1130 lines
25 KiB
YAML
1130 lines
25 KiB
YAML
schema_version: 2026-06-06-formula-registry-normalized-v1
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source: spec/13_formula_registry.yaml
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formula_count: 171
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formulas:
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- formula_id: FLOW_CREDIT_V1
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owner: engine_owner
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status: active
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output_fields:
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- flow_credit
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- unit
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- formula_id: MARKET_RISK_SCORE_V1
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owner: quant_owner
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status: active
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output_fields:
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- market_risk_score
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- unit
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- formula_id: TARGET_CASH_PCT_V1
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owner: quant_owner
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status: active
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output_fields:
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- target_cash_pct
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- unit
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- formula_id: TOTAL_HEAT_V1
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owner: quant_owner
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status: active
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output_fields:
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- total_heat_pct
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- unit
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- formula_id: EXPECTED_EDGE_V1
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owner: engine_owner
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status: active
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output_fields:
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- expected_edge
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- unit
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- formula_id: RISK_BUDGET_CASCADE_V1
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owner: quant_owner
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status: active
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output_fields:
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- final_risk_budget
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- unit
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- formula_id: POSITION_SIZE_V1
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owner: quant_owner
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status: active
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output_fields:
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- final_quantity
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- unit
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- formula_id: STOP_PRICE_CORE_V1
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owner: quant_owner
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status: active
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output_fields:
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- stop_price
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- unit
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- formula_id: STOP_PROPOSAL_LADDER_V1
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owner: quant_owner
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status: active
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output_fields:
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- proposal_stop_ladder
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- unit
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- formula_id: TRAILING_STOP_PRICE_V1
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owner: quant_owner
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status: active
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output_fields:
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- trailing_stop_price
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- unit
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- formula_id: ABSOLUTE_RISK_STOP_V1
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owner: quant_owner
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status: active
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output_fields:
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- absolute_risk_stop_rows
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- unit
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- formula_id: RELATIVE_UNDERPERF_ALERT_V1
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owner: engine_owner
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status: active
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output_fields:
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- relative_underperf_alert
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- unit
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- formula_id: STOP_ACTION_LADDER_V1
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owner: quant_owner
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status: active
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output_fields:
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- stop_action_ladder
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- unit
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- formula_id: PROFIT_LOCK_RATCHET_V1
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owner: quant_owner
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status: active
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output_fields:
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- ratchet_stop_price
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- unit
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- formula_id: TAKE_PROFIT_LADDER_V1
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owner: quant_owner
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status: active
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output_fields:
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- take_profit_ladder
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- unit
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- formula_id: TAKE_PROFIT_LADDER_V2
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owner: quant_owner
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status: active
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output_fields:
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- take_profit_ladder_v2
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- unit
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- formula_id: CASH_RATIOS_V1
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owner: quant_owner
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status: active
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output_fields:
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- cash_ratio_set
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- unit
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- formula_id: PEG_SCORE_V1
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owner: engine_owner
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status: active
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output_fields:
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- peg_gate_result
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- required_fields
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- unit
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- formula_id: TICK_NORMALIZER_V1
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owner: engine_owner
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status: active
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output_fields:
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- tick_normalized_price
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- unit
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- formula_id: PORTFOLIO_BAND_STATUS_V1
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owner: quant_owner
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status: active
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output_fields:
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- portfolio_band_status
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- unit
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- formula_id: FINANCIAL_HEALTH_SCORE_V1
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owner: engine_owner
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status: active
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output_fields:
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- financial_health_score
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- unit
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- formula_id: PORTFOLIO_BETA_V1
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owner: quant_owner
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status: active
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output_fields:
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- portfolio_beta
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- unit
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- formula_id: RS_MOMENTUM_V1
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owner: engine_owner
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status: active
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output_fields:
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- alpha_shield_status
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- unit
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- formula_id: OVERSOLD_DELAY_V1
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owner: engine_owner
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status: active
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output_fields:
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- oversold_exit_strategy
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- unit
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- formula_id: DIVERGENCE_SCORE_V1
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owner: engine_owner
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status: active
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output_fields:
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- divergence_score
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- unit
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- formula_id: OVERHANG_PRESSURE_V1
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owner: engine_owner
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status: active
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output_fields:
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- overhang_score
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- unit
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- formula_id: SECTOR_ROTATION_RADAR_V1
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owner: engine_owner
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status: active
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output_fields:
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- rotation_radar_status
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- unit
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- formula_id: MEAN_REVERSION_GATE_V1
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owner: engine_owner
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status: active
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output_fields:
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- deviation_ratio
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- unit
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- formula_id: FLOW_ACCELERATION_V1
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owner: engine_owner
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status: active
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output_fields:
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- flow_acceleration_status
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- unit
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- formula_id: SEA_TIMING_V1
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owner: engine_owner
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status: active
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output_fields:
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- sea_action_tag
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- unit
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- formula_id: ECP_RISK_SCALE_V1
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owner: quant_owner
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status: active
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output_fields:
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- equity_curve_status
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- unit
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- formula_id: RS_RATIO_V1
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owner: engine_owner
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status: active
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output_fields:
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- rs_ratio
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- unit
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- formula_id: BREAKOUT_QUALITY_GATE_V2
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owner: engine_owner
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status: active
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output_fields:
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- additional_fields
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- breakout_quality_gate
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- unit
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- formula_id: FOLLOW_THROUGH_DAY_CONFIRM_V1
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owner: engine_owner
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status: active
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output_fields:
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- days_since_breakout
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- follow_through_day_state
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- ret_since_breakout
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- vol_ratio_vs_breakout_day
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- formula_id: EXECUTION_QUALITY_SCORE_V1
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owner: engine_owner
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status: active
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output_fields:
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- execution_quality_grade
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- execution_quality_outcome
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- execution_quality_score
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- threshold_adjustment_proposals
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- formula_id: RS_VERDICT_V1
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owner: report_owner
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status: active
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output_fields:
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- additional_fields
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- rs_verdict
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- unit
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- formula_id: COMPOSITE_VERDICT_V1
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owner: report_owner
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status: active
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output_fields:
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- composite_verdict
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- unit
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- formula_id: REPLACEMENT_ALPHA_GATE_V1
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owner: engine_owner
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status: active
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output_fields:
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- additional_fields
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- rag_v1
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- unit
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- formula_id: SATELLITE_FAILURE_GATE_V1
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owner: engine_owner
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status: active
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output_fields:
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- additional_fields
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- sfg_v1
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- unit
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- formula_id: BENCHMARK_RELATIVE_TIMESERIES_V1
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owner: engine_owner
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status: active
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output_fields:
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- brt_method
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- brt_verdict
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- downside_beta
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- excess_drawdown_pctp
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- recovery_ratio_20d
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- recovery_ratio_5d
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- rs_line_20d_slope
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- rs_line_60d_slope
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- rs_ratio_20d
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- rs_ratio_5d
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- rs_ratio_60d
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- stock_drawdown_from_high_pct
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- formula_id: RS_VERDICT_V2
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owner: report_owner
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status: active
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output_fields:
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- additional_fields
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- rs_verdict
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- formula_id: SATELLITE_ALPHA_QUALITY_GATE_V1
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owner: engine_owner
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status: active
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output_fields:
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- additional_fields
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- saqg_v1
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- formula_id: CASH_CREATION_PURPOSE_LOCK_V1
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owner: quant_owner
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status: active
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output_fields:
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- additional_fields
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- cash_creation_purpose_lock
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- formula_id: SATELLITE_AGGREGATE_PNL_GATE_V1
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owner: engine_owner
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status: active
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output_fields:
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- additional_fields
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- sapg_status
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- formula_id: ALPHA_EVALUATION_WINDOW_V1
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owner: engine_owner
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status: active
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output_fields:
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- alpha_evaluation_window_json
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- formula_id: HARNESS_DATA_FRESHNESS_GATE_V1
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owner: data_owner
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status: active
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output_fields:
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- additional_fields
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- data_freshness_status
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- formula_id: SATELLITE_LIFECYCLE_GATE_V1
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owner: engine_owner
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status: active
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output_fields:
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- additional_fields
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- satellite_lifecycle_stage
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- formula_id: CLA_REGIME_EXIT_CONDITION_V1
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owner: quant_owner
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status: active
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output_fields:
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- additional_fields
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- cla_exit_status
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- formula_id: PORTFOLIO_CORRELATION_GATE_V1
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owner: quant_owner
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status: active
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output_fields:
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- additional_fields
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- satellite_cluster_beta
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- formula_id: ALPHA_FEEDBACK_LOOP_V1
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owner: engine_owner
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status: active
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output_fields:
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- additional_fields
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- alpha_feedback_json
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- formula_id: SELL_PRICE_SANITY_V1
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owner: quant_owner
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status: active
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output_fields:
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- additional_fields
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- sell_price_sanity_status
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- values
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- formula_id: CASH_RECOVERY_OPTIMIZER_V1
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owner: quant_owner
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status: active
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output_fields:
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- cash_recovery_plan_json
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- schema
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- formula_id: INTRADAY_ACTION_MATRIX_V1
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owner: engine_owner
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status: active
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output_fields:
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- allowed_intraday_actions
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- blocked_intraday_actions
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- time_slot_label
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- formula_id: ANTI_CHASING_VELOCITY_V1
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owner: engine_owner
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status: active
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output_fields:
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- additional_fields
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- anti_chasing_velocity_status
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- values
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- formula_id: PULLBACK_ENTRY_TRIGGER_V1
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owner: engine_owner
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status: active
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output_fields:
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- additional_fields
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- pullback_state
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- values
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- formula_id: DISTRIBUTION_SELL_DETECTOR_V1
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owner: quant_owner
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status: active
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output_fields:
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- additional_fields
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- distribution_sell_detector_status
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- values
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- formula_id: SELL_WATERFALL_ENGINE_V1
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owner: quant_owner
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status: active
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output_fields:
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- schema
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- waterfall_plan_json
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- formula_id: SELL_LOT_PARETO_SELECTOR_V1
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owner: quant_owner
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status: active
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output_fields:
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- lot_sell_score_krw
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- unit
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- formula_id: FORECAST_SIMULATION_ENGINE_V1
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owner: engine_owner
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status: active
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output_fields:
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- ce70_net_profit_krw
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- unit
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- formula_id: SECTOR_EXPOSURE_GRAPH_V1
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owner: engine_owner
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status: active
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output_fields:
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- sector_family_total_pct
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- unit
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- formula_id: LEADER_LIFECYCLE_GATE_V1
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owner: engine_owner
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status: active
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output_fields:
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- leader_role
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- unit
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- formula_id: EXECUTION_CAPACITY_LADDER_V1
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owner: engine_owner
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status: active
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output_fields:
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- order_capacity_krw
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- unit
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- formula_id: MODEL_GOVERNANCE_KILL_SWITCH_V1
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owner: engine_owner
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status: active
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output_fields:
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- execution_mode
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- unit
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- formula_id: SCENARIO_SHOCK_MATRIX_V1
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owner: engine_owner
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status: active
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output_fields:
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- scenario_results
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- unit
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- formula_id: TRANSITION_SET_ENUMERATOR_V1
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owner: engine_owner
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status: active
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output_fields:
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- selected_transition_set
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- unit
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- formula_id: IMMUTABLE_DECISION_LEDGER_V1
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owner: report_owner
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status: active
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output_fields:
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- ledger_append_status
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- unit
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- formula_id: EXECUTION_PLAN_COMPILER_V1
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owner: engine_owner
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status: active
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output_fields:
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- compiled_slices
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- unit
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- formula_id: STATE_VECTOR_CONSTRUCTOR_V1
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owner: engine_owner
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status: active
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output_fields:
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- state_vector
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- unit
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- formula_id: REBALANCE_CADENCE_GATE_V1
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owner: engine_owner
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status: active
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output_fields:
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- rebalance_execution_allowed
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- unit
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- formula_id: WALK_FORWARD_BOOTSTRAP_V1
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owner: engine_owner
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status: active
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output_fields:
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- net_profit_distribution_after_tax_fee_slippage
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- unit
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- formula_id: WEEKLY_LEGACY_TRANSFER_PLAN_V1
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owner: engine_owner
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status: active
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output_fields:
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- deployable_cash_contribution_krw
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- unit
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- formula_id: GOLDEN_CROSS_SIGNAL_V1
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owner: engine_owner
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status: active
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output_fields:
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- golden_cross_today
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- unit
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- formula_id: STRONG_CLOSE_SIGNAL_V1
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owner: engine_owner
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status: active
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output_fields:
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- strong_close
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- unit
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- formula_id: VOLATILITY_EXPANSION_BREAKOUT_V1
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owner: engine_owner
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status: active
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output_fields:
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- unit
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- volatility_expansion_breakout
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- formula_id: FIFTY_TWO_WEEK_HIGH_TRIGGER_V1
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owner: engine_owner
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status: active
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output_fields:
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- fifty_two_week_high_breakout
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- unit
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- formula_id: CONSECUTIVE_STREAK_V1
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owner: engine_owner
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status: active
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output_fields:
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- unit
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- up_streak
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- formula_id: BREAKOUT_FAILURE_STOP_V1
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owner: quant_owner
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status: active
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output_fields:
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- breakout_failure
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- unit
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- formula_id: TREND_FILTER_GATE_V1
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owner: engine_owner
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status: active
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output_fields:
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- trend_filter_pass
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- unit
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- formula_id: SELL_EXECUTION_TIMING_V1
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owner: quant_owner
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status: active
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output_fields:
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- additional_fields
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- sell_timing_verdict
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- formula_id: DETERMINISTIC_ROUTING_ENGINE_V1
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owner: engine_owner
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status: active
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output_fields:
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- routing_execution_log
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- schema
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- formula_id: LLM_SERVING_CONSTRAINT_V1
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owner: engine_owner
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status: active
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output_fields:
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- schema
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- serving_constraint_check
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- formula_id: PROFIT_RATCHET_TIERED_V2
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owner: quant_owner
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status: active
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output_fields:
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- additional_fields
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- auto_trailing_stop_v2
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- formula_id: SELL_VALUE_PRESERVATION_TIERED_V2
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owner: quant_owner
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status: active
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output_fields:
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- additional_fields
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- preservation_verdict
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- formula_id: TRADE_QUALITY_SCORER_V1
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owner: engine_owner
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status: active
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output_fields:
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- schema
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- trade_quality_json
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- formula_id: PATTERN_BLACKLIST_AUTO_V1
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owner: engine_owner
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status: active
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output_fields:
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- additional_fields
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- pattern_blacklist_status
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- values
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- formula_id: FUNDAMENTAL_QUALITY_GATE_V1
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owner: engine_owner
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status: active
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output_fields:
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- fundamental_quality_json
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- formula_id: HORIZON_ALLOCATION_LOCK_V1
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owner: quant_owner
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status: active
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output_fields:
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- horizon_allocation_json
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|
- formula_id: SMART_MONEY_LIQUIDITY_GATE_V1
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|
owner: engine_owner
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|
status: active
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output_fields:
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- coverage_pct
|
|
- file
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|
- gate
|
|
- ticker_count
|
|
- formula_id: ROUTING_SERVING_DECISION_TRACE_V2
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owner: report_owner
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status: active
|
|
output_fields:
|
|
- routing_serving_trace_v2_json
|
|
- formula_id: FUNDAMENTAL_MULTI_FACTOR_SCORE_V2
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|
owner: engine_owner
|
|
status: active
|
|
output_fields:
|
|
- fundamental_multifactor_json
|
|
- formula_id: EARNINGS_GROWTH_QUALITY_GATE_V1
|
|
owner: engine_owner
|
|
status: active
|
|
output_fields:
|
|
- earnings_growth_quality_json
|
|
- formula_id: MARKET_SHARE_MOMENTUM_PROXY_V1
|
|
owner: engine_owner
|
|
status: active
|
|
output_fields:
|
|
- market_share_proxy_json
|
|
- formula_id: CASHFLOW_STABILITY_GATE_V1
|
|
owner: quant_owner
|
|
status: active
|
|
output_fields:
|
|
- cashflow_stability_json
|
|
- formula_id: ROUTING_DECISION_EXPLAIN_LOCK_V1
|
|
owner: report_owner
|
|
status: active
|
|
output_fields:
|
|
- routing_decision_explain_json
|
|
- formula_id: BLANK_CELL_AUDIT_V1
|
|
owner: engine_owner
|
|
status: active
|
|
output_fields:
|
|
- blank_cell_audit_v1_json
|
|
- blank_fill_pct
|
|
- enforcement_mode
|
|
- gate
|
|
- incomplete_tables
|
|
- formula_id: VALUE_PRESERVATION_SCORER_V1
|
|
owner: engine_owner
|
|
status: active
|
|
output_fields:
|
|
- distinct_actions
|
|
- gate
|
|
- row_count
|
|
- value_preservation_scorer_v1_json
|
|
- formula_id: SMART_CASH_RECOVERY_V3
|
|
owner: quant_owner
|
|
status: active
|
|
output_fields:
|
|
- distinct_exec_modes
|
|
- gate
|
|
- rebound_factor_atr
|
|
- regime
|
|
- smart_cash_recovery_v3_json
|
|
- formula_id: RATCHET_TRAILING_GENERAL_V1
|
|
owner: engine_owner
|
|
status: active
|
|
output_fields:
|
|
- coverage_pct
|
|
- gate
|
|
- ratchet_trailing_general_v1_json
|
|
- formula_id: EJCE_VIEW_RENDERER_V1
|
|
owner: report_owner
|
|
status: active
|
|
output_fields:
|
|
- blank_view_count
|
|
- ejce_view_renderer_v1_json
|
|
- gate
|
|
- row_count
|
|
- formula_id: ROUTING_EXECUTION_LOG_TABLE_V1
|
|
owner: engine_owner
|
|
status: active
|
|
output_fields:
|
|
- gate
|
|
- request_route
|
|
- routing_execution_log_v1_json
|
|
- stage_coverage_pct
|
|
- formula_id: FUNDAMENTAL_RAW_INGEST_V1
|
|
owner: data_owner
|
|
status: active
|
|
output_fields:
|
|
- coverage_pct
|
|
- fundamental_raw_v1_json
|
|
- gate
|
|
- non_etf_count
|
|
- formula_id: FUNDAMENTAL_MULTIFACTOR_V3
|
|
owner: engine_owner
|
|
status: active
|
|
output_fields:
|
|
- fundamental_multifactor_v3_json
|
|
- gate
|
|
- grade_diverse
|
|
- non_etf_count
|
|
- formula_id: HORIZON_CLASSIFICATION_V1
|
|
owner: engine_owner
|
|
status: active
|
|
output_fields:
|
|
- allocation_pct
|
|
- classified_pct
|
|
- gate
|
|
- horizon_classification_v1_json
|
|
- formula_id: SMART_MONEY_FLOW_SIGNAL_V2
|
|
owner: engine_owner
|
|
status: active
|
|
output_fields:
|
|
- coefficient_of_variation
|
|
- gate
|
|
- label_diversity
|
|
- smart_money_flow_signal_v2_json
|
|
- formula_id: LIQUIDITY_FLOW_SIGNAL_V1
|
|
owner: engine_owner
|
|
status: active
|
|
output_fields:
|
|
- gate
|
|
- label_diversity
|
|
- liquidity_flow_signal_v1_json
|
|
- row_count
|
|
- formula_id: PORTFOLIO_ALPHA_CONFIDENCE_PER_TICKER_V1
|
|
owner: quant_owner
|
|
status: active
|
|
output_fields:
|
|
- gate
|
|
- label_diversity
|
|
- portfolio_alpha_confidence_per_ticker_v1_json
|
|
- stddev
|
|
- formula_id: EARNINGS_QUALITY_SIGNAL_V1
|
|
owner: engine_owner
|
|
status: active
|
|
output_fields:
|
|
- data_missing_pct
|
|
- earnings_quality_signal_v1_json
|
|
- gate
|
|
- label_counts
|
|
- formula_id: GROWTH_RATE_SIGNAL_V1
|
|
owner: engine_owner
|
|
status: active
|
|
output_fields:
|
|
- data_missing_pct
|
|
- gate
|
|
- growth_rate_signal_v1_json
|
|
- label_counts
|
|
- formula_id: CASHFLOW_QUALITY_SIGNAL_V1
|
|
owner: quant_owner
|
|
status: active
|
|
output_fields:
|
|
- accounting_risk_count
|
|
- cashflow_quality_signal_v1_json
|
|
- data_missing_pct
|
|
- gate
|
|
- formula_id: MARKET_SHARE_SIGNAL_V2
|
|
owner: engine_owner
|
|
status: active
|
|
output_fields:
|
|
- gate
|
|
- market_share_signal_v2_json
|
|
- non_etf_scored_count
|
|
- unique_states
|
|
- formula_id: TRADE_QUALITY_FROM_T5_V1
|
|
owner: engine_owner
|
|
status: active
|
|
output_fields:
|
|
- file
|
|
- gate
|
|
- scored_count
|
|
- summary_score
|
|
- trade_quality_basis
|
|
- formula_id: PREDICTION_ACCURACY_HARNESS_V2
|
|
owner: data_owner
|
|
status: active
|
|
output_fields:
|
|
- calibration_state
|
|
- file
|
|
- t5_op_rate
|
|
- t5_sample
|
|
- window_90d_rate
|
|
- formula_id: MACRO_EVENT_TICKER_IMPACT_V1
|
|
owner: engine_owner
|
|
status: active
|
|
output_fields:
|
|
- action_summary
|
|
- file
|
|
- gate
|
|
- ticker_count
|
|
- formula_id: SELL_WATERFALL_ENGINE_V2
|
|
owner: quant_owner
|
|
status: active
|
|
output_fields:
|
|
- escalation_skip_violations
|
|
- file
|
|
- gate
|
|
- stage_counts
|
|
- formula_id: EXECUTION_METHOD_LADDER_V1
|
|
owner: engine_owner
|
|
status: active
|
|
output_fields:
|
|
- emergency_full_sell_without_flag_count
|
|
- file
|
|
- gate
|
|
- market_order_default_count
|
|
- formula_id: LLM_NARRATIVE_TEMPLATE_LOCK_V1
|
|
owner: report_owner
|
|
status: active
|
|
output_fields:
|
|
- file
|
|
- gate
|
|
- sections_checked
|
|
- total_violations
|
|
- formula_id: EJCE_DIVERGENCE_AUDIT_V1
|
|
owner: engine_owner
|
|
status: active
|
|
output_fields:
|
|
- analyst_view_homogeneous
|
|
- file
|
|
- gate
|
|
- homogeneous_flag
|
|
- unique_reason_pct
|
|
- formula_id: PREDICTIVE_ALPHA_REPORT_LOCK_V2
|
|
owner: report_owner
|
|
status: active
|
|
output_fields:
|
|
- coverage_pct
|
|
- file
|
|
- gate
|
|
- missing_tickers
|
|
- formula_id: FINAL_JUDGMENT_GATE_V1
|
|
owner: report_owner
|
|
status: active
|
|
output_fields:
|
|
- coverage_pct
|
|
- file
|
|
- gate
|
|
- late_chase_buy_violations
|
|
- silent_pass_violations
|
|
- ticker_count
|
|
- verdict_counts
|
|
- formula_id: VERDICT_CONSISTENCY_LOCK_V1
|
|
owner: report_owner
|
|
status: active
|
|
output_fields:
|
|
- file
|
|
- gate
|
|
- override_count
|
|
- violations
|
|
- warn_count
|
|
- formula_id: INVESTMENT_QUALITY_HEADLINE_V1
|
|
owner: report_owner
|
|
status: active
|
|
output_fields:
|
|
- investment_quality_score
|
|
- quality_conflict_flag
|
|
- schema_presence_score
|
|
- section
|
|
- formula_id: CANONICAL_METRICS_V1
|
|
owner: engine_owner
|
|
status: active
|
|
output_fields:
|
|
- gate
|
|
- metrics.cash_min_required_krw
|
|
- metrics.cash_reference_total_krw
|
|
- metrics.cluster_pct
|
|
- per_ticker.scrs_immediate_qty
|
|
- per_ticker.scrs_rebound_qty
|
|
- per_ticker.ticker_base_qty
|
|
- per_ticker.ticker_limit_price
|
|
- per_ticker.ticker_profit_pct
|
|
- per_ticker.ticker_stop_price
|
|
- per_ticker.ticker_tp1_price
|
|
- resolved_count
|
|
- unresolved
|
|
- formula_id: CROSS_SECTION_CONSISTENCY_V1
|
|
owner: engine_owner
|
|
status: active
|
|
output_fields:
|
|
- conflict_count
|
|
- conflicts
|
|
- enforcement_mode_until
|
|
- forbidden_uniform_labels
|
|
- gate
|
|
- incomplete_tables
|
|
- score
|
|
- formula_id: VELOCITY_V1
|
|
owner: engine_owner
|
|
status: active
|
|
output_fields:
|
|
- velocity_1d
|
|
- velocity_5d
|
|
- formula_id: PROFIT_LOCK_STAGE_V1
|
|
owner: quant_owner
|
|
status: active
|
|
output_fields:
|
|
- profit_lock_stage
|
|
- stage
|
|
- formula_id: ANTI_LATE_ENTRY_GATE_V2
|
|
owner: engine_owner
|
|
status: active
|
|
output_fields:
|
|
- anti_late_entry_status
|
|
- gate
|
|
- formula_id: DYNAMIC_HEAT_GATE_V1
|
|
owner: quant_owner
|
|
status: active
|
|
output_fields:
|
|
- heat_gate_status
|
|
- heat_gate_threshold_pct
|
|
- formula_id: POSITION_SIZE_REGIME_SCALE_V1
|
|
owner: quant_owner
|
|
status: active
|
|
output_fields:
|
|
- regime_size_scale
|
|
- formula_id: REGIME_CASH_UPLIFT_V1
|
|
owner: quant_owner
|
|
status: active
|
|
output_fields:
|
|
- regime_cash_uplift_min_pct
|
|
- formula_id: DRAWDOWN_GUARD_V1
|
|
owner: data_owner
|
|
status: active
|
|
output_fields:
|
|
- drawdown_buy_scale
|
|
- drawdown_guard_state
|
|
- formula_id: POSITION_COUNT_LIMIT_V1
|
|
owner: quant_owner
|
|
status: active
|
|
output_fields:
|
|
- position_count_gate
|
|
- position_count_max
|
|
- formula_id: CASH_FLOOR_V1
|
|
owner: quant_owner
|
|
status: active
|
|
output_fields:
|
|
- cash_floor_min_pct
|
|
- cash_shortfall_min_krw
|
|
- cash_shortfall_target_krw
|
|
- formula_id: SEMICONDUCTOR_CLUSTER_GATE_V1
|
|
owner: engine_owner
|
|
status: active
|
|
output_fields:
|
|
- combined_pct
|
|
- semiconductor_cluster_gate
|
|
- formula_id: SINGLE_POSITION_WEIGHT_CAP_V1
|
|
owner: quant_owner
|
|
status: active
|
|
output_fields:
|
|
- single_position_weight_gate
|
|
- weight_cap_pct
|
|
- formula_id: REGIME_TRIM_GUIDANCE_V1
|
|
owner: engine_owner
|
|
status: active
|
|
output_fields:
|
|
- regime_trim_guidance
|
|
- formula_id: HEAT_CONCENTRATION_ALERT_V1
|
|
owner: quant_owner
|
|
status: active
|
|
output_fields:
|
|
- heat_concentration_gate
|
|
- formula_id: SECTOR_CONCENTRATION_LIMIT_V1
|
|
owner: engine_owner
|
|
status: active
|
|
output_fields:
|
|
- sector_concentration_gate
|
|
- sector_concentration_limit_pct
|
|
- formula_id: PORTFOLIO_DRAWDOWN_GATE_V1
|
|
owner: data_owner
|
|
status: active
|
|
output_fields:
|
|
- portfolio_drawdown_gate
|
|
- portfolio_drawdown_pct
|
|
- formula_id: K2_STAGED_REBOUND_SELL_V1
|
|
owner: quant_owner
|
|
status: active
|
|
output_fields:
|
|
- immediate_sell_qty
|
|
- rebound_trigger_price
|
|
- rebound_wait_qty
|
|
- formula_id: STOP_BREACH_ALERT_V1
|
|
owner: quant_owner
|
|
status: active
|
|
output_fields:
|
|
- gap_pct
|
|
- stop_breach_gate
|
|
- formula_id: SECTOR_ROTATION_MOMENTUM_V1
|
|
owner: engine_owner
|
|
status: active
|
|
output_fields:
|
|
- sector_rotation_momentum_json
|
|
- formula_id: ANTI_WHIPSAW_GATE_V1
|
|
owner: engine_owner
|
|
status: active
|
|
output_fields:
|
|
- anti_whipsaw_status
|
|
- formula_id: BREAKEVEN_RATCHET_V1
|
|
owner: engine_owner
|
|
status: active
|
|
output_fields:
|
|
- breakeven_stop_price
|
|
- formula_id: MARKET_WEIGHT_AWARE_CLUSTER_GATE_V1
|
|
owner: engine_owner
|
|
status: active
|
|
output_fields:
|
|
- cap_pct
|
|
- cluster_gate
|
|
- semiconductor_cluster_gate
|
|
- formula_id: LEADER_POSITION_WEIGHT_CAP_V1
|
|
owner: quant_owner
|
|
status: active
|
|
output_fields:
|
|
- leader_position_weight_gate
|
|
- single_position_weight_gate
|
|
- weight_cap_pct
|
|
- formula_id: CAPITAL_STYLE_ALLOCATION_V1
|
|
owner: quant_owner
|
|
status: active
|
|
output_fields:
|
|
- capital_style_conviction
|
|
- capital_style_label
|
|
- formula_id: ALGORITHM_GUIDANCE_PROOF_V1
|
|
owner: engine_owner
|
|
status: active
|
|
output_fields:
|
|
- algorithm_guidance_proof_gate
|
|
- algorithm_guidance_proof_score
|
|
- formula_id: ANTI_CHASE_V1
|
|
owner: engine_owner
|
|
status: active
|
|
output_fields:
|
|
- anti_chase_gate
|
|
- chase_risk_level
|
|
- formula_id: ARTIFACT_FRESHNESS_GATE_V1
|
|
owner: data_owner
|
|
status: active
|
|
output_fields:
|
|
- freshness_gate
|
|
- stale_artifacts
|
|
- formula_id: AUDIT_REPLAY_SNAPSHOT_V1
|
|
owner: engine_owner
|
|
status: active
|
|
output_fields:
|
|
- audit_snapshot
|
|
- replay_validation_status
|
|
- formula_id: CANONICAL_ARTIFACT_RESOLVER_V1
|
|
owner: engine_owner
|
|
status: active
|
|
output_fields:
|
|
- canonical_path
|
|
- duplicate_artifacts
|
|
- formula_id: CASH_RAISE_PARETO_EXECUTOR_V2
|
|
owner: quant_owner
|
|
status: active
|
|
output_fields:
|
|
- cash_raise_efficiency
|
|
- pareto_sell_plan
|
|
- formula_id: CASH_RAISE_VALUE_OPTIMIZER_V3
|
|
owner: quant_owner
|
|
status: active
|
|
output_fields:
|
|
- optimized_sell_plan
|
|
- value_damage_pct
|
|
- formula_id: CASH_RECOVERY_OPTIMIZER_V4
|
|
owner: quant_owner
|
|
status: active
|
|
output_fields:
|
|
- cash_recovery_plan
|
|
- expected_recovery_krw
|
|
- formula_id: CASH_RECOVERY_V1
|
|
owner: quant_owner
|
|
status: active
|
|
output_fields:
|
|
- recovery_krw
|
|
- recovery_sell_qty
|
|
- formula_id: COMPLETION_GAP_V1
|
|
owner: engine_owner
|
|
status: active
|
|
output_fields:
|
|
- completion_gap_score
|
|
- failed_criteria_list
|
|
- formula_id: COMPREHENSIVE_PROPOSAL_V1
|
|
owner: engine_owner
|
|
status: active
|
|
output_fields:
|
|
- comprehensive_proposal
|
|
- proposal_id
|
|
- formula_id: CONTINUOUS_EVALUATION_DASHBOARD_V1
|
|
owner: engine_owner
|
|
status: active
|
|
output_fields:
|
|
- expectancy_pct
|
|
- profit_giveback_pct
|
|
- weekly_scorecard
|
|
- formula_id: DATA_INTEGRITY_100_LOCK_V1
|
|
owner: data_owner
|
|
status: active
|
|
output_fields:
|
|
- data_integrity_gate
|
|
- integrity_violations
|
|
- formula_id: DATA_INTEGRITY_100_LOCK_V2
|
|
owner: data_owner
|
|
status: active
|
|
output_fields:
|
|
- data_integrity_score
|
|
- integrity_gate
|
|
- formula_id: DATA_INTEGRITY_SCORE_V1
|
|
owner: data_owner
|
|
status: active
|
|
output_fields:
|
|
- data_integrity_score_v1
|
|
- formula_id: DATA_MATURITY_TRUTH_GATE_V1
|
|
owner: data_owner
|
|
status: active
|
|
output_fields:
|
|
- maturity_gate
|
|
- pending_evidence_axes
|
|
- truthful_100_axes
|
|
- formula_id: DATA_MATURITY_TRUTH_GATE_VALIDATOR_V1
|
|
owner: data_owner
|
|
status: active
|
|
output_fields:
|
|
- validation_errors
|
|
- validation_result
|
|
- formula_id: DATA_QUALITY_GATE_V2_PY
|
|
owner: data_owner
|
|
status: active
|
|
output_fields:
|
|
- data_quality_gate
|
|
- missing_fields
|
|
- quality_score
|
|
- formula_id: DATA_QUALITY_GATE_V3
|
|
owner: data_owner
|
|
status: active
|
|
output_fields:
|
|
- data_quality_gate_v3
|
|
- imputed_ratio
|
|
- quality_grade
|
|
- formula_id: REGIME_CONDITIONAL_MACRO_FACTOR_V1
|
|
owner: engine_owner
|
|
status: active
|
|
output_fields:
|
|
- macro_factor_applied
|
|
- unit
|
|
- formula_id: PORTFOLIO_TRANSITION_UTILITY_V1
|
|
owner: quant_owner
|
|
status: active
|
|
output_fields:
|
|
- transition_utility_krw
|
|
- unit
|
|
- formula_id: REBOUND_CAPTURE_THESIS_FACTOR_V1
|
|
owner: engine_owner
|
|
status: active
|
|
output_fields:
|
|
- rebound_capture_hit
|
|
- unit
|
|
- formula_id: ENTRY_TIMING_DECILE_FACTOR_V1
|
|
owner: engine_owner
|
|
status: active
|
|
output_fields:
|
|
- includes
|
|
- unit
|
|
- velocity_decile_thresholds
|
|
- formula_id: SELL_SLIPPAGE_BUDGET_FACTOR_V1
|
|
owner: quant_owner
|
|
status: active
|
|
output_fields:
|
|
- max_child_qty
|
|
- n_slices
|
|
- participation_rate
|
|
- twap_required
|
|
- formula_id: PROFIT_GIVEBACK_RATCHET_FACTOR_V1
|
|
owner: quant_owner
|
|
status: active
|
|
output_fields:
|
|
- auto_trailing_stop
|
|
- unit
|