kjh2064
b1bb40c384
모든 hardcoding을 calibration_registry.yaml에 threshold로 등록: 1. MRS_CIRCUIT_BREAKER_ADJUSTMENT_PTS = 2 (pts) - 위치: spec/risk/circuit_breakers.yaml:192 (이전: "MRS +2점 (임시)") - 용도: sector_crash_intraday_protocol tier_B 조치에서 현금 보수성 강화 - 정규화: spec/risk/circuit_breakers.yaml에서 threshold 참조로 변경 2. CLUSTER_CAP_CLA_REGIME_PER = 60 (%) - 위치: spec/risk/portfolio_exposure.yaml:403 (이전: "O2 상한 임시 해제") - 용도: CLA 레짐 발동 시 cluster 결합 노출 상한 일시 상향 - 정규화: spec/risk/portfolio_exposure.yaml에서 threshold 참조로 변경 3. OVERHANG_PRESSURE_V1_FALLBACK_MULT = 1.5 (배수) - 위치: spec/13_formula_registry.yaml:1223 - 상태: 이미 정규화됨 (절대값 -500000 → 평균거래량 비례식) 모든 threshold: EXPERT_PRIOR 등록, 실거래 표본 부재 - sunset_date: 2026-12-31 - 칼리브레이션 조건: sample_n 10+ (MRS) / 5+ (CLUSTER) 확보 후 실측 효과 검증 테스트: 135/135 PASS Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
Risk Spec Split Plan
spec/03_risk_policy.yaml was a deprecated_redirect-only stub and has been deleted
(2026-06-22, WBS-7.11 — zero active references confirmed before removal).
The canonical risk rules are the split files in this directory.
Canonical split files:
aggregate_risk.yaml: Total_Heat, portfolio hard stops, correlation shock, integrated risk enginecircuit_breakers.yaml: weekly circuit breaker, trading cost control, concentration brake, sector crash protocolmarket_risk_cash.yaml: market risk score based cash rules and VIX/US10Y cash adjustmentportfolio_exposure.yaml: duplicate exposure, target allocation, cash floor, ETF staged reductionrisk_control.yaml: compatibility index only; do not add thresholds herequality_control.yaml: risk quality-control summary
Migration rule:
- Do not add numeric thresholds to
spec/risk/risk_control.yaml(compatibility index only). - Keep old paths valid only through compatibility indexes and
spec/aliases.yaml. - New documents must reference canonical split files directly.
spec/00_execution_contract.yamlremains higher authority than all risk split files.