From 5e4c94bfeb8b5fa262d7053315c7b30bf36012f3 Mon Sep 17 00:00:00 2001
From: agentson <agentson@localhost>
Date: Mon, 2 Mar 2026 09:31:38 +0900
Subject: [PATCH] strategy: implement model assist be-lock path and clarify
 audit note

---
 docs/ouroboros/01_requirements_registry.md |  2 +-
 docs/ouroboros/80_implementation_audit.md  |  2 +-
 src/strategy/exit_rules.py                 |  2 ++
 src/strategy/position_state_machine.py     |  3 +++
 tests/test_strategy_exit_rules.py          | 11 ++++++-----
 tests/test_strategy_state_machine.py       | 15 ++++++++++++++-
 6 files changed, 27 insertions(+), 8 deletions(-)

diff --git a/docs/ouroboros/01_requirements_registry.md b/docs/ouroboros/01_requirements_registry.md
index b0bd987..29b77a6 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: 1.0.9
+Version: 1.0.10
 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 e19d2e3..cd04105 100644
--- a/docs/ouroboros/80_implementation_audit.md
+++ b/docs/ouroboros/80_implementation_audit.md
@@ -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` | ✅ 완료 |
+| REQ-V2-004 | 4중 청산 로직 (Hard/BE/ATR Trailing/Model assist-only, 직접 EXIT 미트리거) | `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 41f6f59..8d561c3 100644
--- a/src/strategy/exit_rules.py
+++ b/src/strategy/exit_rules.py
@@ -85,6 +85,8 @@ def evaluate_exit(
         reason = "atr_trailing_stop"
     elif be_lock_threat:
         reason = "be_lock_threat"
+    elif model_exit_signal and next_state == PositionState.BE_LOCK:
+        reason = "model_assist_be_lock"
     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 d5ceef7..ada5a0c 100644
--- a/src/strategy/position_state_machine.py
+++ b/src/strategy/position_state_machine.py
@@ -62,5 +62,8 @@ def promote_state(current: PositionState, inp: StateTransitionInput) -> Position
         target = PositionState.ARMED
     elif inp.unrealized_pnl_pct >= inp.be_arm_pct:
         target = PositionState.BE_LOCK
+    elif inp.model_exit_signal:
+        # Model signal assists risk posture by tightening to BE_LOCK.
+        target = PositionState.BE_LOCK
 
     return target if _STATE_RANK[target] > _STATE_RANK[current] else current
diff --git a/tests/test_strategy_exit_rules.py b/tests/test_strategy_exit_rules.py
index f458718..e3642d2 100644
--- a/tests/test_strategy_exit_rules.py
+++ b/tests/test_strategy_exit_rules.py
@@ -22,12 +22,12 @@ def test_take_profit_exit_for_backward_compatibility() -> None:
     assert out.reason == "arm_take_profit"
 
 
-def test_model_assist_signal_does_not_exit_directly() -> None:
+def test_model_assist_signal_promotes_be_lock_without_direct_exit() -> None:
     out = evaluate_exit(
-        current_state=PositionState.ARMED,
-        config=ExitRuleConfig(model_prob_threshold=0.62, arm_pct=10.0),
+        current_state=PositionState.HOLDING,
+        config=ExitRuleConfig(model_prob_threshold=0.62, be_arm_pct=1.2, arm_pct=10.0),
         inp=ExitRuleInput(
-            current_price=101.0,
+            current_price=100.5,
             entry_price=100.0,
             peak_price=105.0,
             pred_down_prob=0.8,
@@ -35,4 +35,5 @@ def test_model_assist_signal_does_not_exit_directly() -> None:
         ),
     )
     assert out.should_exit is False
-    assert out.reason == "hold"
+    assert out.state == PositionState.BE_LOCK
+    assert out.reason == "model_assist_be_lock"
diff --git a/tests/test_strategy_state_machine.py b/tests/test_strategy_state_machine.py
index a268e18..72c4ad1 100644
--- a/tests/test_strategy_state_machine.py
+++ b/tests/test_strategy_state_machine.py
@@ -30,7 +30,20 @@ def test_exited_has_priority_over_promotion() -> None:
     assert state == PositionState.EXITED
 
 
-def test_model_signal_is_assist_only_not_direct_exit() -> None:
+def test_model_signal_promotes_be_lock_as_assist() -> None:
+    state = promote_state(
+        PositionState.HOLDING,
+        StateTransitionInput(
+            unrealized_pnl_pct=0.5,
+            be_arm_pct=1.2,
+            arm_pct=2.8,
+            model_exit_signal=True,
+        ),
+    )
+    assert state == PositionState.BE_LOCK
+
+
+def test_model_signal_does_not_force_exit_directly() -> None:
     state = promote_state(
         PositionState.ARMED,
         StateTransitionInput(