kjh2064
782fe74578
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>
36 lines
1.1 KiB
Python
36 lines
1.1 KiB
Python
"""Golden tests for BREAKOUT_FAILURE_STOP_V1 (governance/todo/technical_signals_p4_adoption_plan.yaml P4-6)."""
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from __future__ import annotations
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import importlib.util
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from pathlib import Path
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ROOT = Path(__file__).resolve().parents[3]
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MODULE_PATH = ROOT / "tools" / "build_breakout_failure_stop_v1.py"
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def _load_module():
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spec = importlib.util.spec_from_file_location("build_breakout_failure_stop_v1", MODULE_PATH)
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module = importlib.util.module_from_spec(spec)
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assert spec.loader is not None
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spec.loader.exec_module(module)
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return module
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def test_reentry_below_prior_high_within_window_triggers_sell_review() -> None:
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mod = _load_module()
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result = mod.evaluate(100, 95, 3)
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assert result["breakout_failure"] is True
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assert result["gate"] == "SELL_RISK_EXIT_REVIEW"
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def test_reentry_after_window_does_not_trigger() -> None:
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mod = _load_module()
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result = mod.evaluate(100, 95, 10)
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assert result["breakout_failure"] is False
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def test_missing_prior_high_returns_null() -> None:
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mod = _load_module()
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result = mod.evaluate(None, 95, 3)
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assert result["breakout_failure"] is None
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