QuantEngineByItz/spec/51_formula_lifecycle_registry.yaml

schema_version: formula_lifecycle_registry.v1
updated_at: "2026-06-13"
purpose: >
  모든 ACTIVE 공식의 lifecycle 상태를 단일 레지스트리로 관리한다.
  spec/13_formula_registry.yaml(149개) + spec/13b_harness_formulas.yaml의 핵심 공식이
  여기서 lifecycle_state를 갖는다. 새 공식 추가 시 반드시 이 파일에도 등록한다.

# ── 핵심 리스크/포지션 공식 ────────────────────────────────────────────────
formulas:

  # --- 리스크 예산 / 열기 관리 ---
  - formula_id: TOTAL_HEAT_V1
    owner: risk_manager
    lifecycle_state: ACTIVE
    activation_date: "2026-04-01"
    retirement_condition: "Total_Heat 측정 방식 변경 시"
    expected_metric: "total_heat_pct"
    spec_ref: "spec/13_formula_registry.yaml"

  - formula_id: RISK_BUDGET_CASCADE_V1
    owner: risk_manager
    lifecycle_state: ACTIVE
    activation_date: "2026-04-01"
    retirement_condition: "리스크 예산 계층 구조 변경 시"
    expected_metric: "risk_budget_remaining_krw"
    spec_ref: "spec/13_formula_registry.yaml"

  - formula_id: CASH_RATIOS_V1
    owner: risk_manager
    lifecycle_state: ACTIVE
    activation_date: "2026-04-01"
    retirement_condition: "현금 비율 산출 방식 변경 시"
    expected_metric: "current_cash_pct"
    spec_ref: "spec/13_formula_registry.yaml"

  - formula_id: TARGET_CASH_PCT_V1
    owner: risk_manager
    lifecycle_state: ACTIVE
    activation_date: "2026-04-01"
    retirement_condition: "목표 현금 비율 공식 변경 시"
    expected_metric: "target_cash_pct"
    spec_ref: "spec/13_formula_registry.yaml"

  # --- 포지션 사이징 ---
  - formula_id: POSITION_SIZE_V1
    owner: portfolio_manager
    lifecycle_state: ACTIVE
    activation_date: "2026-04-01"
    retirement_condition: "ATR 기반 사이징 방식 변경 시"
    expected_metric: "final_qty"
    spec_ref: "spec/13_formula_registry.yaml"

  # --- 가격 산출 ---
  - formula_id: STOP_PRICE_CORE_V1
    owner: risk_manager
    lifecycle_state: ACTIVE
    activation_date: "2026-04-01"
    retirement_condition: "손절가 산출 공식 변경 시"
    expected_metric: "stop_price_krw"
    spec_ref: "spec/13_formula_registry.yaml"

  - formula_id: TRAILING_STOP_PRICE_V1
    owner: risk_manager
    lifecycle_state: ACTIVE
    activation_date: "2026-04-15"
    retirement_condition: "PROFIT_LOCK_RATCHET_V2 도입 시"
    expected_metric: "trailing_stop_price"
    spec_ref: "spec/13_formula_registry.yaml"

  - formula_id: TAKE_PROFIT_LADDER_V1
    owner: portfolio_manager
    lifecycle_state: DEPRECATED
    activation_date: "2026-04-01"
    retirement_condition: "TAKE_PROFIT_LADDER_V2로 교체됨"
    expected_metric: "tp1_price"
    spec_ref: "spec/13_formula_registry.yaml"
    note: "V2로 대체. 레거시 참조용으로만 유지."

  - formula_id: TAKE_PROFIT_LADDER_V2
    owner: portfolio_manager
    lifecycle_state: ACTIVE
    activation_date: "2026-05-01"
    retirement_condition: "익절 사다리 구조 변경 시"
    expected_metric: "tp1_price, tp2_price"
    spec_ref: "spec/13_formula_registry.yaml"

  - formula_id: PROFIT_LOCK_RATCHET_V1
    owner: portfolio_manager
    lifecycle_state: ACTIVE
    activation_date: "2026-04-15"
    retirement_condition: "수익보전 래칫 알고리즘 변경 시"
    expected_metric: "profit_lock_stage"
    spec_ref: "spec/13_formula_registry.yaml"

  - formula_id: TICK_NORMALIZER_V1
    owner: execution_engineer
    lifecycle_state: ACTIVE
    activation_date: "2026-04-01"
    retirement_condition: "KRX 호가 단위 체계 변경 시"
    expected_metric: "tick_normalized_price"
    spec_ref: "spec/13_formula_registry.yaml"

  # --- 매수 신호 ---
  - formula_id: FLOW_CREDIT_V1
    owner: quant_analyst
    lifecycle_state: ACTIVE
    activation_date: "2026-04-01"
    retirement_condition: "수급 신호 체계 변경 시"
    expected_metric: "flow_credit_score"
    spec_ref: "spec/13_formula_registry.yaml"

  - formula_id: MARKET_RISK_SCORE_V1
    owner: macro_analyst
    lifecycle_state: ACTIVE
    activation_date: "2026-04-01"
    retirement_condition: "시장 리스크 스코어링 방식 변경 시"
    expected_metric: "market_risk_score"
    spec_ref: "spec/13_formula_registry.yaml"

  - formula_id: BREAKOUT_QUALITY_GATE_V2
    owner: quant_analyst
    lifecycle_state: ACTIVE
    activation_date: "2026-05-01"
    retirement_condition: "돌파 품질 게이트 V3 도입 시"
    expected_metric: "breakout_quality_score"
    spec_ref: "spec/13_formula_registry.yaml"

  - formula_id: EXPECTED_EDGE_V1
    owner: quant_analyst
    lifecycle_state: ACTIVE
    activation_date: "2026-04-15"
    retirement_condition: "기대수익 공식 변경 시"
    expected_metric: "expected_edge_pct"
    spec_ref: "spec/13_formula_registry.yaml"

  - formula_id: PEG_SCORE_V1
    owner: fundamental_analyst
    lifecycle_state: ACTIVE
    activation_date: "2026-05-16"
    retirement_condition: "코스닥 밸류에이션 게이트 체계 변경 시"
    expected_metric: "peg_score"
    spec_ref: "spec/13_formula_registry.yaml"

  # --- 매도 우선순위 ---
  - formula_id: SELL_PRIORITY_V1
    owner: portfolio_manager
    lifecycle_state: ACTIVE
    activation_date: "2026-04-01"
    retirement_condition: "매도 우선순위 엔진 변경 시"
    expected_metric: "sell_priority_score"
    spec_ref: "spec/13_formula_registry.yaml"

  # ── 하네스 공식 (spec/13b) ───────────────────────────────────────────────

  - formula_id: TP_VALIDITY_CHECK_V1
    owner: execution_engineer
    lifecycle_state: ACTIVE
    activation_date: "2026-05-18"
    retirement_condition: "익절 유효성 체크 로직 변경 시"
    expected_metric: "tp_validity_status"
    spec_ref: "spec/13b_harness_formulas.yaml"

  - formula_id: RELATIVE_STOP_SIGNAL_V1
    owner: risk_manager
    lifecycle_state: ACTIVE
    activation_date: "2026-06-06"
    retirement_condition: "KOSPI 대비 초과수익 손절 방식 변경 시"
    expected_metric: "relative_stop_gate"
    spec_ref: "spec/13b_harness_formulas.yaml"

  - formula_id: SMART_CASH_RAISE_V2
    owner: risk_manager
    lifecycle_state: ACTIVE
    activation_date: "2026-05-10"
    retirement_condition: "현금 확보 알고리즘 V3 도입 시"
    expected_metric: "smart_cash_raise_qty"
    spec_ref: "spec/13b_harness_formulas.yaml"

  - formula_id: ANTI_WHIPSAW_HOLD_GATE_V1
    owner: quant_analyst
    lifecycle_state: ACTIVE
    activation_date: "2026-05-01"
    retirement_condition: "휩소 방지 게이트 변경 시"
    expected_metric: "anti_whipsaw_gate"
    spec_ref: "spec/13b_harness_formulas.yaml"

  - formula_id: SELL_WATERFALL_ENGINE_V2
    owner: portfolio_manager
    lifecycle_state: ACTIVE
    activation_date: "2026-05-28"
    retirement_condition: "매도 폭포수 엔진 V3 도입 시"
    expected_metric: "sell_waterfall_rows"
    spec_ref: "spec/13b_harness_formulas.yaml"

  - formula_id: IMPUTED_DATA_EXPOSURE_GATE_V1
    owner: qa
    lifecycle_state: ACTIVE
    activation_date: "2026-05-31"
    retirement_condition: "임퓨팅 데이터 노출 게이트 방식 변경 시"
    expected_metric: "effective_confidence_honest"
    spec_ref: "spec/13b_harness_formulas.yaml"

  - formula_id: PORTFOLIO_BETA_V1
    owner: risk_manager
    lifecycle_state: ACTIVE
    activation_date: "2026-04-15"
    retirement_condition: "포트폴리오 베타 계산 방식 변경 시"
    expected_metric: "portfolio_beta"
    spec_ref: "spec/13b_harness_formulas.yaml"

  # ── 기존 3개 (유지) ────────────────────────────────────────────────────────

  - formula_id: SMART_CASH_RECOVERY_V9
    owner: risk_manager
    lifecycle_state: ACTIVE
    activation_date: "2026-06-06"
    retirement_condition: "drawdown > 15% or cash floor violation"
    expected_metric: "cash_recovered_krw"
    spec_ref: "spec/13b_harness_formulas.yaml"

  - formula_id: FINAL_EXECUTION_DECISION_V4
    owner: architect
    lifecycle_state: ACTIVE
    activation_date: "2026-06-06"
    retirement_condition: "manual override count > 5"
    expected_metric: "hts_order_count"
    spec_ref: "spec/13b_harness_formulas.yaml"

  - formula_id: PREDICTION_ACCURACY_HARNESS_V5
    owner: qa
    lifecycle_state: ACTIVE
    activation_date: "2026-06-06"
    retirement_condition: "prediction_match_rate < 40%"
    expected_metric: "match_rate_pct"
    spec_ref: "spec/13b_harness_formulas.yaml"

  # ── 데이터 게이트 pending (live data 축적 후 활성화) ────────────────────

  - formula_id: ALPHA_FEEDBACK_LOOP_V2
    owner: quant_analyst
    lifecycle_state: DATA_GATED
    activation_date: null
    activation_condition: "live_t20_count >= 30 (~2026-07-15)"
    retirement_condition: "알파 피드백 루프 방식 변경 시"
    expected_metric: "alpha_calibration_gate"
    spec_ref: "spec/strategy/predictive_alpha_dialectic_v2.yaml"

  - formula_id: REBALANCE_ENGINE_V1
    owner: portfolio_manager
    lifecycle_state: ACTIVE
    activation_date: "2026-06-13"
    retirement_condition: "리밸런싱 방법론 변경 또는 버킷 구조 개편 시"
    expected_metric: "rebalance_action"
    spec_ref: "spec/14_raw_workbook_mapping.yaml#rebalance"
    note: >
      bucket drift → 레짐 적응 밴드(P3) → 비용효익 게이트(P4, |drift| > 1.20%p) →
      3단계 분할(P5: 30/30/40%) → ABS_FLOOR/TIME_STOP 강제 매도(P6).
      per_ticker_target_method=equal_weight_within_bucket (V1 근사).
      Python: tools/build_rebalance_engine_v1.py
      GAS:    src/gas_adapter_parts/gdf_06_rebalance.gs:runRebalanceSheet_()

  - formula_id: OUTCOME_LABELS_V1
    owner: qa
    lifecycle_state: DATA_GATED
    activation_date: null
    activation_condition: "GatherTradingData.json 역사 데이터 30건 이상"
    retirement_condition: "아웃컴 레이블링 방식 변경 시"
    expected_metric: "outcome_label_coverage_pct"
    spec_ref: "spec/29_backtest_harness_contract.yaml"