor_rfc_template.v1
factor_id: FACTOR_ID_HERE
hypothesis: Describe the directional hypothesis.
market_regime_applicability: [bull, bear, sideways]
horizon: short
decay_half_life: 10
input_fields:
- field_name: input_field_1
formula_id: FORMULA_ID_HERE
data_quality_requirements:
- source_type: GAS_AUTO
expected_edge_formula: edge = ...
conflict_precedence: gate_precedence
position_sizing_impact: none
exit_impact: none
golden_cases:
- case_id: golden_case_1
shadow_start_date: "2026-06-07"
activation_threshold: 70
retirement_condition: no edge improvement for 90 days
owner: engine_owner