kjh2064
aedabdd37b
suggest/quant_investment_engine_v8_9_portfolio_optimizer_canonical_refactored.yaml의
implementation_todo_v8_9(P0~P4) 전체를 spec/tool/golden case 레벨로 구현.
- P0: PORTFOLIO_TRANSITION_UTILITY_V1, SELL_LOT_PARETO_SELECTOR_V1, FORECAST_SIMULATION_ENGINE_V1
- P1: SECTOR_EXPOSURE_GRAPH_V1/LEADER_LIFECYCLE_GATE_V1, EXECUTION_CAPACITY_LADDER_V1, MODEL_GOVERNANCE_KILL_SWITCH_V1
- P2: SCENARIO_SHOCK_MATRIX_V1, TRANSITION_SET_ENUMERATOR_V1, IMMUTABLE_DECISION_LEDGER_V1, EXECUTION_PLAN_COMPILER_V1
- P3: STATE_VECTOR_CONSTRUCTOR_V1, WALK_FORWARD_BOOTSTRAP_V1, TRANSITION_SET_ENUMERATOR_V1(MRC/CVaR 확장),
REBALANCE_CADENCE_GATE_V1, WEEKLY_LEGACY_TRANSFER_PLAN_V1
기존 regime/cluster 연동 정책 수치(현금방어선, 반도체 cap)는 그대로 유지하고 신규 cap 필드만 추가.
spec/09_decision_flow.yaml과 runtime/active_artifact_manifest.yaml에 전 엔진 배선 완료.
governance/todo/v8_9_p{0,1,2,3}_adoption_plan.yaml에 각 단계 작업 추적 기록.
검증: validate_specs/validate_golden_coverage_100(100%)/validate_calibration_registry_v1/
validate_schema_model_generation_v1/validate_agents_shrink_v1 전부 PASS. golden test 53/53 PASS.
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
111 lines
4.5 KiB
YAML
111 lines
4.5 KiB
YAML
schema_version: v8_9_p1_adoption_plan.v1
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meta:
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title: v8_9_p1_adoption_plan
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source_proposal: suggest/quant_investment_engine_v8_9_portfolio_optimizer_canonical_refactored.yaml
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predecessor: governance/todo/v8_9_p0_adoption_plan.yaml
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decision_basis: >
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P0(portfolio_transition_optimizer, sell lot Pareto, CE70/CE90/CVaR95 simulation) 완료 후
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사용자가 "로드맵에 따라 제안한 모든 작업을 순차적으로 진행"하도록 지시(2026-06-17).
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탐색 결과(에이전트 보고) 3개 항목 모두 spec 레벨 구현이 없음을 확인 — 신규 구현.
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scope:
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- sector_graph_engine_v8_9 (canonical sector ID, ETF lookthrough, factor residualization, leader lifecycle)
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- execution_plan_compiler_v8_9.broker_microstructure_packet (order_capacity formula)
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- model_governance_v8_9 (kill switches, promotion_ladder 자동화)
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tasks:
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- id: P1-A.1
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title: SECTOR_EXPOSURE_GRAPH_V1 공식 정의
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output_file: spec/formulas/domains/sector.yaml (신규)
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detail: >
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canonical_sector_id 포맷(L1:L2:L3:L4), ETF lookthrough_weight_pct 산식,
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factor_beta_residualization(AI/반도체/전력 중복 베타 제거) 정의.
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depends_on: []
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- id: P1-A.2
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title: LEADER_LIFECYCLE_GATE_V1 공식 정의
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output_file: spec/formulas/domains/sector.yaml
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detail: CAPTAIN/CORE_LEADER/ENABLER/CYCLICAL_BETA/LAGGARD/DISTRIBUTION_RISK promotion/demotion 결정론적 상태머신.
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depends_on: [P1-A.1]
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- id: P1-A.3
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title: build_sector_exposure_graph_v1.py
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output_file: tools/build_sector_exposure_graph_v1.py
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depends_on: [P1-A.2]
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- id: P1-A.4
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title: schema + generated model (sector)
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output_file:
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- schemas/generated/sector_exposure_graph_v1.schema.json
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- src/quant_engine/models/generated/sector_exposure_graph_v1_schema.py
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depends_on: [P1-A.3]
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- id: P1-A.5
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title: sector golden case
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detail: V89_044(sector_overlap), V89_045(ETF_direct_overlap), V89_046(leader_distribution)
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output_file: tests/golden/generated/sector_exposure_graph_v1_golden.py
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depends_on: [P1-A.4]
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- id: P1-B.1
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title: EXECUTION_CAPACITY_LADDER_V1 공식 정의
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output_file: spec/formulas/domains/execution.yaml (신규)
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detail: >
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order_capacity_krw = min(planned_order_amount_krw, avg_trade_value_20d_krw*0.003,
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intraday_trade_value_krw*0.01, orderbook_top3_depth_krw*0.30).
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spread_bps, orderbook_top3_depth_krw 신규 필드.
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depends_on: []
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- id: P1-B.2
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title: build_execution_capacity_ladder_v1.py
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output_file: tools/build_execution_capacity_ladder_v1.py
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depends_on: [P1-B.1]
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- id: P1-B.3
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title: schema + generated model (execution)
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output_file:
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- schemas/generated/execution_capacity_ladder_v1.schema.json
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- src/quant_engine/models/generated/execution_capacity_ladder_v1_schema.py
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depends_on: [P1-B.2]
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- id: P1-B.4
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title: execution capacity golden case
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detail: V89_019(broker_packet_missing), V89_020(capacity_too_low), V89_022(spread_widens)
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output_file: tests/golden/generated/execution_capacity_ladder_v1_golden.py
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depends_on: [P1-B.3]
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- id: P1-C.1
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title: MODEL_GOVERNANCE_KILL_SWITCH_V1 공식 정의
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output_file: spec/formulas/domains/governance.yaml (신규)
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detail: >
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data_quarantine_rate_above_5pct, implementation_shortfall_above_2x_expected,
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T5_hit_rate_below_50pct_30trades, calibration_error_above_limit, drawdown_breach
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kill switch 조건 + promotion_ladder(AUDIT_ONLY→SHADOW→PILOT→LIVE_LIMITED→LIVE_FULL) 자동화.
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depends_on: []
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- id: P1-C.2
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title: build_model_governance_kill_switch_v1.py
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output_file: tools/build_model_governance_kill_switch_v1.py
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depends_on: [P1-C.1]
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- id: P1-C.3
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title: schema + generated model (governance)
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output_file:
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- schemas/generated/model_governance_kill_switch_v1.schema.json
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- src/quant_engine/models/generated/model_governance_kill_switch_v1_schema.py
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depends_on: [P1-C.2]
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- id: P1-C.4
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title: kill switch golden case
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detail: V89_035(hit_rate), V89_036(slippage), V89_037(quarantine_rate)
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output_file: tests/golden/generated/model_governance_kill_switch_v1_golden.py
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depends_on: [P1-C.3]
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- id: P1-4
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title: 전체 검증 스위트 재실행
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command: |
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python tools/validate_specs.py
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python tools/validate_golden_coverage_100.py
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python tools/validate_calibration_registry_v1.py
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python tools/validate_schema_model_generation_v1.py
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python tools/validate_agents_shrink_v1.py
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depends_on: [P1-A.5, P1-B.4, P1-C.4]
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