I Luk Kim
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bbe0e31150
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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>
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5 months ago |
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I Luk Kim
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0471018dd8
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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>
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5 months ago |