Add market confirmation gates

Author: Pigbibi

.github/workflows/monthly_advisory_review.yml

@@ -79,12 +79,27 @@ jobs:
           AS_OF="${INPUT_AS_OF:-$(date -u +%F)}"
           mkdir -p data/output/monthly_advisory_review
           THEME_ARGS=()
+          RESOLVED_THEME_MOMENTUM=""
           if [ -n "${THEME_MOMENTUM_PATH}" ] && [ -f "../research-signal-context/${THEME_MOMENTUM_PATH}" ]; then
-            THEME_ARGS=(--theme-momentum "../research-signal-context/${THEME_MOMENTUM_PATH}")
+            RESOLVED_THEME_MOMENTUM="../research-signal-context/${THEME_MOMENTUM_PATH}"
+            THEME_ARGS=(--theme-momentum "${RESOLVED_THEME_MOMENTUM}")
           fi
           MARKET_ARGS=()
           if [ -n "${MARKET_CONFIRMATION_PATH}" ] && [ -f "${MARKET_CONFIRMATION_PATH}" ]; then
             MARKET_ARGS=(--market-confirmation "${MARKET_CONFIRMATION_PATH}")
+          else
+            GENERATED_MARKET_CONFIRMATION="data/output/monthly_advisory_review/market_confirmation_${AS_OF}.csv"
+            MARKET_BUILD_ARGS=(
+              --as-of "${AS_OF}"
+              --political-watchlist "../political-events/${POLITICAL_WATCHLIST_PATH}"
+              --ai-signal "../research-signal-context/${AI_SIGNAL_PATH}"
+              --output "${GENERATED_MARKET_CONFIRMATION}"
+            )
+            if [ -n "${RESOLVED_THEME_MOMENTUM}" ]; then
+              MARKET_BUILD_ARGS+=(--theme-momentum "${RESOLVED_THEME_MOMENTUM}")
+            fi
+            python scripts/build_market_confirmation.py "${MARKET_BUILD_ARGS[@]}"
+            MARKET_ARGS=(--market-confirmation "${GENERATED_MARKET_CONFIRMATION}")
           fi
           python scripts/build_advisory_report.py \
             --as-of "${AS_OF}" \

.github/workflows/publish_advisory_site.yml

@@ -88,12 +88,27 @@ jobs:
           AS_OF="${INPUT_AS_OF:-$(date -u +%F)}"
           mkdir -p data/output/published site
           THEME_ARGS=()
+          RESOLVED_THEME_MOMENTUM=""
           if [ -n "${THEME_MOMENTUM_PATH}" ] && [ -f "../research-signal-context/${THEME_MOMENTUM_PATH}" ]; then
-            THEME_ARGS=(--theme-momentum "../research-signal-context/${THEME_MOMENTUM_PATH}")
+            RESOLVED_THEME_MOMENTUM="../research-signal-context/${THEME_MOMENTUM_PATH}"
+            THEME_ARGS=(--theme-momentum "${RESOLVED_THEME_MOMENTUM}")
           fi
           MARKET_ARGS=()
           if [ -n "${MARKET_CONFIRMATION_PATH}" ] && [ -f "${MARKET_CONFIRMATION_PATH}" ]; then
             MARKET_ARGS=(--market-confirmation "${MARKET_CONFIRMATION_PATH}")
+          else
+            GENERATED_MARKET_CONFIRMATION="data/output/published/market_confirmation_${AS_OF}.csv"
+            MARKET_BUILD_ARGS=(
+              --as-of "${AS_OF}"
+              --political-watchlist "../political-events/${POLITICAL_WATCHLIST_PATH}"
+              --ai-signal "../research-signal-context/${AI_SIGNAL_PATH}"
+              --output "${GENERATED_MARKET_CONFIRMATION}"
+            )
+            if [ -n "${RESOLVED_THEME_MOMENTUM}" ]; then
+              MARKET_BUILD_ARGS+=(--theme-momentum "${RESOLVED_THEME_MOMENTUM}")
+            fi
+            python scripts/build_market_confirmation.py "${MARKET_BUILD_ARGS[@]}"
+            MARKET_ARGS=(--market-confirmation "${GENERATED_MARKET_CONFIRMATION}")
           fi
           python scripts/build_advisory_report.py \
             --as-of "${AS_OF}" \

.github/workflows/weekly_advisory_review.yml

@@ -73,12 +73,27 @@ jobs:
           AS_OF="${INPUT_AS_OF:-$(date -u +%F)}"
           mkdir -p data/output/weekly_advisory_review
           THEME_ARGS=()
+          RESOLVED_THEME_MOMENTUM=""
           if [ -n "${THEME_MOMENTUM_PATH}" ] && [ -f "../research-signal-context/${THEME_MOMENTUM_PATH}" ]; then
-            THEME_ARGS=(--theme-momentum "../research-signal-context/${THEME_MOMENTUM_PATH}")
+            RESOLVED_THEME_MOMENTUM="../research-signal-context/${THEME_MOMENTUM_PATH}"
+            THEME_ARGS=(--theme-momentum "${RESOLVED_THEME_MOMENTUM}")
           fi
           MARKET_ARGS=()
           if [ -n "${MARKET_CONFIRMATION_PATH}" ] && [ -f "${MARKET_CONFIRMATION_PATH}" ]; then
             MARKET_ARGS=(--market-confirmation "${MARKET_CONFIRMATION_PATH}")
+          else
+            GENERATED_MARKET_CONFIRMATION="data/output/weekly_advisory_review/market_confirmation_${AS_OF}.csv"
+            MARKET_BUILD_ARGS=(
+              --as-of "${AS_OF}"
+              --political-watchlist "../political-events/${POLITICAL_WATCHLIST_PATH}"
+              --ai-signal "../research-signal-context/${AI_SIGNAL_PATH}"
+              --output "${GENERATED_MARKET_CONFIRMATION}"
+            )
+            if [ -n "${RESOLVED_THEME_MOMENTUM}" ]; then
+              MARKET_BUILD_ARGS+=(--theme-momentum "${RESOLVED_THEME_MOMENTUM}")
+            fi
+            python scripts/build_market_confirmation.py "${MARKET_BUILD_ARGS[@]}"
+            MARKET_ARGS=(--market-confirmation "${GENERATED_MARKET_CONFIRMATION}")
           fi
           python scripts/build_advisory_report.py \
             --as-of "${AS_OF}" \

README.md

@@ -41,11 +41,11 @@ Key documents:
 
 Advisor is the final composition layer. Source ownership by horizon is:
 
-- Short term (`1-10 trading days`): `source_events.csv` / `political_events.csv` from `PoliticalEventTrackingResearch` for event and policy/news catalysts.
-- Medium term (`2-12 weeks`): `theme_momentum_snapshot.json` from `ResearchSignalContextPipelines`, now explicitly marked as `medium_horizon_theme_context`.
+- Short term (`1-10 trading days`): event and policy/news catalysts plus generated `market_confirmation.csv`, focused on relative strength, volume, drawdown, and volatility.
+- Medium term (`2-12 weeks`): `theme_momentum_snapshot.json` from `ResearchSignalContextPipelines`, now explicitly marked as `medium_horizon_theme_context`, focused on theme momentum and symbol momentum.
 - Long term (`1-3 years`): `latest_signal.json` / `signal_history/*.json` from `ResearchSignalContextPipelines` as AI shadow context.
 
-Final recommendations are still deterministic Advisor outputs. The signal context repository does not directly produce short-term recommendations or replace the final decision engine. Advisor now records separate short/medium/long horizon scores for each final pick; public pages keep the simpler final recommendation layout.
+Final recommendations are still deterministic Advisor outputs. The signal context repository does not directly produce short-term recommendations or replace the final decision engine. Advisor now records separate short/medium/long horizon scores and gates for each final pick; public pages keep the simpler final recommendation layout.
 
 ## Boundary
 
@@ -171,6 +171,32 @@ Notification channel rules are documented in
 [`docs/notification_format.md`](docs/notification_format.md) and
 [`docs/notification_format.zh-CN.md`](docs/notification_format.zh-CN.md).
 
+## Market Confirmation
+
+`scripts/build_market_confirmation.py` collects symbols from the watchlist,
+signal context, and theme momentum snapshot, then writes a
+`market_confirmation.csv` file:
+
+```bash
+python scripts/build_market_confirmation.py \
+  --as-of 2026-05-30 \
+  --political-watchlist examples/political_watchlist.example.csv \
+  --ai-signal examples/research_signal_context.example.json \
+  --theme-momentum examples/theme_momentum_snapshot.example.json \
+  --output data/output/market_confirmation_2026-05-30.csv
+```
+
+The generated columns include `return_5d`, `return_20d`, `return_63d`,
+relative returns versus SPY, volume z-score, 63-day drawdown, 21-day annualized
+volatility, and `market_score`. The weekly/monthly/publish workflows generate
+this file automatically before building advisory reports.
+
+Yahoo chart is currently the no-dependency free price endpoint. If it is
+unavailable, the script falls back to price-momentum fields already saved in
+`theme_momentum_snapshot.json`, so report generation continues. Random free
+proxy pools should not be treated as a stable production data source; prefer
+organization-owned price snapshots, caches, or auditable controlled proxies.
+
 ## Output Contract
 
 The main JSON artifact is `ModelRecommendationReport`:

README.zh-CN.md

@@ -29,11 +29,11 @@ QuantStrategyLab 的“智慧顾投”研究协调仓库。它生成非个性化
 
 Advisor 是最终合成层，三个周期的输入分工如下：
 
-- 短线（1-10 个交易日）：`PoliticalEventTrackingResearch` 的 `source_events.csv` / `political_events.csv`，用于事件和新闻政策催化。
-- 中线（2-12 周）：`ResearchSignalContextPipelines` 的 `theme_momentum_snapshot.json`，现在明确标记为 `medium_horizon_theme_context`。
+- 短线（1-10 个交易日）：事件/新闻政策催化 + 自动生成的 `market_confirmation.csv`，重点看相对强度、成交量、回撤和波动。
+- 中线（2-12 周）：`ResearchSignalContextPipelines` 的 `theme_momentum_snapshot.json`，现在明确标记为 `medium_horizon_theme_context`，重点看主题动量和个股动量。
 - 长线（1-3 年）：`ResearchSignalContextPipelines` 的 `latest_signal.json` / `signal_history/*.json`，作为 AI shadow 背景。
 
-最终推荐仍由本仓库确定性合成。信号上下文仓库不直接输出短线推荐，也不替代本仓库的最终决策。本仓库会为最终推荐记录短/中/长线独立评分，但公开页面仍保持简洁，只展示最终列表、背景、理由和风险。
+最终推荐仍由本仓库确定性合成。信号上下文仓库不直接输出短线推荐，也不替代本仓库的最终决策。本仓库会为最终推荐记录短/中/长线独立评分和独立门槛，但公开页面仍保持简洁，只展示最终列表、背景、理由和风险。
 
 ## 当前 MVP
 
@@ -68,7 +68,7 @@ python scripts/build_advisory_report.py \
 
 ## 版本管理
 
-- Python 包版本：`0.1.2`
+- Python 包版本：`0.1.3`
 - 报告 schema：`schema_version = 5`
 - 报告 contract：`model_recommendations.v5`
 - 报告 manifest：`<output-json>.manifest.json`
@@ -200,4 +200,19 @@ python scripts/build_advisory_report.py \
 基础 `recommendations[]` 评级仍来自事件、watchlist 和 AI 背景；`final_decisions` 会用中线主题动量和可选市场确认对最终公开列表排序。候选池不改变仓位或执行状态。
 线上 workflow 如果找不到 `data/output/theme_momentum_snapshot.json`，会自动跳过这个展示区块。
 
-Yahoo chart 下载只作为临时 fallback。不要把随机免费代理 IP 池作为稳定生产方案；它有稳定性、数据污染、封禁、隐私和合规风险。更稳的做法是使用本组织已有价格快照、缓存文件，或可审计的自有代理/数据源。
+## 市场确认
+
+`scripts/build_market_confirmation.py` 会从 watchlist、信号上下文和主题动量快照收集股票代码，生成 `market_confirmation.csv`：
+
+```bash
+python scripts/build_market_confirmation.py \
+  --as-of 2026-05-30 \
+  --political-watchlist examples/political_watchlist.example.csv \
+  --ai-signal examples/research_signal_context.example.json \
+  --theme-momentum examples/theme_momentum_snapshot.example.json \
+  --output data/output/market_confirmation_2026-05-30.csv
+```
+
+字段包括 `return_5d`、`return_20d`、`return_63d`、相对 SPY 收益、成交量 z-score、63 日回撤、21 日年化波动和 `market_score`。线上 weekly/monthly/publish workflow 会自动生成该文件，再传给报告生成器。
+
+Yahoo chart 下载只是当前无依赖的免费行情入口；如果不可用，脚本会退回到 `theme_momentum_snapshot.json` 里的价格动量信息，报告仍能生成。不要把随机免费代理 IP 池作为稳定生产方案；它有稳定性、数据污染、封禁、隐私和合规风险。更稳的做法是使用本组织已有价格快照、缓存文件，或可审计的自有代理/数据源。

docs/advisory_contract.md

@@ -167,6 +167,7 @@ momentum_score
 medium_context_score
 long_context_score
 horizon_scores.short|medium|long
+horizon_actions.short|medium|long
 supporting_context.short|medium|long
 selection_trace[]
 business_summary
@@ -175,11 +176,14 @@ why_selected[]
 risk_summary
 ```
 
-Scoring intent by horizon:
+Scoring and gate intent by horizon:
 
-- short: event/source evidence first, optionally confirmed by recent market behavior;
-- medium: theme momentum and individual momentum first, with event/news and optional market confirmation as supporting inputs;
-- long: saved AI shadow context and durable theme context first, with event/news as supporting evidence.
+- short: recent market confirmation is required; event/news evidence and momentum
+  can upgrade confidence;
+- medium: theme momentum and individual momentum are required for final
+  recommendation; event/news and market confirmation are supporting inputs;
+- long: saved AI shadow context or durable long-horizon context must be strong;
+  event/news is supporting evidence.
 
 These fields are audit metadata. Public HTML/RSS/Telegram renderers still show
 only final recommendations, stock background, recommendation reasons, and risks.

docs/data_factor_roadmap.md

@@ -89,9 +89,12 @@ Priority order:
    releases, SEC/EDGAR, company IR, policy/procurement sources, alias maps, and
    source registry coverage.
 3. Add optional market confirmation CSVs while keeping report generation working
-   when the data is absent. The CSV should carry point-in-time returns, relative
-   returns, abnormal volume, drawdown, and volatility; it should not contain
-   target weights or trade instructions.
+   when the data is absent. The CSV now carries point-in-time returns, relative
+   returns, abnormal volume, drawdown, volatility, `market_score`, source, row
+   count, and warnings. `scripts/build_market_confirmation.py` generates it from
+   watchlists, saved signal context, and theme momentum snapshots; if the free
+   price endpoint is unavailable, it falls back to saved theme momentum fields.
+   It must not contain target weights or trade instructions.
 4. Add event review inputs for 1/5/20/60 trading-day follow-up.
 5. Add fundamentals/valuation snapshots for risk explanation, not execution.
 6. Only then consider read-only references from existing snapshot repositories.

docs/data_factor_roadmap.zh-CN.md

@@ -178,8 +178,10 @@ Crypto 可作为跨资产风险情绪参考，但暂时不应混入 US equity 
    - X / Truth Social / 社区内容暂不作为稳定默认源。
 
 3. 在 `QuantAdvisorResearch` 增加 market confirmation 输入，但保持可选：
-   - 当前 CSV 字段为 `symbol,as_of,return_5d,return_20d,return_63d,relative_return_20d,relative_return_63d,volume_zscore,drawdown_63d,volatility_21d`。
-   - 如果没有市场确认数据，报告继续生成；该输入只影响 `final_decisions` 的短/中/长线审计评分，不包含目标仓位或交易指令。
+   - 当前 CSV 字段为 `symbol,as_of,return_5d,return_20d,return_63d,relative_return_20d,relative_return_63d,volume_zscore,drawdown_63d,volatility_21d,market_score,data_source,price_observation_count,warnings`。
+   - `scripts/build_market_confirmation.py` 已能自动从 watchlist、信号上下文和主题动量快照收集标的，线上 workflow 默认生成该 CSV。
+   - 如果免费行情接口不可用，脚本会退回到 `theme_momentum_snapshot.json` 中的价格动量字段；报告继续生成，但短线结论会更保守。
+   - 该输入只影响 `final_decisions` 的短/中/长线审计评分，不包含目标仓位或交易指令。
 
 4. 增加事件复盘结果输入：
    - `event_id,symbol,event_date,window,absolute_return,benchmark_relative_return`。

docs/system_design.md

@@ -51,15 +51,17 @@ execution targets for this advisory pipeline.
 ## Horizon Ownership
 
 - Short term (`1-10 trading days`): event evidence from
-  `PoliticalEventTrackingResearch`.
+  `PoliticalEventTrackingResearch`, plus Advisor-generated market confirmation
+  for relative strength, volume, drawdown, and volatility.
 - Medium term (`2-12 weeks`): `theme_momentum_snapshot.json` from
-  `ResearchSignalContextPipelines`, marked as `medium_horizon_theme_context`.
+  `ResearchSignalContextPipelines`, marked as `medium_horizon_theme_context`,
+  focused on theme momentum and symbol momentum.
 - Long term (`1-3 years`): `latest_signal.json` and `signal_history/*.json` from
   `ResearchSignalContextPipelines` as AI shadow context.
 
-`QuantAdvisorResearch` records per-recommendation `supporting_context` so each
-final recommendation can be traced back to short-, medium-, and long-horizon
-inputs.
+`QuantAdvisorResearch` records per-recommendation `supporting_context`,
+`horizon_scores`, and `horizon_actions` so each final recommendation can be
+traced back to short-, medium-, and long-horizon inputs and gates.
 
 ## Design Patterns
 
@@ -101,6 +103,11 @@ The public HTML/RSS/Telegram outputs should stay direct:
 - never show orders, target weights, target share quantities, account suitability,
   or account-specific allocation advice.
 
+Market confirmation is optional at the contract level, but the scheduled weekly,
+monthly, and publish workflows generate it automatically. Short-horizon gates
+require market confirmation, medium-horizon gates are led by theme and symbol
+momentum, and long-horizon gates require durable AI shadow or context strength.
+
 ## Fixture vs Live Inputs
 
 Reports built from `examples/` are `source_mode=fixture` and are suitable for

docs/system_design.zh-CN.md

@@ -109,11 +109,11 @@ symbol_theme_exposure
 
 ## 短中长线来源分工
 
-- 短线（1-10 个交易日）：事件事实层负责，主要来自 `PoliticalEventTrackingResearch` 的官方来源、新闻政策和事件新鲜度。
-- 中线（2-12 周）：主题上下文层负责，`ResearchSignalContextPipelines` 的 `theme_momentum_snapshot.json` 标记为 `medium_horizon_theme_context`。
+- 短线（1-10 个交易日）：事件事实层 + 市场确认共同负责。事件来自 `PoliticalEventTrackingResearch`，市场确认由本仓库生成，主要看相对强度、成交量、回撤和波动。
+- 中线（2-12 周）：主题上下文层负责，`ResearchSignalContextPipelines` 的 `theme_momentum_snapshot.json` 标记为 `medium_horizon_theme_context`，主要看主题动量和个股动量。
 - 长线（1-3 年）：AI shadow 背景层负责，来自 `latest_signal.json` 和 `signal_history/*.json`。
 
-`QuantAdvisorResearch` 只在最后做确定性合成，报告中的 `supporting_context` 会记录每个最终推荐用到了短线、中线、长线哪些输入。
+`QuantAdvisorResearch` 只在最后做确定性合成，报告中的 `supporting_context`、`horizon_scores` 和 `horizon_actions` 会记录每个最终推荐用到了短线、中线、长线哪些输入，以及每个周期是否达到推荐或观察门槛。
 
 ## Theme momentum 展示边界
 
@@ -127,4 +127,6 @@ symbol_theme_exposure
 
 如果上游 `ResearchSignalContextPipelines` 没有生成该 snapshot，workflow 会跳过该输入，报告仍可正常生成。
 
-Yahoo chart 只能作为临时 fallback。随机免费代理 IP 池不应进入稳定生产链路；如果需要代理，应使用自控代理或更稳定的数据快照，并记录来源、时间和 hash，便于 replay。
+`market_confirmation.csv` 是可选输入，但线上 workflow 默认会自动生成。短线门槛要求有市场确认；中线门槛以主题动量和个股动量为主；长线门槛要求 AI shadow 或长期上下文足够强。
+
+Yahoo chart 只能作为当前无依赖行情入口。随机免费代理 IP 池不应进入稳定生产链路；如果需要代理，应使用自控代理或更稳定的数据快照，并记录来源、时间和 hash，便于 replay。