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>
92 lines
3.2 KiB
Python
92 lines
3.2 KiB
Python
#!/usr/bin/env python3
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"""STATE_VECTOR_CONSTRUCTOR_V1 — spec/formulas/domains/portfolio.yaml.
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Merges holdings/cash/tax_lots/sector_graph/factor_exposures/macro_regime_probabilities
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into one state_vector. Missing components stay null -- never backfilled from another
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component. governance/todo/v8_9_p3_adoption_plan.yaml P3-A.
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"""
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from __future__ import annotations
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import argparse
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import json
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from pathlib import Path
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ROOT = Path(__file__).resolve().parents[1]
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DEFAULT_CASH_LADDER = ROOT / "Temp" / "cash_ratios_v1.json"
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DEFAULT_POSITIONS = ROOT / "Temp" / "account_snapshot_v1.json"
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DEFAULT_SECTOR_GRAPH = ROOT / "Temp" / "sector_exposure_graph_v1.json"
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DEFAULT_OUT = ROOT / "Temp" / "state_vector_constructor_v1.json"
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COMPONENT_KEYS = [
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"cash_ladder",
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"positions",
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"sector_exposure_graph",
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"factor_exposures",
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"tax_lots",
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"risk_bucket_weights",
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"macro_regime_probabilities",
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"goal_progress_pct",
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]
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def _load(path: Path) -> dict:
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if not path.exists():
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return {}
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try:
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data = json.loads(path.read_text(encoding="utf-8"))
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return data if isinstance(data, dict) else {}
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except Exception:
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return {}
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def construct_state_vector(components: dict) -> dict:
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state_vector = {}
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missing_components = []
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for key in COMPONENT_KEYS:
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value = components.get(key)
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state_vector[key] = value
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if value is None:
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missing_components.append(key)
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completeness_pct = 100.0 * (len(COMPONENT_KEYS) - len(missing_components)) / len(COMPONENT_KEYS)
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return {
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"state_vector": state_vector,
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"state_vector_completeness_pct": completeness_pct,
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"missing_components": missing_components,
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}
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def main() -> int:
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ap = argparse.ArgumentParser()
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ap.add_argument("--cash-ladder", default=str(DEFAULT_CASH_LADDER))
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ap.add_argument("--positions", default=str(DEFAULT_POSITIONS))
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ap.add_argument("--sector-graph", default=str(DEFAULT_SECTOR_GRAPH))
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ap.add_argument("--out", default=str(DEFAULT_OUT))
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args = ap.parse_args()
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cash_ladder_doc = _load(Path(args.cash_ladder))
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positions_doc = _load(Path(args.positions))
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sector_graph_doc = _load(Path(args.sector_graph))
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components = {
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"cash_ladder": cash_ladder_doc or None,
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"positions": positions_doc.get("positions") if positions_doc else None,
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"sector_exposure_graph": sector_graph_doc.get("rows") if sector_graph_doc.get("rows") else None,
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"factor_exposures": None,
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"tax_lots": positions_doc.get("tax_lots") if positions_doc else None,
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"risk_bucket_weights": None,
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"macro_regime_probabilities": None,
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"goal_progress_pct": positions_doc.get("goal_progress_pct") if positions_doc else None,
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}
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result = {"formula_id": "STATE_VECTOR_CONSTRUCTOR_V1", **construct_state_vector(components)}
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result["source_paths"] = [str(Path(args.cash_ladder)), str(Path(args.positions)), str(Path(args.sector_graph))]
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out = Path(args.out)
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out.write_text(json.dumps(result, ensure_ascii=False, indent=2), encoding="utf-8")
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print(json.dumps(result, ensure_ascii=False, indent=2))
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return 0
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if __name__ == "__main__":
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raise SystemExit(main())
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