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QuantEngineByItz/tools/validate_live_data_activation_gate_v1.py

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6.1 KiB
Python

"""validate_live_data_activation_gate_v1.py — P1-2: live data 자동 전환 게이트
live_t20_count >= 30 도달 시 아래 상태 전환이 자동으로 이루어졌는지 검증한다:
1. continuous_evaluation_dashboard: gate INSUFFICIENT_DATA → PASS
2. prediction_accuracy_harness: calibration_state = CALIBRATED
3. algorithm_guidance_proof: honest_proof_score >= 70
4. pass_100_criteria: RELEASE_GATE_TRUTH_V1 PASS → hts_order_mode 해제
live_t20 < 30이면 PENDING 상태를 보고하고 현재 축적 진행률을 출력한다.
formula_id: VALIDATE_LIVE_DATA_ACTIVATION_GATE_V1
"""
from __future__ import annotations
import json
import sys
from datetime import date
from pathlib import Path
ROOT = Path(__file__).resolve().parents[1]
TEMP = ROOT / "Temp"
OUTPUT_PATH = TEMP / "live_data_activation_gate_v1.json"
LIVE_T20_THRESHOLD = 30
HONEST_SCORE_THRESHOLD = 70.0
ACTIVATION_DATE_TARGET = "2026-07-15"
def _load_json(path: Path) -> dict:
if not path.exists():
return {"_missing": True, "_path": str(path)}
try:
return json.loads(path.read_text(encoding="utf-8"))
except Exception as e:
return {"_error": str(e), "_path": str(path)}
def _get_live_t20_count(dashboard: dict, replay_sep: dict) -> int:
"""Extract live T+20 count from available sources."""
# Try continuous_evaluation_dashboard
count = dashboard.get("live_t20_count")
if count is not None:
return int(count)
weekly = dashboard.get("weekly_scorecard") or []
if isinstance(weekly, list) and weekly:
total = sum(w.get("trade_count", 0) for w in weekly)
return total
# Try live_replay_separation
live_section = replay_sep.get("live") or {}
return int(live_section.get("t20_count") or live_section.get("evaluated_count") or 0)
def _check_transition_state(dashboard: dict, pred_acc: dict, agp: dict, pass100: dict) -> list[dict]:
"""Check each auto-transition condition."""
checks = []
# Check 1: dashboard gate
d_gate = str(dashboard.get("gate") or "INSUFFICIENT_DATA")
checks.append({
"condition": "evaluation_dashboard_gate",
"target": "PASS",
"actual": d_gate,
"passed": d_gate == "PASS",
"source": "Temp/continuous_evaluation_dashboard_v1.json",
})
# Check 2: calibration state
cal_state = str(pred_acc.get("calibration_state") or "")
checks.append({
"condition": "prediction_calibration_state",
"target": "CALIBRATED",
"actual": cal_state,
"passed": cal_state == "CALIBRATED",
"source": "Temp/prediction_accuracy_harness_v2.json",
})
# Check 3: honest_proof_score
honest = float(agp.get("honest_proof_score") or 0)
checks.append({
"condition": "honest_proof_score",
"target": f">= {HONEST_SCORE_THRESHOLD}",
"actual": honest,
"passed": honest >= HONEST_SCORE_THRESHOLD,
"source": "Temp/algorithm_guidance_proof_v1.json",
})
# Check 4: hts_order_mode
hts_mode = str(pass100.get("hts_order_mode") or "THEORETICAL_ONLY")
release_gate = str(pass100.get("effective_release_gate") or "FAIL")
checks.append({
"condition": "release_gate_truth",
"target": "PASS",
"actual": release_gate,
"passed": release_gate == "PASS",
"source": "Temp/pass_100_criteria_v3.json",
})
return checks
def run() -> dict:
dashboard = _load_json(TEMP / "continuous_evaluation_dashboard_v1.json")
pred_acc = _load_json(TEMP / "prediction_accuracy_harness_v2.json")
agp = _load_json(TEMP / "algorithm_guidance_proof_v1.json")
pass100 = _load_json(TEMP / "pass_100_criteria_v3.json")
replay_sep = _load_json(TEMP / "live_replay_separation_v3.json")
live_t20_count = _get_live_t20_count(dashboard, replay_sep)
progress_pct = round(100.0 * live_t20_count / LIVE_T20_THRESHOLD, 1)
days_remaining = (
(date.fromisoformat(ACTIVATION_DATE_TARGET) - date.today()).days
if date.today() < date.fromisoformat(ACTIVATION_DATE_TARGET) else 0
)
if live_t20_count < LIVE_T20_THRESHOLD:
result = {
"gate": "PENDING",
"live_t20_count": live_t20_count,
"live_t20_threshold": LIVE_T20_THRESHOLD,
"progress_pct": progress_pct,
"days_to_target": days_remaining,
"target_date": ACTIVATION_DATE_TARGET,
"message": (
f"live_t20={live_t20_count}/{LIVE_T20_THRESHOLD} "
f"({progress_pct}%) - 목표일 {ACTIVATION_DATE_TARGET}까지 "
f"{days_remaining}일 잔여"
),
"transition_checks": [],
"all_transitions_complete": False,
}
else:
transition_checks = _check_transition_state(dashboard, pred_acc, agp, pass100)
all_pass = all(c["passed"] for c in transition_checks)
gate = "PASS" if all_pass else "FAIL"
result = {
"gate": gate,
"live_t20_count": live_t20_count,
"live_t20_threshold": LIVE_T20_THRESHOLD,
"progress_pct": 100.0,
"message": (
f"live_t20 임계값 도달({live_t20_count}건). "
f"전환 조건 {'전부 PASS' if all_pass else '일부 FAIL - 재빌드 필요'}."
),
"transition_checks": transition_checks,
"all_transitions_complete": all_pass,
}
OUTPUT_PATH.parent.mkdir(parents=True, exist_ok=True)
OUTPUT_PATH.write_text(json.dumps(result, ensure_ascii=False, indent=2), encoding="utf-8")
return result
def main() -> None:
result = run()
gate = result.get("gate", "PENDING")
print(f"[VALIDATE_LIVE_DATA_ACTIVATION_GATE_V1] gate={gate}")
print(f" {result.get('message')}")
if gate == "FAIL":
failed = [c for c in result.get("transition_checks", []) if not c["passed"]]
for f in failed:
print(f" FAIL: {f['condition']} - actual={f['actual']} target={f['target']}")
sys.exit(1)
if gate == "PENDING":
sys.exit(0) # PENDING은 오류가 아님, 정상 진행 중
if __name__ == "__main__":
main()