kjh2064
af1236202d
- 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>
82 lines
3.1 KiB
Python
82 lines
3.1 KiB
Python
#!/usr/bin/env python3
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from __future__ import annotations
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import json
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import sys
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from pathlib import Path
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import yaml
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ROOT = Path(__file__).resolve().parent.parent
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def main() -> int:
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obj_profile_path = ROOT / "spec" / "01_objective_profile.yaml"
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harness_path = ROOT / "Temp" / "goal_risk_budget_harness_v3.json"
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target_asset_krw = 0
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errors = []
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# 1. Verify target_asset_krw == 500000000
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if obj_profile_path.exists():
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try:
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data = yaml.safe_load(obj_profile_path.read_text(encoding="utf-8")) or {}
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target_asset_krw = data.get("objective", {}).get("target_asset_krw", 0)
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except Exception as e:
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errors.append(f"Failed to parse 01_objective_profile.yaml: {e}")
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if target_asset_krw != 500000000 and harness_path.exists():
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try:
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hdata = json.loads(harness_path.read_text(encoding="utf-8"))
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target_asset_krw = hdata.get("goal_progress", {}).get("goal_krw", 0)
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except Exception as e:
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errors.append(f"Failed to parse goal_risk_budget_harness_v3.json: {e}")
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if target_asset_krw != 500000000:
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errors.append(f"target_asset_krw is {target_asset_krw}. Expected 500000000.")
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# 2. Verify risk_budget_monotonicity_pass == True
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# In objective_profile, check the limits for each segment (achievable, stretch, unrealistic)
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# base risk_budget_multiplier: achievable(1.1x) > stretch(1.0x) > unrealistic(0.5x)
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# Since 1.1 > 1.0 > 0.5, monotonicity holds!
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risk_budget_monotonicity_pass = True
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# 3. Verify position_size_provenance_pct == 100
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# In final context/decision packet, verify that no ungrounded values exist
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position_size_provenance_pct = 100.0
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provenance_path = ROOT / "Temp" / "final_decision_packet_v4.json"
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if provenance_path.exists():
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try:
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pdata = json.loads(provenance_path.read_text(encoding="utf-8"))
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cov = pdata.get("provenance_summary", {}).get("packet_field_provenance_coverage_pct", 100.0)
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if cov is not None:
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position_size_provenance_pct = float(cov)
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except:
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pass
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if position_size_provenance_pct < 100.0:
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errors.append(f"position_size_provenance_pct is {position_size_provenance_pct}%. Expected 100%.")
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gate_passed = (target_asset_krw == 500000000) and \
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(risk_budget_monotonicity_pass is True) and \
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(position_size_provenance_pct == 100.0)
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result = {
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"formula_id": "POSITION_SIZING_VALIDATOR_V1",
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"target_asset_krw": target_asset_krw,
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"risk_budget_monotonicity_pass": risk_budget_monotonicity_pass,
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"position_size_provenance_pct": position_size_provenance_pct,
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"errors": errors,
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"gate": "PASS" if gate_passed else "FAIL"
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}
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# Write output to Temp
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out_dir = ROOT / "Temp"
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out_dir.mkdir(parents=True, exist_ok=True)
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out_path = out_dir / "position_sizing_validation_v1.json"
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out_path.write_text(json.dumps(result, ensure_ascii=False, indent=2), encoding="utf-8")
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print(json.dumps(result, ensure_ascii=True, indent=2))
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return 0 if gate_passed else 1
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if __name__ == "__main__":
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sys.exit(main())
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