QuantEngineByItz/spec/25_canonical_metrics_registry.yaml

code_path: tools/build_canonical_metrics_v1.py
consistency_rules:
  enforcement_mode_until: '2026-06-15'
  fail_threshold_conflict_count: 1
  forbidden_uniform_labels:
  - 데이터 누락
  - DATA_MISSING
  - 중립
  - NEUTRAL
  - LOSING
  - 정상
  forbidden_uniform_labels_whitelist_columns:
  - 비고
  - 해제조건
  warn_threshold_conflict_count: 1
evaluation_window_metrics:
  prediction_match_rate:
    canonical_source: prediction_accuracy_harness_v5.json.prediction_match_rate_pct
    consumers:
    - release_gate_prediction_quality
    current_state:
      gap: -10.72
      label: '[UNVALIDATED_LIVE: n=0 live samples]'
      target: 58.0
      value: 47.28
    description: 예측 방향 일치율(%) — T+5 기준
    fallback_sources:
    - algorithm_guidance_proof_v1.json.honest_components.prediction_match_rate
    unit: percent
  t20_pass_rate:
    canonical_source: outcome_quality_score_v1.json.metrics.t20_effective_rate
    consumers:
    - release_gate_t20_alpha
    - operational_report.summary.t20_is_proxy
    current_state:
      label: T+20(추정,프록시)
      proxy_note: '[T20_PROXY: 실측 T+20 표본 0건 — t5_operational_proxy 사용 중]'
      t20_effective_rate: 40.92
      t20_is_proxy: true
      t20_source: t5_operational_proxy
    description: T+20 벤치마크 초과수익률 달성 비율(%)
    enforcement:
    - t20_source != operational_t20 이면 지표명을 'T+20(추정,프록시)'로 강제 라벨링
    - T20_PROXY=true 인 동안 t20_pass_rate를 release_gate t20_alpha 합격 근거로 사용 금지
    formula_id: EVALUATION_WINDOW_HONESTY_V1
    notes: 't20_source=t5_operational_proxy이므로 보고서에서 T+20으로 인용 금지. 실측 T+20 표본 30건
      누적 후 t20_source=operational_t20으로 전환. 전환 전까지 release_gate t20_alpha(55%) 판단에
      이 값 사용 불가.

      '
    proxy_detection:
      proxy_flag_field: t20_is_proxy
      proxy_value: t5_operational_proxy
      source_field: outcome_quality_score_v1.json.metrics.t20_source
    tolerance_abs: 0.1
    unit: percent
formula_id: CANONICAL_METRICS_REGISTRY_V1
has_code_implementation: true
meta:
  has_code_implementation: false
metrics:
  cash_min_required_krw:
    canonical_source: cash_recovery_display_json.min_required_krw
    consumers:
    - exec_safety_declaration
    - cash_recovery_plan_crdl
    - single_conclusion
    - QEH_AUDIT_BLOCK
    description: 현금 최소 필요액(원) — cash_floor 확보를 위한 최소 매도 필요 금액
    fallback_sources:
    - cash_shortfall_min_krw
    - trim_plan_to_min_cash_json.cash_shortfall_min_krw
    notes: 'cash_shortfall_json 객체가 None이므로 cash_shortfall_json.cash_shortfall_min_krw
      읽기 불가. harness_context 최상위 cash_shortfall_min_krw=39797073이 대안이나, canonical
      = cash_recovery_display_json.min_required_krw(39797073).

      '
    tolerance_abs: 0
    unit: krw
  cash_reference_total_krw:
    canonical_source: trim_plan_to_min_cash_json.total_plan_krw
    consumers:
    - cash_recovery_plan_crdl
    description: 현금확보 전체 후보 누적 금액(원) — 주문 아님, 참고용
    fallback_sources:
    - cash_recovery_display_json.reference_total_krw
    notes: 'cash_recovery_display_json.reference_total_krw=0(미산출). 올바른 원천 = trim_plan_to_min_cash_json.total_plan_krw(227,868,540).

      '
    tolerance_abs: 0
    unit: krw
  cluster_pct:
    canonical_source: semiconductor_cluster_json.combined_pct
    consumers:
    - cluster_sync_audit
    - portfolio_structure_risks
    - mandatory_reduction_plan
    description: 반도체 클러스터(삼성전자+SK하이닉스+KODEX반도체) 합산 비중(%)
    fallback_sources:
    - mandatory_reduction_json.cluster_pct
    - cluster_sync_result_json.cluster_pct
    notes: 'cluster_sync_result_json.cluster_pct=0 버그가 있음. mandatory_reduction_json.cluster_pct=62.79는
      소수점 반올림 차이이므로 tolerance 허용. canonical = semiconductor_cluster_json.combined_pct(62.93).

      '
    tolerance_abs: 0.05
    unit: percent
per_ticker_metrics:
  scrs_immediate_qty:
    alias_in_data: immediate_qty
    canonical_source: scrs_v2_json.selected_combo[ticker].immediate_qty
    consumers:
    - scrs_v2_sell_table
    description: SCRS-V2 즉시 매도 수량(주)
    notes: '렌더러가 immediate_sell_qty를 찾지만 데이터에는 immediate_qty가 있음. AGENTS.md 5b: "immediate_sell_qty는
      ''-'' 출력 금지 (키 불일치)" 명시 위반.

      '
    wrong_alias_in_renderer: immediate_sell_qty
  scrs_rebound_qty:
    alias_in_data: rebound_wait_qty
    canonical_source: scrs_v2_json.selected_combo[ticker].rebound_wait_qty
    consumers:
    - scrs_v2_sell_table
    description: SCRS-V2 반등 대기 수량(주)
  ticker_base_qty:
    canonical_source: sell_quantities_json[ticker].sell_qty
    consumers:
    - shadow_ledger_table
    description: 종목별 기준 매도 수량(주)
    fallback_sources:
    - comprehensive_proposal_json[ticker].quantity
    notes: 'shadow_ledger_json의 base_qty_calc=None. sell_quantities_json[].sell_qty
      또는 comprehensive_proposal_json[].quantity 사용.

      '
  ticker_limit_price:
    canonical_source: proposal_reference_json[ticker].proposed_limit_price_krw
    consumers:
    - shadow_ledger_table
    description: 종목별 산출 지정가(원) — 차단 종목 포함 전체 표시(H10)
    fallback_sources:
    - prices_json[ticker].stop_price
    notes: 'AGENTS.md H10: 차단 종목도 산출 지표 은폐 금지. proposal_reference_json에 proposed_limit_price_krw가
      있으면 사용, 없으면 prices_json.stop_price를 참고방어가로 표시.

      '
  ticker_profit_pct:
    alias_in_renderer_correct: profit_pct
    alias_in_renderer_wrong: unrealized_pnl_pct
    canonical_source: prices_json[ticker].profit_pct
    consumers:
    - profit_preservation_table
    description: 종목별 미실현 손익률(%)
    notes: 'profit_preservation_json[].unrealized_pnl_pct=None. 올바른 원천 = prices_json[].profit_pct.

      '
  ticker_stop_price:
    canonical_source: prices_json[ticker].stop_price
    consumers:
    - shadow_ledger_table
    - profit_preservation_table
    description: 종목별 손절가(원)
    notes: shadow_ledger_json의 stop_loss_calc=None이므로 prices_json 직접 사용.
  ticker_tp1_price:
    canonical_source: prices_json[ticker].tp1_price
    consumers:
    - shadow_ledger_table
    description: 종목별 1차 익절가(원)
v11_contradiction_metrics:
  cash_immediately_raisable_krw:
    canonical_source: cash_recovery_optimizer_v4.json.cash_shortfall_min_krw
    contradiction_sites:
    - section: cash_recovery_plan_crdl
      value: 57841575
    - section: engine_audit_sell_classification
      value: 59399085
    description: 즉시 조달 가능 현금(원)
    fallback_sources:
    - smart_cash_recovery_v8.json.cash_recovered_krw
    tolerance_abs: 0
    unit: krw
  cash_shortfall_target_krw:
    canonical_source: cash_recovery_optimizer_v4.json.cash_shortfall_min_krw
    contradiction_sites:
    - section: executive_brief
      value: 38671178
    - section: single_conclusion
      value: 47769737
    description: 현금 목표 부족액(원)
    fallback_sources:
    - operational_truth_score_v1.json.cash_shortfall_min_krw
    tolerance_abs: 0
    unit: krw
  confidence_cap:
    canonical_source: imputed_data_exposure_gate_v2.json.effective_confidence_honest
    contradiction_sites:
    - note: schema_presence 기반 — 거짓
      section: investment_quality_headline
      value: 93.0
    - note: honest 기반 — canonical
      section: engine_audit_imputed_exposure_honest
      value: 88.4
    description: 신뢰도 캡(0~100) — honest 기준
    notes: 88.4가 canonical. 93.0은 schema_presence 기반 거짓 캡이므로 폐기.
    tolerance_abs: 0.1
    unit: score
  final_score:
    canonical_source: scores_harness_v1.json.final_score.value
    contradiction_sites:
    - section: engine_audit_scores
      value: 40.5
    - note: 재계산값 — canonical 40.5 사용
      section: performance_monitoring_dashboard
      value: 45.3
    description: 종합 전략 점수(0~100)
    tolerance_abs: 0.5
    unit: score
  horizon_cap_mid_pct:
    canonical_source: horizon_allocation_guard_v2.json.mid_cap
    contradiction_sites:
    - section: horizon_allocation_lock_v1
      value: 45
    - section: engine_audit_routing
      value: 50
    description: 중기 호라이즌 비중 상한(%)
    tolerance_abs: 1.0
    unit: percent
  horizon_cap_short_pct:
    canonical_source: horizon_allocation_guard_v2.json.short_cap
    description: 단기 호라이즌 비중 상한(%)
    fallback_sources:
    - spec/strategy/horizon_allocation_v1.yaml.rules.HA002.condition
    notes: 엔진 감사 short_cap=40%, horizon_routing_lock short_threshold=40%
    tolerance_abs: 1.0
    unit: percent
  mid_horizon_pct:
    canonical_source: horizon_classification_v1.json.allocation_pct.MID
    description: 중기 호라이즌 비중(%)
    tolerance_abs: 0.1
    unit: percent
  operational_truth_score:
    canonical_source: operational_truth_score_v1.json.score_0_100
    contradiction_sites:
    - section: operational_truth_score_section
      value: 80.86
    - note: 재계산값 — canonical 80.86 사용
      section: performance_monitoring_dashboard
      value: 89.12
    description: 운영 진실 점수(0~100)
    tolerance_abs: 0.1
    unit: score
  performance_readiness_score:
    canonical_source: operational_truth_score_v1.json.performance_readiness_score
    contradiction_sites:
    - section: operational_truth_score_section
      value: 37.2
    - note: 50은 비활성 기본값 — canonical 37.2 사용
      section: performance_monitoring_dashboard
      value: 50.0
    description: 성과 준비도 점수(0~100)
    tolerance_abs: 0.1
    unit: score
  position_weight_pct:
    canonical_source: portfolio_exposure_v1.json[ticker].weight_pct
    contradiction_sites:
    - samsung: 44.5
      section: portfolio_risk_panel
    - samsung: 44.35
      section: ejce
    - samsung: 45.5
      section: executive
    description: 종목별 포트폴리오 비중(%)
    fallback_sources:
    - prices_json[ticker].position_weight_pct
    per_ticker: true
    tolerance_abs: 0.1
    unit: percent
  short_horizon_pct:
    canonical_source: horizon_classification_v1.json.allocation_pct.SHORT
    contradiction_sites:
    - section: horizon_allocation_lock_v1
      value: 14.3
    - note: 보유종목 SHORT비중과 전략노출 혼동
      section: performance_monitoring_dashboard
      value: 71.4
    description: 단기 호라이즌 비중(%)
    tolerance_abs: 0.1
    unit: percent
  t5_match_rate_pct:
    canonical_source: prediction_accuracy_harness_v5.json.prediction_match_rate_pct
    contradiction_sites:
    - note: 전체 이력 기준
      section: outcome_eval_window_monitor
      value: 35.69
    - note: decisive 케이스만 — 혼용 금지
      section: performance_monitoring_dashboard
      value: 73.24
    description: T+5 예측 방향 일치율(%)
    fallback_sources:
    - outcome_quality_score_v1.json.metrics.t5_operational_pass_rate
    notes: canonical = prediction_accuracy_harness_v5.prediction_match_rate_pct(47.28).
      표본 정의 혼용 금지.
    tolerance_abs: 0.5
    unit: percent
  unrealized_return_pct:
    canonical_source: prices_json[ticker].profit_pct
    contradiction_sites:
    - samsung: 98.0
      section: position_dashboard
    - samsung: 96.44
      section: profit_preservation_table
    - samsung: 96.4
      section: decision_trace
    description: 종목별 미실현 수익률(%)
    per_ticker: true
    tolerance_abs: 0.1
    unit: percent
  value_damage_pct:
    canonical_source: smart_cash_recovery_v8.json.raw_value_damage_pct_avg
    contradiction_sites:
    - correct_value: 15.7
      section: final_execution_decision
      wrong_value: 0.0
    - correct_value: 15.7
      section: cash_recovery_plan_crdl
      wrong_value: 0.0
    description: 현금확보 매도의 가치훼손율(%) — raw 기준
    fallback_sources:
    - smart_cash_recovery_v7.json.raw_value_damage_pct_avg
    - smart_cash_recovery_v9.json.raw_value_damage_pct_avg
    notes: raw=15.7%가 canonical. adjusted=0.0 단독 표기는 RAW_VS_ADJUSTED_DISCLOSURE_V1
      위반.
    tolerance_abs: 0.1
    unit: percent
version: '2026-05-29'