fithia2

Commit Graph

Author	SHA1	Message	Date
I Luk Kim	4d0e773ba0	feat: overhaul strategy — document quality > price momentum Flip scoring weights so event/document quality is primary signal (55%) and market confirmation is secondary (35%). Add research mode with kill-switch cooldown/reset, veto gates for bad events, reduced portfolio risk, and 4 diagnostic analysis scripts. Phase A: Research mode kill-switch reset, risk reduction (0.5%/trade, max 4 positions), bullish-only direction for all event types. Phase B: 2 new sub-scorers (parse_confidence, direction_clarity), 4 veto gates (oneoff risk, parse confidence, unknown/bearish direction). Phase C: signal_quality, event_type_decomposition, kill_switch_impact, concurrent_position analysis scripts. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>	5 months ago
I Luk Kim	bbe0e31150	feat: implement Phase 3 -- LLM enrichment, labeler, review queue, dataset export - libs/llm/: OllamaClient (httpx async, retry), LLMCacheStore (SHA-256 DB cache), prompt registry (event_classifier_v1), LLMParser (cache→prompt→validate→repair) - libs/parser/merger.py: rule+LLM canonical merge with provenance tracking, conflict detection (both confident + disagree), should_queue_for_review() - libs/db/models.py: LLMCallCache, ReviewItem, EventLabel 3개 ORM 모델 추가 - libs/db/migrations/versions/0002_phase3_tables.py: Phase 3 Alembic migration - libs/labeler/: filing_time_bucket→reaction_date, 1D/3D/5D fwd return, MFE/MAE - libs/review/queue.py: create(dedup)/resolve/list ReviewItem - libs/export/snapshot_export.py: temporal split + Parquet + manifest.json - apps/: label_generator, dataset_export, review CLI, gold set evaluator - 42개 신규 테스트 추가 (unit 32 + integration 4 + replay 1) — 152/152 통과 - libs/common/config.py: OLLAMA_URL/MODEL/TIMEOUT 설정 추가 - libs/common/logging.py: bugfix — add_logger_name incompatible with PrintLoggerFactory Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	5 months ago
I Luk Kim	7fed850fbf	test: Phase 1/2 체크리스트 재작성 및 Oracle 실연동 통합 테스트 - Oracle 서비스 어댑터 5개를 실제 API 포맷에 맞게 수정 - 모든 경로에 /api/v1/ prefix 추가 - price: data[] → bars 매핑, volume float→int - filings: accession_number→accession_no, total_count→total - financial: financial_data[] → periods, period_date 파싱 - finra: entries[] → data 매핑 - fred: data.observations 언패킹, value string→float (버그 수정 포함) - fixtures 6개를 실제 Oracle 응답 포맷으로 전면 교체 - 통합 테스트에서 httpx_mock 완전 제거 → 실제 Oracle 직접 호출 - 신규 단위 테스트 3개 파일 추가 (logging, fred_service, llm_parser_stub) - test_retries.py에 exhaustion 테스트 추가 - test_oracle_client.py에 connection/timeout/no-ctx 테스트 추가 - Phase 1/2 testing_checklist.md 실제 구현 기준으로 전면 재작성 - 전체 114 tests pass (unit 100 + replay 5 + integration 9) Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>	5 months ago

Author

SHA1

Message

Date

I Luk Kim

4d0e773ba0

feat: overhaul strategy — document quality > price momentum

Flip scoring weights so event/document quality is primary signal (55%)
and market confirmation is secondary (35%). Add research mode with
kill-switch cooldown/reset, veto gates for bad events, reduced portfolio
risk, and 4 diagnostic analysis scripts.

Phase A: Research mode kill-switch reset, risk reduction (0.5%/trade,
max 4 positions), bullish-only direction for all event types.

Phase B: 2 new sub-scorers (parse_confidence, direction_clarity),
4 veto gates (oneoff risk, parse confidence, unknown/bearish direction).

Phase C: signal_quality, event_type_decomposition, kill_switch_impact,
concurrent_position analysis scripts.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

I Luk Kim

bbe0e31150

feat: implement Phase 3 -- LLM enrichment, labeler, review queue, dataset export

- libs/llm/: OllamaClient (httpx async, retry), LLMCacheStore (SHA-256 DB cache),
  prompt registry (event_classifier_v1), LLMParser (cache→prompt→validate→repair)
- libs/parser/merger.py: rule+LLM canonical merge with provenance tracking,
  conflict detection (both confident + disagree), should_queue_for_review()
- libs/db/models.py: LLMCallCache, ReviewItem, EventLabel 3개 ORM 모델 추가
- libs/db/migrations/versions/0002_phase3_tables.py: Phase 3 Alembic migration
- libs/labeler/: filing_time_bucket→reaction_date, 1D/3D/5D fwd return, MFE/MAE
- libs/review/queue.py: create(dedup)/resolve/list ReviewItem
- libs/export/snapshot_export.py: temporal split + Parquet + manifest.json
- apps/: label_generator, dataset_export, review CLI, gold set evaluator
- 42개 신규 테스트 추가 (unit 32 + integration 4 + replay 1) — 152/152 통과
- libs/common/config.py: OLLAMA_URL/MODEL/TIMEOUT 설정 추가
- libs/common/logging.py: bugfix — add_logger_name incompatible with PrintLoggerFactory

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

I Luk Kim

7fed850fbf

test: Phase 1/2 체크리스트 재작성 및 Oracle 실연동 통합 테스트

- Oracle 서비스 어댑터 5개를 실제 API 포맷에 맞게 수정
  - 모든 경로에 /api/v1/ prefix 추가
  - price: data[] → bars 매핑, volume float→int
  - filings: accession_number→accession_no, total_count→total
  - financial: financial_data[] → periods, period_date 파싱
  - finra: entries[] → data 매핑
  - fred: data.observations 언패킹, value string→float (버그 수정 포함)
- fixtures 6개를 실제 Oracle 응답 포맷으로 전면 교체
- 통합 테스트에서 httpx_mock 완전 제거 → 실제 Oracle 직접 호출
- 신규 단위 테스트 3개 파일 추가 (logging, fred_service, llm_parser_stub)
- test_retries.py에 exhaustion 테스트 추가
- test_oracle_client.py에 connection/timeout/no-ctx 테스트 추가
- Phase 1/2 testing_checklist.md 실제 구현 기준으로 전면 재작성
- 전체 114 tests pass (unit 100 + replay 5 + integration 9)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

3 Commits (4d0e773ba0c0e5108b40ac7ddc82aad3bd17a208)