Files
QuantEngineByItz/spec/strategy
kjh2064 af1236202d WBS-7.3: GAS→Python 마이그레이션 5개 항목 완료 (F14, F02-F06)
- 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>
2026-06-22 22:45:00 +09:00
..

Strategy Spec Split Plan

spec/04_strategy_rules.yaml was a deprecated_redirect-only stub and has been deleted (2026-06-22, WBS-7.11 — zero active references confirmed before removal). The canonical strategy rules are the split files in this directory.

Canonical split files:

  • sector_model.yaml: sector score, grade alias, CSCS
  • entry_core.yaml: regime entry policy, minimalist gate, expected edge
  • leader_scan.yaml: daily leader scan, anti-climax gate
  • staged_entry.yaml: staged entry v2, pullback reentry
  • discovery.yaml: anti-late-trade rule and discovery workflow
  • entry_gates.yaml: compatibility index only
  • stock_model.yaml: stock model and satellite classification rules
  • rebalancing_trigger.yaml: rebalancing trigger rules

Migration rule:

  • Do not duplicate thresholds without canonical_ref.
  • Keep old paths valid through spec/strategy/entry_gates.yaml.legacy_path_aliases (compatibility index only).
  • spec/09_decision_flow.yaml controls execution order; strategy split files only define domain logic.