kjh2064
782fe74578
사용자 제시 10개 고전 기술전략(골든크로스/모멘텀/52주신고가/연속상승하락/이격도/돌파실패/ 강한종가/변동성확장/평균회귀/추세필터)을 기존 엔진과 대조한 갭분석 결과: - 이미 구현됨: 모멘텀(VELOCITY_V1/RS_MOMENTUM_V1), 이격도·평균회귀(MEAN_REVERSION_GATE_V1) - 신규 채택 7개: GOLDEN_CROSS_SIGNAL_V1, STRONG_CLOSE_SIGNAL_V1, VOLATILITY_EXPANSION_BREAKOUT_V1, FIFTY_TWO_WEEK_HIGH_TRIGGER_V1, CONSECUTIVE_STREAK_V1, BREAKOUT_FAILURE_STOP_V1, TREND_FILTER_GATE_V1 AGENTS.md 하드룰(추격매수 방지, anti-late-entry gate 필수통과)에 따라 BUY 방향 신호 전부를 STRATEGY_SCORING의 보조신호로만 편입 — BREAKOUT_QUALITY_GATE_V2/FOLLOW_THROUGH_DAY_CONFIRM_V1/ ANTI_LATE_ENTRY_GATE_V2 게이트 체인을 우회하는 독립 BUY 트리거로는 사용하지 않음. 검증: validate_specs/validate_golden_coverage_100(100%)/validate_calibration_registry_v1/ validate_schema_model_generation_v1/validate_agents_shrink_v1 전부 PASS. golden test 22/22 PASS. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
40 lines
1.4 KiB
Python
40 lines
1.4 KiB
Python
#!/usr/bin/env python3
|
|
"""STRONG_CLOSE_SIGNAL_V1 — spec/formulas/domains/entry.yaml.
|
|
|
|
governance/todo/technical_signals_p4_adoption_plan.yaml P4-2.
|
|
"""
|
|
from __future__ import annotations
|
|
|
|
import argparse
|
|
import json
|
|
from pathlib import Path
|
|
|
|
ROOT = Path(__file__).resolve().parents[1]
|
|
DEFAULT_OUT = ROOT / "Temp" / "strong_close_signal_v1.json"
|
|
|
|
|
|
def evaluate_strong_close(close_price: float, high_price: float, low_price: float) -> dict:
|
|
if high_price == low_price:
|
|
return {"close_position_pct": None, "strong_close": None}
|
|
close_position_pct = (close_price - low_price) / (high_price - low_price) * 100
|
|
return {"close_position_pct": close_position_pct, "strong_close": close_position_pct >= 80}
|
|
|
|
|
|
def main() -> int:
|
|
ap = argparse.ArgumentParser()
|
|
ap.add_argument("--close", type=float, required=True)
|
|
ap.add_argument("--high", type=float, required=True)
|
|
ap.add_argument("--low", type=float, required=True)
|
|
ap.add_argument("--out", default=str(DEFAULT_OUT))
|
|
args = ap.parse_args()
|
|
|
|
result = {"formula_id": "STRONG_CLOSE_SIGNAL_V1", **evaluate_strong_close(args.close, args.high, args.low)}
|
|
out = Path(args.out)
|
|
out.write_text(json.dumps(result, ensure_ascii=False, indent=2), encoding="utf-8")
|
|
print(json.dumps(result, ensure_ascii=False, indent=2))
|
|
return 0
|
|
|
|
|
|
if __name__ == "__main__":
|
|
raise SystemExit(main())
|