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>
57 lines
2.0 KiB
Python
57 lines
2.0 KiB
Python
"""Golden tests for MODEL_GOVERNANCE_KILL_SWITCH_V1 (governance/todo/v8_9_p1_adoption_plan.yaml P1-C.4).
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Maps to v8.9 proposal golden cases V89_035 (hit_rate kill switch), V89_036 (slippage kill switch),
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V89_037 (data_quarantine_rate kill switch).
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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_model_governance_kill_switch_v1.py"
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def _load_module():
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spec = importlib.util.spec_from_file_location("build_model_governance_kill_switch_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_035_low_hit_rate_with_sufficient_sample_demotes_one_rung() -> None:
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mod = _load_module()
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reasons = mod.evaluate_kill_switches({"t5_hit_rate_pct": 40.0, "t5_sample_count": 30})
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assert "t5_hit_rate_below_50pct_for_30_trades" in reasons
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assert mod.demote_one_rung("PILOT") == "SHADOW"
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def test_v89_035_low_hit_rate_below_sample_threshold_does_not_trigger() -> None:
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mod = _load_module()
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reasons = mod.evaluate_kill_switches({"t5_hit_rate_pct": 40.0, "t5_sample_count": 10})
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assert "t5_hit_rate_below_50pct_for_30_trades" not in reasons
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def test_v89_036_implementation_shortfall_above_2x_triggers() -> None:
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mod = _load_module()
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reasons = mod.evaluate_kill_switches({"implementation_shortfall_ratio": 2.5})
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assert reasons == ["implementation_shortfall_above_2x_expected"]
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def test_v89_037_data_quarantine_rate_above_5pct_triggers() -> None:
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mod = _load_module()
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reasons = mod.evaluate_kill_switches({"data_quarantine_rate_pct": 7.0})
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assert reasons == ["data_quarantine_rate_above_5pct"]
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def test_audit_only_cannot_demote_further() -> None:
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mod = _load_module()
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assert mod.demote_one_rung("AUDIT_ONLY") == "AUDIT_ONLY"
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def test_no_triggers_keeps_mode_unchanged() -> None:
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mod = _load_module()
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reasons = mod.evaluate_kill_switches({"data_quarantine_rate_pct": 1.0})
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assert reasons == []
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