kjh2064
ee3e799de1
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>
21 lines
1.0 KiB
Markdown
21 lines
1.0 KiB
Markdown
# 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 engine
|
|
- `circuit_breakers.yaml`: weekly circuit breaker, trading cost control, concentration brake, sector crash protocol
|
|
- `market_risk_cash.yaml`: market risk score based cash rules and VIX/US10Y cash adjustment
|
|
- `portfolio_exposure.yaml`: duplicate exposure, target allocation, cash floor, ETF staged reduction
|
|
- `risk_control.yaml`: compatibility index only; do not add thresholds here
|
|
- `quality_control.yaml`: risk quality-control summary
|
|
|
|
Migration rule:
|
|
|
|
- Do not add numeric thresholds to `spec/03_risk_policy.yaml` or `spec/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.yaml` remains higher authority than all risk split files.
|