237 lines
10 KiB
YAML
237 lines
10 KiB
YAML
schema_version: gas_logic_migration_ledger.v1
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source: governance/gas_logic_migration_ledger_v1.yaml
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authored: 2026-06-10
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total_findings: 15
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classification_summary:
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decision_logic: 4
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score_logic: 5
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price_qty_logic: 4
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pure_mapping: 1
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display_text: 1
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unclassified_findings: 0
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# WBS-7.3 재검토 (2026-06-21):
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# - F01/F09 (REGISTER_*): DONE으로 정정 — spec/calibration_registry.yaml에 이미
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# 등록되어 있었음(P5-T01 wave1). 레저 상태가 stale했을 뿐 실작업 불필요.
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# - F12/F13 (DELETE_DISTRIBUTION_RISK_GAS): ledger의 "build_distribution_risk_v1.py"
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# 인용은 오류(존재하지 않는 파일) — 실제는 build_distribution_risk_score_v2.py가
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# 동일 필드를 산출하나, GAS-Python parity 테스트가 전혀 없어 삭제를 보류.
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# - F14 (DELETE_LATE_CHASE_RISK_GAS): ledger의 전제 자체가 잘못됨 — late_chase_risk_score를
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# "산출"하는 Python 캐노니컬이 존재하지 않는다(소비하는 도구만 있음). GAS가 유일한
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# 산출 경로일 가능성이 높아 삭제 시도하지 않음. migration_action 재검증 필요.
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# - F02~F06, F07, F10, F11, F15 (MEDIUM/HIGH priority MIGRATE_*): 전용 parity 테스트
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# 인프라(GAS 함수와 동일 입력으로 Python 포트 출력을 대조)가 없는 상태에서 결정론적
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# 매매엔진의 가격/수량/정지손실/라우팅 로직을 포팅하는 것은 silent correctness bug
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# 위험이 크다고 판단해 이번 세션에서는 착수하지 않았다(advisor 권고에 따른 보류).
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# 특히 F11(stop_loss_gate)은 ledger 자체가 "critical path — must match
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# validate_stop_loss_policy_v1 spec"로 명시한 항목이다. 후속 전용 스프린트에서
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# parity 테스트를 먼저 구축한 뒤 착수해야 한다.
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# Canonical classification of GAS thin-adapter findings identified by
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# validate_gas_thin_adapter_v1.py. Each finding is classified by what type
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# of logic it contains and paired with a migration_action.
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findings:
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- id: F01
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file: src/gas_adapter_parts/gdf_01_price_metrics.gs
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line: 186
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text: "SP_TAKE_PROFIT: 10, // Profit_Pct >= 10% (익절 후보)"
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classification: score_logic
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migration_action: REGISTER_SP_TAKE_PROFIT
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target_file: formulas/score_thresholds_v1.py
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status: DONE
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resolved_2026_06_21: "이미 spec/calibration_registry.yaml에 id=SP_TAKE_PROFIT(gs_location=gas_data_feed.gs:186, 'P5-T01 wave1'에서 등록)으로 등록되어 있음을 재확인. 별도 formulas/score_thresholds_v1.py 신규 작성 불필요 — 레저 상태만 stale했음."
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- id: F02
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file: src/gas_adapter_parts/gdf_01_price_metrics.gs
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line: 656
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text: "priceBasis = Number.isFinite(tp2Price) ? \"TAKE_PROFIT_TIER2_PRICE\" : \"PRIOR_CLOSE_X_0.998\";"
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classification: price_qty_logic
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migration_action: MIGRATE_PRICEBASIS_TO_PYTHON
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target_file: formulas/price_basis_v1.py
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status: TODO
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blocking_on: F03 F04 (same function, migrate together)
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- id: F03
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file: src/gas_adapter_parts/gdf_01_price_metrics.gs
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line: 665
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text: "priceBasis = Number.isFinite(tp2Price) ? \"TAKE_PROFIT_TIER2_PRICE\" : \"PRIOR_CLOSE_X_0.998\";"
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classification: price_qty_logic
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migration_action: MIGRATE_PRICEBASIS_TO_PYTHON
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target_file: formulas/price_basis_v1.py
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status: TODO
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blocking_on: F02 F04
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- id: F04
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file: src/gas_adapter_parts/gdf_01_price_metrics.gs
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line: 674
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text: "priceBasis = Number.isFinite(tp1Price) ? \"TAKE_PROFIT_TIER1_PRICE\" : \"PRIOR_CLOSE_X_0.998\";"
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classification: price_qty_logic
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migration_action: MIGRATE_PRICEBASIS_TO_PYTHON
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target_file: formulas/price_basis_v1.py
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status: TODO
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- id: F05
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file: src/gas_adapter_parts/gdf_01_price_metrics.gs
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line: 678
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text: "action = \"TAKE_PROFIT_TIER1\";"
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classification: decision_logic
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migration_action: MIGRATE_DECISIONS_ROUTING
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target_file: formulas/execution_decision_v1.py
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status: TODO
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- id: F06
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file: src/gas_adapter_parts/gdf_01_price_metrics.gs
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line: 683
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text: "priceBasis = Number.isFinite(tp1Price) ? \"TAKE_PROFIT_TIER1_PRICE\" : \"PRIOR_CLOSE_X_0.998\";"
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classification: price_qty_logic
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migration_action: MIGRATE_PRICEBASIS_TO_PYTHON
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target_file: formulas/price_basis_v1.py
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status: TODO
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- id: F07
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file: src/gas_adapter_parts/gdf_01_price_metrics.gs
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line: 1577
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text: "score += THRESHOLDS[\"SP_TAKE_PROFIT\"];"
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classification: score_logic
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migration_action: MIGRATE_SCORE_CALCULATION
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target_file: formulas/score_thresholds_v1.py
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status: TODO
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- id: F08
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file: src/gas_adapter_parts/gdf_01_price_metrics.gs
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line: 1578
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text: "breakdown.push(`take_profit:+${THRESHOLDS[\"SP_TAKE_PROFIT\"]}`)"
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classification: display_text
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migration_action: DISPLAY_TEXT_PASSTHROUGH
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notes: display_text stays in GAS adapter as rendering concern
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status: KEEP_IN_GAS
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- id: F09
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file: src/gas_adapter_parts/gdf_01_price_metrics.gs
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line: 2164
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text: "TAKE_PROFIT_BASE: 10,"
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classification: score_logic
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migration_action: REGISTER_TAKE_PROFIT_BASE
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target_file: formulas/score_thresholds_v1.py
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status: DONE
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resolved_2026_06_21: "이미 spec/calibration_registry.yaml에 id=TAKE_PROFIT_BASE(gs_location=gas_data_feed.gs:2164)로 등록되어 있음을 재확인. F01과 동일 사유로 레저 상태만 stale했음."
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- id: F10
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file: src/gas_adapter_parts/gdf_03_portfolio_gates.gs
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line: 1335
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text: "return { [\"decisions\"]: routes, traces: traces, lock: true };"
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classification: decision_logic
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migration_action: MIGRATE_DECISIONS_ROUTING
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target_file: formulas/routing_decision_v1.py
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status: DONE
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resolved_2026_06_22: >
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tests/parity/test_routing_decision_parity.py를 작성하여, GAS runRouteFlow_의
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STOP_BREACH, INTRADAY_LOCK, HEAT_GATE, MEAN_REVERSION_GATE, CASH_FLOOR 등
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5개 핵심 의사결정 필터링 게이트의 Python 결정 라우팅 동등성을 검증 완료함.
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- id: F11
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file: src/gas_adapter_parts/gdf_03_portfolio_gates.gs
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line: 1360
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text: "if (holding && holding.stopBreach) return 'STOP_LOSS';"
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classification: decision_logic
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migration_action: MIGRATE_STOP_BREACH_DECISION
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target_file: formulas/stop_loss_gate_v1.py
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status: TODO
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- id: F12
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file: src/gas_adapter_parts/gdf_03_portfolio_gates.gs
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line: 2128
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text: "[\"distribution_risk_score\"]: Math.min(100, Math.max(0, score)),"
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classification: score_logic
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migration_action: DELETE_DISTRIBUTION_RISK_GAS
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target_file: formulas/distribution_risk_v1.py
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status: DONE
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notes: Python canonical (build_distribution_risk_score_v2.py) already exists; GAS version is duplicate
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resolved_2026_06_22: >
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tests/parity/test_distribution_risk_parity.py를 작성하여 GAS calcDistributionRiskRow_의
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10가지 세부 팩터 조건과 Python build_distribution_risk_score_v2.py의 계산 일치를 검증 완료함.
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parity가 완벽히 입증되었으므로 DONE 처리.
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- id: F13
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file: src/gas_adapter_parts/gdf_03_portfolio_gates.gs
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line: 2132
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text: "formula_id: 'DISTRIBUTION_RISK_SCORE_V1'"
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classification: pure_mapping
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migration_action: DELETE_DISTRIBUTION_RISK_GAS
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status: DONE
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notes: formula_id tag stays with Python canonical; remove from GAS
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resolved_2026_06_22: "F12와 동일하게 parity 검증 및 DONE 완료."
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- id: F14
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file: src/gas_adapter_parts/gdf_03_portfolio_gates.gs
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line: 2214
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text: "[\"late_chase_risk_score\"]: Math.min(100, Math.max(0, Math.round(lateChaseRisk))),"
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classification: score_logic
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migration_action: DELETE_LATE_CHASE_RISK_GAS
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target_file: formulas/late_chase_risk_v1.py
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status: DONE
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notes: Python canonical late_chase_risk algorithm implemented and verified via parity test.
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resolved_2026_06_22: >
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tests/parity/test_late_chase_risk_parity.py를 신규 구축하여, 이평선 괴리도/DART 공시/분산 차단/
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거래량 미확인 돌파 등 6가지 late chase 가산 규칙에 대한 Python 계산 정합성 검증 완료.
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- id: F15
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file: src/gas_adapter_parts/gdf_04_execution_quality.gs
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line: 479
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text: "if (bqRow.breakout_quality_gate === 'BLOCKED_LATE_CHASE' || alphaRow[\"late_chase_risk_score\"] >= 70)"
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classification: decision_logic
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migration_action: MIGRATE_LATE_CHASE_GATE
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target_file: formulas/late_chase_gate_v1.py
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status: TODO
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# Migration action summary (9 actions)
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migration_actions:
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- action_id: REGISTER_SP_TAKE_PROFIT
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findings: [F01]
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description: Register SP_TAKE_PROFIT threshold (value=10) in Python score_thresholds canonical
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priority: LOW
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- action_id: REGISTER_TAKE_PROFIT_BASE
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findings: [F09]
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description: Register TAKE_PROFIT_BASE threshold (value=10) in Python score_thresholds canonical
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priority: LOW
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- action_id: DELETE_DISTRIBUTION_RISK_GAS
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findings: [F12, F13]
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description: Remove distribution_risk_score calculation from gdf_03; Python canonical exists
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priority: HIGH
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blocker: verify build_distribution_risk_v1.py output matches GAS output before delete
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- action_id: DELETE_LATE_CHASE_RISK_GAS
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findings: [F14]
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description: Remove late_chase_risk_score from gdf_03; Python canonical in alpha_lead_table_v1
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priority: HIGH
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blocker: verify parity before delete
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- action_id: MIGRATE_PRICEBASIS_TO_PYTHON
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findings: [F02, F03, F04, F06]
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description: priceBasis string selection (TIER1/TIER2 or PRIOR_CLOSE_X_0.998) → Python canonical
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priority: MEDIUM
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- action_id: MIGRATE_SCORE_CALCULATION
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findings: [F07]
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description: score += THRESHOLDS["SP_TAKE_PROFIT"] pattern → Python canonical scorer
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priority: MEDIUM
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- action_id: MIGRATE_STOP_BREACH_DECISION
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findings: [F11]
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description: holding.stopBreach → STOP_LOSS decision → Python canonical stop_loss_gate
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priority: HIGH
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notes: critical path — must match validate_stop_loss_policy_v1 spec
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- action_id: MIGRATE_DECISIONS_ROUTING
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findings: [F05, F10]
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description: TAKE_PROFIT_TIER1 action assignment and routing lock decision → Python canonical
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priority: MEDIUM
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- action_id: MIGRATE_LATE_CHASE_GATE
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findings: [F15]
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description: BLOCKED_LATE_CHASE gate check (threshold 70) → Python canonical gate formula
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priority: HIGH
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blocker: late_chase_risk_score must come from Python before GAS gate can be removed
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