kjh2064
aedabdd37b
suggest/quant_investment_engine_v8_9_portfolio_optimizer_canonical_refactored.yaml의
implementation_todo_v8_9(P0~P4) 전체를 spec/tool/golden case 레벨로 구현.
- P0: PORTFOLIO_TRANSITION_UTILITY_V1, SELL_LOT_PARETO_SELECTOR_V1, FORECAST_SIMULATION_ENGINE_V1
- P1: SECTOR_EXPOSURE_GRAPH_V1/LEADER_LIFECYCLE_GATE_V1, EXECUTION_CAPACITY_LADDER_V1, MODEL_GOVERNANCE_KILL_SWITCH_V1
- P2: SCENARIO_SHOCK_MATRIX_V1, TRANSITION_SET_ENUMERATOR_V1, IMMUTABLE_DECISION_LEDGER_V1, EXECUTION_PLAN_COMPILER_V1
- P3: STATE_VECTOR_CONSTRUCTOR_V1, WALK_FORWARD_BOOTSTRAP_V1, TRANSITION_SET_ENUMERATOR_V1(MRC/CVaR 확장),
REBALANCE_CADENCE_GATE_V1, WEEKLY_LEGACY_TRANSFER_PLAN_V1
기존 regime/cluster 연동 정책 수치(현금방어선, 반도체 cap)는 그대로 유지하고 신규 cap 필드만 추가.
spec/09_decision_flow.yaml과 runtime/active_artifact_manifest.yaml에 전 엔진 배선 완료.
governance/todo/v8_9_p{0,1,2,3}_adoption_plan.yaml에 각 단계 작업 추적 기록.
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 53/53 PASS.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
56 lines
2.8 KiB
YAML
56 lines
2.8 KiB
YAML
schema_version: v8_9_p2_adoption_plan.v1
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meta:
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title: v8_9_p2_adoption_plan
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source_proposal: suggest/quant_investment_engine_v8_9_portfolio_optimizer_canonical_refactored.yaml
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predecessor:
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- governance/todo/v8_9_p0_adoption_plan.yaml
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- governance/todo/v8_9_p1_adoption_plan.yaml
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decision_basis: >
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P0+P1 완료(spec/tool/schema/golden case/decision_flow/manifest 배선까지) 후 사용자가
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"로드맵에 따라서 제안한 모든 작업을 순차적으로 진행"을 재요청(2026-06-17).
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원본 제안서의 implementation_todo_v8_9 중 P0/P1에서 다루지 않은 4개 세부 항목을 P2로 채택.
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scope:
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- forecast_and_simulation_engine_v8_9.simulation_grid (scenario shock matrix)
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- portfolio_transition_optimizer_v8_9.selection_algorithm (transition-set 조합 열거)
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- model_governance_v8_9.immutable_decision_log_required_fields
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- execution_plan_compiler_v8_9 (LIMIT_SPLIT 전체 컴파일)
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tasks:
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- id: P2-A
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title: SCENARIO_SHOCK_MATRIX_V1
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output_file: spec/formulas/domains/simulation.yaml
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detail: >
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base/adverse/liquidity_drought/crisis/fx_shock/tax_cost 6개 시나리오로 net_profit_distribution을
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스트레스 적용. 표본 부족 시 DATA_MISSING(가짜 분포 생성 금지).
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implementation: tools/build_scenario_shock_matrix_v1.py
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- id: P2-B
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title: TRANSITION_SET_ENUMERATOR_V1
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output_file: spec/formulas/domains/portfolio.yaml
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detail: >
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개별 candidate가 아니라 candidate 조합(transition set) 단위로 hard_constraint_pass,
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post_trade_cash_floor_pct, transition_utility_krw를 평가하고 최고 utility set을 선택.
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solver_failure/rank_tie/conflicting_packets fallback은 PORTFOLIO_TRANSITION_UTILITY_V1과 동일.
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implementation: tools/build_transition_set_enumerator_v1.py
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- id: P2-C
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title: IMMUTABLE_DECISION_LEDGER_V1
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output_file: spec/formulas/domains/governance.yaml
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detail: >
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decision_id, timestamp, input_hash_bundle, selected_transition_id, T1/T5/T20_return,
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MAE, MFE를 append-only로 기록. 기존 레코드 수정 금지(append-only 검증).
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implementation: tools/build_immutable_decision_ledger_v1.py
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- id: P2-D
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title: EXECUTION_PLAN_COMPILER_V1
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output_file: spec/formulas/domains/execution.yaml
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detail: >
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EXECUTION_CAPACITY_LADDER_V1 산출물을 LIMIT_SPLIT 30/30/40 슬라이스로 컴파일하고,
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슬라이스 실행 전 cash_floor/capacity/spread 재검증, cancel_remaining_if 조건 평가.
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implementation: tools/build_execution_plan_compiler_v1.py
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- id: P2-E
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title: schema/model + decision_flow/manifest 배선 + 전체 검증
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detail: 4개 신규 공식의 schemas/generated + src/quant_engine/models/generated 생성, spec/09_decision_flow.yaml 및 runtime/active_artifact_manifest.yaml 배선, 5개 validator 재실행.
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depends_on: [P2-A, P2-B, P2-C, P2-D]
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