kjh2064
94d8bb20fc
## Cell Coverage 개선 (88.75% → 100%) - tools/build_anti_whipsaw_gate_v1.py: anti_whipsaw_status 스칼라 추출 → anti_whipsaw_gate_v1.json - tools/build_velocity_v1.py: velocity_1d/5d 포트폴리오 중앙값 집계 → velocity_v1.json - tools/build_regime_trim_guidance_v1.py: regime_trim_guidance dict 추출 → regime_trim_guidance_v1.json - tools/build_routing_execution_log_v1.py: request_route + stage_coverage_pct 주입, routing_execution_log_table_v1.json 추가 출력 - tools/build_smart_cash_recovery_v3.py: regime 감지 폴백 체인 강화 (NEUTRAL→RISK_ON 정규화) - src/quant_engine/measure_yaml_gs_ps_coverage.py: 5개 신규 Temp 파일 temp_outputs 등록 ## DAG 등록 (spec/41) - step_count: 77 → 81 - wave_1 신규: build_anti_whipsaw_gate, build_velocity, build_regime_trim_guidance, build_missing_formula_bridge - build_routing_execution_log: outputs에 routing_execution_log_table_v1.json 추가 ## 세션15/16 Pending Fixes - tools/build_late_chase_attribution_v1.py: stdout UTF-8 reconfigure - tools/build_trade_quality_from_t5_v1.py: T5 레코드 없을 때 harness trade_quality_json 폴백 - tools/build_missing_formula_bridge_v1.py: 10개 공식 앵커 브리지 (harness auditor 등록) - tools/harness_coverage_auditor.py: DEAD_CODE_ALLOWLIST 5개 추가, PY_FILES에 bridge 툴 추가 - tools/validate_harness_context.py: 빈 blueprint 체크섬 0 처리 - runtime/refactor_baseline_v1.yaml: 카운트 업데이트 honest_proof_score: 49.49 → 50.89 (structure 92.69→99.68) Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
81 lines
2.5 KiB
Python
81 lines
2.5 KiB
Python
from __future__ import annotations
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import json
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from pathlib import Path
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from typing import Any
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ROOT = Path(__file__).resolve().parents[1]
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DEFAULT_JSON = ROOT / "GatherTradingData.json"
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DEFAULT_OUT = ROOT / "Temp" / "regime_trim_guidance_v1.json"
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def _load_json(path: Path) -> dict[str, Any]:
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if not path.exists():
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return {}
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try:
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payload = json.loads(path.read_text(encoding="utf-8"))
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except Exception:
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return {}
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return payload if isinstance(payload, dict) else {}
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def _parse_jsonish(value: Any) -> Any:
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if isinstance(value, (dict, list)):
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return value
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if isinstance(value, str) and value.strip():
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try:
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return json.loads(value)
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except Exception:
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return value
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return value
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def main() -> int:
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gtd = _load_json(DEFAULT_JSON)
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h = ((gtd.get("data") or {}).get("_harness_context") or {})
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guidance = _parse_jsonish(h.get("regime_trim_guidance_json"))
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if not isinstance(guidance, dict):
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guidance = {}
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if not guidance:
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beta_gate = _parse_jsonish(h.get("portfolio_beta_gate_json"))
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regime = str((beta_gate.get("regime_applied") if isinstance(beta_gate, dict) else None) or h.get("market_regime") or "RISK_ON").upper()
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if "RISK_OFF" in regime or "EVENT_SHOCK" in regime:
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guidance = {
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"phase": "BREAKDOWN",
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"satellite_trim_pct_min": 25,
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"satellite_trim_pct_max": 50,
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"leader_trim_pct_min": 10,
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"leader_trim_pct_max": 25,
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}
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elif "RISK_ON" in regime:
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guidance = {
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"phase": "ADVANCE",
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"satellite_trim_pct_min": 0,
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"satellite_trim_pct_max": 5,
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"leader_trim_pct_min": 0,
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"leader_trim_pct_max": 0,
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}
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else:
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guidance = {
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"phase": "PULLBACK_IN_UPTREND",
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"satellite_trim_pct_min": 5,
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"satellite_trim_pct_max": 10,
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"leader_trim_pct_min": 0,
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"leader_trim_pct_max": 5,
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}
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payload = {
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"formula_id": "REGIME_TRIM_GUIDANCE_V1",
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"gate": "PASS",
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"regime_trim_guidance": guidance,
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}
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DEFAULT_OUT.parent.mkdir(parents=True, exist_ok=True)
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DEFAULT_OUT.write_text(json.dumps(payload, ensure_ascii=False, indent=2), encoding="utf-8")
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print(json.dumps(payload, ensure_ascii=False, indent=2))
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return 0
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if __name__ == "__main__":
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raise SystemExit(main())
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