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QuantEngineByItz/spec/strategy/anti_late_entry_pullback_gate_v5.yaml
T
kjh2064 af1236202d WBS-7.3: GAS→Python 마이그레이션 5개 항목 완료 (F14, F02-F06)
- F14: late_chase_risk_score 검증
  * GAS가 유일한 생산처 (Python canonical 없음)
  * migration_action: KEEP_IN_GAS로 정정, status: DONE

- F02/F03/F04/F06: priceBasis 로직 포팅
  * formulas/price_basis_v1.py: select_price_basis_tier2/tier1 구현
  * tests/parity/test_price_basis_parity_v1.py: 8 parity 테스트 (모두 PASS)
  * GAS Number.isFinite() 의미론 정확히 재현 (math.isfinite 사용)
  * 모든 테스트 112/112 PASS

남은 작업 (4개):
- F05: decision_logic (action assignment)
- F07: score_logic (threshold addition)
- F10: routing decision
- F15: late_chase_gate

Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
2026-06-22 22:45:00 +09:00

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YAML

schema_version: anti_late_entry_pullback_gate.v5
parent_file: spec/strategy/anti_late_entry_pullback_gate_v4.yaml
formula_id: ANTI_LATE_ENTRY_PULLBACK_GATE_V5
purpose: Pre-trade late-chase and pullback quality gate.
rule:
precedence: "anti_late_entry gate must be evaluated first for any BUY or STAGED_BUY candidate."
action_on_fail:
gate_fail_status: "FAIL"
quantity: 0
downgrade_action: "WATCH or BLOCKED"
shadow_ledger: "Record gate failure reason and thresholds in shadow ledger"