From 2332ba868f50c97b0458a0ff418d6a35a2ef96aa Mon Sep 17 00:00:00 2001
From: agentson <agentson@localhost>
Date: Mon, 2 Mar 2026 09:25:03 +0900
Subject: [PATCH] strategy: align model exit signal as assist-only trigger
 (#369)

---
 docs/ouroboros/01_requirements_registry.md |  2 +-
 docs/ouroboros/80_implementation_audit.md  |  4 ++--
 src/strategy/exit_rules.py                 |  2 --
 src/strategy/position_state_machine.py     |  3 ++-
 tests/test_strategy_exit_rules.py          |  6 +++---
 tests/test_strategy_state_machine.py       | 13 +++++++++++++
 workflow/session-handover.md               | 16 ++++++++++++++++
 7 files changed, 37 insertions(+), 9 deletions(-)

diff --git a/docs/ouroboros/01_requirements_registry.md b/docs/ouroboros/01_requirements_registry.md
index 562feb3..b0bd987 100644
--- a/docs/ouroboros/01_requirements_registry.md
+++ b/docs/ouroboros/01_requirements_registry.md
@@ -1,6 +1,6 @@
 <!--
 Doc-ID: DOC-REQ-001
-Version: 1.0.8
+Version: 1.0.9
 Status: active
 Owner: strategy
 Updated: 2026-03-02
diff --git a/docs/ouroboros/80_implementation_audit.md b/docs/ouroboros/80_implementation_audit.md
index eb3d23a..e19d2e3 100644
--- a/docs/ouroboros/80_implementation_audit.md
+++ b/docs/ouroboros/80_implementation_audit.md
@@ -9,7 +9,7 @@ Updated: 2026-03-02
 # v2/v3 구현 감사 및 수익률 분석 보고서
 
 작성일: 2026-02-28
-최종 업데이트: 2026-03-02 (#373 상태표 정합화 반영)
+최종 업데이트: 2026-03-02 (#369 model 보조 트리거 사양 정합화 반영)
 대상 기간: 2026-02-25 ~ 2026-02-28 (실거래)
 분석 브랜치: `feature/v3-session-policy-stream`
 
@@ -32,7 +32,7 @@ Updated: 2026-03-02
 | REQ-V2-001 | 4-상태 매도 상태기계 (HOLDING→BE_LOCK→ARMED→EXITED) | `src/strategy/position_state_machine.py` | ✅ 완료 |
 | REQ-V2-002 | 즉시 최상위 상태 승격 (갭 대응) | `position_state_machine.py:51-70` | ✅ 완료 |
 | REQ-V2-003 | EXITED 우선 평가 | `position_state_machine.py:38-48` | ✅ 완료 |
-| REQ-V2-004 | 4중 청산 로직 (Hard/BE/ATR Trailing/Model) | `src/strategy/exit_rules.py` | ⚠️ 부분 (`#369`) |
+| REQ-V2-004 | 4중 청산 로직 (Hard/BE/ATR Trailing/Model) | `src/strategy/exit_rules.py` | ✅ 완료 |
 | REQ-V2-005 | Triple Barrier 라벨링 | `src/analysis/triple_barrier.py` | ✅ 완료 |
 | REQ-V2-006 | Walk-Forward + Purge/Embargo 검증 | `src/analysis/walk_forward_split.py` | ✅ 완료 |
 | REQ-V2-007 | 비용/슬리피지/체결실패 모델 필수 | `src/analysis/backtest_cost_guard.py`, `src/analysis/backtest_pipeline.py` | ✅ 완료 |
diff --git a/src/strategy/exit_rules.py b/src/strategy/exit_rules.py
index efc037d..41f6f59 100644
--- a/src/strategy/exit_rules.py
+++ b/src/strategy/exit_rules.py
@@ -85,8 +85,6 @@ def evaluate_exit(
         reason = "atr_trailing_stop"
     elif be_lock_threat:
         reason = "be_lock_threat"
-    elif model_exit_signal:
-        reason = "model_liquidity_exit"
     elif take_profit_hit:
         # Backward-compatible immediate profit-taking path.
         reason = "arm_take_profit"
diff --git a/src/strategy/position_state_machine.py b/src/strategy/position_state_machine.py
index 79f993f..d5ceef7 100644
--- a/src/strategy/position_state_machine.py
+++ b/src/strategy/position_state_machine.py
@@ -40,7 +40,8 @@ def evaluate_exit_first(inp: StateTransitionInput) -> bool:
 
     EXITED must be evaluated before any promotion.
     """
-    return inp.hard_stop_hit or inp.trailing_stop_hit or inp.model_exit_signal or inp.be_lock_threat
+    # model_exit_signal is assist-only and must not trigger EXIT directly.
+    return inp.hard_stop_hit or inp.trailing_stop_hit or inp.be_lock_threat
 
 
 def promote_state(current: PositionState, inp: StateTransitionInput) -> PositionState:
diff --git a/tests/test_strategy_exit_rules.py b/tests/test_strategy_exit_rules.py
index 6e23214..f458718 100644
--- a/tests/test_strategy_exit_rules.py
+++ b/tests/test_strategy_exit_rules.py
@@ -22,7 +22,7 @@ def test_take_profit_exit_for_backward_compatibility() -> None:
     assert out.reason == "arm_take_profit"
 
 
-def test_model_assist_exit_signal() -> None:
+def test_model_assist_signal_does_not_exit_directly() -> None:
     out = evaluate_exit(
         current_state=PositionState.ARMED,
         config=ExitRuleConfig(model_prob_threshold=0.62, arm_pct=10.0),
@@ -34,5 +34,5 @@ def test_model_assist_exit_signal() -> None:
             liquidity_weak=True,
         ),
     )
-    assert out.should_exit is True
-    assert out.reason == "model_liquidity_exit"
+    assert out.should_exit is False
+    assert out.reason == "hold"
diff --git a/tests/test_strategy_state_machine.py b/tests/test_strategy_state_machine.py
index 648d28d..a268e18 100644
--- a/tests/test_strategy_state_machine.py
+++ b/tests/test_strategy_state_machine.py
@@ -28,3 +28,16 @@ def test_exited_has_priority_over_promotion() -> None:
         ),
     )
     assert state == PositionState.EXITED
+
+
+def test_model_signal_is_assist_only_not_direct_exit() -> None:
+    state = promote_state(
+        PositionState.ARMED,
+        StateTransitionInput(
+            unrealized_pnl_pct=1.0,
+            be_arm_pct=1.2,
+            arm_pct=2.8,
+            model_exit_signal=True,
+        ),
+    )
+    assert state == PositionState.ARMED
diff --git a/workflow/session-handover.md b/workflow/session-handover.md
index bdd2d5a..5b7f8a1 100644
--- a/workflow/session-handover.md
+++ b/workflow/session-handover.md
@@ -105,3 +105,19 @@
 - next_ticket: #368
 - process_gate_checked: process_ticket=#306,#308 merged_to_feature_branch=yes
 - risks_or_notes: TASK-V2-012 구현 갭 보완을 위해 cost guard + execution-adjusted fold metric + 회귀 테스트를 함께 반영한다.
+
+### 2026-03-02 | session=codex-v3-stream-next-ticket-369
+- branch: feature/v3-session-policy-stream
+- docs_checked: docs/workflow.md, docs/commands.md, docs/agent-constraints.md
+- open_issues_reviewed: #369, #370, #371, #374, #375, #376, #377, #381
+- next_ticket: #369
+- process_gate_checked: process_ticket=#306,#308 merged_to_feature_branch=yes
+- risks_or_notes: 구현 티켓은 코드/테스트/문서(요구사항 원장/구현감사/PR traceability) 동시 반영을 기본 원칙으로 진행한다.
+
+### 2026-03-02 | session=codex-issue369-start
+- branch: feature/issue-369-model-exit-signal-spec-sync
+- docs_checked: docs/workflow.md, docs/commands.md, docs/agent-constraints.md
+- open_issues_reviewed: #369
+- next_ticket: #369
+- process_gate_checked: process_ticket=#306,#308 merged_to_feature_branch=yes
+- risks_or_notes: v2 사양 기준으로 model_exit_signal을 직접 청산 트리거가 아닌 보조 트리거로 정합화하고 테스트/문서를 동기화한다.