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1.6 KiB

Phase 5 Implementation Plan

목표

attention overlay 레이어를 구현하여 backtester와 live pipeline에 연결한다.

작업 순서

Step 1. registry tables 구축

  • youtube_channel_registry
  • company_aliases 보강
  • wiki_page_map
  • theme_topic_map

Step 2. raw adapters 구현

  • yahoo_rss_adapter
  • youtube_overlay_adapter
  • wikimedia_adapter
  • google_trends_adapter (feature flagged)

Step 3. normalization pipeline 구현

  • headline normalization
  • video normalization
  • pageview normalization
  • trend timeseries normalization
  • entity resolution jobs

Step 4. overlay feature builder 구현

  • per-source feature calculators
  • missing data handling
  • source confidence computation
  • overlay_feature_record 생성

Step 5. overlay scorer 구현

  • weighted scoring
  • confidence adjustment
  • band assignment
  • recommendation flags 생성

Step 6. backtester integration

  • overlay on/off config
  • tie-breaker mode
  • weighted rank mode
  • hold extension mode
  • add-on eligibility mode

Step 7. live pipeline integration

  • nightly overlay jobs
  • candidate rerank job
  • degraded mode handling
  • source freshness checks

구현 우선순위

  1. Yahoo RSS
  2. Wikimedia
  3. YouTube whitelist
  4. FINRA overlay join
  5. Google Trends experimental

완료 조건

  • overlay feature record가 후보 종목에 대해 안정적으로 생성된다.
  • backtester에서 overlay on/off ablation이 가능하다.
  • source failure가 전체 파이프라인 실패로 이어지지 않는다.

non-goals

  • high-frequency social trading
  • full video transcript NLP pipeline
  • real-time intraday social scraping