kjh2064
af1236202d
- F14: late_chase_risk_score 검증 * GAS가 유일한 생산처 (Python canonical 없음) * migration_action: KEEP_IN_GAS로 정정, status: DONE - F02/F03/F04/F06: priceBasis 로직 포팅 * formulas/price_basis_v1.py: select_price_basis_tier2/tier1 구현 * tests/parity/test_price_basis_parity_v1.py: 8 parity 테스트 (모두 PASS) * GAS Number.isFinite() 의미론 정확히 재현 (math.isfinite 사용) * 모든 테스트 112/112 PASS 남은 작업 (4개): - F05: decision_logic (action assignment) - F07: score_logic (threshold addition) - F10: routing decision - F15: late_chase_gate Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
41 lines
1.3 KiB
Python
41 lines
1.3 KiB
Python
"""
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Price basis selection logic for exit sell actions.
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F02/F03/F04/F06 porting: Determines the basis for price selection (e.g., take-profit tier
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prices vs. close-based protective limits) in the sell signal decision tree.
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Ported from: src/gas_adapter_parts/gdf_01_price_metrics.gs:calcExitSellAction_()
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Parity reference: tests/parity/test_price_basis_parity_v1.py
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"""
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import math
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def is_finite(value) -> bool:
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"""JavaScript Number.isFinite() semantics: true only for finite numbers."""
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return isinstance(value, (int, float)) and math.isfinite(value)
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def select_price_basis_tier2(tp2_price: float) -> str:
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"""
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Select price basis for PROFIT_TRIM_40/35 actions (profitPct >= 40/30).
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F02/F03: lines 774, 783
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GAS: Number.isFinite(tp2Price) && tp2Price > 0 ? "TAKE_PROFIT_TIER2_PRICE" : "PRIOR_CLOSE_X_0.998"
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"""
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if is_finite(tp2_price) and tp2_price > 0:
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return "TAKE_PROFIT_TIER2_PRICE"
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return "PRIOR_CLOSE_X_0.998"
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def select_price_basis_tier1(tp1_price: float) -> str:
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"""
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Select price basis for PROFIT_TRIM_25/TAKE_PROFIT_TIER1 actions (profitPct >= 20/10).
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F04/F06: lines 792, 801
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GAS: Number.isFinite(tp1Price) && tp1Price > 0 ? "TAKE_PROFIT_TIER1_PRICE" : "PRIOR_CLOSE_X_0.998"
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"""
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if is_finite(tp1_price) and tp1_price > 0:
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return "TAKE_PROFIT_TIER1_PRICE"
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return "PRIOR_CLOSE_X_0.998"
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