kjh2064
416da59607
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>
35 lines
768 B
YAML
35 lines
768 B
YAML
meta:
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has_code_implementation: true
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code_path:
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- spec\43_quant_factor_taxonomy.yaml
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schema_version: quant_factor_taxonomy.v1
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purpose: Classify factors by horizon, decay, and conflict policy.
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factor_horizons:
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- scalping
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- short
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- mid
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- long
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required_lifecycle_fields:
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- factor_id
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- hypothesis
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- market_regime_applicability
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- horizon
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- decay_half_life
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- input_fields
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- formula_id
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- data_quality_requirements
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- expected_edge_formula
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- conflict_precedence
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- position_sizing_impact
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- exit_impact
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- golden_cases
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- shadow_start_date
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- activation_threshold
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- retirement_condition
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- owner
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factor_retirement_policy:
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no_edge_improvement_lookback_days: 90
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shadow_only_before_activation: true
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retire_when_no_edge_or_high_conflict: true
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conflict_policy: gate_precedence
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