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>
65 lines
2.3 KiB
Python
65 lines
2.3 KiB
Python
"""Golden tests for SECTOR_EXPOSURE_GRAPH_V1 / LEADER_LIFECYCLE_GATE_V1
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(governance/todo/v8_9_p1_adoption_plan.yaml P1-A.5).
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Maps to v8.9 proposal golden cases V89_044 (sector_overlap), V89_045 (ETF_direct_overlap),
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V89_046 (leader_distribution).
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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_sector_exposure_graph_v1.py"
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def _load_module():
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spec = importlib.util.spec_from_file_location("build_sector_exposure_graph_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_044_etf_lookthrough_adds_to_direct_weight() -> None:
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mod = _load_module()
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position = {
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"direct_weight_pct": 20.0,
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"etf_constituents_json": [{"ticker": "X", "weight_pct": 50, "sector_id": "EQ:TECH:SEMIS:HBM"}],
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"etf_weight_pct": 10.0,
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"sector_id": "EQ:TECH:SEMIS:HBM",
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}
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result = mod.sector_exposure(position)
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assert result["sector_family_total_pct"] == 25.0
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assert result["gate"] == "PASS"
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def test_v89_045_missing_constituents_blocks_not_zero_estimate() -> None:
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mod = _load_module()
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result = mod.sector_exposure({"direct_weight_pct": 10.0, "sector_id": "EQ:TECH:SEMIS:HBM"})
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assert result["gate"] == "ETF_BUY_BLOCKED"
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assert result["sector_family_total_pct"] is None
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def test_v89_046_captain_distribution_break_demotes_immediately() -> None:
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mod = _load_module()
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result = mod.evaluate_leader_role(
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{
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"current_role": "CAPTAIN",
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"above_ma60_or_reclaim_confirmed": False,
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"institutional_flow_status": "distribution",
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"earnings_revision_status": "neutral",
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"relative_strength_leads_sector": False,
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"volume_quality_confirmed": False,
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}
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)
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assert result["leader_role"] == "DISTRIBUTION_RISK"
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assert result["role_changed"] is True
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def test_missing_role_inputs_keeps_current_role_not_arbitrary() -> None:
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mod = _load_module()
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result = mod.evaluate_leader_role({"current_role": "ENABLER"})
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assert result["leader_role"] == "ENABLER"
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assert result["role_transition_reason"] == "DATA_MISSING"
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