Files
QuantEngineByItz/runtime/active_artifact_manifest.yaml
T
kjh2064 782fe74578 feat(quant-engine): 10개 고전 기술전략 갭분석 후 7개 보조신호 채택
사용자 제시 10개 고전 기술전략(골든크로스/모멘텀/52주신고가/연속상승하락/이격도/돌파실패/
강한종가/변동성확장/평균회귀/추세필터)을 기존 엔진과 대조한 갭분석 결과:
- 이미 구현됨: 모멘텀(VELOCITY_V1/RS_MOMENTUM_V1), 이격도·평균회귀(MEAN_REVERSION_GATE_V1)
- 신규 채택 7개: GOLDEN_CROSS_SIGNAL_V1, STRONG_CLOSE_SIGNAL_V1,
  VOLATILITY_EXPANSION_BREAKOUT_V1, FIFTY_TWO_WEEK_HIGH_TRIGGER_V1, CONSECUTIVE_STREAK_V1,
  BREAKOUT_FAILURE_STOP_V1, TREND_FILTER_GATE_V1

AGENTS.md 하드룰(추격매수 방지, anti-late-entry gate 필수통과)에 따라 BUY 방향 신호 전부를
STRATEGY_SCORING의 보조신호로만 편입 — BREAKOUT_QUALITY_GATE_V2/FOLLOW_THROUGH_DAY_CONFIRM_V1/
ANTI_LATE_ENTRY_GATE_V2 게이트 체인을 우회하는 독립 BUY 트리거로는 사용하지 않음.

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 22/22 PASS.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-18 00:29:18 +09:00

121 lines
4.3 KiB
YAML

formula_id: ACTIVE_ARTIFACT_MANIFEST_V2
generated_at: '2026-06-07T09:32:23.434604+00:00'
is_active: true
supersedes: ACTIVE_ARTIFACT_MANIFEST_V1
superseded_by: null
input_hash: 296103ac8bf8e1e570838d0a58ec91630cda687b58a59550e80db7b8fb98e28d
source_snapshot_hash: 755d17e5bd5211108f9ac872ca42b622d2e1c1bcb7b97219f335b465f0fc8113
active_count_per_formula: 1
legacy_reference_render_blocked_count: 0
report_active_artifact_match_pct: 100.0
authority_collision_count: 0
stale_artifact_count: 0
canonical_source: Temp/final_decision_packet_active.json
active_aliases:
final_decision_packet_active: Temp/final_decision_packet_active.json
source_precedence:
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- model_governance_kill_switch_v1
- state_vector_constructor_v1
- weekly_legacy_transfer_plan_v1
- golden_cross_signal_v1
- strong_close_signal_v1
- volatility_expansion_breakout_v1
- fifty_two_week_high_trigger_v1
- consecutive_streak_v1
- breakout_failure_stop_v1
- trend_filter_gate_v1
- portfolio_transition_optimizer_v1
- walk_forward_bootstrap_v1
- transition_set_enumerator_v1
- rebalance_cadence_gate_v1
- scenario_shock_matrix_v1
- sector_exposure_graph_v1
- execution_capacity_ladder_v1
- execution_plan_compiler_v1
- immutable_decision_ledger_v1
- final_execution_decision_v2
- smart_cash_recovery_v7
- smart_cash_recovery_v6
- smart_cash_recovery_v5
- engine_audit_v1
- sell_engine_audit_v1
report_authority_diff_count: 0
single_truth_conflict_count: 0
manifest_rows:
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active_artifact: Temp/final_decision_packet_active.json
value: 36092555.0
- formula_id: final_execution_gate
active_artifact: Temp/final_execution_decision_v2.json
value: AUDIT_ONLY
- formula_id: prediction_match_rate_pct
active_artifact: Temp/prediction_accuracy_harness_v2.json
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- formula_id: single_truth_ledger
active_artifact: Temp/single_truth_ledger_v2.json
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- formula_id: canonical_artifact_resolver
active_artifact: Temp/canonical_artifact_resolver_v1.json
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- formula_id: smart_cash_recovery_v7
active_artifact: Temp/smart_cash_recovery_v9.json
value: 57841575
- formula_id: portfolio_transition_optimizer_v1
active_artifact: Temp/portfolio_transition_optimizer_v1.json
value: NO_TRADE
- formula_id: model_governance_kill_switch_v1
active_artifact: Temp/model_governance_kill_switch_v1.json
value: AUDIT_ONLY
- formula_id: sector_exposure_graph_v1
active_artifact: Temp/sector_exposure_graph_v1.json
value: DATA_MISSING
- formula_id: execution_capacity_ladder_v1
active_artifact: Temp/execution_capacity_ladder_v1.json
value: DATA_MISSING
- formula_id: transition_set_enumerator_v1
active_artifact: Temp/transition_set_enumerator_v1.json
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- formula_id: scenario_shock_matrix_v1
active_artifact: Temp/scenario_shock_matrix_v1.json
value: DATA_MISSING
- formula_id: execution_plan_compiler_v1
active_artifact: Temp/execution_plan_compiler_v1.json
value: DATA_MISSING
- formula_id: immutable_decision_ledger_v1
active_artifact: Temp/immutable_decision_ledger_v1.json
value: APPENDED
- formula_id: state_vector_constructor_v1
active_artifact: Temp/state_vector_constructor_v1.json
value: 0.0
- formula_id: walk_forward_bootstrap_v1
active_artifact: Temp/walk_forward_bootstrap_v1.json
value: DATA_MISSING
- formula_id: rebalance_cadence_gate_v1
active_artifact: Temp/rebalance_cadence_gate_v1.json
value: false
- formula_id: weekly_legacy_transfer_plan_v1
active_artifact: Temp/weekly_legacy_transfer_plan_v1.json
value: 0.0
- formula_id: golden_cross_signal_v1
active_artifact: Temp/golden_cross_signal_v1.json
value: null
- formula_id: strong_close_signal_v1
active_artifact: Temp/strong_close_signal_v1.json
value: null
- formula_id: volatility_expansion_breakout_v1
active_artifact: Temp/volatility_expansion_breakout_v1.json
value: null
- formula_id: fifty_two_week_high_trigger_v1
active_artifact: Temp/fifty_two_week_high_trigger_v1.json
value: null
- formula_id: consecutive_streak_v1
active_artifact: Temp/consecutive_streak_v1.json
value: null
- formula_id: breakout_failure_stop_v1
active_artifact: Temp/breakout_failure_stop_v1.json
value: null
- formula_id: trend_filter_gate_v1
active_artifact: Temp/trend_filter_gate_v1.json
value: null