Commit Graph

2 Commits

Author SHA1 Message Date
534ded59e8 docs(signal-v2): amend spread formula to absolute (q90-q10) for Chronos-bolt zero-shot reality
Phase 0 spec §6.1 originally specified relative spread (q90-q10)/median < 0.6.
Phase 3b smoke (005930: median=-0.59%, q90-q10=15.3%) revealed Chronos-bolt
zero-shot median frequently sits near zero, causing relative spread to explode
(15.3/0.0059 ≈ 25) and reject every signal. Absolute spread (0.153 < 0.6)
preserves the threshold semantic and keeps Phase 7 IC validation tractable.

Phase 4 spec §4.2 + Phase 0 §6.1 both amended with cross-reference.
chronos_predictor.py conf calculation unchanged — monotonic mapping there
is independent of hard-gate semantics.
2026-05-17 13:10:50 +09:00
9e9eed2162 docs(signal-v2): Phase 4 signal generator spec
매수/매도 룰 (Phase 0 spec §6.1-§6.3) + confidence_webai 공식
(chronos*0.5 + minute*0.3 + screener*0.2) + SignalDedup 24h. 6 env
외부화 (STOP_LOSS/TAKE_PROFIT/SPREAD/BID_RATIO/CONFIDENCE/MIN_MOMENTUM).
state.signals = Phase 0 spec §5.2 schema. 10 new tests.

brainstorming 6 decisions: scope=A(생성만) / trigger=A(매 cycle) /
minute_score=A(linear 5-level) / thresholds=A+(6 env) / state=A(spec §5.2) /
test=A(9 unit + 1 integration).

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-17 12:40:24 +09:00