kjh2064
aedabdd37b
suggest/quant_investment_engine_v8_9_portfolio_optimizer_canonical_refactored.yaml의
implementation_todo_v8_9(P0~P4) 전체를 spec/tool/golden case 레벨로 구현.
- P0: PORTFOLIO_TRANSITION_UTILITY_V1, SELL_LOT_PARETO_SELECTOR_V1, FORECAST_SIMULATION_ENGINE_V1
- P1: SECTOR_EXPOSURE_GRAPH_V1/LEADER_LIFECYCLE_GATE_V1, EXECUTION_CAPACITY_LADDER_V1, MODEL_GOVERNANCE_KILL_SWITCH_V1
- P2: SCENARIO_SHOCK_MATRIX_V1, TRANSITION_SET_ENUMERATOR_V1, IMMUTABLE_DECISION_LEDGER_V1, EXECUTION_PLAN_COMPILER_V1
- P3: STATE_VECTOR_CONSTRUCTOR_V1, WALK_FORWARD_BOOTSTRAP_V1, TRANSITION_SET_ENUMERATOR_V1(MRC/CVaR 확장),
REBALANCE_CADENCE_GATE_V1, WEEKLY_LEGACY_TRANSFER_PLAN_V1
기존 regime/cluster 연동 정책 수치(현금방어선, 반도체 cap)는 그대로 유지하고 신규 cap 필드만 추가.
spec/09_decision_flow.yaml과 runtime/active_artifact_manifest.yaml에 전 엔진 배선 완료.
governance/todo/v8_9_p{0,1,2,3}_adoption_plan.yaml에 각 단계 작업 추적 기록.
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 53/53 PASS.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Risk Spec Split Plan
spec/03_risk_policy.yaml is now a compatibility index.
The canonical risk rules are the split files in this directory.
Canonical split files:
aggregate_risk.yaml: Total_Heat, portfolio hard stops, correlation shock, integrated risk enginecircuit_breakers.yaml: weekly circuit breaker, trading cost control, concentration brake, sector crash protocolmarket_risk_cash.yaml: market risk score based cash rules and VIX/US10Y cash adjustmentportfolio_exposure.yaml: duplicate exposure, target allocation, cash floor, ETF staged reductionrisk_control.yaml: compatibility index only; do not add thresholds herequality_control.yaml: risk quality-control summary
Migration rule:
- Do not add numeric thresholds to
spec/03_risk_policy.yamlorspec/risk/risk_control.yaml. - Keep old paths valid only through compatibility indexes and
spec/aliases.yaml. - New documents must reference canonical split files directly.
spec/00_execution_contract.yamlremains higher authority than all risk split files.