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target-weight 가격 최신성 검증 추가 - #46

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easygap merged 1 commit into
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feature/target-weight-데이터최신성검증
May 8, 2026

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Merged

target-weight 가격 최신성 검증 추가#46
easygap merged 1 commit into
mainfrom
feature/target-weight-데이터최신성검증

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@easygap

@easygap easygap commented May 8, 2026

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요약

  • target-weight plan 생성 시 종목별 마지막 실제 종가 날짜와 벤치마크 최신 날짜를 diagnostics에 기록
  • ffill로 오래된 종가가 최신 trade_day 가격처럼 쓰이는 경우 plan 생성 단계에서 fail-closed 차단
  • benchmark_excess 점수 또는 benchmark risk overlay에 필요한 벤치마크 가격이 오래된 경우 차단
  • README와 프로젝트/백테스트 개선 문서에 가격 최신성 guard 반영

테스트

  • pytest tests\test_target_weight_rotation.py tests\test_target_weight_paper_adapter.py -q

@easygap
easygap merged commit 4a312d6 into main May 8, 2026
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@easygap
easygap deleted the feature/target-weight-데이터최신성검증 branch May 8, 2026 01:25
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