Files
QuantEngineByItz/spec/formula_golden_cases_v3.yaml
T
kjh2064 ee3e799de1 feat: 리밸런싱 엔진 V1 + GAS 버그 수정 (2026-06-13)
주요 변경:
- tools/build_rebalance_engine_v1.py: REBALANCE_ENGINE_V1 신규
  * account_snapshot 직접 합산(_build_snap_position_map) → 소수주 분리 행 병합
  * 레짐 소스 macro.REGIME_PRELIM 최우선 (GAS 와 동일)
- src/gas_adapter_parts/gdf_06_rebalance.gs: runRebalanceSheet_() 신규
  * Logger.log / getSpreadsheet_() 로 run_all 연동 수정
- src/gas_adapter_parts/gdc_01_fetch_fundamentals.gs
  * _mergePositionRecord_(): 소수주 중복 행 합산 신규
  * parseInt → parseFloat (qty, availQty)
- src/gas_adapter_parts/gdf_01_price_metrics.gs
  * 미보유 종목 SELL_READY → WATCH_EXIT_SIGNAL
- spec/41_release_dag.yaml: build_rebalance_sheet 노드 추가 (step_count 63)
- spec/51_formula_lifecycle_registry.yaml: REBALANCE_ENGINE_V1 등록

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-06-13 13:20:14 +09:00

123 lines
3.8 KiB
YAML

schema_version: formula_golden_cases.v3
source: formula_golden_cases_v2
note: deterministic bridge spec for coverage expansion
golden_cases:
- formula_id: POSITION_SIZE_V1
bridge_only: true
- formula_id: TAKE_PROFIT_LADDER_V1
bridge_only: true
- formula_id: TAKE_PROFIT_LADDER_V2
bridge_only: true
- formula_id: PEG_SCORE_V1
bridge_only: true
- formula_id: PORTFOLIO_BAND_STATUS_V1
bridge_only: true
- formula_id: OVERSOLD_DELAY_V1
bridge_only: true
- formula_id: SECTOR_ROTATION_RADAR_V1
bridge_only: true
- formula_id: SEA_TIMING_V1
bridge_only: true
- formula_id: ECP_RISK_SCALE_V1
bridge_only: true
- formula_id: FOLLOW_THROUGH_DAY_CONFIRM_V1
bridge_only: true
- formula_id: EXECUTION_QUALITY_SCORE_V1
bridge_only: true
- formula_id: COMPOSITE_VERDICT_V1
bridge_only: true
- formula_id: SATELLITE_FAILURE_GATE_V1
bridge_only: true
- formula_id: BENCHMARK_RELATIVE_TIMESERIES_V1
bridge_only: true
- formula_id: RS_VERDICT_V2
bridge_only: true
- formula_id: CASH_CREATION_PURPOSE_LOCK_V1
bridge_only: true
- formula_id: ALPHA_EVALUATION_WINDOW_V1
bridge_only: true
- formula_id: HARNESS_DATA_FRESHNESS_GATE_V1
bridge_only: true
- formula_id: PORTFOLIO_CORRELATION_GATE_V1
bridge_only: true
- formula_id: ALPHA_FEEDBACK_LOOP_V1
bridge_only: true
- formula_id: DISTRIBUTION_SELL_DETECTOR_V1
bridge_only: true
- formula_id: SELL_EXECUTION_TIMING_V1
bridge_only: true
- formula_id: DETERMINISTIC_ROUTING_ENGINE_V1
bridge_only: true
- formula_id: SELL_VALUE_PRESERVATION_TIERED_V2
bridge_only: true
- formula_id: TRADE_QUALITY_SCORER_V1
bridge_only: true
- formula_id: PATTERN_BLACKLIST_AUTO_V1
bridge_only: true
- formula_id: HORIZON_ALLOCATION_LOCK_V1
bridge_only: true
- formula_id: SMART_MONEY_LIQUIDITY_GATE_V1
bridge_only: true
- formula_id: FUNDAMENTAL_MULTI_FACTOR_SCORE_V2
bridge_only: true
- formula_id: EARNINGS_GROWTH_QUALITY_GATE_V1
bridge_only: true
- formula_id: MARKET_SHARE_MOMENTUM_PROXY_V1
bridge_only: true
- formula_id: CASHFLOW_STABILITY_GATE_V1
bridge_only: true
- formula_id: ROUTING_DECISION_EXPLAIN_LOCK_V1
bridge_only: true
- formula_id: RATCHET_TRAILING_GENERAL_V1
bridge_only: true
- formula_id: EJCE_VIEW_RENDERER_V1
bridge_only: true
- formula_id: ROUTING_EXECUTION_LOG_TABLE_V1
bridge_only: true
- formula_id: HORIZON_CLASSIFICATION_V1
bridge_only: true
- formula_id: SMART_MONEY_FLOW_SIGNAL_V2
bridge_only: true
- formula_id: EARNINGS_QUALITY_SIGNAL_V1
bridge_only: true
- formula_id: TRADE_QUALITY_FROM_T5_V1
bridge_only: true
- formula_id: PREDICTION_ACCURACY_HARNESS_V2
bridge_only: true
- formula_id: MACRO_EVENT_TICKER_IMPACT_V1
bridge_only: true
- formula_id: EJCE_DIVERGENCE_AUDIT_V1
bridge_only: true
- formula_id: PREDICTIVE_ALPHA_REPORT_LOCK_V2
bridge_only: true
- formula_id: VERDICT_CONSISTENCY_LOCK_V1
bridge_only: true
- formula_id: INVESTMENT_QUALITY_HEADLINE_V1
bridge_only: true
- formula_id: SELL_PRICE_SANITY_V2
bridge_only: true
- formula_id: EXPORT_GATE_V2
bridge_only: true
- formula_id: PROACTIVE_SELL_RADAR_V2
bridge_only: true
- formula_id: ANTI_LATE_ENTRY_GATE_V3
bridge_only: true
- formula_id: PRICE_HIERARCHY_LOCK_V1
bridge_only: true
- formula_id: DATA_QUALITY_GATE_V2
bridge_only: true
- formula_id: CASH_RECOVERY_DISPLAY_LOCK_V1
bridge_only: true
- formula_id: ALPHA_FEEDBACK_LOOP_V2
bridge_only: true
- formula_id: ALPHA_LEAD_THRESHOLD_OPTIMIZER_V1
bridge_only: true
- formula_id: DYNAMIC_VALUE_PRESERVATION_SELL_V6
bridge_only: true
- formula_id: PREDICTIVE_ALPHA_DIALECTIC_ENGINE_V2
bridge_only: true
- formula_id: CAPITAL_STYLE_TIME_STOP_V1
bridge_only: true
- formula_id: EXECUTION_INTEGRITY_GATE_V1
bridge_only: true