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>
62 lines
2.1 KiB
Python
62 lines
2.1 KiB
Python
"""Golden tests for EXECUTION_CAPACITY_LADDER_V1 (governance/todo/v8_9_p1_adoption_plan.yaml P1-B.4).
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Maps to v8.9 proposal golden cases V89_019 (broker_packet_missing), V89_020 (capacity_too_low),
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V89_022 (spread_widens).
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"""
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from __future__ import annotations
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import importlib.util
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from pathlib import Path
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ROOT = Path(__file__).resolve().parents[3]
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MODULE_PATH = ROOT / "tools" / "build_execution_capacity_ladder_v1.py"
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def _load_module():
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spec = importlib.util.spec_from_file_location("build_execution_capacity_ladder_v1", MODULE_PATH)
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module = importlib.util.module_from_spec(spec)
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assert spec.loader is not None
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spec.loader.exec_module(module)
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return module
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def test_v89_019_missing_broker_packet_blocks_not_zero_capacity() -> None:
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mod = _load_module()
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order = {
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"planned_order_amount_krw": 50000000,
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"avg_trade_value_20d_krw": None,
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"intraday_trade_value_krw": 500000000,
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"orderbook_top3_depth_krw": 100000000,
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"spread_bps": 5,
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}
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result = mod.evaluate_order_capacity(order)
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assert result["gate"] == "EXECUTION_PLAN_BLOCKED"
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assert result["order_capacity_krw"] is None
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def test_v89_020_planned_amount_exceeding_capacity_gets_capped() -> None:
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mod = _load_module()
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order = {
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"planned_order_amount_krw": 50000000,
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"avg_trade_value_20d_krw": 1000000000,
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"intraday_trade_value_krw": 500000000,
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"orderbook_top3_depth_krw": 100000000,
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"spread_bps": 5,
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}
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result = mod.evaluate_order_capacity(order)
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assert result["gate"] == "ORDER_SIZE_CAPPED"
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assert result["order_capacity_krw"] == 3000000.0
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def test_v89_022_spread_widening_beyond_1_5x_triggers_cancel() -> None:
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mod = _load_module()
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assert mod.should_cancel_remaining_slices(16, 10) is True
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assert mod.should_cancel_remaining_slices(14, 10) is False
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def test_trading_halt_blocks_regardless_of_other_fields() -> None:
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mod = _load_module()
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result = mod.evaluate_order_capacity({"planned_order_amount_krw": 50000000, "halt_status": True})
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assert result["gate"] == "EXECUTION_PLAN_BLOCKED"
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assert result["reason_code"] == "trading_halt"
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