QuantEngineByItz/spec/formulas/domains/reporting.yaml

schema_version: formula_domain.v1
source: C:\Temp\data_feed\spec\13_formula_registry.yaml
domain: reporting
formulas:
  FLOW_CREDIT_V1:
    purpose: 가격·거래량·5D 수급 품질을 0~1 점수로 계산
    inputs:
    - field: close_price
      unit: KRW_per_share
    - field: open_price
      unit: KRW_per_share
      optional: true
    - field: previous_close_price
      unit: KRW_per_share
      optional: true
    - field: volume
      unit: shares
    - field: avg_volume_5d
      unit: shares
    - field: frg_5d_sh
      unit: shares
    - field: inst_5d_sh
      unit: shares
    - field: flow_ok
      unit: none
    components:
      C1_price_action:
        expression: 1 if close_price >= open_price OR close_price > previous_close_price
          else 0
        weight: 0.3
        missing_action: 0
      C2_volume_action:
        expression: 1 if volume >= avg_volume_5d * 1.20 else 0
        weight: 0.3
        missing_action: 0
      C3_flow_action:
        expression: 1 if flow_ok == true AND (frg_5d_sh + inst_5d_sh) > 0 else 0
        weight: 0.4
        missing_action: 0
    expression: C1_price_action*0.30 + C2_volume_action*0.30 + C3_flow_action*0.40
    output:
      field: flow_credit
      unit: ratio_0_1
    hard_override:
    - condition: C1_price_action == 0 AND C2_volume_action == 0
      result: 0
      reason: C3 단독 충족은 물량 받기로 간주
    canonical_ref: spec/02_data_contract.yaml:quant_feed_contract.investor_flow_rules.active_quality_gate
    owner: quant_team
    lifecycle_state: active
    input_fields:
    - close_price
    - open_price
    - previous_close_price
    - volume
    - avg_volume_5d
    - frg_5d_sh
    - inst_5d_sh
    - flow_ok
    output_fields:
    - flow_credit
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  TRADE_QUALITY_SCORER_V1:
    purpose: '실행된 매수·매도를 T+1/T+5/T+20 기준으로 자동 채점해 뒷박/설거지/저점 투매를 데이터로 증명. O4(WIN_LOSS_STREAK_GUARD_V1)
      개선 피드백 루프.

      '
    applicable: monthly_history 업데이트 배치. 진입 후 T+5, T+20 경과 시 자동 평가.
    inputs:
    - field: velocity_1d_at_entry
      unit: percent
      note: buy quality — 진입 당일 속도
    - field: entry_price
      unit: KRW_per_share
      note: buy quality
    - field: ma20_at_entry
      unit: KRW_per_share
      note: buy quality
    - field: volume_ratio_at_entry
      unit: ratio
      note: buy quality
    - field: t5_return_pct
      unit: percent
      optional: true
      note: buy quality T+5
    - field: t20_vs_core_pctp
      unit: percent
      optional: true
      note: buy quality T+20 alpha
    - field: sell_price
      unit: KRW_per_share
      note: sell quality
    - field: ma20_at_sell
      unit: KRW_per_share
      note: sell quality
    - field: average_cost
      unit: KRW_per_share
      note: sell quality — 평단
    - field: price_t5_after_sell
      unit: KRW_per_share
      optional: true
      note: sell quality T+5 사후
    - field: cash_recovered_krw
      unit: KRW
      note: sell quality — 실제 회수액
    - field: cash_shortfall_min_krw
      unit: KRW
      note: sell quality — 목표 현금 부족분
    scoring:
      buy_score:
        velocity_ok:
          condition: velocity_1d_at_entry < 1
          points: 20
        ma20_proximity:
          condition: entry_price <= ma20_at_entry * 1.01
          points: 20
        volume_confirm:
          condition: volume_ratio_at_entry >= 1.2
          points: 20
        t5_positive:
          condition: t5_return_pct > 0
          points: 20
        t20_alpha:
          condition: t20_vs_core_pctp > 0
          points: 20
      sell_score:
        above_ma20:
          condition: sell_price >= ma20_at_sell * 0.99
          points: 25
        above_cost:
          condition: sell_price >= average_cost
          points: 25
        not_too_early:
          condition: price_t5_after_sell is null OR price_t5_after_sell < sell_price
          points: 25
        cash_goal_met:
          condition: cash_recovered_krw >= cash_shortfall_min_krw
          points: 25
    grade_table:
      90100:
        grade: EXCELLENT
        tag: GOOD_EXECUTION
      7589:
        grade: GOOD
        tag: GOOD_EXECUTION
      6074:
        grade: ACCEPTABLE
        tag: REVIEW_NEEDED
      4059:
        grade: POOR
        tag: CHASE_ENTRY_OR_PANIC_EXIT
      0_39:
        grade: CRITICAL
        tag: PATTERN_ALERT
    feedback_tags:
    - CHASE_ENTRY
    - PANIC_EXIT
    - DISTRIBUTION_ENTRY
    - OVERSOLD_PANIC
    - GOOD_EXECUTION
    output:
      field: trade_quality_json
      schema:
      - ticker: 종목코드
        action: BUY|SELL
        score: 0~100
        grade: enum
        feedback_tag: enum
    ground_truth: harness
    llm_allowed: cite_only
    prohibition:
    - LLM이 trade_quality_score를 즉석 계산 금지
    - POOR/CRITICAL 종목에 '이번엔 괜찮다' 임의 판단 금지
    canonical_ref: AGENTS.md:Direction F1, O4(WIN_LOSS_STREAK)
    version: 2026-05-22_3RD_HARNESS
    owner: quant_team
    lifecycle_state: active
    input_fields:
    - velocity_1d_at_entry
    - entry_price
    - ma20_at_entry
    - volume_ratio_at_entry
    - t5_return_pct
    - t20_vs_core_pctp
    - sell_price
    - ma20_at_sell
    - average_cost
    - price_t5_after_sell
    - cash_recovered_krw
    - cash_shortfall_min_krw
    output_fields:
    - trade_quality_json
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  PATTERN_BLACKLIST_AUTO_V1:
    purpose: '같은 종목에서 3회 이상 POOR/CRITICAL grade가 누적되면 자동으로 강화 제한 적용. "같은 실수를 4번째는
      시스템이 막는다."

      '
    applicable: TRADE_QUALITY_SCORER_V1 이후. monthly_history 배치.
    inputs:
    - field: trade_quality_json
      unit: array
    - field: monthly_history
      unit: array
    trigger:
      condition: 동일 ticker, grade IN [POOR, CRITICAL] 누적 횟수 >= 3
      action: PATTERN_BLACKLIST_TRIGGERED
    restrictions_applied:
      saqg_downgrade: 해당 ticker SAQG를 EXCLUDED로 자동 격하 (BUY 완전 차단)
      alpha_score_cap: alpha_lead_score 상한 50점 적용
      llm_ban: LLM '이번엔 다르다' 서술 금지 — Override는 사용자 수동 확인만 허용
    release_condition: 3회 연속 GOOD 이상 달성 시 블랙리스트 해제
    output:
      field: pattern_blacklist_status
      values:
      - TRIGGERED
      - CLEAR
      - NOT_APPLICABLE
      additional_fields:
      - blacklist_ticker
      - accumulated_poor_count
      - release_condition_met
    ground_truth: harness
    llm_allowed: cite_only
    prohibition:
    - TRIGGERED 종목에 예외 매수 서술 금지
    - 블랙리스트 해제를 LLM이 임의 선언 금지 — 3회 연속 GOOD 조건 충족만
    canonical_ref: AGENTS.md:Direction F2, TRADE_QUALITY_SCORER_V1, SAQG
    version: 2026-05-22_3RD_HARNESS
    owner: quant_team
    lifecycle_state: active
    input_fields:
    - trade_quality_json
    - monthly_history
    output_fields:
    - pattern_blacklist_status
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  FUNDAMENTAL_QUALITY_GATE_V1:
    purpose: 펀더멘털 품질(ROE/이익성장/부채/현금흐름/밸류)을 결정론적으로 점수화해 BUY 허용 여부를 잠금.
    inputs:
    - field: roe_pct
      unit: percent
      optional: true
    - field: op_income_growth_pct
      unit: percent
      optional: true
    - field: debt_ratio_pct
      unit: percent
      optional: true
    - field: operating_cf_krw
      unit: KRW
      optional: true
    - field: pe_ttm
      unit: ratio
      optional: true
    output:
      field: fundamental_quality_json
    llm_allowed: cite_only
    version: 2026-05-25_PROPOSAL53
    owner: quant_team
    lifecycle_state: active
    input_fields:
    - roe_pct
    - op_income_growth_pct
    - debt_ratio_pct
    - operating_cf_krw
    - pe_ttm
    output_fields:
    - fundamental_quality_json
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  ROUTING_SERVING_DECISION_TRACE_V2:
    purpose: 라우팅→서빙→게이트 경로를 단일 trace JSON으로 고정해 사후감사 가능성 확보.
    inputs:
    - field: routing_trace_json
      unit: json
    - field: export_gate_json
      unit: json
    output:
      field: routing_serving_trace_v2_json
    llm_allowed: cite_only
    version: 2026-05-25_PROPOSAL53
    owner: quant_team
    lifecycle_state: active
    input_fields:
    - routing_trace_json
    - export_gate_json
    output_fields:
    - routing_serving_trace_v2_json
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  EARNINGS_GROWTH_QUALITY_GATE_V1:
    purpose: 분기/연간 이익 성장 일관성으로 매수 게이트를 잠금.
    inputs:
    - field: eps_growth_qoq_pct
      unit: percent
      optional: true
    - field: eps_growth_yoy_pct
      unit: percent
      optional: true
    output:
      field: earnings_growth_quality_json
    llm_allowed: cite_only
    version: 2026-05-25_PROPOSAL54
    owner: quant_team
    lifecycle_state: active
    input_fields:
    - eps_growth_qoq_pct
    - eps_growth_yoy_pct
    output_fields:
    - earnings_growth_quality_json
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  ROUTING_DECISION_EXPLAIN_LOCK_V1:
    purpose: 최종 의사결정 게이트 경로와 차단사유를 JSON으로 고정.
    inputs:
    - field: export_gate_json
      unit: json
    output:
      field: routing_decision_explain_json
    llm_allowed: cite_only
    version: 2026-05-25_PROPOSAL54
    owner: quant_team
    lifecycle_state: active
    input_fields:
    - export_gate_json
    output_fields:
    - routing_decision_explain_json
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  BLANK_CELL_AUDIT_V1:
    purpose: '보고서 GFM 표의 빈 셀·일률 stub 라벨을 감사하여 셀-레벨 결정론 충족 여부를 판정한다. 금지 일률값(데이터 누락/NEUTRAL/LOSING/정상/-/빈문자)이
      하나라도 있으면 INCOMPLETE_TABLE. enforcement_mode_until 이전은 WARN_ONLY, 이후 hard-block.

      '
    inputs:
    - field: operational_report_json
      unit: json
    output:
      field: blank_cell_audit_v1_json
    expected_outputs:
    - gate
    - blank_fill_pct
    - incomplete_tables
    - enforcement_mode
    llm_allowed: cite_only
    version: 2026-05-27_PHASE1
    owner: quant_team
    lifecycle_state: active
    input_fields:
    - operational_report_json
    output_fields:
    - blank_cell_audit_v1_json
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  EJCE_VIEW_RENDERER_V1:
    purpose: 'ejce_consensus_table의 Analyst/Trader/Quant 본문 셀을 결정론 템플릿으로 채운다. AGENTS.md
      EJ1 의무: 3관점 모두 인용. 본문 셀 비면 INCOMPLETE_EJCE_REPORT.

      '
    inputs:
    - field: ejce_json
      unit: json
    - field: alpha_lead_json
      unit: json
    - field: breakout_quality_gate_json
      unit: json
    - field: anti_chasing_velocity_json
      unit: json
    - field: heat_concentration_json
      unit: json
    - field: portfolio_alpha_confidence
      unit: score
    output:
      field: ejce_view_renderer_v1_json
    expected_outputs:
    - gate
    - blank_view_count
    - row_count
    llm_allowed: cite_only
    version: 2026-05-27_PHASE1
    owner: quant_team
    lifecycle_state: active
    input_fields:
    - ejce_json
    - alpha_lead_json
    - breakout_quality_gate_json
    - anti_chasing_velocity_json
    - heat_concentration_json
    - portfolio_alpha_confidence
    output_fields:
    - ejce_view_renderer_v1_json
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  EARNINGS_QUALITY_SIGNAL_V1:
    purpose: 'OPM(영업이익률) 기반 이익 품질을 결정론적으로 라벨링한다. EXPANDING/STABLE/CONTRACTING/VOLATILE/DATA_MISSING
      라벨과 buy_modifier(+10 ~ -15)를 종목별로 산출한다.

      '
    output:
      field: earnings_quality_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:
    - earnings_quality_signal_v1_json
    missing_policy: DATA_MISSING. 계산 결과를 추정하지 않는다.
    golden_cases: []
    activation_threshold:
      min_t20_sample: 30
    retirement_condition: performance_degradation
  TRADE_QUALITY_FROM_T5_V1:
    purpose: '운영(non-backfill) T+5 outcome MATCHED/MISMATCH 기반으로 per-ticker 및 전체 거래품질
      점수를 산출한다. T+20 성숙 전 bridge; T+20 성숙 후 자동 승격.

      '
    output:
      file: Temp/trade_quality_from_t5_v1.json
    expected_outputs:
    - gate
    - summary_score
    - scored_count
    - trade_quality_basis
    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
  LLM_NARRATIVE_TEMPLATE_LOCK_V1:
    purpose: 'operational_report.json 각 section.markdown에서 금지 어휘(같다/약간/곧/강한모멘텀 등)를
      스캔한다. 발견 시 INVALID_NARRATIVE. gate=PASS: 금지어 0건 강제.

      '
    output:
      file: Temp/llm_narrative_template_lock_v1.json
    expected_outputs:
    - gate
    - total_violations
    - sections_checked
    llm_allowed: cite_only
    version: 2026-05-28_PHASE5
    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
  EJCE_DIVERGENCE_AUDIT_V1:
    purpose: 'EJCE 3관점 block_reasons 다양성 감사. 10/10 동일 사유 → ANALYST_VIEW_HOMOGENEOUS
      경고. unique_reason_pct < 60% → WARN.

      '
    output:
      file: Temp/ejce_divergence_audit_v1.json
    expected_outputs:
    - gate
    - unique_reason_pct
    - homogeneous_flag
    - analyst_view_homogeneous
    llm_allowed: cite_only
    version: 2026-05-28_PHASE5
    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
  INVESTMENT_QUALITY_HEADLINE_V1:
    purpose: 'schema_presence=100% vs investment_quality=13% 충돌을 보고서 CORE 첫 섹션으로 강제
      표기. 거짓 표면화 게이트. effective_confidence = raw × cap_factor 적용 증빙. DATA_QUALITY_RECONCILIATION_V1
      gate=CONFLICT 시 보고서 첫 섹션에 ⚠️ 경고 표시.

      '
    output:
      section: investment_quality_headline
    expected_outputs:
    - quality_conflict_flag
    - investment_quality_score
    - schema_presence_score
    llm_allowed: cite_only
    version: 2026-05-28_PHASE6
    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
  CROSS_SECTION_CONSISTENCY_V1:
    purpose: 'operational_report.json 섹션 markdown을 파싱해 CANONICAL_METRICS_V1 지표가 여러
      섹션에서 동일한 canonical 값으로 렌더링됐는지 검증. 충돌 발견 시 gate=FAIL(WARN). AGENTS.md R1 enforcement_mode_until
      단계적 차단 정책 적용.

      '
    input_fields:
    - Temp/canonical_metrics_v1.json.metrics
    - Temp/operational_report.json.sections[].markdown
    expected_outputs:
    - conflict_count
    - conflicts
    - forbidden_uniform_labels
    - incomplete_tables
    - score
    - gate
    - enforcement_mode_until
    llm_allowed: cite_only
    version: 2026-05-29_PHASE7
    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
  ALGORITHM_GUIDANCE_PROOF_V1:
    purpose: 'YAML↔GAS 커버리지·결정론·LLM 의존도를 종합해 알고리즘 안내 품질 점수를 산출한다.

      '
    input_fields:
    - skeleton_score
    - cell_coverage_pct
    - harness_gate_pass
    - outcome_quality_score
    expected_outputs:
    - algorithm_guidance_proof_score
    - algorithm_guidance_proof_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
  AUDIT_REPLAY_SNAPSHOT_V1:
    purpose: 'replay 시뮬레이션의 스냅샷을 생성해 의사결정 재현 감사를 지원한다.

      '
    input_fields:
    - replay_date
    - portfolio_state
    - decision_vector
    expected_outputs:
    - audit_snapshot
    - replay_validation_status
    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
  CONTINUOUS_EVALUATION_DASHBOARD_V1:
    purpose: 'T+1/T+5/T+20 성과를 주간 자동 갱신하는 연속 평가 대시보드를 산출한다.

      '
    input_fields:
    - trade_outcomes
    - evaluation_period
    expected_outputs:
    - weekly_scorecard
    - profit_giveback_pct
    - expectancy_pct
    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_QUALITY_GATE_V2_PY:
    purpose: 'Python 하네스 전용 데이터 품질 게이트 v2. GAS 버전과 parity 검증.

      '
    input_fields:
    - harness_context
    - required_fields
    expected_outputs:
    - data_quality_gate
    - missing_fields
    - quality_score
    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_QUALITY_GATE_V3:
    purpose: '데이터 품질 게이트 v3. imputed 데이터 비율·출처 신뢰도를 추가 검증한다.

      '
    input_fields:
    - harness_context
    - imputed_fields
    - source_reliability
    expected_outputs:
    - data_quality_gate_v3
    - imputed_ratio
    - quality_grade
    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