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>
63 lines
2.1 KiB
Python
63 lines
2.1 KiB
Python
"""Golden tests for FORECAST_SIMULATION_ENGINE_V1 (governance/todo/v8_9_p0_adoption_plan.yaml P0-3.3).
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Maps to v8.9 proposal golden cases V89_013 (missing_CVaR -> QUARANTINE-equivalent WATCH_ONLY)
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and V89_014 (same_regime_sample_low -> WATCH_ONLY).
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"""
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from __future__ import annotations
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import importlib.util
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import json
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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_forecast_simulation_engine_v1.py"
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def _load_module():
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spec = importlib.util.spec_from_file_location("build_forecast_simulation_engine_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_013_missing_distribution_returns_watch_only_with_null_outputs(tmp_path) -> None:
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mod = _load_module()
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decision_packet = tmp_path / "decision_packet.json"
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decision_packet.write_text(json.dumps({"execution_mode": "SHADOW"}), encoding="utf-8")
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out = tmp_path / "out.json"
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import sys
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sys.argv = [
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"build_forecast_simulation_engine_v1.py",
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"--backtest-contract", str(tmp_path / "missing_contract.yaml"),
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"--distribution", str(tmp_path / "missing_distribution.json"),
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"--decision-packet", str(decision_packet),
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"--out", str(out),
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]
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assert mod.main() == 0
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result = json.loads(out.read_text(encoding="utf-8"))
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assert result["gate"] == "WATCH_ONLY"
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assert result["ce70_net_profit_krw"] is None
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assert result["cvar95_loss_krw"] is None
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def test_v89_014_same_regime_sample_below_shadow_minimum_blocks_compute() -> None:
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mod = _load_module()
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rule = mod.MINIMUM_SAMPLE_RULES["SHADOW"]
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sample_count_total = 30
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sample_count_same_regime = 5
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gate_ok = (
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sample_count_total >= rule["sample_count_total_min"]
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and sample_count_same_regime >= rule["sample_count_same_regime_min"]
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)
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assert gate_ok is False
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def test_quantile_and_cvar95_match_known_distribution() -> None:
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mod = _load_module()
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values = sorted(float(v) for v in range(1, 101))
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assert mod._quantile(values, 0.5) == 50.5
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assert mod._cvar95(values) <= values[4]
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