5 Commits (5cb2b9fcb8849860f537b009716efaa1c5dea2bc)

Author SHA1 Message Date
I Luk Kim 479eb76308 Update tests for pipeline, backtest engine, paper trader, and new modules
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
5 months ago
I Luk Kim 2395a0c0c3 feat: PEAD mid-cap strategy + pipeline hardening + README cleanup
- Implement PEAD 7% Long+Short strategy with mid-cap universe expansion
- Add Stock Oracle screener/company clients, text sentiment features
- Enhance backtest engine: short-side execution, walk-forward CV, MFE/MAE analysis
- Harden pipeline: sequential Oracle API calls, scoring recalibration (event_quality 65%)
- Add experiment configs for 60+ strategy variants and journal tracking
- Add review/analysis CLI tools
- Remove obsolete dev/phase0-4 design documents and analysis scripts
- Clean README to reflect only implemented features (remove unbuilt adapters/engines)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
5 months ago
I Luk Kim f69a8b4731 fix: use TEST-prefixed IDs in integration tests to avoid real-data conflicts
Integration tests used ISSUER::0000320193 (Apple's real CIK) and
SYM::AAPL::XNYS as hardcoded IDs. After the real pipeline inserts
actual AAPL data, subsequent test runs fail with UniqueViolationError
since the db_session rollback only undoes intra-test writes.

Changed to ISSUER::TEST::0000320193 and SYM::AAPL::XNYS (distinct
from the real SYM::AAPL::US) while keeping ticker="AAPL" so the
Oracle price service returns real price data for label/feature tests.

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
I Luk Kim 0471018dd8 feat: implement ACE-F v1 Phase 1 -- Stock Oracle 기반 이벤트 파이프라인
Stock Oracle (localhost:18001)을 단일 데이터 소스로 사용하는 미국 주식
이벤트 스윙 트레이딩 시스템의 Phase 1 구현체.

주요 구성:
- libs/oracle_client/: Stock Oracle REST 클라이언트 (filings, price, financial, fred, finra)
- libs/common/: config, logging, time_utils, ids, retries, file_store
- libs/db/: SQLAlchemy 2.0 모델 12개 + Alembic 마이그레이션 0001
- libs/parser/: 규칙 기반 파서 (텍스트 정규화, JSON Schema 검증, LLM 스텁)
- libs/features/: 시장/이벤트 피처 계산기
- apps/pipeline/: filing_poller → filing_fetcher → event_parser → feature_builder
- apps/sync/: macro_sync (FRED), short_volume_sync (FINRA), issuer_sync
- tests/: 단위 81개 + 리플레이 5개 전체 통과, lint clean

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