ee3e799de1
주요 변경: - tools/build_rebalance_engine_v1.py: REBALANCE_ENGINE_V1 신규 * account_snapshot 직접 합산(_build_snap_position_map) → 소수주 분리 행 병합 * 레짐 소스 macro.REGIME_PRELIM 최우선 (GAS 와 동일) - src/gas_adapter_parts/gdf_06_rebalance.gs: runRebalanceSheet_() 신규 * Logger.log / getSpreadsheet_() 로 run_all 연동 수정 - src/gas_adapter_parts/gdc_01_fetch_fundamentals.gs * _mergePositionRecord_(): 소수주 중복 행 합산 신규 * parseInt → parseFloat (qty, availQty) - src/gas_adapter_parts/gdf_01_price_metrics.gs * 미보유 종목 SELL_READY → WATCH_EXIT_SIGNAL - spec/41_release_dag.yaml: build_rebalance_sheet 노드 추가 (step_count 63) - spec/51_formula_lifecycle_registry.yaml: REBALANCE_ENGINE_V1 등록 Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
1761 lines
48 KiB
YAML
1761 lines
48 KiB
YAML
schema_version: 2026-06-06-output-field-owner-ledger-v1
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primary_writer_policy: first-declared-formula
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fields:
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- field: absolute_risk_stop_rows
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primary_writer: ABSOLUTE_RISK_STOP_V1
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writer_count: 1
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writer_formulas:
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- ABSOLUTE_RISK_STOP_V1
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precedence_required: false
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- field: accounting_risk_count
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primary_writer: CASHFLOW_QUALITY_SIGNAL_V1
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writer_count: 1
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writer_formulas:
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- CASHFLOW_QUALITY_SIGNAL_V1
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precedence_required: false
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- field: action_summary
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primary_writer: MACRO_EVENT_TICKER_IMPACT_V1
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writer_count: 1
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writer_formulas:
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- MACRO_EVENT_TICKER_IMPACT_V1
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precedence_required: false
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- field: additional_fields
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primary_writer: BREAKOUT_QUALITY_GATE_V2
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writer_count: 21
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writer_formulas:
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- BREAKOUT_QUALITY_GATE_V2
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- RS_VERDICT_V1
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- REPLACEMENT_ALPHA_GATE_V1
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- SATELLITE_FAILURE_GATE_V1
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- RS_VERDICT_V2
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- SATELLITE_ALPHA_QUALITY_GATE_V1
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- CASH_CREATION_PURPOSE_LOCK_V1
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- SATELLITE_AGGREGATE_PNL_GATE_V1
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- HARNESS_DATA_FRESHNESS_GATE_V1
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- SATELLITE_LIFECYCLE_GATE_V1
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- CLA_REGIME_EXIT_CONDITION_V1
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- PORTFOLIO_CORRELATION_GATE_V1
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- ALPHA_FEEDBACK_LOOP_V1
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- SELL_PRICE_SANITY_V1
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- ANTI_CHASING_VELOCITY_V1
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- PULLBACK_ENTRY_TRIGGER_V1
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- DISTRIBUTION_SELL_DETECTOR_V1
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- SELL_EXECUTION_TIMING_V1
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- PROFIT_RATCHET_TIERED_V2
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- SELL_VALUE_PRESERVATION_TIERED_V2
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- PATTERN_BLACKLIST_AUTO_V1
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precedence_required: true
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- field: algorithm_guidance_proof_gate
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primary_writer: ALGORITHM_GUIDANCE_PROOF_V1
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writer_count: 1
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writer_formulas:
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- ALGORITHM_GUIDANCE_PROOF_V1
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precedence_required: false
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- field: algorithm_guidance_proof_score
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primary_writer: ALGORITHM_GUIDANCE_PROOF_V1
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writer_count: 1
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writer_formulas:
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- ALGORITHM_GUIDANCE_PROOF_V1
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precedence_required: false
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- field: allocation_pct
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primary_writer: HORIZON_CLASSIFICATION_V1
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writer_count: 1
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writer_formulas:
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- HORIZON_CLASSIFICATION_V1
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precedence_required: false
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- field: allowed_intraday_actions
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primary_writer: INTRADAY_ACTION_MATRIX_V1
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writer_count: 1
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writer_formulas:
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- INTRADAY_ACTION_MATRIX_V1
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precedence_required: false
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- field: alpha_evaluation_window_json
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primary_writer: ALPHA_EVALUATION_WINDOW_V1
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writer_count: 1
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writer_formulas:
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- ALPHA_EVALUATION_WINDOW_V1
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precedence_required: false
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- field: alpha_feedback_json
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primary_writer: ALPHA_FEEDBACK_LOOP_V1
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writer_count: 1
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writer_formulas:
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- ALPHA_FEEDBACK_LOOP_V1
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precedence_required: false
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- field: alpha_shield_status
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primary_writer: RS_MOMENTUM_V1
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writer_count: 1
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writer_formulas:
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- RS_MOMENTUM_V1
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precedence_required: false
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- field: analyst_view_homogeneous
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primary_writer: EJCE_DIVERGENCE_AUDIT_V1
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writer_count: 1
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writer_formulas:
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- EJCE_DIVERGENCE_AUDIT_V1
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precedence_required: false
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- field: anti_chase_gate
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primary_writer: ANTI_CHASE_V1
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writer_count: 1
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writer_formulas:
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- ANTI_CHASE_V1
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precedence_required: false
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- field: anti_chasing_velocity_status
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primary_writer: ANTI_CHASING_VELOCITY_V1
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writer_count: 1
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writer_formulas:
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- ANTI_CHASING_VELOCITY_V1
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precedence_required: false
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- field: anti_late_entry_status
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primary_writer: ANTI_LATE_ENTRY_GATE_V2
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writer_count: 1
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writer_formulas:
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- ANTI_LATE_ENTRY_GATE_V2
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precedence_required: false
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- field: anti_whipsaw_status
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primary_writer: ANTI_WHIPSAW_GATE_V1
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writer_count: 1
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writer_formulas:
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- ANTI_WHIPSAW_GATE_V1
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precedence_required: false
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- field: audit_snapshot
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primary_writer: AUDIT_REPLAY_SNAPSHOT_V1
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writer_count: 1
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writer_formulas:
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- AUDIT_REPLAY_SNAPSHOT_V1
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precedence_required: false
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- field: auto_trailing_stop
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primary_writer: PROFIT_GIVEBACK_RATCHET_FACTOR_V1
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writer_count: 1
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writer_formulas:
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- PROFIT_GIVEBACK_RATCHET_FACTOR_V1
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precedence_required: false
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- field: auto_trailing_stop_v2
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primary_writer: PROFIT_RATCHET_TIERED_V2
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writer_count: 1
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writer_formulas:
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- PROFIT_RATCHET_TIERED_V2
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precedence_required: false
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- field: blank_cell_audit_v1_json
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primary_writer: BLANK_CELL_AUDIT_V1
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writer_count: 1
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writer_formulas:
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- BLANK_CELL_AUDIT_V1
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precedence_required: false
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- field: blank_fill_pct
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primary_writer: BLANK_CELL_AUDIT_V1
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writer_count: 1
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writer_formulas:
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- BLANK_CELL_AUDIT_V1
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precedence_required: false
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- field: blank_view_count
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primary_writer: EJCE_VIEW_RENDERER_V1
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writer_count: 1
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writer_formulas:
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- EJCE_VIEW_RENDERER_V1
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precedence_required: false
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- field: blocked_intraday_actions
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primary_writer: INTRADAY_ACTION_MATRIX_V1
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writer_count: 1
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writer_formulas:
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- INTRADAY_ACTION_MATRIX_V1
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precedence_required: false
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- field: breakeven_stop_price
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primary_writer: BREAKEVEN_RATCHET_V1
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writer_count: 1
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writer_formulas:
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- BREAKEVEN_RATCHET_V1
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precedence_required: false
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- field: breakout_quality_gate
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primary_writer: BREAKOUT_QUALITY_GATE_V2
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writer_count: 1
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writer_formulas:
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- BREAKOUT_QUALITY_GATE_V2
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precedence_required: false
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- field: brt_method
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primary_writer: BENCHMARK_RELATIVE_TIMESERIES_V1
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writer_count: 1
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writer_formulas:
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- BENCHMARK_RELATIVE_TIMESERIES_V1
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precedence_required: false
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- field: brt_verdict
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primary_writer: BENCHMARK_RELATIVE_TIMESERIES_V1
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writer_count: 1
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writer_formulas:
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- BENCHMARK_RELATIVE_TIMESERIES_V1
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precedence_required: false
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- field: calibration_state
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primary_writer: PREDICTION_ACCURACY_HARNESS_V2
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writer_count: 1
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writer_formulas:
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- PREDICTION_ACCURACY_HARNESS_V2
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precedence_required: false
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- field: canonical_path
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primary_writer: CANONICAL_ARTIFACT_RESOLVER_V1
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writer_count: 1
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writer_formulas:
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- CANONICAL_ARTIFACT_RESOLVER_V1
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precedence_required: false
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- field: cap_pct
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primary_writer: MARKET_WEIGHT_AWARE_CLUSTER_GATE_V1
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writer_count: 1
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writer_formulas:
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- MARKET_WEIGHT_AWARE_CLUSTER_GATE_V1
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precedence_required: false
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- field: capital_style_conviction
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primary_writer: CAPITAL_STYLE_ALLOCATION_V1
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writer_count: 1
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writer_formulas:
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- CAPITAL_STYLE_ALLOCATION_V1
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precedence_required: false
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- field: capital_style_label
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primary_writer: CAPITAL_STYLE_ALLOCATION_V1
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writer_count: 1
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writer_formulas:
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- CAPITAL_STYLE_ALLOCATION_V1
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precedence_required: false
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- field: cash_creation_purpose_lock
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primary_writer: CASH_CREATION_PURPOSE_LOCK_V1
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writer_count: 1
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writer_formulas:
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- CASH_CREATION_PURPOSE_LOCK_V1
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precedence_required: false
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- field: cash_floor_min_pct
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primary_writer: CASH_FLOOR_V1
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writer_count: 1
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writer_formulas:
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- CASH_FLOOR_V1
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precedence_required: false
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- field: cash_raise_efficiency
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primary_writer: CASH_RAISE_PARETO_EXECUTOR_V2
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writer_count: 1
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writer_formulas:
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- CASH_RAISE_PARETO_EXECUTOR_V2
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precedence_required: false
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- field: cash_ratio_set
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primary_writer: CASH_RATIOS_V1
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writer_count: 1
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writer_formulas:
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- CASH_RATIOS_V1
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precedence_required: false
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- field: cash_recovery_plan
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primary_writer: CASH_RECOVERY_OPTIMIZER_V4
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writer_count: 1
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writer_formulas:
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- CASH_RECOVERY_OPTIMIZER_V4
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precedence_required: false
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- field: cash_recovery_plan_json
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primary_writer: CASH_RECOVERY_OPTIMIZER_V1
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writer_count: 1
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writer_formulas:
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- CASH_RECOVERY_OPTIMIZER_V1
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precedence_required: false
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- field: cash_shortfall_min_krw
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primary_writer: CASH_FLOOR_V1
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writer_count: 1
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writer_formulas:
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- CASH_FLOOR_V1
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precedence_required: false
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- field: cash_shortfall_target_krw
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primary_writer: CASH_FLOOR_V1
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writer_count: 1
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writer_formulas:
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- CASH_FLOOR_V1
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precedence_required: false
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- field: cashflow_quality_signal_v1_json
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primary_writer: CASHFLOW_QUALITY_SIGNAL_V1
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writer_count: 1
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writer_formulas:
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- CASHFLOW_QUALITY_SIGNAL_V1
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precedence_required: false
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- field: cashflow_stability_json
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primary_writer: CASHFLOW_STABILITY_GATE_V1
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writer_count: 1
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writer_formulas:
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- CASHFLOW_STABILITY_GATE_V1
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precedence_required: false
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- field: chase_risk_level
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primary_writer: ANTI_CHASE_V1
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writer_count: 1
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writer_formulas:
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- ANTI_CHASE_V1
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precedence_required: false
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- field: cla_exit_status
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primary_writer: CLA_REGIME_EXIT_CONDITION_V1
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writer_count: 1
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writer_formulas:
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- CLA_REGIME_EXIT_CONDITION_V1
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precedence_required: false
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- field: classified_pct
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primary_writer: HORIZON_CLASSIFICATION_V1
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writer_count: 1
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writer_formulas:
|
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- HORIZON_CLASSIFICATION_V1
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precedence_required: false
|
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- field: cluster_gate
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primary_writer: MARKET_WEIGHT_AWARE_CLUSTER_GATE_V1
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writer_count: 1
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writer_formulas:
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- MARKET_WEIGHT_AWARE_CLUSTER_GATE_V1
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precedence_required: false
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- field: coefficient_of_variation
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primary_writer: SMART_MONEY_FLOW_SIGNAL_V2
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writer_count: 1
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writer_formulas:
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- SMART_MONEY_FLOW_SIGNAL_V2
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precedence_required: false
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- field: combined_pct
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primary_writer: SEMICONDUCTOR_CLUSTER_GATE_V1
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writer_count: 1
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writer_formulas:
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- SEMICONDUCTOR_CLUSTER_GATE_V1
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precedence_required: false
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- field: completion_gap_score
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primary_writer: COMPLETION_GAP_V1
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writer_count: 1
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writer_formulas:
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- COMPLETION_GAP_V1
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precedence_required: false
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- field: composite_verdict
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primary_writer: COMPOSITE_VERDICT_V1
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writer_count: 1
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writer_formulas:
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- COMPOSITE_VERDICT_V1
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precedence_required: false
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- field: comprehensive_proposal
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primary_writer: COMPREHENSIVE_PROPOSAL_V1
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writer_count: 1
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writer_formulas:
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- COMPREHENSIVE_PROPOSAL_V1
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precedence_required: false
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- field: conflict_count
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primary_writer: CROSS_SECTION_CONSISTENCY_V1
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writer_count: 1
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writer_formulas:
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- CROSS_SECTION_CONSISTENCY_V1
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precedence_required: false
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- field: conflicts
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primary_writer: CROSS_SECTION_CONSISTENCY_V1
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writer_count: 1
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writer_formulas:
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- CROSS_SECTION_CONSISTENCY_V1
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precedence_required: false
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- field: coverage_pct
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primary_writer: SMART_MONEY_LIQUIDITY_GATE_V1
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writer_count: 5
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writer_formulas:
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- SMART_MONEY_LIQUIDITY_GATE_V1
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- RATCHET_TRAILING_GENERAL_V1
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- FUNDAMENTAL_RAW_INGEST_V1
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- PREDICTIVE_ALPHA_REPORT_LOCK_V2
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- FINAL_JUDGMENT_GATE_V1
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precedence_required: true
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- field: data_freshness_status
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primary_writer: HARNESS_DATA_FRESHNESS_GATE_V1
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writer_count: 1
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writer_formulas:
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- HARNESS_DATA_FRESHNESS_GATE_V1
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precedence_required: false
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- field: data_integrity_gate
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primary_writer: DATA_INTEGRITY_100_LOCK_V1
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writer_count: 1
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writer_formulas:
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- DATA_INTEGRITY_100_LOCK_V1
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precedence_required: false
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- field: data_integrity_score
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primary_writer: DATA_INTEGRITY_100_LOCK_V2
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|
writer_count: 1
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writer_formulas:
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|
- DATA_INTEGRITY_100_LOCK_V2
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precedence_required: false
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|
- field: data_integrity_score_v1
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primary_writer: DATA_INTEGRITY_SCORE_V1
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writer_count: 1
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writer_formulas:
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- DATA_INTEGRITY_SCORE_V1
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precedence_required: false
|
|
- field: data_missing_pct
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|
primary_writer: EARNINGS_QUALITY_SIGNAL_V1
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|
writer_count: 3
|
|
writer_formulas:
|
|
- EARNINGS_QUALITY_SIGNAL_V1
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- GROWTH_RATE_SIGNAL_V1
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|
- CASHFLOW_QUALITY_SIGNAL_V1
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|
precedence_required: true
|
|
- field: data_quality_gate
|
|
primary_writer: DATA_QUALITY_GATE_V2_PY
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- DATA_QUALITY_GATE_V2_PY
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|
precedence_required: false
|
|
- field: data_quality_gate_v3
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|
primary_writer: DATA_QUALITY_GATE_V3
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- DATA_QUALITY_GATE_V3
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|
precedence_required: false
|
|
- field: days_since_breakout
|
|
primary_writer: FOLLOW_THROUGH_DAY_CONFIRM_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- FOLLOW_THROUGH_DAY_CONFIRM_V1
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|
precedence_required: false
|
|
- field: deviation_ratio
|
|
primary_writer: MEAN_REVERSION_GATE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- MEAN_REVERSION_GATE_V1
|
|
precedence_required: false
|
|
- field: distinct_actions
|
|
primary_writer: VALUE_PRESERVATION_SCORER_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- VALUE_PRESERVATION_SCORER_V1
|
|
precedence_required: false
|
|
- field: distinct_exec_modes
|
|
primary_writer: SMART_CASH_RECOVERY_V3
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- SMART_CASH_RECOVERY_V3
|
|
precedence_required: false
|
|
- field: distribution_sell_detector_status
|
|
primary_writer: DISTRIBUTION_SELL_DETECTOR_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- DISTRIBUTION_SELL_DETECTOR_V1
|
|
precedence_required: false
|
|
- field: divergence_score
|
|
primary_writer: DIVERGENCE_SCORE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- DIVERGENCE_SCORE_V1
|
|
precedence_required: false
|
|
- field: downside_beta
|
|
primary_writer: BENCHMARK_RELATIVE_TIMESERIES_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- BENCHMARK_RELATIVE_TIMESERIES_V1
|
|
precedence_required: false
|
|
- field: drawdown_buy_scale
|
|
primary_writer: DRAWDOWN_GUARD_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- DRAWDOWN_GUARD_V1
|
|
precedence_required: false
|
|
- field: drawdown_guard_state
|
|
primary_writer: DRAWDOWN_GUARD_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- DRAWDOWN_GUARD_V1
|
|
precedence_required: false
|
|
- field: duplicate_artifacts
|
|
primary_writer: CANONICAL_ARTIFACT_RESOLVER_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- CANONICAL_ARTIFACT_RESOLVER_V1
|
|
precedence_required: false
|
|
- field: earnings_growth_quality_json
|
|
primary_writer: EARNINGS_GROWTH_QUALITY_GATE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- EARNINGS_GROWTH_QUALITY_GATE_V1
|
|
precedence_required: false
|
|
- field: earnings_quality_signal_v1_json
|
|
primary_writer: EARNINGS_QUALITY_SIGNAL_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- EARNINGS_QUALITY_SIGNAL_V1
|
|
precedence_required: false
|
|
- field: ejce_view_renderer_v1_json
|
|
primary_writer: EJCE_VIEW_RENDERER_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- EJCE_VIEW_RENDERER_V1
|
|
precedence_required: false
|
|
- field: emergency_full_sell_without_flag_count
|
|
primary_writer: EXECUTION_METHOD_LADDER_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- EXECUTION_METHOD_LADDER_V1
|
|
precedence_required: false
|
|
- field: enforcement_mode
|
|
primary_writer: BLANK_CELL_AUDIT_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- BLANK_CELL_AUDIT_V1
|
|
precedence_required: false
|
|
- field: enforcement_mode_until
|
|
primary_writer: CROSS_SECTION_CONSISTENCY_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- CROSS_SECTION_CONSISTENCY_V1
|
|
precedence_required: false
|
|
- field: equity_curve_status
|
|
primary_writer: ECP_RISK_SCALE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- ECP_RISK_SCALE_V1
|
|
precedence_required: false
|
|
- field: escalation_skip_violations
|
|
primary_writer: SELL_WATERFALL_ENGINE_V2
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- SELL_WATERFALL_ENGINE_V2
|
|
precedence_required: false
|
|
- field: excess_drawdown_pctp
|
|
primary_writer: BENCHMARK_RELATIVE_TIMESERIES_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- BENCHMARK_RELATIVE_TIMESERIES_V1
|
|
precedence_required: false
|
|
- field: execution_quality_grade
|
|
primary_writer: EXECUTION_QUALITY_SCORE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- EXECUTION_QUALITY_SCORE_V1
|
|
precedence_required: false
|
|
- field: execution_quality_outcome
|
|
primary_writer: EXECUTION_QUALITY_SCORE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- EXECUTION_QUALITY_SCORE_V1
|
|
precedence_required: false
|
|
- field: execution_quality_score
|
|
primary_writer: EXECUTION_QUALITY_SCORE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- EXECUTION_QUALITY_SCORE_V1
|
|
precedence_required: false
|
|
- field: expectancy_pct
|
|
primary_writer: CONTINUOUS_EVALUATION_DASHBOARD_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- CONTINUOUS_EVALUATION_DASHBOARD_V1
|
|
precedence_required: false
|
|
- field: expected_edge
|
|
primary_writer: EXPECTED_EDGE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- EXPECTED_EDGE_V1
|
|
precedence_required: false
|
|
- field: expected_recovery_krw
|
|
primary_writer: CASH_RECOVERY_OPTIMIZER_V4
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- CASH_RECOVERY_OPTIMIZER_V4
|
|
precedence_required: false
|
|
- field: failed_criteria_list
|
|
primary_writer: COMPLETION_GAP_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- COMPLETION_GAP_V1
|
|
precedence_required: false
|
|
- field: file
|
|
primary_writer: SMART_MONEY_LIQUIDITY_GATE_V1
|
|
writer_count: 11
|
|
writer_formulas:
|
|
- SMART_MONEY_LIQUIDITY_GATE_V1
|
|
- TRADE_QUALITY_FROM_T5_V1
|
|
- PREDICTION_ACCURACY_HARNESS_V2
|
|
- MACRO_EVENT_TICKER_IMPACT_V1
|
|
- SELL_WATERFALL_ENGINE_V2
|
|
- EXECUTION_METHOD_LADDER_V1
|
|
- LLM_NARRATIVE_TEMPLATE_LOCK_V1
|
|
- EJCE_DIVERGENCE_AUDIT_V1
|
|
- PREDICTIVE_ALPHA_REPORT_LOCK_V2
|
|
- FINAL_JUDGMENT_GATE_V1
|
|
- VERDICT_CONSISTENCY_LOCK_V1
|
|
precedence_required: true
|
|
- field: final_quantity
|
|
primary_writer: POSITION_SIZE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- POSITION_SIZE_V1
|
|
precedence_required: false
|
|
- field: final_risk_budget
|
|
primary_writer: RISK_BUDGET_CASCADE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- RISK_BUDGET_CASCADE_V1
|
|
precedence_required: false
|
|
- field: financial_health_score
|
|
primary_writer: FINANCIAL_HEALTH_SCORE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- FINANCIAL_HEALTH_SCORE_V1
|
|
precedence_required: false
|
|
- field: flow_acceleration_status
|
|
primary_writer: FLOW_ACCELERATION_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- FLOW_ACCELERATION_V1
|
|
precedence_required: false
|
|
- field: flow_credit
|
|
primary_writer: FLOW_CREDIT_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- FLOW_CREDIT_V1
|
|
precedence_required: false
|
|
- field: follow_through_day_state
|
|
primary_writer: FOLLOW_THROUGH_DAY_CONFIRM_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- FOLLOW_THROUGH_DAY_CONFIRM_V1
|
|
precedence_required: false
|
|
- field: forbidden_uniform_labels
|
|
primary_writer: CROSS_SECTION_CONSISTENCY_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- CROSS_SECTION_CONSISTENCY_V1
|
|
precedence_required: false
|
|
- field: freshness_gate
|
|
primary_writer: ARTIFACT_FRESHNESS_GATE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- ARTIFACT_FRESHNESS_GATE_V1
|
|
precedence_required: false
|
|
- field: fundamental_multifactor_json
|
|
primary_writer: FUNDAMENTAL_MULTI_FACTOR_SCORE_V2
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- FUNDAMENTAL_MULTI_FACTOR_SCORE_V2
|
|
precedence_required: false
|
|
- field: fundamental_multifactor_v3_json
|
|
primary_writer: FUNDAMENTAL_MULTIFACTOR_V3
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- FUNDAMENTAL_MULTIFACTOR_V3
|
|
precedence_required: false
|
|
- field: fundamental_quality_json
|
|
primary_writer: FUNDAMENTAL_QUALITY_GATE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- FUNDAMENTAL_QUALITY_GATE_V1
|
|
precedence_required: false
|
|
- field: fundamental_raw_v1_json
|
|
primary_writer: FUNDAMENTAL_RAW_INGEST_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- FUNDAMENTAL_RAW_INGEST_V1
|
|
precedence_required: false
|
|
- field: gap_pct
|
|
primary_writer: STOP_BREACH_ALERT_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- STOP_BREACH_ALERT_V1
|
|
precedence_required: false
|
|
- field: gate
|
|
primary_writer: SMART_MONEY_LIQUIDITY_GATE_V1
|
|
writer_count: 29
|
|
writer_formulas:
|
|
- SMART_MONEY_LIQUIDITY_GATE_V1
|
|
- BLANK_CELL_AUDIT_V1
|
|
- VALUE_PRESERVATION_SCORER_V1
|
|
- SMART_CASH_RECOVERY_V3
|
|
- RATCHET_TRAILING_GENERAL_V1
|
|
- EJCE_VIEW_RENDERER_V1
|
|
- ROUTING_EXECUTION_LOG_TABLE_V1
|
|
- FUNDAMENTAL_RAW_INGEST_V1
|
|
- FUNDAMENTAL_MULTIFACTOR_V3
|
|
- HORIZON_CLASSIFICATION_V1
|
|
- SMART_MONEY_FLOW_SIGNAL_V2
|
|
- LIQUIDITY_FLOW_SIGNAL_V1
|
|
- PORTFOLIO_ALPHA_CONFIDENCE_PER_TICKER_V1
|
|
- EARNINGS_QUALITY_SIGNAL_V1
|
|
- GROWTH_RATE_SIGNAL_V1
|
|
- CASHFLOW_QUALITY_SIGNAL_V1
|
|
- MARKET_SHARE_SIGNAL_V2
|
|
- TRADE_QUALITY_FROM_T5_V1
|
|
- MACRO_EVENT_TICKER_IMPACT_V1
|
|
- SELL_WATERFALL_ENGINE_V2
|
|
- EXECUTION_METHOD_LADDER_V1
|
|
- LLM_NARRATIVE_TEMPLATE_LOCK_V1
|
|
- EJCE_DIVERGENCE_AUDIT_V1
|
|
- PREDICTIVE_ALPHA_REPORT_LOCK_V2
|
|
- FINAL_JUDGMENT_GATE_V1
|
|
- VERDICT_CONSISTENCY_LOCK_V1
|
|
- CANONICAL_METRICS_V1
|
|
- CROSS_SECTION_CONSISTENCY_V1
|
|
- ANTI_LATE_ENTRY_GATE_V2
|
|
precedence_required: true
|
|
- field: grade_diverse
|
|
primary_writer: FUNDAMENTAL_MULTIFACTOR_V3
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- FUNDAMENTAL_MULTIFACTOR_V3
|
|
precedence_required: false
|
|
- field: growth_rate_signal_v1_json
|
|
primary_writer: GROWTH_RATE_SIGNAL_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- GROWTH_RATE_SIGNAL_V1
|
|
precedence_required: false
|
|
- field: heat_concentration_gate
|
|
primary_writer: HEAT_CONCENTRATION_ALERT_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- HEAT_CONCENTRATION_ALERT_V1
|
|
precedence_required: false
|
|
- field: heat_gate_status
|
|
primary_writer: DYNAMIC_HEAT_GATE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- DYNAMIC_HEAT_GATE_V1
|
|
precedence_required: false
|
|
- field: heat_gate_threshold_pct
|
|
primary_writer: DYNAMIC_HEAT_GATE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- DYNAMIC_HEAT_GATE_V1
|
|
precedence_required: false
|
|
- field: homogeneous_flag
|
|
primary_writer: EJCE_DIVERGENCE_AUDIT_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- EJCE_DIVERGENCE_AUDIT_V1
|
|
precedence_required: false
|
|
- field: horizon_allocation_json
|
|
primary_writer: HORIZON_ALLOCATION_LOCK_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- HORIZON_ALLOCATION_LOCK_V1
|
|
precedence_required: false
|
|
- field: horizon_classification_v1_json
|
|
primary_writer: HORIZON_CLASSIFICATION_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- HORIZON_CLASSIFICATION_V1
|
|
precedence_required: false
|
|
- field: immediate_sell_qty
|
|
primary_writer: K2_STAGED_REBOUND_SELL_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- K2_STAGED_REBOUND_SELL_V1
|
|
precedence_required: false
|
|
- field: imputed_ratio
|
|
primary_writer: DATA_QUALITY_GATE_V3
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- DATA_QUALITY_GATE_V3
|
|
precedence_required: false
|
|
- field: includes
|
|
primary_writer: ENTRY_TIMING_DECILE_FACTOR_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- ENTRY_TIMING_DECILE_FACTOR_V1
|
|
precedence_required: false
|
|
- field: incomplete_tables
|
|
primary_writer: BLANK_CELL_AUDIT_V1
|
|
writer_count: 2
|
|
writer_formulas:
|
|
- BLANK_CELL_AUDIT_V1
|
|
- CROSS_SECTION_CONSISTENCY_V1
|
|
precedence_required: true
|
|
- field: integrity_gate
|
|
primary_writer: DATA_INTEGRITY_100_LOCK_V2
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- DATA_INTEGRITY_100_LOCK_V2
|
|
precedence_required: false
|
|
- field: integrity_violations
|
|
primary_writer: DATA_INTEGRITY_100_LOCK_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- DATA_INTEGRITY_100_LOCK_V1
|
|
precedence_required: false
|
|
- field: investment_quality_score
|
|
primary_writer: INVESTMENT_QUALITY_HEADLINE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- INVESTMENT_QUALITY_HEADLINE_V1
|
|
precedence_required: false
|
|
- field: label_counts
|
|
primary_writer: EARNINGS_QUALITY_SIGNAL_V1
|
|
writer_count: 2
|
|
writer_formulas:
|
|
- EARNINGS_QUALITY_SIGNAL_V1
|
|
- GROWTH_RATE_SIGNAL_V1
|
|
precedence_required: true
|
|
- field: label_diversity
|
|
primary_writer: SMART_MONEY_FLOW_SIGNAL_V2
|
|
writer_count: 3
|
|
writer_formulas:
|
|
- SMART_MONEY_FLOW_SIGNAL_V2
|
|
- LIQUIDITY_FLOW_SIGNAL_V1
|
|
- PORTFOLIO_ALPHA_CONFIDENCE_PER_TICKER_V1
|
|
precedence_required: true
|
|
- field: late_chase_buy_violations
|
|
primary_writer: FINAL_JUDGMENT_GATE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- FINAL_JUDGMENT_GATE_V1
|
|
precedence_required: false
|
|
- field: leader_position_weight_gate
|
|
primary_writer: LEADER_POSITION_WEIGHT_CAP_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- LEADER_POSITION_WEIGHT_CAP_V1
|
|
precedence_required: false
|
|
- field: liquidity_flow_signal_v1_json
|
|
primary_writer: LIQUIDITY_FLOW_SIGNAL_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- LIQUIDITY_FLOW_SIGNAL_V1
|
|
precedence_required: false
|
|
- field: macro_factor_applied
|
|
primary_writer: REGIME_CONDITIONAL_MACRO_FACTOR_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- REGIME_CONDITIONAL_MACRO_FACTOR_V1
|
|
precedence_required: false
|
|
- field: market_order_default_count
|
|
primary_writer: EXECUTION_METHOD_LADDER_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- EXECUTION_METHOD_LADDER_V1
|
|
precedence_required: false
|
|
- field: market_risk_score
|
|
primary_writer: MARKET_RISK_SCORE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- MARKET_RISK_SCORE_V1
|
|
precedence_required: false
|
|
- field: market_share_proxy_json
|
|
primary_writer: MARKET_SHARE_MOMENTUM_PROXY_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- MARKET_SHARE_MOMENTUM_PROXY_V1
|
|
precedence_required: false
|
|
- field: market_share_signal_v2_json
|
|
primary_writer: MARKET_SHARE_SIGNAL_V2
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- MARKET_SHARE_SIGNAL_V2
|
|
precedence_required: false
|
|
- field: maturity_gate
|
|
primary_writer: DATA_MATURITY_TRUTH_GATE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- DATA_MATURITY_TRUTH_GATE_V1
|
|
precedence_required: false
|
|
- field: max_child_qty
|
|
primary_writer: SELL_SLIPPAGE_BUDGET_FACTOR_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- SELL_SLIPPAGE_BUDGET_FACTOR_V1
|
|
precedence_required: false
|
|
- field: metrics.cash_min_required_krw
|
|
primary_writer: CANONICAL_METRICS_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- CANONICAL_METRICS_V1
|
|
precedence_required: false
|
|
- field: metrics.cash_reference_total_krw
|
|
primary_writer: CANONICAL_METRICS_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- CANONICAL_METRICS_V1
|
|
precedence_required: false
|
|
- field: metrics.cluster_pct
|
|
primary_writer: CANONICAL_METRICS_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- CANONICAL_METRICS_V1
|
|
precedence_required: false
|
|
- field: missing_fields
|
|
primary_writer: DATA_QUALITY_GATE_V2_PY
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- DATA_QUALITY_GATE_V2_PY
|
|
precedence_required: false
|
|
- field: missing_tickers
|
|
primary_writer: PREDICTIVE_ALPHA_REPORT_LOCK_V2
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- PREDICTIVE_ALPHA_REPORT_LOCK_V2
|
|
precedence_required: false
|
|
- field: n_slices
|
|
primary_writer: SELL_SLIPPAGE_BUDGET_FACTOR_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- SELL_SLIPPAGE_BUDGET_FACTOR_V1
|
|
precedence_required: false
|
|
- field: non_etf_count
|
|
primary_writer: FUNDAMENTAL_RAW_INGEST_V1
|
|
writer_count: 2
|
|
writer_formulas:
|
|
- FUNDAMENTAL_RAW_INGEST_V1
|
|
- FUNDAMENTAL_MULTIFACTOR_V3
|
|
precedence_required: true
|
|
- field: non_etf_scored_count
|
|
primary_writer: MARKET_SHARE_SIGNAL_V2
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- MARKET_SHARE_SIGNAL_V2
|
|
precedence_required: false
|
|
- field: optimized_sell_plan
|
|
primary_writer: CASH_RAISE_VALUE_OPTIMIZER_V3
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- CASH_RAISE_VALUE_OPTIMIZER_V3
|
|
precedence_required: false
|
|
- field: overhang_score
|
|
primary_writer: OVERHANG_PRESSURE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- OVERHANG_PRESSURE_V1
|
|
precedence_required: false
|
|
- field: override_count
|
|
primary_writer: VERDICT_CONSISTENCY_LOCK_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- VERDICT_CONSISTENCY_LOCK_V1
|
|
precedence_required: false
|
|
- field: oversold_exit_strategy
|
|
primary_writer: OVERSOLD_DELAY_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- OVERSOLD_DELAY_V1
|
|
precedence_required: false
|
|
- field: pareto_sell_plan
|
|
primary_writer: CASH_RAISE_PARETO_EXECUTOR_V2
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- CASH_RAISE_PARETO_EXECUTOR_V2
|
|
precedence_required: false
|
|
- field: participation_rate
|
|
primary_writer: SELL_SLIPPAGE_BUDGET_FACTOR_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- SELL_SLIPPAGE_BUDGET_FACTOR_V1
|
|
precedence_required: false
|
|
- field: pattern_blacklist_status
|
|
primary_writer: PATTERN_BLACKLIST_AUTO_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- PATTERN_BLACKLIST_AUTO_V1
|
|
precedence_required: false
|
|
- field: peg_gate_result
|
|
primary_writer: PEG_SCORE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- PEG_SCORE_V1
|
|
precedence_required: false
|
|
- field: pending_evidence_axes
|
|
primary_writer: DATA_MATURITY_TRUTH_GATE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- DATA_MATURITY_TRUTH_GATE_V1
|
|
precedence_required: false
|
|
- field: per_ticker.scrs_immediate_qty
|
|
primary_writer: CANONICAL_METRICS_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- CANONICAL_METRICS_V1
|
|
precedence_required: false
|
|
- field: per_ticker.scrs_rebound_qty
|
|
primary_writer: CANONICAL_METRICS_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- CANONICAL_METRICS_V1
|
|
precedence_required: false
|
|
- field: per_ticker.ticker_base_qty
|
|
primary_writer: CANONICAL_METRICS_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- CANONICAL_METRICS_V1
|
|
precedence_required: false
|
|
- field: per_ticker.ticker_limit_price
|
|
primary_writer: CANONICAL_METRICS_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- CANONICAL_METRICS_V1
|
|
precedence_required: false
|
|
- field: per_ticker.ticker_profit_pct
|
|
primary_writer: CANONICAL_METRICS_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- CANONICAL_METRICS_V1
|
|
precedence_required: false
|
|
- field: per_ticker.ticker_stop_price
|
|
primary_writer: CANONICAL_METRICS_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- CANONICAL_METRICS_V1
|
|
precedence_required: false
|
|
- field: per_ticker.ticker_tp1_price
|
|
primary_writer: CANONICAL_METRICS_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- CANONICAL_METRICS_V1
|
|
precedence_required: false
|
|
- field: portfolio_alpha_confidence_per_ticker_v1_json
|
|
primary_writer: PORTFOLIO_ALPHA_CONFIDENCE_PER_TICKER_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- PORTFOLIO_ALPHA_CONFIDENCE_PER_TICKER_V1
|
|
precedence_required: false
|
|
- field: portfolio_band_status
|
|
primary_writer: PORTFOLIO_BAND_STATUS_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- PORTFOLIO_BAND_STATUS_V1
|
|
precedence_required: false
|
|
- field: portfolio_beta
|
|
primary_writer: PORTFOLIO_BETA_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- PORTFOLIO_BETA_V1
|
|
precedence_required: false
|
|
- field: portfolio_drawdown_gate
|
|
primary_writer: PORTFOLIO_DRAWDOWN_GATE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- PORTFOLIO_DRAWDOWN_GATE_V1
|
|
precedence_required: false
|
|
- field: portfolio_drawdown_pct
|
|
primary_writer: PORTFOLIO_DRAWDOWN_GATE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- PORTFOLIO_DRAWDOWN_GATE_V1
|
|
precedence_required: false
|
|
- field: position_count_gate
|
|
primary_writer: POSITION_COUNT_LIMIT_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- POSITION_COUNT_LIMIT_V1
|
|
precedence_required: false
|
|
- field: position_count_max
|
|
primary_writer: POSITION_COUNT_LIMIT_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- POSITION_COUNT_LIMIT_V1
|
|
precedence_required: false
|
|
- field: preservation_verdict
|
|
primary_writer: SELL_VALUE_PRESERVATION_TIERED_V2
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- SELL_VALUE_PRESERVATION_TIERED_V2
|
|
precedence_required: false
|
|
- field: profit_giveback_pct
|
|
primary_writer: CONTINUOUS_EVALUATION_DASHBOARD_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- CONTINUOUS_EVALUATION_DASHBOARD_V1
|
|
precedence_required: false
|
|
- field: profit_lock_stage
|
|
primary_writer: PROFIT_LOCK_STAGE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- PROFIT_LOCK_STAGE_V1
|
|
precedence_required: false
|
|
- field: proposal_id
|
|
primary_writer: COMPREHENSIVE_PROPOSAL_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- COMPREHENSIVE_PROPOSAL_V1
|
|
precedence_required: false
|
|
- field: proposal_stop_ladder
|
|
primary_writer: STOP_PROPOSAL_LADDER_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- STOP_PROPOSAL_LADDER_V1
|
|
precedence_required: false
|
|
- field: pullback_state
|
|
primary_writer: PULLBACK_ENTRY_TRIGGER_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- PULLBACK_ENTRY_TRIGGER_V1
|
|
precedence_required: false
|
|
- field: quality_conflict_flag
|
|
primary_writer: INVESTMENT_QUALITY_HEADLINE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- INVESTMENT_QUALITY_HEADLINE_V1
|
|
precedence_required: false
|
|
- field: quality_grade
|
|
primary_writer: DATA_QUALITY_GATE_V3
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- DATA_QUALITY_GATE_V3
|
|
precedence_required: false
|
|
- field: quality_score
|
|
primary_writer: DATA_QUALITY_GATE_V2_PY
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- DATA_QUALITY_GATE_V2_PY
|
|
precedence_required: false
|
|
- field: rag_v1
|
|
primary_writer: REPLACEMENT_ALPHA_GATE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- REPLACEMENT_ALPHA_GATE_V1
|
|
precedence_required: false
|
|
- field: ratchet_stop_price
|
|
primary_writer: PROFIT_LOCK_RATCHET_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- PROFIT_LOCK_RATCHET_V1
|
|
precedence_required: false
|
|
- field: ratchet_trailing_general_v1_json
|
|
primary_writer: RATCHET_TRAILING_GENERAL_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- RATCHET_TRAILING_GENERAL_V1
|
|
precedence_required: false
|
|
- field: rebound_capture_hit
|
|
primary_writer: REBOUND_CAPTURE_THESIS_FACTOR_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- REBOUND_CAPTURE_THESIS_FACTOR_V1
|
|
precedence_required: false
|
|
- field: rebound_factor_atr
|
|
primary_writer: SMART_CASH_RECOVERY_V3
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- SMART_CASH_RECOVERY_V3
|
|
precedence_required: false
|
|
- field: rebound_trigger_price
|
|
primary_writer: K2_STAGED_REBOUND_SELL_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- K2_STAGED_REBOUND_SELL_V1
|
|
precedence_required: false
|
|
- field: rebound_wait_qty
|
|
primary_writer: K2_STAGED_REBOUND_SELL_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- K2_STAGED_REBOUND_SELL_V1
|
|
precedence_required: false
|
|
- field: recovery_krw
|
|
primary_writer: CASH_RECOVERY_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- CASH_RECOVERY_V1
|
|
precedence_required: false
|
|
- field: recovery_ratio_20d
|
|
primary_writer: BENCHMARK_RELATIVE_TIMESERIES_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- BENCHMARK_RELATIVE_TIMESERIES_V1
|
|
precedence_required: false
|
|
- field: recovery_ratio_5d
|
|
primary_writer: BENCHMARK_RELATIVE_TIMESERIES_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- BENCHMARK_RELATIVE_TIMESERIES_V1
|
|
precedence_required: false
|
|
- field: recovery_sell_qty
|
|
primary_writer: CASH_RECOVERY_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- CASH_RECOVERY_V1
|
|
precedence_required: false
|
|
- field: regime
|
|
primary_writer: SMART_CASH_RECOVERY_V3
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- SMART_CASH_RECOVERY_V3
|
|
precedence_required: false
|
|
- field: regime_cash_uplift_min_pct
|
|
primary_writer: REGIME_CASH_UPLIFT_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- REGIME_CASH_UPLIFT_V1
|
|
precedence_required: false
|
|
- field: regime_size_scale
|
|
primary_writer: POSITION_SIZE_REGIME_SCALE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- POSITION_SIZE_REGIME_SCALE_V1
|
|
precedence_required: false
|
|
- field: regime_trim_guidance
|
|
primary_writer: REGIME_TRIM_GUIDANCE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- REGIME_TRIM_GUIDANCE_V1
|
|
precedence_required: false
|
|
- field: relative_underperf_alert
|
|
primary_writer: RELATIVE_UNDERPERF_ALERT_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- RELATIVE_UNDERPERF_ALERT_V1
|
|
precedence_required: false
|
|
- field: replay_validation_status
|
|
primary_writer: AUDIT_REPLAY_SNAPSHOT_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- AUDIT_REPLAY_SNAPSHOT_V1
|
|
precedence_required: false
|
|
- field: request_route
|
|
primary_writer: ROUTING_EXECUTION_LOG_TABLE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- ROUTING_EXECUTION_LOG_TABLE_V1
|
|
precedence_required: false
|
|
- field: required_fields
|
|
primary_writer: PEG_SCORE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- PEG_SCORE_V1
|
|
precedence_required: false
|
|
- field: resolved_count
|
|
primary_writer: CANONICAL_METRICS_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- CANONICAL_METRICS_V1
|
|
precedence_required: false
|
|
- field: ret_since_breakout
|
|
primary_writer: FOLLOW_THROUGH_DAY_CONFIRM_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- FOLLOW_THROUGH_DAY_CONFIRM_V1
|
|
precedence_required: false
|
|
- field: rotation_radar_status
|
|
primary_writer: SECTOR_ROTATION_RADAR_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- SECTOR_ROTATION_RADAR_V1
|
|
precedence_required: false
|
|
- field: routing_decision_explain_json
|
|
primary_writer: ROUTING_DECISION_EXPLAIN_LOCK_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- ROUTING_DECISION_EXPLAIN_LOCK_V1
|
|
precedence_required: false
|
|
- field: routing_execution_log
|
|
primary_writer: DETERMINISTIC_ROUTING_ENGINE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- DETERMINISTIC_ROUTING_ENGINE_V1
|
|
precedence_required: false
|
|
- field: routing_execution_log_v1_json
|
|
primary_writer: ROUTING_EXECUTION_LOG_TABLE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- ROUTING_EXECUTION_LOG_TABLE_V1
|
|
precedence_required: false
|
|
- field: routing_serving_trace_v2_json
|
|
primary_writer: ROUTING_SERVING_DECISION_TRACE_V2
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- ROUTING_SERVING_DECISION_TRACE_V2
|
|
precedence_required: false
|
|
- field: row_count
|
|
primary_writer: VALUE_PRESERVATION_SCORER_V1
|
|
writer_count: 3
|
|
writer_formulas:
|
|
- VALUE_PRESERVATION_SCORER_V1
|
|
- EJCE_VIEW_RENDERER_V1
|
|
- LIQUIDITY_FLOW_SIGNAL_V1
|
|
precedence_required: true
|
|
- field: rs_line_20d_slope
|
|
primary_writer: BENCHMARK_RELATIVE_TIMESERIES_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- BENCHMARK_RELATIVE_TIMESERIES_V1
|
|
precedence_required: false
|
|
- field: rs_line_60d_slope
|
|
primary_writer: BENCHMARK_RELATIVE_TIMESERIES_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- BENCHMARK_RELATIVE_TIMESERIES_V1
|
|
precedence_required: false
|
|
- field: rs_ratio
|
|
primary_writer: RS_RATIO_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- RS_RATIO_V1
|
|
precedence_required: false
|
|
- field: rs_ratio_20d
|
|
primary_writer: BENCHMARK_RELATIVE_TIMESERIES_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- BENCHMARK_RELATIVE_TIMESERIES_V1
|
|
precedence_required: false
|
|
- field: rs_ratio_5d
|
|
primary_writer: BENCHMARK_RELATIVE_TIMESERIES_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- BENCHMARK_RELATIVE_TIMESERIES_V1
|
|
precedence_required: false
|
|
- field: rs_ratio_60d
|
|
primary_writer: BENCHMARK_RELATIVE_TIMESERIES_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- BENCHMARK_RELATIVE_TIMESERIES_V1
|
|
precedence_required: false
|
|
- field: rs_verdict
|
|
primary_writer: RS_VERDICT_V1
|
|
writer_count: 2
|
|
writer_formulas:
|
|
- RS_VERDICT_V1
|
|
- RS_VERDICT_V2
|
|
precedence_required: true
|
|
- field: sapg_status
|
|
primary_writer: SATELLITE_AGGREGATE_PNL_GATE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- SATELLITE_AGGREGATE_PNL_GATE_V1
|
|
precedence_required: false
|
|
- field: saqg_v1
|
|
primary_writer: SATELLITE_ALPHA_QUALITY_GATE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- SATELLITE_ALPHA_QUALITY_GATE_V1
|
|
precedence_required: false
|
|
- field: satellite_cluster_beta
|
|
primary_writer: PORTFOLIO_CORRELATION_GATE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- PORTFOLIO_CORRELATION_GATE_V1
|
|
precedence_required: false
|
|
- field: satellite_lifecycle_stage
|
|
primary_writer: SATELLITE_LIFECYCLE_GATE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- SATELLITE_LIFECYCLE_GATE_V1
|
|
precedence_required: false
|
|
- field: schema
|
|
primary_writer: CASH_RECOVERY_OPTIMIZER_V1
|
|
writer_count: 5
|
|
writer_formulas:
|
|
- CASH_RECOVERY_OPTIMIZER_V1
|
|
- SELL_WATERFALL_ENGINE_V1
|
|
- DETERMINISTIC_ROUTING_ENGINE_V1
|
|
- LLM_SERVING_CONSTRAINT_V1
|
|
- TRADE_QUALITY_SCORER_V1
|
|
precedence_required: true
|
|
- field: schema_presence_score
|
|
primary_writer: INVESTMENT_QUALITY_HEADLINE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- INVESTMENT_QUALITY_HEADLINE_V1
|
|
precedence_required: false
|
|
- field: score
|
|
primary_writer: CROSS_SECTION_CONSISTENCY_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- CROSS_SECTION_CONSISTENCY_V1
|
|
precedence_required: false
|
|
- field: scored_count
|
|
primary_writer: TRADE_QUALITY_FROM_T5_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- TRADE_QUALITY_FROM_T5_V1
|
|
precedence_required: false
|
|
- field: sea_action_tag
|
|
primary_writer: SEA_TIMING_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- SEA_TIMING_V1
|
|
precedence_required: false
|
|
- field: section
|
|
primary_writer: INVESTMENT_QUALITY_HEADLINE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- INVESTMENT_QUALITY_HEADLINE_V1
|
|
precedence_required: false
|
|
- field: sections_checked
|
|
primary_writer: LLM_NARRATIVE_TEMPLATE_LOCK_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- LLM_NARRATIVE_TEMPLATE_LOCK_V1
|
|
precedence_required: false
|
|
- field: sector_concentration_gate
|
|
primary_writer: SECTOR_CONCENTRATION_LIMIT_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- SECTOR_CONCENTRATION_LIMIT_V1
|
|
precedence_required: false
|
|
- field: sector_concentration_limit_pct
|
|
primary_writer: SECTOR_CONCENTRATION_LIMIT_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- SECTOR_CONCENTRATION_LIMIT_V1
|
|
precedence_required: false
|
|
- field: sector_rotation_momentum_json
|
|
primary_writer: SECTOR_ROTATION_MOMENTUM_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- SECTOR_ROTATION_MOMENTUM_V1
|
|
precedence_required: false
|
|
- field: sell_price_sanity_status
|
|
primary_writer: SELL_PRICE_SANITY_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- SELL_PRICE_SANITY_V1
|
|
precedence_required: false
|
|
- field: sell_timing_verdict
|
|
primary_writer: SELL_EXECUTION_TIMING_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- SELL_EXECUTION_TIMING_V1
|
|
precedence_required: false
|
|
- field: semiconductor_cluster_gate
|
|
primary_writer: SEMICONDUCTOR_CLUSTER_GATE_V1
|
|
writer_count: 2
|
|
writer_formulas:
|
|
- SEMICONDUCTOR_CLUSTER_GATE_V1
|
|
- MARKET_WEIGHT_AWARE_CLUSTER_GATE_V1
|
|
precedence_required: true
|
|
- field: serving_constraint_check
|
|
primary_writer: LLM_SERVING_CONSTRAINT_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- LLM_SERVING_CONSTRAINT_V1
|
|
precedence_required: false
|
|
- field: sfg_v1
|
|
primary_writer: SATELLITE_FAILURE_GATE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- SATELLITE_FAILURE_GATE_V1
|
|
precedence_required: false
|
|
- field: silent_pass_violations
|
|
primary_writer: FINAL_JUDGMENT_GATE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- FINAL_JUDGMENT_GATE_V1
|
|
precedence_required: false
|
|
- field: single_position_weight_gate
|
|
primary_writer: SINGLE_POSITION_WEIGHT_CAP_V1
|
|
writer_count: 2
|
|
writer_formulas:
|
|
- SINGLE_POSITION_WEIGHT_CAP_V1
|
|
- LEADER_POSITION_WEIGHT_CAP_V1
|
|
precedence_required: true
|
|
- field: smart_cash_recovery_v3_json
|
|
primary_writer: SMART_CASH_RECOVERY_V3
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- SMART_CASH_RECOVERY_V3
|
|
precedence_required: false
|
|
- field: smart_money_flow_signal_v2_json
|
|
primary_writer: SMART_MONEY_FLOW_SIGNAL_V2
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- SMART_MONEY_FLOW_SIGNAL_V2
|
|
precedence_required: false
|
|
- field: stage
|
|
primary_writer: PROFIT_LOCK_STAGE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- PROFIT_LOCK_STAGE_V1
|
|
precedence_required: false
|
|
- field: stage_counts
|
|
primary_writer: SELL_WATERFALL_ENGINE_V2
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- SELL_WATERFALL_ENGINE_V2
|
|
precedence_required: false
|
|
- field: stage_coverage_pct
|
|
primary_writer: ROUTING_EXECUTION_LOG_TABLE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- ROUTING_EXECUTION_LOG_TABLE_V1
|
|
precedence_required: false
|
|
- field: stale_artifacts
|
|
primary_writer: ARTIFACT_FRESHNESS_GATE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- ARTIFACT_FRESHNESS_GATE_V1
|
|
precedence_required: false
|
|
- field: stddev
|
|
primary_writer: PORTFOLIO_ALPHA_CONFIDENCE_PER_TICKER_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- PORTFOLIO_ALPHA_CONFIDENCE_PER_TICKER_V1
|
|
precedence_required: false
|
|
- field: stock_drawdown_from_high_pct
|
|
primary_writer: BENCHMARK_RELATIVE_TIMESERIES_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- BENCHMARK_RELATIVE_TIMESERIES_V1
|
|
precedence_required: false
|
|
- field: stop_action_ladder
|
|
primary_writer: STOP_ACTION_LADDER_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- STOP_ACTION_LADDER_V1
|
|
precedence_required: false
|
|
- field: stop_breach_gate
|
|
primary_writer: STOP_BREACH_ALERT_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- STOP_BREACH_ALERT_V1
|
|
precedence_required: false
|
|
- field: stop_price
|
|
primary_writer: STOP_PRICE_CORE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- STOP_PRICE_CORE_V1
|
|
precedence_required: false
|
|
- field: summary_score
|
|
primary_writer: TRADE_QUALITY_FROM_T5_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- TRADE_QUALITY_FROM_T5_V1
|
|
precedence_required: false
|
|
- field: t5_op_rate
|
|
primary_writer: PREDICTION_ACCURACY_HARNESS_V2
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- PREDICTION_ACCURACY_HARNESS_V2
|
|
precedence_required: false
|
|
- field: t5_sample
|
|
primary_writer: PREDICTION_ACCURACY_HARNESS_V2
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- PREDICTION_ACCURACY_HARNESS_V2
|
|
precedence_required: false
|
|
- field: take_profit_ladder
|
|
primary_writer: TAKE_PROFIT_LADDER_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- TAKE_PROFIT_LADDER_V1
|
|
precedence_required: false
|
|
- field: take_profit_ladder_v2
|
|
primary_writer: TAKE_PROFIT_LADDER_V2
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- TAKE_PROFIT_LADDER_V2
|
|
precedence_required: false
|
|
- field: target_cash_pct
|
|
primary_writer: TARGET_CASH_PCT_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- TARGET_CASH_PCT_V1
|
|
precedence_required: false
|
|
- field: threshold_adjustment_proposals
|
|
primary_writer: EXECUTION_QUALITY_SCORE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- EXECUTION_QUALITY_SCORE_V1
|
|
precedence_required: false
|
|
- field: tick_normalized_price
|
|
primary_writer: TICK_NORMALIZER_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- TICK_NORMALIZER_V1
|
|
precedence_required: false
|
|
- field: ticker_count
|
|
primary_writer: SMART_MONEY_LIQUIDITY_GATE_V1
|
|
writer_count: 3
|
|
writer_formulas:
|
|
- SMART_MONEY_LIQUIDITY_GATE_V1
|
|
- MACRO_EVENT_TICKER_IMPACT_V1
|
|
- FINAL_JUDGMENT_GATE_V1
|
|
precedence_required: true
|
|
- field: time_slot_label
|
|
primary_writer: INTRADAY_ACTION_MATRIX_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- INTRADAY_ACTION_MATRIX_V1
|
|
precedence_required: false
|
|
- field: total_heat_pct
|
|
primary_writer: TOTAL_HEAT_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- TOTAL_HEAT_V1
|
|
precedence_required: false
|
|
- field: total_violations
|
|
primary_writer: LLM_NARRATIVE_TEMPLATE_LOCK_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- LLM_NARRATIVE_TEMPLATE_LOCK_V1
|
|
precedence_required: false
|
|
- field: trade_quality_basis
|
|
primary_writer: TRADE_QUALITY_FROM_T5_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- TRADE_QUALITY_FROM_T5_V1
|
|
precedence_required: false
|
|
- field: trade_quality_json
|
|
primary_writer: TRADE_QUALITY_SCORER_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- TRADE_QUALITY_SCORER_V1
|
|
precedence_required: false
|
|
- field: trailing_stop_price
|
|
primary_writer: TRAILING_STOP_PRICE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- TRAILING_STOP_PRICE_V1
|
|
precedence_required: false
|
|
- field: truthful_100_axes
|
|
primary_writer: DATA_MATURITY_TRUTH_GATE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- DATA_MATURITY_TRUTH_GATE_V1
|
|
precedence_required: false
|
|
- field: twap_required
|
|
primary_writer: SELL_SLIPPAGE_BUDGET_FACTOR_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- SELL_SLIPPAGE_BUDGET_FACTOR_V1
|
|
precedence_required: false
|
|
- field: unique_reason_pct
|
|
primary_writer: EJCE_DIVERGENCE_AUDIT_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- EJCE_DIVERGENCE_AUDIT_V1
|
|
precedence_required: false
|
|
- field: unique_states
|
|
primary_writer: MARKET_SHARE_SIGNAL_V2
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- MARKET_SHARE_SIGNAL_V2
|
|
precedence_required: false
|
|
- field: unit
|
|
primary_writer: FLOW_CREDIT_V1
|
|
writer_count: 41
|
|
writer_formulas:
|
|
- FLOW_CREDIT_V1
|
|
- MARKET_RISK_SCORE_V1
|
|
- TARGET_CASH_PCT_V1
|
|
- TOTAL_HEAT_V1
|
|
- EXPECTED_EDGE_V1
|
|
- RISK_BUDGET_CASCADE_V1
|
|
- POSITION_SIZE_V1
|
|
- STOP_PRICE_CORE_V1
|
|
- STOP_PROPOSAL_LADDER_V1
|
|
- TRAILING_STOP_PRICE_V1
|
|
- ABSOLUTE_RISK_STOP_V1
|
|
- RELATIVE_UNDERPERF_ALERT_V1
|
|
- STOP_ACTION_LADDER_V1
|
|
- PROFIT_LOCK_RATCHET_V1
|
|
- TAKE_PROFIT_LADDER_V1
|
|
- TAKE_PROFIT_LADDER_V2
|
|
- CASH_RATIOS_V1
|
|
- PEG_SCORE_V1
|
|
- TICK_NORMALIZER_V1
|
|
- PORTFOLIO_BAND_STATUS_V1
|
|
- FINANCIAL_HEALTH_SCORE_V1
|
|
- PORTFOLIO_BETA_V1
|
|
- RS_MOMENTUM_V1
|
|
- OVERSOLD_DELAY_V1
|
|
- DIVERGENCE_SCORE_V1
|
|
- OVERHANG_PRESSURE_V1
|
|
- SECTOR_ROTATION_RADAR_V1
|
|
- MEAN_REVERSION_GATE_V1
|
|
- FLOW_ACCELERATION_V1
|
|
- SEA_TIMING_V1
|
|
- ECP_RISK_SCALE_V1
|
|
- RS_RATIO_V1
|
|
- BREAKOUT_QUALITY_GATE_V2
|
|
- RS_VERDICT_V1
|
|
- COMPOSITE_VERDICT_V1
|
|
- REPLACEMENT_ALPHA_GATE_V1
|
|
- SATELLITE_FAILURE_GATE_V1
|
|
- REGIME_CONDITIONAL_MACRO_FACTOR_V1
|
|
- REBOUND_CAPTURE_THESIS_FACTOR_V1
|
|
- ENTRY_TIMING_DECILE_FACTOR_V1
|
|
- PROFIT_GIVEBACK_RATCHET_FACTOR_V1
|
|
precedence_required: true
|
|
- field: unresolved
|
|
primary_writer: CANONICAL_METRICS_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- CANONICAL_METRICS_V1
|
|
precedence_required: false
|
|
- field: validation_errors
|
|
primary_writer: DATA_MATURITY_TRUTH_GATE_VALIDATOR_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- DATA_MATURITY_TRUTH_GATE_VALIDATOR_V1
|
|
precedence_required: false
|
|
- field: validation_result
|
|
primary_writer: DATA_MATURITY_TRUTH_GATE_VALIDATOR_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- DATA_MATURITY_TRUTH_GATE_VALIDATOR_V1
|
|
precedence_required: false
|
|
- field: value_damage_pct
|
|
primary_writer: CASH_RAISE_VALUE_OPTIMIZER_V3
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- CASH_RAISE_VALUE_OPTIMIZER_V3
|
|
precedence_required: false
|
|
- field: value_preservation_scorer_v1_json
|
|
primary_writer: VALUE_PRESERVATION_SCORER_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- VALUE_PRESERVATION_SCORER_V1
|
|
precedence_required: false
|
|
- field: values
|
|
primary_writer: SELL_PRICE_SANITY_V1
|
|
writer_count: 5
|
|
writer_formulas:
|
|
- SELL_PRICE_SANITY_V1
|
|
- ANTI_CHASING_VELOCITY_V1
|
|
- PULLBACK_ENTRY_TRIGGER_V1
|
|
- DISTRIBUTION_SELL_DETECTOR_V1
|
|
- PATTERN_BLACKLIST_AUTO_V1
|
|
precedence_required: true
|
|
- field: velocity_1d
|
|
primary_writer: VELOCITY_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- VELOCITY_V1
|
|
precedence_required: false
|
|
- field: velocity_5d
|
|
primary_writer: VELOCITY_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- VELOCITY_V1
|
|
precedence_required: false
|
|
- field: velocity_decile_thresholds
|
|
primary_writer: ENTRY_TIMING_DECILE_FACTOR_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- ENTRY_TIMING_DECILE_FACTOR_V1
|
|
precedence_required: false
|
|
- field: verdict_counts
|
|
primary_writer: FINAL_JUDGMENT_GATE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- FINAL_JUDGMENT_GATE_V1
|
|
precedence_required: false
|
|
- field: violations
|
|
primary_writer: VERDICT_CONSISTENCY_LOCK_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- VERDICT_CONSISTENCY_LOCK_V1
|
|
precedence_required: false
|
|
- field: vol_ratio_vs_breakout_day
|
|
primary_writer: FOLLOW_THROUGH_DAY_CONFIRM_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- FOLLOW_THROUGH_DAY_CONFIRM_V1
|
|
precedence_required: false
|
|
- field: warn_count
|
|
primary_writer: VERDICT_CONSISTENCY_LOCK_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- VERDICT_CONSISTENCY_LOCK_V1
|
|
precedence_required: false
|
|
- field: waterfall_plan_json
|
|
primary_writer: SELL_WATERFALL_ENGINE_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- SELL_WATERFALL_ENGINE_V1
|
|
precedence_required: false
|
|
- field: weekly_scorecard
|
|
primary_writer: CONTINUOUS_EVALUATION_DASHBOARD_V1
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- CONTINUOUS_EVALUATION_DASHBOARD_V1
|
|
precedence_required: false
|
|
- field: weight_cap_pct
|
|
primary_writer: SINGLE_POSITION_WEIGHT_CAP_V1
|
|
writer_count: 2
|
|
writer_formulas:
|
|
- SINGLE_POSITION_WEIGHT_CAP_V1
|
|
- LEADER_POSITION_WEIGHT_CAP_V1
|
|
precedence_required: true
|
|
- field: window_90d_rate
|
|
primary_writer: PREDICTION_ACCURACY_HARNESS_V2
|
|
writer_count: 1
|
|
writer_formulas:
|
|
- PREDICTION_ACCURACY_HARNESS_V2
|
|
precedence_required: false
|