QuantEngineByItz/spec/formulas/domains/risk.yaml

schema_version: formula_domain.v1
source: C:\Temp\data_feed\spec\13_formula_registry.yaml
domain: risk
formulas:
  PEG_SCORE_V1:
    purpose: 코스닥 종목의 ForwardPER을 EPS 3개년 성장률로 나눠 밸류에이션 타당성 판정. 고PER이라도 고성장이 뒷받침되면
      허용.
    applicable: 코스닥 상장 종목에만 실행. KOSPI 종목은 이 공식 미적용.
    inputs:
    - field: forward_pe
      unit: ratio
      source: spec/12_field_dictionary.yaml:field_dictionary.forward_pe
    - field: eps_growth_3y_cagr_pct
      unit: percent
      source: '컨센서스 3개년 EPS CAGR (예: 30% → 30 입력)'
    - field: sector_median_forward_pe
      unit: ratio
      source: spec/12_field_dictionary.yaml:field_dictionary.sector_median_forward_pe
    derived_fields:
      peg: forward_pe / eps_growth_3y_cagr_pct
    rules:
    - if: peg <= 1.5
      result: PASS
      valuation_gate: OK
      quantity_modifier: 1.0
    - if: 1.5 < peg <= 2.5
      result: CAUTION
      valuation_gate: CAUTION
      quantity_modifier: 0.7
    - if: peg > 2.5
      result: REJECT
      valuation_gate: REJECT
      quantity_modifier: 0.0
    fallback:
      condition: eps_growth_3y_cagr_pct == DATA_MISSING OR eps_growth_3y_cagr_pct
        <= 0
      rules:
      - if: forward_pe <= sector_median_forward_pe * 2.0
        result: PASS
        quantity_modifier: 1.0
      - if: forward_pe <= sector_median_forward_pe * 3.0
        result: CAUTION
        quantity_modifier: 0.7
      - if: forward_pe >  sector_median_forward_pe * 3.0
        result: REJECT
        quantity_modifier: 0.0
      prohibition: EPS 성장률 추정·보간으로 PEG 계산 금지 — 확정 컨센서스 없으면 fallback만 허용
    output:
      field: peg_gate_result
      unit: enum [PASS, CAUTION, REJECT]
      required_fields:
      - peg
      - peg_gate_result
      - quantity_modifier
      - valuation_gate
    missing_policy:
      forward_pe: fallback 규칙 적용. DATA_MISSING 표기.
      sector_median_forward_pe: fallback 분자 기준 미산출 → CAUTION 보수 처리.
    canonical_ref: spec/strategy/stock_model.yaml:stock_model.kosdaq_valuation_gate
    owner: quant_team
    lifecycle_state: active
    input_fields:
    - forward_pe
    - eps_growth_3y_cagr_pct
    - sector_median_forward_pe
    output_fields:
    - peg_gate_result
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  FINANCIAL_HEALTH_SCORE_V1:
    purpose: 'ROE·영업이익률·부채비율·FCF를 결합해 종목의 재무 건전성을 0~20점으로 정량화. 수급·모멘텀 중심 편향을 보완하는
      펀더멘털 축. 연간 기준 재무 데이터 사용.

      '
    inputs:
    - field: roe_pct
      unit: percent
      optional: true
    - field: operating_margin_pct
      unit: percent
      optional: true
    - field: debt_to_equity
      unit: ratio
      optional: true
    - field: fcf_b
      unit: KRW_100M
      optional: true
    - field: sector_type
      unit: enum
      optional: true
      note: 금융업(financial) 여부 — D/E 스코어링 건너뜀 판단
    components:
      profitability:
        max_points: 8
        source_field: roe_pct
        rules:
        - if: roe_pct >= 15
          points: 8
        - if: 10 <= roe_pct < 15
          points: 5
        - if: 5 <= roe_pct < 10
          points: 2
        - if: 0 <= roe_pct < 5
          points: 0
        - if: roe_pct < 0
          points: -5
          label: 수익성_훼손_페널티
        missing_rule: 4pt 중립 처리 (DATA_MISSING_PROFITABILITY 태그)
      operating_efficiency:
        max_points: 7
        source_field: operating_margin_pct
        rules:
        - if: operating_margin_pct >= 20
          points: 7
        - if: 10 <= operating_margin_pct < 20
          points: 4
        - if: 0 <= operating_margin_pct < 10
          points: 2
        - if: operating_margin_pct < 0
          points: 0
          label: 영업적자_HF007_발동
        missing_rule: 3pt 중립 처리
      financial_stability:
        max_points: 5
        source_field: debt_to_equity
        financial_sector_skip: true
        rules:
        - if: debt_to_equity < 50
          points: 5
        - if: 50 <= debt_to_equity < 100
          points: 3
        - if: 100 <= debt_to_equity < 200
          points: 1
        - if: 200 <= debt_to_equity <= 400
          points: 0
        - if: debt_to_equity > 400
          points: 0
          label: 극단_부채_HF008_발동
        missing_rule: 2pt 중립 처리
      cash_generation:
        max_points: 5
        source_field: fcf_b
        rules:
        - if: fcf_b > 0
          points: 5
          label: 현금_창출
        - if: fcf_b <= 0
          points: 0
          label: 현금_소각_또는_부재
        missing_rule: 2pt 중립 처리
    expression: "clamp(\n  profitability_pts + operating_efficiency_pts +\n  financial_stability_pts\
      \ + cash_generation_pts,\n  min=-5, max=20\n)\n"
    output:
      field: financial_health_score
      unit: points_neg5_to_20
    score_interpretation:
      18_to_20: 재무 최우량 — ROE 높고 부채 낮고 FCF 창출
      12_to_17: 재무 양호
      6_to_11: 재무 보통 — 일부 약점 존재
      0_to_5: 재무 취약 — 수급 강세여도 진입 신중
      negative: 재무 훼손 — 영업적자 또는 ROE 음수. 수급 점수 불문 등급 하향 압력
    missing_policy:
      all_inputs_missing: 'financial_health_score = 8pt (전체 중립). DATA_MISSING_FHS
        태그 필수. 재무 데이터 미제공 자체를 패널티로 처리하지 않음. 단, 코스닥 종목은 all_missing 시 6pt (더 보수적) 적용.

        '
      partial_missing: 각 컴포넌트별 missing_rule 적용 후 합산
    sector_exception:
      financial_sector:
        definition: 은행·보험·증권·카드·캐피탈·리츠 등 금융업 SIC 분류
        treatment: 'debt_to_equity 컴포넌트 건너뜀. financial_stability_pts = 3pt 기본값. ROE·Operating_Margin·FCF
          컴포넌트는 동일 적용.

          '
    canonical_ref: spec/08_scoring_rules.yaml:strategy_score.financial_health
    version: 2026-05-18_FINANCIAL_HEALTH_V1
    owner: quant_team
    lifecycle_state: active
    input_fields:
    - roe_pct
    - operating_margin_pct
    - debt_to_equity
    - fcf_b
    - sector_type
    output_fields:
    - financial_health_score
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  RS_MOMENTUM_V1:
    purpose: 상대강도(RS)와 수급 가속도를 측정하여 상투 진입 방지 및 후발주(Laggard) 조기 식별
    inputs:
    - field: close_price
      unit: KRW_per_share
    - field: ma20
      unit: KRW_per_share
    - field: avg_trade_value_5d
      unit: KRW
    - field: avg_trade_value_20d
      unit: KRW
    - field: relative_strength_1m_percentile
      unit: percentile
    derived_fields:
      disparity_20d: close_price / ma20
      momentum_acceleration: avg_trade_value_5d / avg_trade_value_20d
    rules:
    - if: disparity_20d > 1.15
      action: TRIGGER_HF009_BLOCK
      label: 이격도_과열(상투)
    - if: momentum_acceleration < 0.8 AND close_price > ma20
      action: TRIM_WARNING
      label: 수급_가속도_둔화(설거지_경계)
    - if: relative_strength_1m_percentile > 70
      action: LAGGARD_SELL_PRIORITY_1
      label: 상대강도_최하위(우선감축)
    output:
      field: alpha_shield_status
      unit: enum
    owner: quant_team
    lifecycle_state: active
    input_fields:
    - close_price
    - ma20
    - avg_trade_value_5d
    - avg_trade_value_20d
    - relative_strength_1m_percentile
    output_fields:
    - alpha_shield_status
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  OVERSOLD_DELAY_V1:
    purpose: 현금 확보 시 '지하실 매도(패닉 셀)' 방지를 위한 데드캣 바운스 대기 알고리즘
    inputs:
    - field: rsi_14
      unit: points
      optional: true
    - field: current_price
      unit: KRW_per_share
    - field: cash_shortfall_krw
      unit: KRW
    rules:
    - condition: rsi_14 < 30 AND cash_shortfall_krw > 0
      action: 전량 시장가 매도 금지. 25%만 TRIM 실행하고 잔여 수량은 단기 반등(+3% 이상) 시점까지 매도 유예.
      label: 과매도_분할탈출(Staged Exit)
    output:
      field: oversold_exit_strategy
      unit: string
    owner: quant_team
    lifecycle_state: active
    input_fields:
    - rsi_14
    - current_price
    - cash_shortfall_krw
    output_fields:
    - oversold_exit_strategy
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  MEAN_REVERSION_GATE_V1:
    purpose: '주가가 MA20 대비 과도하게 상승하면 신규 매수를 하드 블록한다. 에너지 분산(Distribution) 구간에서의 추격
      매수(상투 잡기)를 원천 봉쇄.

      '
    applicable: 매수 주문 생성 전 항상 실행.
    inputs:
    - field: close_price
      unit: KRW_per_share
    - field: ma20
      unit: KRW_per_share
    expression: deviation_ratio = close_price / ma20
    output:
      field: deviation_ratio
      unit: ratio
    gates:
    - if: deviation_ratio >= 1.15
      status: BUY_HARD_BLOCK
      rule_id: MRG001
      note: HF009_OVEREXTENSION_BLOCK 연동
    - if: 1.10 <= deviation_ratio < 1.15
      status: BUY_CAUTION
      rule_id: MRG001_SOFT
      note: 과열 접근 -- 신규 매수 강도 축소
    - if: deviation_ratio < 1.10
      status: PASS
    missing_policy:
      ma20: MRG001 DATA_MISSING. MA20 데이터 필요. 매수 보류.
    canonical_ref: spec/08_scoring_rules.yaml:hard_filters.HF009_OVEREXTENSION_BLOCK
    version: 2026-05-19_ALPHA_SHIELD_V1
    owner: quant_team
    lifecycle_state: active
    input_fields:
    - close_price
    - ma20
    output_fields:
    - deviation_ratio
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  ECP_RISK_SCALE_V1:
    purpose: 총자산 곡선(Equity Curve) 모멘텀에 따른 리스크 예산 자동 조절
    inputs:
    - field: total_asset
      unit: KRW
    - field: total_asset_ma10
      unit: KRW
      note: 10일 자산 이동평균
    rules:
    - if: total_asset < total_asset_ma10
      action: RISK_BUDGET_HALVE
      label: 자산곡선_역배열_방어
    - if: total_asset >= total_asset_ma10
      action: RISK_BUDGET_NORMAL
      label: 자산곡선_정배열_정상
    output:
      field: equity_curve_status
      unit: enum
    owner: quant_team
    lifecycle_state: active
    input_fields:
    - total_asset
    - total_asset_ma10
    output_fields:
    - equity_curve_status
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  COMPOSITE_VERDICT_V1:
    purpose: 'SS001 등급(A/B/C/D)과 rs_verdict(LEADER/MARKET/LAGGARD/BROKEN/UNKNOWN)를
      결합해 종목의 최종 포지션 판정을 내린다. LLM이 "좋아 보인다"류 언어적 판단으로 판정을 변경하는 것을 구조적으로 방지한다.

      '
    applicable: _addTickerGates_ 내에서 SS001 계산 직후 실행.
    inputs:
    - field: ss001_grade
      unit: enum [A,B,C,D]
    - field: rs_verdict
      unit: enum [LEADER,MARKET,LAGGARD,BROKEN,UNKNOWN]
    matrix: 'GRADE    LEADER            MARKET            LAGGARD           BROKEN            UNKNOWN

      A        PRIME_CANDIDATE   PRIME_CANDIDATE   WATCH_CANDIDATE   EXIT_REVIEW       WATCH_CANDIDATE

      B        PRIME_CANDIDATE   WATCH_CANDIDATE   REDUCE_CANDIDATE  EXIT_REVIEW       WATCH_CANDIDATE

      C        WATCH_CANDIDATE   REDUCE_CANDIDATE  REDUCE_CANDIDATE  CLOSE_POSITION    REDUCE_CANDIDATE

      D        REDUCE_CANDIDATE  REDUCE_CANDIDATE  CLOSE_POSITION    CLOSE_POSITION    REDUCE_CANDIDATE

      '
    output:
      field: composite_verdict
      unit: enum [PRIME_CANDIDATE, WATCH_CANDIDATE, REDUCE_CANDIDATE, EXIT_REVIEW,
        CLOSE_POSITION]
    action_guidance:
      PRIME_CANDIDATE: 코어 유지·추가. RAG_V1 PASS 시 위성 추가 허용.
      WATCH_CANDIDATE: 현재 비중 유지. 추가매수 보류.
      REDUCE_CANDIDATE: 분할 축소. 5% 이상 비중이면 TRIM 실행.
      EXIT_REVIEW: 다음 반등 시 전량 매도 준비.
      CLOSE_POSITION: 즉시 정리. calcFinalDecision_ SELL 강제 검토.
    missing_policy:
      ss001_grade: composite_verdict = WATCH_CANDIDATE (보수적)
      rs_verdict: UNKNOWN 컬럼으로 처리
    ground_truth: harness
    llm_allowed: cite_only
    prohibition:
    - composite_verdict = CLOSE_POSITION인 종목을 LLM이 'HOLD도 무방'으로 서술 금지
    - composite_verdict 없이 종목 정리 우선순위 결정 금지
    canonical_ref: spec/13_formula_registry.yaml:RS_VERDICT_V1
    version: 2026-05-21_CLA_HARNESS_V1
    owner: quant_team
    lifecycle_state: active
    input_fields:
    - ss001_grade
    - rs_verdict
    output_fields:
    - composite_verdict
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  BENCHMARK_RELATIVE_TIMESERIES_V1:
    purpose: '종목을 KOSPI 기준 시계열로 평가해 초과낙폭, 반등 회복률, 하락장 베타, RS선 기울기와 brt_verdict를 결정론적으로
      산출한다. LLM은 값 인용만 가능하다.

      '
    applicable: _addTickerGates_에서 RS_VERDICT_V2 이전 실행. 과거 가격 배열이 없으면 RET20/RET60
      기반 프록시임을 method에 남긴다.
    inputs:
    - field: price.ret5D
      unit: pct
    - field: price.ret20D
      unit: pct
    - field: price.ret60D
      unit: pct
    - field: price.close
      unit: KRW_per_share
    - field: high52w
      unit: KRW_per_share
      optional: true
    - field: globalKospiRet5D_
      unit: pct
    - field: globalKospiRet20D_
      unit: pct
    - field: globalKospiRet60D_
      unit: pct
    - field: globalKospiDrawdown_
      unit: pct
    derived:
      stock_drawdown_from_high_pct: if high52W>0 then max(0,(1-close/high52W)*100)
        else null
      excess_drawdown_pctp: stock_drawdown_from_high_pct - globalKospiDrawdown_
      recovery_ratio_5d: price.ret5D / globalKospiRet5D_ if globalKospiRet5D_ > 0
        else null
      recovery_ratio_20d: price.ret20D / globalKospiRet20D_ if globalKospiRet20D_
        > 0 else null
      downside_beta: price.ret20D / globalKospiRet20D_ if globalKospiRet20D_ < 0 else
        null
      rs_ratio_5d: price.ret5D / globalKospiRet5D_ if globalKospiRet5D_ != 0 else
        null
      rs_ratio_20d: price.ret20D / globalKospiRet20D_ if globalKospiRet20D_ != 0 else
        null
      rs_ratio_60d: price.ret60D / globalKospiRet60D_ if globalKospiRet60D_ != 0 else
        null
      rs_line_20d_slope: (rs_ratio_20d - rs_ratio_5d) / 15 if both available else
        (ret20D - k20) / 20
      rs_line_60d_slope: (rs_ratio_60d - rs_ratio_20d) / 40 if both available else
        (ret60D - k60) / 60
      brt_method: RS_RATIO_MULTI_WINDOW_PROXY if rs_ratio_5d and rs_ratio_20d available
        else PROXY_FROM_RET20_RET60
    verdict_table:
      LEADER: excess_drawdown_pctp <= 0 AND recovery_ratio_20d >= 1.20 AND rs_line_20d_slope
        > 0
      MARKET: excess_drawdown_pctp between -5 and 5 AND recovery_ratio_20d between
        0.80 and 1.20
      LAGGARD: excess_drawdown_pctp >= 5 OR recovery_ratio_20d < 0.80 OR rs_line_20d_slope
        < 0
      BROKEN: excess_drawdown_pctp >= 10 AND (recovery_ratio_20d < 0.50 OR rs_line_60d_slope
        < 0)
    output:
      fields:
      - stock_drawdown_from_high_pct
      - excess_drawdown_pctp
      - recovery_ratio_5d
      - recovery_ratio_20d
      - downside_beta
      - rs_ratio_5d
      - rs_ratio_20d
      - rs_ratio_60d
      - rs_line_20d_slope
      - rs_line_60d_slope
      - brt_verdict
      - brt_method
    missing_policy: 필수 KOSPI 또는 종목 수익률 누락 시 brt_verdict=UNKNOWN, LLM 대체 계산 금지.
    ground_truth: harness
    llm_allowed: cite_only
    prohibition:
    - LLM이 excess_drawdown/recovery_ratio/downside_beta/rs_slope를 직접 계산 금지
    - brt_verdict=BROKEN 종목을 낙폭과대 매수 기회로 서술 금지
    version: 2026-05-21_BRT_V1_C2
    owner: quant_team
    lifecycle_state: active
    input_fields:
    - price.ret5D
    - price.ret20D
    - price.ret60D
    - price.close
    - high52w
    - globalKospiRet5D_
    - globalKospiRet20D_
    - globalKospiRet60D_
    - globalKospiDrawdown_
    output_fields: []
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  RS_VERDICT_V2:
    purpose: RS_VERDICT_V1과 BENCHMARK_RELATIVE_TIMESERIES_V1의 brt_verdict를 보수적으로 융합한다.
    applicable: BRT_V1 직후. 기존 rs_verdict 필드명은 최종 V2 결과로 유지하고 rs_verdict_v1_raw를 감사용
      보존.
    inputs:
    - field: rs_verdict_v1_raw
      unit: enum
    - field: brt_verdict
      unit: enum [LEADER,MARKET,LAGGARD,BROKEN,UNKNOWN]
    fusion_logic:
      BROKEN: rs_verdict_v1_raw=BROKEN OR brt_verdict=BROKEN
      LAGGARD: rs_verdict_v1_raw=LAGGARD OR brt_verdict=LAGGARD, 단 BROKEN 아님
      LEADER: rs_verdict_v1_raw=LEADER AND brt_verdict=LEADER
      MARKET: 그 외
    special_cases:
    - brt_verdict=LEADER AND rs_verdict_v1_raw=LAGGARD -> MARKET
    - brt_verdict=BROKEN AND rs_verdict_v1_raw=LEADER -> LAGGARD
    output:
      field: rs_verdict
      additional_fields:
      - rs_verdict_v1_raw
      - rs_verdict_source
    ground_truth: harness
    llm_allowed: cite_only
    version: 2026-05-21_RS_VERDICT_V2
    owner: quant_team
    lifecycle_state: active
    input_fields:
    - rs_verdict_v1_raw
    - brt_verdict
    output_fields:
    - rs_verdict
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  SATELLITE_AGGREGATE_PNL_GATE_V1:
    purpose: 위성 합산 평가손익이 코어 수익을 잠식하는 정도를 추적해 위성 전략 실패를 감지한다.
    inputs:
    - field: position_class
      unit: enum [core,satellite]
    - field: profit_loss
      unit: KRW
    computed:
      core_total_pnl_krw: sum(profit_loss for core)
      satellite_total_pnl_krw: sum(profit_loss for satellite)
      satellite_loss_to_core_gain_ratio: abs(min(0,satellite_total_pnl_krw)) / max(core_total_pnl_krw,1)
    gates:
      PASS: ratio < 0.25
      SAPG_ALERT: 0.25 <= ratio < 0.50
      SAPG_CRITICAL: ratio >= 0.50
    output:
      field: sapg_status
      additional_fields:
      - core_total_pnl_krw
      - satellite_total_pnl_krw
      - satellite_loss_to_core_gain_ratio
    ground_truth: harness
    llm_allowed: cite_only
    version: 2026-05-21_SAPG_V1
    owner: quant_team
    lifecycle_state: active
    input_fields:
    - position_class
    - profit_loss
    output_fields:
    - sapg_status
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  HARNESS_DATA_FRESHNESS_GATE_V1:
    purpose: 'harness_context 주요 입력 데이터의 영업일 기준 신선도를 검증한다. 신선도 부족 시 BRT/SAPG/SAQG
      결과의 신뢰도 등급을 자동 하향하고 STALE_BLOCK 상태에서 HTS 주문표 생성을 차단한다.

      '
    applicable: buildHarnessContext_ 가장 먼저 실행 (모든 공식 선행).
    inputs:
    - field: metadata.generated_at
      unit: datetime
    - field: metadata.market_date
      unit: date
    - field: today_date
      unit: date
    computed:
      data_age_business_days: business_days_diff(today_date, metadata.market_date)
    freshness_status:
      FRESH:
        condition: data_age_business_days <= 1
        note: 정상
      STALE_1D:
        condition: data_age_business_days == 2
        harness_impact: brt_method에 STALE_1D 태그
      STALE_WARN:
        condition: data_age_business_days IN [3,4]
        harness_impact: brt_verdict LOW, ELIGIBLE -> WATCHLIST_ONLY
      STALE_BLOCK:
        condition: data_age_business_days >= 5
        harness_impact: brt_verdict=DATA_STALE_BLOCKED, HTS 주문표 생성 금지
    output:
      field: data_freshness_status
      additional_fields:
      - data_age_business_days
      - freshness_degraded_gates
    ground_truth: harness
    llm_allowed: cite_only
    prohibition:
    - STALE_BLOCK 상태에서 BRT 결과로 주문 생성 금지
    - LLM이 신선도를 임의 판단하거나 사용 가능으로 완화 금지
    version: 2026-05-21_HDFG_V1
    owner: quant_team
    lifecycle_state: active
    input_fields:
    - metadata.generated_at
    - metadata.market_date
    - today_date
    output_fields:
    - data_freshness_status
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  INTRADAY_ACTION_MATRIX_V1:
    purpose: '장중 시각(capture_time)에 따라 허용·금지 액션을 테이블로 고정한다. 09:31 캡처임에도 전체 주간 전략 출력(E4
      오류) 재발 방지.

      '
    applicable: DETERMINISTIC_ROUTING_ENGINE_V1 STAGE 1. capture_time 확정 직후.
    inputs:
    - field: capture_time
      unit: HH:MM
      note: account_snapshot에서 자동 추출
    - field: market_date
      unit: date
    time_slot_table:
      09:00-09:30:
        label: OPEN_AUCTION
        allowed_actions:
        - WATCH_ONLY
        blocked_actions:
        - BUY
        - SELL
        - TRIM
      09:30-10:30:
        label: EARLY_SESSION
        allowed_actions:
        - TRIM_ONLY
        blocked_actions:
        - BUY
        - SELL_ALL
        note: OVERSOLD_REBOUND_SELL 제외
      10:30-14:00:
        label: MID_SESSION
        allowed_actions:
        - TRIM
        - STAGED_SELL
        - WATCH
        blocked_actions:
        - BUY_NEW
        - SELL_ALL
      14:00-15:00:
        label: LATE_SESSION
        allowed_actions:
        - TRIM
        - STAGED_SELL
        blocked_actions:
        - BUY_NEW
        - SELL_ALL
      15:00-15:20:
        label: PRE_CLOSE
        allowed_actions:
        - TRIM_ONLY
        blocked_actions:
        - BUY
        - SELL_ALL
      15:20-15:30:
        label: CLOSE_VERIFY
        allowed_actions:
        - ALL_ACTIONS_ALLOWED
        blocked_actions: []
        note: 종가 근처 재검증 후 실행. 모든 액션 허용.
      15:30+:
        label: POST_MARKET
        allowed_actions:
        - REBALANCING_REVIEW
        - NEXT_DAY_PLAYBOOK
        blocked_actions:
        - HTS_IMMEDIATE_EXECUTION
      BEFORE_MARKET:
        label: PRE_MARKET
        allowed_actions:
        - PLAYBOOK_DRAFT
        blocked_actions:
        - HTS_IMMEDIATE_EXECUTION
    output:
      fields:
      - field: time_slot_label
        unit: enum
      - field: allowed_intraday_actions
        unit: list
      - field: blocked_intraday_actions
        unit: list
    ground_truth: harness
    llm_allowed: cite_only
    prohibition:
    - allowed_intraday_actions[]에 없는 주문 유형을 보고서에 생성 금지
    - 09:00-10:30 캡처 시 BUY/SELL_ALL 주문표 생성 금지
    - TRIM_ONLY 구간에서 주간 전략·종가 예측 등 전체 보고서 출력 금지 — 해당 섹션은 '15:20 재실행 예정' 표기
    canonical_ref: AGENTS.md:Direction A3, Direction 0(장중 제약)
    version: 2026-05-22_3RD_HARNESS
    owner: quant_team
    lifecycle_state: active
    input_fields:
    - capture_time
    - market_date
    output_fields: []
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  ANTI_CHASING_VELOCITY_V1:
    purpose: '가격 상승 속도가 국면별 임계값 초과 시 BUY를 결정론적으로 차단한다. N2(거래량 확인)만으로는 막지 못하는 속도 기반
      뒷박 매수 원천 차단.

      '
    applicable: _addTickerGates_ 내 alpha_lead_score 산출 직후.
    inputs:
    - field: close
      unit: KRW_per_share
    - field: close_1d_ago
      unit: KRW_per_share
    - field: close_5d_ago
      unit: KRW_per_share
    - field: market_regime
      unit: enum
    computed:
      velocity_1d: (close - close_1d_ago) / close_1d_ago * 100
      velocity_5d: (close - close_5d_ago) / close_5d_ago * 100
    thresholds_by_regime:
      EVENT_SHOCK:
        v1d_max: 2
        v5d_max: 5
        verdict: BLOCK_CHASE_SHOCK
      RISK_OFF:
        v1d_max: 3
        v5d_max: 7
        verdict: BLOCK_CHASE_RISKOFF
      NEUTRAL:
        v1d_max: 4
        v5d_max: 9
        verdict: WARN_CHASE_NEUTRAL
      RISK_ON:
        v1d_max: 5
        v5d_max: 12
        verdict: WARN_CHASE_RISKON
      CLA:
        v1d_max: 6
        v5d_max: 15
        verdict: WARN_CHASE_CLA
    actions:
      BLOCK_CHASE: BUY 금지. alpha_lead_score에 -15 페널티 적용.
      WARN_CHASE: BUY 주문표에 '속도 추격 경고 — 풀백 대기 권고' 표기.
      CLEAR: 정상. 속도 기반 차단 없음.
    output:
      field: anti_chasing_velocity_status
      values:
      - BLOCK_CHASE_SHOCK
      - BLOCK_CHASE_RISKOFF
      - WARN_CHASE_NEUTRAL
      - WARN_CHASE_RISKON
      - WARN_CHASE_CLA
      - CLEAR
      additional_fields:
      - velocity_1d
      - velocity_5d
      - velocity_penalty_applied
    ground_truth: harness
    llm_allowed: cite_only
    prohibition:
    - BLOCK_CHASE 상태에서 '분위기 좋으니 추격 매수 괜찮다' 우회 서술 금지
    - LLM이 velocity 직접 계산 금지 — 하네스 산출값만 인용
    canonical_ref: AGENTS.md:Direction B1
    version: 2026-05-22_3RD_HARNESS
    owner: quant_team
    lifecycle_state: active
    input_fields:
    - close
    - close_1d_ago
    - close_5d_ago
    - market_regime
    output_fields:
    - anti_chasing_velocity_status
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  DETERMINISTIC_ROUTING_ENGINE_V1:
    purpose: '"LLM이 먼저 판단 → 하네스가 검증" 구조를 역전. 9단계 라우팅을 고정 순서로 실행하고 LLM은 최종 결과의 보고관으로만
      동작. 라우팅 단계 건너뜀 및 순서 변경 절대 금지.

      '
    applicable: 모든 분석 보고서 생성 최선행. STAGE 0부터 순서대로 실행.
    inputs:
    - field: harness_context
      unit: json
      note: 전체 하네스 컨텍스트 — 모든 STAGE 결과 포함
    output:
      field: routing_execution_log
      schema:
      - stage: int
        status: PASS|BLOCKED|SKIPPED
        output_key: string
        elapsed_ms: int
    routing_stages:
      STAGE_0:
        name: HARNESS_DATA_FRESHNESS_GATE_V1
        action: STALE_BLOCK → 즉시 중단. 보고서 생성 금지. 데이터 갱신 요청만 출력.
      STAGE_1:
        name: INTRADAY_ACTION_MATRIX_V1
        action: capture_time 기반 허용·금지 액션 테이블 확정. TRIM_ONLY 구간이면 간소화 모드.
      STAGE_2:
        name: PORTFOLIO_HEALTH_SCORE_V1
        action: CRITICAL → 긴급 섹션 필수 출력 후 진행.
      STAGE_3:
        name: RISK_GATE_CHECKLIST (10개 순서 고정)
        gates:
        - cash_floor_status
        - heat_gate_status
        - drawdown_guard_state
        - portfolio_drawdown_gate
        - portfolio_beta_gate+PORTFOLIO_CORRELATION_GATE
        - sector_concentration_gate
        - semiconductor_cluster_gate
        - position_count_gate
        - win_loss_streak_state
        - single_position_weight_gate
        action: BLOCK 있으면 blocked_actions[] 업데이트.
      STAGE_4:
        name: SELL_GATE_CHECKLIST (5개)
        gates:
        - stop_breach_gate
        - tp_trigger_gate
        - DISTRIBUTION_SELL_DETECTOR_V1
        - heat_concentration_gate
        - regime_transition_type
        action: sell_priority_decision_table 생성 (독립 표 필수).
      STAGE_5:
        name: CASH_RECOVERY (OPTIMIZER + WATERFALL)
        action: CASH_RECOVERY_OPTIMIZER_V1 → SELL_WATERFALL_ENGINE_V1 → SELL_PRICE_SANITY_V1.
      STAGE_6:
        name: BUY_SCREENING (6개 순서 고정)
        gates:
        - ANTI_CHASING_VELOCITY_V1
        - PULLBACK_ENTRY_TRIGGER_V1
        - N2_VOLUME_BREAKOUT
        - K1_TRANCHE
        - RAG+SFG+SATELLITE_LIFECYCLE
        - SECTOR_ROTATION+PRE_DISTRIBUTION
        action: buy_candidates_json 확정.
      STAGE_7:
        name: QUANTITY_FINALIZATION
        action: ATR20 기반 atr_qty → regime_size_scale × drawdown_buy_scale → TP_QUANTITY_LADDER
          → SELL_PRICE_SANITY 재검증.
      STAGE_8:
        name: SHADOW_LEDGER_SEPARATION
        action: PASS → HTS 주문표. 비PASS → Shadow Ledger (I4 컬럼명 규칙).
      STAGE_9:
        name: REPORT_ASSEMBLY (LLM)
        action: 하네스 결과를 정해진 양식으로 서술. 숫자 1원·1주 변경 금지. LLM_SERVING_CONSTRAINT_V1 적용.
    ground_truth: harness
    llm_allowed: STAGE_9 보고서 작성만 허용
    prohibition:
    - STAGE 건너뜀 금지
    - STAGE_0 STALE_BLOCK 시 전체 보고서 생성 금지
    - STAGE_9에서 LLM이 숫자 변경 금지 — 보고관(Clerk)으로만 동작
    canonical_ref: AGENTS.md:Direction D1, Direction Q(QEH)
    version: 2026-05-22_3RD_HARNESS
    owner: quant_team
    lifecycle_state: active
    input_fields:
    - harness_context
    output_fields:
    - routing_execution_log
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  LLM_SERVING_CONSTRAINT_V1:
    purpose: 'LLM이 보고서 작성 시 침범 금지 영역 8개를 명시적으로 잠금. HS011 확장판. 30년 실전 전문가의 정밀도는 자유로운
      해석이 아닌 규칙 준수에서 나온다.

      '
    applicable: DETERMINISTIC_ROUTING_ENGINE_V1 STAGE_9 진입 직전 검사.
    inputs:
    - field: harness_context
      unit: json
      note: LLM 보고서 생성 전 전체 컨텍스트 검사
    output:
      field: serving_constraint_check
      schema:
        violations_detected: list [FB_code]
        allowed_actions_taken: list [AL_code]
    forbidden_actions:
      FB1: 가격·수량 즉석 계산 → DATA_MISSING 표기만 허용 (HS011)
      FB2: 하네스 판정 '이번만 예외' 번복
      FB3: '''분위기가 좋으니'' 류 감성 서술로 BLOCK 우회'
      FB4: rule_id 없는 판단 서술 (근거 공식 ID 없이 결론 금지)
      FB5: 매수와 매도를 같은 문단에 연결 서술 (BRT3 재투자 연결 금지)
      FB6: 목표 달성률 압박으로 리스크 게이트 완화 서술 (M4 압박 금지)
      FB7: 외부 웹 데이터로 prices_json 덮어쓰기 (G3 외부 격리)
      FB8: 손절가·익절가 null인 종목에 '보유 유지' 단독 서술
    allowed_roles:
      AL1: 하네스 결과의 '왜 이 점수인가?' 배경 설명
      AL2: 뉴스·이벤트·섹터 흐름 질적 리스크 합성
      AL3: '''만약 반도체가 추가 하락하면...'' 시나리오 제시'
      AL4: N4 HOLDING_STALE_REVIEW 연동 보유 근거 재확인
    ground_truth: harness
    llm_allowed: cite_only
    prohibition:
    - 8개 금지 영역은 어떤 조건에서도 침범 불가
    - '위반 항목은 ''[LLM_SERVING_CONSTRAINT: FB{N} 위반]''으로 보고서에 표시'
    canonical_ref: AGENTS.md:Direction D2, Direction Q(QEH), HS011
    version: 2026-05-22_3RD_HARNESS
    owner: quant_team
    lifecycle_state: active
    input_fields:
    - harness_context
    output_fields:
    - serving_constraint_check
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  HORIZON_ALLOCATION_LOCK_V1:
    purpose: 단기/중기/장기 투자 버킷별 비중 상한을 적용해 기간 혼재와 과집중을 차단.
    inputs:
    - field: invest_horizon
      unit: enum
      optional: true
    - field: market_value_krw
      unit: KRW
      optional: true
    - field: total_asset_krw
      unit: KRW
    output:
      field: horizon_allocation_json
    llm_allowed: cite_only
    version: 2026-05-25_PROPOSAL53
    owner: quant_team
    lifecycle_state: active
    input_fields:
    - invest_horizon
    - market_value_krw
    - total_asset_krw
    output_fields:
    - horizon_allocation_json
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  FUNDAMENTAL_MULTI_FACTOR_SCORE_V2:
    purpose: 이익률/성장률/점유율/현금흐름/부채를 종합 점수화해 매수 허용을 잠금.
    inputs:
    - field: roe_pct
      unit: percent
      optional: true
    - field: opm_pct
      unit: percent
      optional: true
    - field: revenue_growth_pct
      unit: percent
      optional: true
    - field: op_income_growth_pct
      unit: percent
      optional: true
    - field: market_share_proxy_pct
      unit: percent
      optional: true
    - field: operating_cf_krw
      unit: KRW
      optional: true
    - field: free_cf_krw
      unit: KRW
      optional: true
    - field: debt_ratio_pct
      unit: percent
      optional: true
    output:
      field: fundamental_multifactor_json
    llm_allowed: cite_only
    version: 2026-05-25_PROPOSAL54
    owner: quant_team
    lifecycle_state: active
    input_fields:
    - roe_pct
    - opm_pct
    - revenue_growth_pct
    - op_income_growth_pct
    - market_share_proxy_pct
    - operating_cf_krw
    - free_cf_krw
    - debt_ratio_pct
    output_fields:
    - fundamental_multifactor_json
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  MARKET_SHARE_MOMENTUM_PROXY_V1:
    purpose: 상대 성장/RS 기반 점유율 모멘텀 프록시를 산출해 공격 매수 여부를 잠금.
    inputs:
    - field: revenue_growth_pct
      unit: percent
      optional: true
    - field: alpha_lead_score
      unit: score
      optional: true
    output:
      field: market_share_proxy_json
    llm_allowed: cite_only
    version: 2026-05-25_PROPOSAL54
    owner: quant_team
    lifecycle_state: active
    input_fields:
    - revenue_growth_pct
    - alpha_lead_score
    output_fields:
    - market_share_proxy_json
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  ROUTING_EXECUTION_LOG_TABLE_V1:
    purpose: 'DETERMINISTIC_ROUTING_ENGINE_V1 11단계(①CV-V2사전검증 ②데이터신선도 ③장중판별 ④포트폴리오상태
      ⑤거시이벤트동기화 ⑥선제매도레이더 ⑦매수타이밍게이트 ⑧매도우선순위/현금확보 ⑨RS/위성품질 ⑩가격정규화/검증 ⑪LLM서빙)의 실행 로그를
      표로 강제 출력한다. GAS 미보고 단계는 결정론 fallback으로 보강. 누락 단계 > 0이면 INCOMPLETE_ROUTING_LOG.

      '
    inputs:
    - field: routing_execution_log
      unit: json
    - field: _harness_context
      unit: json
    output:
      field: routing_execution_log_v1_json
    expected_outputs:
    - gate
    - stage_coverage_pct
    - request_route
    llm_allowed: cite_only
    version: 2026-05-27_PHASE1
    owner: quant_team
    lifecycle_state: active
    input_fields:
    - routing_execution_log
    - _harness_context
    output_fields:
    - routing_execution_log_v1_json
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  FUNDAMENTAL_RAW_INGEST_V1:
    purpose: 'data_feed(Forward_PE/PBR/EPS)와 네이버 금융 fallback을 통해 보유 종목의 펀더멘털 raw 지표를
      수집하고 fundamental_raw_v1.json을 생성한다.

      '
    output:
      field: fundamental_raw_v1_json
    expected_outputs:
    - gate
    - coverage_pct
    - non_etf_count
    llm_allowed: cite_only
    version: 2026-05-27_PHASE2
    owner: quant_team
    lifecycle_state: active
    input_fields: []
    output_fields:
    - fundamental_raw_v1_json
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  FUNDAMENTAL_MULTIFACTOR_V3:
    purpose: 'ROE(25) + OPM(20) + OCF(15) + FCF(15) + Debt(10) + Valuation(15) = 100점
      6요소 결정론 공식으로 종목별 펀더멘털 등급을 산출한다. ETF는 별도 분류, 데이터 부족 시 보유 필드 기준 정규화 적용.

      '
    output:
      field: fundamental_multifactor_v3_json
    expected_outputs:
    - gate
    - grade_diverse
    - non_etf_count
    llm_allowed: cite_only
    version: 2026-05-27_PHASE2
    owner: quant_team
    lifecycle_state: active
    input_fields: []
    output_fields:
    - fundamental_multifactor_v3_json
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  HORIZON_CLASSIFICATION_V1:
    purpose: '펀더멘털 등급 + 이격도 + ATR% + RSI14 기반으로 종목별 투자 기간을 분류한다. LONG/MID/SHORT/ETF/UNKNOWN
      결정론 트리. HORIZON_ALLOCATION_LOCK_V1에 주입.

      '
    output:
      field: horizon_classification_v1_json
    expected_outputs:
    - gate
    - classified_pct
    - allocation_pct
    llm_allowed: cite_only
    version: 2026-05-27_PHASE2
    owner: quant_team
    lifecycle_state: active
    input_fields: []
    output_fields:
    - horizon_classification_v1_json
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  SMART_MONEY_FLOW_SIGNAL_V2:
    purpose: 'Frg_5D/20D + Inst_5D/20D 백분위 기반으로 종목별 스마트머니 흐름을 산출한다. STRONG_INFLOW
      / INFLOW / NEUTRAL / OUTFLOW / STRONG_OUTFLOW 라벨 분산 강제.

      '
    output:
      field: smart_money_flow_signal_v2_json
    expected_outputs:
    - gate
    - label_diversity
    - coefficient_of_variation
    llm_allowed: cite_only
    version: 2026-05-27_PHASE3
    owner: quant_team
    lifecycle_state: active
    input_fields: []
    output_fields:
    - smart_money_flow_signal_v2_json
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  GROWTH_RATE_SIGNAL_V1:
    purpose: 'EPS YoY / 매출 YoY 기반 성장률 시그널을 결정론적으로 산출한다. HYPER_GROWTH/GROWTH/FLAT/DECLINE/DATA_MISSING
      라벨과 단/중/장기 horizon 적합도를 포함한다.

      '
    output:
      field: growth_rate_signal_v1_json
    expected_outputs:
    - gate
    - label_counts
    - data_missing_pct
    llm_allowed: cite_only
    version: 2026-05-27_PHASE2B
    owner: quant_team
    lifecycle_state: active
    input_fields: []
    output_fields:
    - growth_rate_signal_v1_json
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  MARKET_SHARE_SIGNAL_V2:
    purpose: '실매출 점유율 데이터 없는 환경에서 AvgTradeValue_20D_M 백분위 + 외인/기관 수급 + 20일 모멘텀 3중
      프록시로 GAINING/STABLE/LOSING/NO_PEER_DATA를 산출한다. confidence는 항상 LOW(proxy 기반).
      실데이터 확보 시 HIGH confidence로 업그레이드 예정.

      '
    output:
      field: market_share_signal_v2_json
    expected_outputs:
    - gate
    - unique_states
    - non_etf_scored_count
    llm_allowed: cite_only
    version: 2026-05-27_PHASE2B
    owner: quant_team
    lifecycle_state: active
    input_fields: []
    output_fields:
    - market_share_signal_v2_json
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  PREDICTION_ACCURACY_HARNESS_V2:
    purpose: '운영 T+1/T+5/T+20 일치율을 90/30/7일 회전 윈도로 산출. calibration_state: CALIBRATED/MONITOR/PAE_CALIBRATION_REQUIRED/BUY_PROPOSAL_FROZEN_RECOMMEND.

      '
    output:
      file: Temp/prediction_accuracy_harness_v2.json
    expected_outputs:
    - calibration_state
    - t5_op_rate
    - t5_sample
    - window_90d_rate
    llm_allowed: cite_only
    version: 2026-05-28_PHASE4
    owner: quant_team
    lifecycle_state: active
    input_fields: []
    output_fields: []
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  VELOCITY_V1:
    purpose: '1일/5일 가격 속도를 계산해 뒷박 추격 차단과 풀백 트리거의 입력으로 공급한다.

      '
    inputs:
    - field: close_price
      unit: KRW_per_share
    - field: previous_close_price
      unit: KRW_per_share
    - field: ret5d
      unit: percent
    output:
      field: velocity_1d
    input_fields:
    - close
    - prevClose
    - ret5d
    expected_outputs:
    - velocity_1d
    - velocity_5d
    llm_allowed: cite_only
    version: 2026-05-30_PHASE8
    owner: quant_team
    lifecycle_state: active
    output_fields:
    - velocity_1d
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  PROFIT_LOCK_STAGE_V1:
    purpose: '수익률 구간을 NORMAL/BREAKEVEN/PROFIT_LOCK/APEX 계열로 분류한다.

      '
    inputs:
    - field: profit_pct
      unit: percent
    output:
      field: profit_lock_stage
    input_fields:
    - profit_pct
    expected_outputs:
    - stage
    llm_allowed: cite_only
    version: 2026-05-30_PHASE8
    owner: quant_team
    lifecycle_state: active
    output_fields:
    - profit_lock_stage
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  SEMICONDUCTOR_CLUSTER_GATE_V1:
    purpose: '반도체 클러스터 집중도와 국면별 차단/감축 여부를 판단한다.

      '
    inputs:
    - field: semiconductor_cluster_json
      unit: json
    - field: market_regime
      unit: enum
    output:
      field: semiconductor_cluster_gate
    input_fields:
    - combined_pct
    - market_regime
    expected_outputs:
    - semiconductor_cluster_gate
    - combined_pct
    llm_allowed: cite_only
    version: 2026-05-30_PHASE8
    owner: quant_team
    lifecycle_state: active
    output_fields:
    - semiconductor_cluster_gate
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  ANTI_WHIPSAW_GATE_V1:
    purpose: '반등/조정 혼선 구간에서 설거지성 매수와 성급한 매도를 차단한다.

      '
    inputs:
    - field: close_price
      unit: KRW_per_share
    - field: ma20
      unit: KRW_per_share
    - field: rsi14
      unit: points
    output:
      field: anti_whipsaw_status
    input_fields:
    - close
    - ma20
    - rsi14
    expected_outputs:
    - anti_whipsaw_status
    llm_allowed: cite_only
    version: 2026-05-30_PHASE8
    owner: quant_team
    lifecycle_state: active
    output_fields:
    - anti_whipsaw_status
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  BREAKEVEN_RATCHET_V1:
    purpose: '손익분기 이상 구간에서 손절선을 평단 이상으로 올리는 래칫을 산출한다.

      '
    inputs:
    - field: average_cost
      unit: KRW_per_share
    - field: highest_price_since_entry
      unit: KRW_per_share
    output:
      field: breakeven_stop_price
    input_fields:
    - average_cost
    - highest_close
    expected_outputs:
    - breakeven_stop_price
    llm_allowed: cite_only
    version: 2026-05-30_PHASE8
    owner: quant_team
    lifecycle_state: active
    output_fields:
    - breakeven_stop_price
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  CAPITAL_STYLE_ALLOCATION_V1:
    purpose: '투자성향별 자금 유동성/공격성 가중치와 conviction을 산출한다.

      '
    inputs:
    - field: smart_money_flow_signal_v2_json
      unit: json
    - field: fundamental_multifactor_v3_json
      unit: json
    - field: macro_event_ticker_impact_v1_json
      unit: json
    - field: liquidity_flow_signal_v1_json
      unit: json
    output:
      field: capital_style_conviction
    input_fields:
    - investor_style
    - liquidity_profile
    expected_outputs:
    - capital_style_conviction
    - capital_style_label
    llm_allowed: cite_only
    version: 2026-05-30_PHASE8
    owner: quant_team
    lifecycle_state: active
    output_fields:
    - capital_style_conviction
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  ARTIFACT_FRESHNESS_GATE_V1:
    purpose: '하네스 산출물의 타임스탬프를 검증해 신선도 게이트를 산출한다.

      '
    input_fields:
    - artifact_timestamp
    - max_age_hours
    expected_outputs:
    - freshness_gate
    - stale_artifacts
    llm_allowed: cite_only
    version: 2026-06-03_ORPHAN_RECONCILE
    owner: quant_team
    lifecycle_state: active
    output_fields: []
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  CANONICAL_ARTIFACT_RESOLVER_V1:
    purpose: '동일 의미의 중복 산출물 중 유일 출처를 지정해 단일 진실원장을 고정한다.

      '
    input_fields:
    - artifact_key
    - candidate_paths
    expected_outputs:
    - canonical_path
    - duplicate_artifacts
    llm_allowed: cite_only
    version: 2026-06-03_ORPHAN_RECONCILE
    owner: quant_team
    lifecycle_state: active
    output_fields: []
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  COMPLETION_GAP_V1:
    purpose: 'pass_100 기준 대비 미충족 항목과 격차를 정량화해 완료 갭 보고서를 산출한다.

      '
    input_fields:
    - pass_100_criteria
    - current_metrics
    expected_outputs:
    - completion_gap_score
    - failed_criteria_list
    llm_allowed: cite_only
    version: 2026-06-03_ORPHAN_RECONCILE
    owner: quant_team
    lifecycle_state: active
    output_fields: []
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  COMPREHENSIVE_PROPOSAL_V1:
    purpose: '매수·매도·보유·현금확보 전 섹션을 통합한 종합 제안서를 생성한다.

      '
    input_fields:
    - buy_proposals
    - sell_proposals
    - portfolio_state
    expected_outputs:
    - comprehensive_proposal
    - proposal_id
    llm_allowed: cite_only
    version: 2026-06-03_ORPHAN_RECONCILE
    owner: quant_team
    lifecycle_state: active
    output_fields: []
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  DATA_INTEGRITY_100_LOCK_V1:
    purpose: '핵심 데이터 필드의 정합성을 검증해 100% 잠금 게이트를 산출한다 (V2로 대체됨).

      '
    input_fields:
    - harness_context_fields
    expected_outputs:
    - data_integrity_gate
    - integrity_violations
    llm_allowed: cite_only
    version: 2026-06-03_ORPHAN_RECONCILE
    owner: quant_team
    lifecycle_state: active
    output_fields: []
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  DATA_INTEGRITY_100_LOCK_V2:
    purpose: '전 섹션 수치 일관성·출처 추적 가능성을 검증해 데이터 무결성 잠금을 산출한다.

      '
    input_fields:
    - report_sections
    - source_paths
    expected_outputs:
    - data_integrity_score
    - integrity_gate
    llm_allowed: cite_only
    version: 2026-06-03_ORPHAN_RECONCILE
    owner: quant_team
    lifecycle_state: active
    output_fields: []
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  DATA_INTEGRITY_SCORE_V1:
    purpose: '하네스 컨텍스트 전체의 데이터 무결성 점수를 산출한다.

      '
    input_fields:
    - harness_context
    expected_outputs:
    - data_integrity_score_v1
    llm_allowed: cite_only
    version: 2026-06-03_ORPHAN_RECONCILE
    owner: quant_team
    lifecycle_state: active
    output_fields: []
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  DATA_MATURITY_TRUTH_GATE_V1:
    purpose: 'type_A(결정론)/type_B(표본 의존) 축을 분리해 진실성 기반 성숙도 게이트를 산출한다.

      '
    input_fields:
    - type_a_metrics
    - type_b_metrics
    - sample_counts
    expected_outputs:
    - maturity_gate
    - truthful_100_axes
    - pending_evidence_axes
    llm_allowed: cite_only
    version: 2026-06-03_ORPHAN_RECONCILE
    owner: quant_team
    lifecycle_state: active
    output_fields: []
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  DATA_MATURITY_TRUTH_GATE_VALIDATOR_V1:
    purpose: 'DATA_MATURITY_TRUTH_GATE_V1 산출값의 형식·범위 유효성을 검증한다.

      '
    input_fields:
    - maturity_gate_output
    expected_outputs:
    - validation_result
    - validation_errors
    llm_allowed: cite_only
    version: 2026-06-03_ORPHAN_RECONCILE
    owner: quant_team
    lifecycle_state: active
    output_fields: []
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  PROFIT_GIVEBACK_RATCHET_FACTOR_V1:
    purpose: 수익금 보전 ATR 기반 동적 래칫 — 번 돈을 지키는 원칙 (Direction E1·L2·R4 확장)
    agents_md_ref: Direction E1(APEX_SUPER), L2(ATR 트레일링), R4(전 보유종목 coverage)
    inputs:
    - field: prev_trail_stop
      unit: KRW_per_share
    - field: high_since_entry
      unit: KRW_per_share
    - field: atr20
      unit: KRW_per_share
    - field: market_regime
      unit: enum
    - field: profit_pct
      unit: percent
    expression: trail_stop = max(prev_trail_stop, high_since_entry - k * atr20)
    components:
      k_regime_map:
        APEX_SUPER_ge_50pct: 1.0
        APEX_TRAILING_ge_40pct: 1.5
        PROFIT_LOCK_30_ge_30pct: 2.0
        PROFIT_LOCK_20_ge_20pct: 2.0
        PROFIT_LOCK_10_ge_10pct: 2.5
        BREAKEVEN_RATCHET_ge_0pct: null
        NORMAL_lt_0pct: null
        calibration_status: EXPERT_PRIOR
    output:
      field: auto_trailing_stop
      unit: KRW_per_share
    gate:
      coverage_check: ratchet_coverage_pct == 100 (Direction R4 CHECK_64)
      fail_action: BLOCK 보고서 발행
    missing_policy: atr20 미확인 시 BREAKEVEN_RATCHET(=avg_cost*1.00) 적용
    implementation: tools/build_ratchet_trailing_general_v1.py:NF5
    calibration_ref: spec/calibration_registry.yaml:NF5 k값 (EXPERT_PRIOR)
    version: 2026-06-04_NF5
    owner: quant_team
    lifecycle_state: active
    input_fields:
    - prev_trail_stop
    - high_since_entry
    - atr20
    - market_regime
    - profit_pct
    output_fields:
    - auto_trailing_stop
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation