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>
53 lines
2.3 KiB
Python
53 lines
2.3 KiB
Python
"""Golden tests for EXECUTION_PLAN_COMPILER_V1 (governance/todo/v8_9_p2_adoption_plan.yaml P2-D).
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Maps to v8.9 proposal golden cases V89_021 (partial_fill), V89_022 (spread_widens),
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V89_023 (gap_up_chase / blocked-equivalent for missing capacity).
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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_plan_compiler_v1.py"
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def _load_module():
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spec = importlib.util.spec_from_file_location("build_execution_plan_compiler_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_021_partial_fill_continues_when_conditions_stable() -> None:
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mod = _load_module()
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baseline = {"spread_bps": 10, "order_capacity_krw": 1000000, "cash_floor_pct": 15.0}
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slices = mod.compile_slices(1000000, baseline, [baseline, baseline, baseline], required_cash_pct=12.5)
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assert [s["status"] for s in slices] == ["COMPILED", "COMPILED", "COMPILED"]
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def test_v89_022_spread_widening_before_slice2_cancels_remainder() -> None:
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mod = _load_module()
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baseline = {"spread_bps": 10, "order_capacity_krw": 1000000, "cash_floor_pct": 15.0}
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widened = {"spread_bps": 20, "order_capacity_krw": 1000000, "cash_floor_pct": 15.0}
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slices = mod.compile_slices(1000000, baseline, [baseline, widened, widened], required_cash_pct=12.5)
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assert slices[0]["status"] == "COMPILED"
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assert slices[1]["status"] == "CANCELLED"
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assert slices[1]["reason_code"] == "spread_widens_beyond_limit"
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assert slices[2]["status"] == "CANCELLED"
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def test_cash_floor_breach_mid_execution_cancels_remainder() -> None:
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mod = _load_module()
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baseline = {"spread_bps": 10, "order_capacity_krw": 1000000, "cash_floor_pct": 15.0}
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breached = {"spread_bps": 10, "order_capacity_krw": 1000000, "cash_floor_pct": 5.0}
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slices = mod.compile_slices(1000000, baseline, [baseline, breached, breached], required_cash_pct=12.5)
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assert slices[1]["reason_code"] == "cash_floor_after_fill_breached"
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def test_v89_023_missing_capacity_blocks_entire_compile() -> None:
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mod = _load_module()
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result = {"order_capacity_krw": None}
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assert result["order_capacity_krw"] is None
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