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>
58 lines
2.1 KiB
Python
58 lines
2.1 KiB
Python
"""Golden tests for REBALANCE_CADENCE_GATE_V1 (governance/todo/v8_9_p3_adoption_plan.yaml P3-D).
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Maps to v8.9 proposal golden cases V89_032 (no_trade_band), V89_033
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(hard_block_overrides_band), V89_053 (weekly_rebalance_required), V89_054
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(mid_check_required).
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"""
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from __future__ import annotations
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import importlib.util
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from datetime import date
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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_rebalance_cadence_gate_v1.py"
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def _load_module():
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spec = importlib.util.spec_from_file_location("build_rebalance_cadence_gate_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_032_negative_utility_no_hard_block_blocks_execution_but_emits_review() -> None:
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mod = _load_module()
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result = mod.evaluate_rebalance_gate(date(2026, 6, 20), -5000.0, False)
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assert result["review_emitted"] is True
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assert result["rebalance_execution_allowed"] is False
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def test_v89_033_hard_risk_block_overrides_negative_utility() -> None:
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mod = _load_module()
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result = mod.evaluate_rebalance_gate(date(2026, 6, 20), -5000.0, True)
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assert result["rebalance_execution_allowed"] is True
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def test_v89_053_saturday_and_sunday_always_require_cadence_check() -> None:
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mod = _load_module()
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saturday_required, saturday_reason = mod.cadence_check_required(date(2026, 6, 20))
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sunday_required, sunday_reason = mod.cadence_check_required(date(2026, 6, 21))
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assert saturday_required is True
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assert saturday_reason == "weekly_rebalance_required"
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assert sunday_required is True
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def test_v89_054_monthly_mid_check_days_require_cadence_check() -> None:
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mod = _load_module()
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required, reason = mod.cadence_check_required(date(2026, 6, 11))
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assert required is True
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assert reason == "mid_check_required"
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def test_non_cadence_weekday_does_not_require_check() -> None:
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mod = _load_module()
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required, _ = mod.cadence_check_required(date(2026, 6, 17))
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assert required is False
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