docs: bump requirements registry version for policy change sync

Reviewed-on: #386

.gitea/ISSUE_TEMPLATE/runtime_verification.md

@@ -0,0 +1,41 @@
+---
+name: Runtime Verification Incident
+about: 실운영/스테이징 동작 검증 중 발견된 이상 징후 등록
+title: "[RUNTIME-VERIFY][SCN-XXX] "
+labels: runtime, verification
+---
+
+## Summary
+
+- 현상:
+- 최초 관측 시각(UTC):
+
+## Reproduction / Observation
+
+- 실행 모드(`live`/`paper`):
+- 세션(`NXT`, `US_PRE`, `US_DAY`, `US_AFTER`, ...):
+- 실행 커맨드:
+- 로그 경로:
+
+## Expected vs Actual
+
+- Expected:
+- Actual:
+
+## Requirement Mapping
+
+- REQ:
+- TASK:
+- TEST:
+
+## Temporary Mitigation
+
+- 즉시 완화책:
+
+## Close Criteria
+
+- [ ] Dev 수정 반영
+- [ ] Verifier 재검증 PASS
+- [ ] Runtime Verifier 재관측 PASS
+- [ ] `NOT_OBSERVED = 0`
+

.gitea/PULL_REQUEST_TEMPLATE.md

@@ -0,0 +1,64 @@
+## Linked Issue
+
+- Closes #N
+
+## Scope
+
+- REQ: `REQ-...`
+- TASK: `TASK-...`
+- TEST: `TEST-...`
+
+## Ticket Stage
+
+- Current stage: `Implemented` / `Integrated` / `Observed` / `Accepted`
+- Previous stage evidence link:
+
+## Main -> Verifier Directive Contract
+
+- Scope: 대상 요구사항/코드/로그 경로
+- Method: 실행 커맨드 + 관측 포인트
+- PASS criteria:
+- FAIL criteria:
+- NOT_OBSERVED criteria:
+- Evidence format: PR 코멘트 `Coverage Matrix`
+
+## Verifier Coverage Matrix (Required)
+
+| Item | Evidence | Status (PASS/FAIL/NOT_OBSERVED) |
+|---|---|---|
+| REQ-... | 링크/로그 | PASS |
+
+`NOT_OBSERVED`가 1개라도 있으면 승인/머지 금지.
+
+## Gitea Preflight
+
+- [ ] `docs/commands.md`와 `docs/workflow.md` 트러블슈팅 선확인
+- [ ] `tea` 사용 (`gh` 미사용)
+
+## Session Handover Gate
+
+- [ ] `python3 scripts/session_handover_check.py --strict` 통과
+- [ ] `workflow/session-handover.md` 최신 엔트리가 현재 브랜치/당일(UTC) 기준으로 갱신됨
+- 최신 handover 엔트리 heading:
+
+## Docs Sync Gate (docs 파일 변경 시 필수)
+
+- [ ] `python3 scripts/validate_docs_sync.py` 통과 (`docs` 미변경 PR은 N/A 기재)
+
+## Runtime Evidence
+
+- 시스템 실제 구동 커맨드:
+- 모니터링 로그 경로:
+- 이상 징후/이슈 링크:
+
+## READ-ONLY Approval (Required when touching READ-ONLY files)
+
+- Touched READ-ONLY files:
+- Human approval:
+- Test suite 1:
+- Test suite 2:
+
+## Approval Gate
+
+- [ ] Static Verifier approval comment linked
+- [ ] Runtime Verifier approval comment linked

.gitea/workflows/ci.yml

@@ -0,0 +1,57 @@
+name: Gitea CI
+
+on:
+  pull_request:
+  push:
+    branches:
+      - main
+      - feature/**
+
+jobs:
+  test:
+    runs-on: ubuntu-latest
+    steps:
+      - name: Checkout
+        uses: actions/checkout@v4
+        with:
+          fetch-depth: 0
+
+      - name: Set up Python
+        uses: actions/setup-python@v5
+        with:
+          python-version: "3.11"
+
+      - name: Install dependencies
+        run: pip install ".[dev]"
+
+      - name: Session handover gate
+        run: python3 scripts/session_handover_check.py --strict --ci
+
+      - name: Validate governance assets
+        env:
+          GOVERNANCE_PR_TITLE: ${{ github.event.pull_request.title }}
+          GOVERNANCE_PR_BODY: ${{ github.event.pull_request.body }}
+        run: |
+          RANGE=""
+          if [ "${{ github.event_name }}" = "pull_request" ] && [ -n "${{ github.event.pull_request.base.sha }}" ]; then
+            RANGE="${{ github.event.pull_request.base.sha }}...${{ github.sha }}"
+          elif [ -n "${{ github.event.before }}" ] && [ "${{ github.event.before }}" != "0000000000000000000000000000000000000000" ]; then
+            RANGE="${{ github.event.before }}...${{ github.sha }}"
+          fi
+          if [ -n "$RANGE" ]; then
+            python3 scripts/validate_governance_assets.py "$RANGE"
+          else
+            python3 scripts/validate_governance_assets.py
+          fi
+
+      - name: Validate Ouroboros docs
+        run: python3 scripts/validate_ouroboros_docs.py
+
+      - name: Validate docs sync
+        run: python3 scripts/validate_docs_sync.py
+
+      - name: Lint
+        run: ruff check src/ tests/
+
+      - name: Run tests with coverage
+        run: pytest -v --cov=src --cov-report=term-missing --cov-fail-under=80

.github/workflows/backtest-gate.yml

@@ -0,0 +1,66 @@
+name: Backtest Gate
+
+on:
+  pull_request:
+    branches: ["**"]
+  push:
+    branches:
+      - "feature/**"
+  schedule:
+    # Daily scheduled gate (KST 01:20)
+    - cron: "20 16 * * *"
+  workflow_dispatch:
+    inputs:
+      mode:
+        description: "backtest mode (auto|smoke|full)"
+        required: false
+        default: "auto"
+      base_ref:
+        description: "git base ref for changed-file diff"
+        required: false
+        default: "origin/main"
+
+jobs:
+  backtest-gate:
+    runs-on: ubuntu-latest
+    concurrency:
+      group: backtest-gate-${{ github.ref }}
+      cancel-in-progress: true
+
+    steps:
+      - uses: actions/checkout@v4
+        with:
+          fetch-depth: 0
+
+      - name: Set up Python 3.11
+        uses: actions/setup-python@v5
+        with:
+          python-version: "3.11"
+
+      - name: Install dependencies
+        run: pip install ".[dev]"
+
+      - name: Resolve base ref
+        id: base
+        run: |
+          if [ "${{ github.event_name }}" = "pull_request" ]; then
+            echo "ref=origin/${{ github.base_ref }}" >> "$GITHUB_OUTPUT"
+          elif [ "${{ github.event_name }}" = "workflow_dispatch" ] && [ -n "${{ github.event.inputs.base_ref }}" ]; then
+            echo "ref=${{ github.event.inputs.base_ref }}" >> "$GITHUB_OUTPUT"
+          else
+            echo "ref=origin/main" >> "$GITHUB_OUTPUT"
+          fi
+
+      - name: Run backtest gate
+        env:
+          BASE_REF: ${{ steps.base.outputs.ref }}
+          BACKTEST_MODE: ${{ github.event_name == 'workflow_dispatch' && github.event.inputs.mode || 'auto' }}
+          FORCE_FULL_BACKTEST: ${{ github.event_name == 'schedule' && 'true' || 'false' }}
+        run: bash scripts/backtest_gate.sh
+
+      - name: Upload backtest logs
+        if: always()
+        uses: actions/upload-artifact@v4
+        with:
+          name: backtest-gate-logs
+          path: data/backtest-gate/*.log

.github/workflows/ci.yml

@@ -21,6 +21,32 @@ jobs:
       - name: Install dependencies
         run: pip install ".[dev]"
 
+      - name: Session handover gate
+        run: python3 scripts/session_handover_check.py --strict --ci
+
+      - name: Validate governance assets
+        env:
+          GOVERNANCE_PR_TITLE: ${{ github.event.pull_request.title }}
+          GOVERNANCE_PR_BODY: ${{ github.event.pull_request.body }}
+        run: |
+          RANGE=""
+          if [ "${{ github.event_name }}" = "pull_request" ]; then
+            RANGE="${{ github.event.pull_request.base.sha }}...${{ github.sha }}"
+          elif [ "${{ github.event_name }}" = "push" ] && [ "${{ github.event.before }}" != "0000000000000000000000000000000000000000" ]; then
+            RANGE="${{ github.event.before }}...${{ github.sha }}"
+          fi
+          if [ -n "$RANGE" ]; then
+            python3 scripts/validate_governance_assets.py "$RANGE"
+          else
+            python3 scripts/validate_governance_assets.py
+          fi
+
+      - name: Validate Ouroboros docs
+        run: python3 scripts/validate_ouroboros_docs.py
+
+      - name: Validate docs sync
+        run: python3 scripts/validate_docs_sync.py
+
       - name: Lint
         run: ruff check src/ tests/
 

CLAUDE.md

@@ -81,12 +81,13 @@ SCANNER_TOP_N=3              # Max candidates per scan
 - **Evolution-ready** — Selection context logged for strategy optimization
 - **Fault-tolerant** — Falls back to static watchlist on API failure
 
-### Realtime Mode Only
+### Trading Mode Integration
 
-Smart Scanner runs in `TRADE_MODE=realtime` only. Daily mode uses static watchlists for batch efficiency.
+Smart Scanner runs in both `TRADE_MODE=realtime` and `daily` paths. On API failure, domestic stocks fall back to a static watchlist; overseas stocks fall back to a dynamic universe (active positions, recent holdings).
 
 ## Documentation
 
+- **[Documentation Hub](docs/README.md)** — Top-level doc routing and reading order
 - **[Workflow Guide](docs/workflow.md)** — Git workflow policy and agent-based development
 - **[Command Reference](docs/commands.md)** — Common failures, build commands, troubleshooting
 - **[Architecture](docs/architecture.md)** — System design, components, data flow
@@ -122,7 +123,7 @@ src/
 ├── broker/          # KIS API client (domestic + overseas)
 ├── context/         # L1-L7 hierarchical memory system
 ├── core/            # Risk manager (READ-ONLY)
-├── dashboard/       # FastAPI read-only monitoring (8 API endpoints)
+├── dashboard/       # FastAPI read-only monitoring (10 API endpoints)
 ├── data/            # External data integration (news, market data, calendar)
 ├── evolution/       # Self-improvement (optimizer, daily review, scorecard)
 ├── logging/         # Decision logger (audit trail)
@@ -133,7 +134,7 @@ src/
 ├── main.py          # Trading loop orchestrator
 └── config.py        # Settings (from .env)
 
-tests/               # 551 tests across 25 files
+tests/               # 998 tests across 41 files
 docs/                # Extended documentation
 ```
 

README.md

@@ -39,7 +39,7 @@ KIS(한국투자증권) API로 매매하고, Google Gemini로 판단하며, 자
 | 컨텍스트 | `src/context/` | L1-L7 계층형 메모리 시스템 |
 | 분석 | `src/analysis/` | RSI, ATR, Smart Volatility Scanner |
 | 알림 | `src/notifications/` | 텔레그램 양방향 (알림 + 9개 명령어) |
-| 대시보드 | `src/dashboard/` | FastAPI 읽기 전용 모니터링 (8개 API) |
+| 대시보드 | `src/dashboard/` | FastAPI 읽기 전용 모니터링 (10개 API) |
 | 진화 | `src/evolution/` | 전략 진화 + Daily Review + Scorecard |
 | 의사결정 로그 | `src/logging/` | 전체 거래 결정 감사 추적 |
 | 데이터 | `src/data/` | 뉴스, 시장 데이터, 경제 캘린더 연동 |
@@ -153,19 +153,16 @@ docker compose up -d ouroboros
 
 ## 테스트
 
-551개 테스트가 25개 파일에 걸쳐 구현되어 있습니다. 최소 커버리지 80%.
+998개 테스트가 41개 파일에 걸쳐 구현되어 있습니다. 최소 커버리지 80%.
 
 ```
-tests/test_scenario_engine.py    — 시나리오 매칭 (44개)
-tests/test_data_integration.py   — 외부 데이터 연동 (38개)
-tests/test_pre_market_planner.py — 플레이북 생성 (37개)
-tests/test_main.py               — 거래 루프 통합 (37개)
-tests/test_token_efficiency.py   — 토큰 최적화 (34개)
-tests/test_strategy_models.py    — 전략 모델 검증 (33개)
-tests/test_telegram_commands.py  — 텔레그램 명령어 (31개)
-tests/test_latency_control.py    — 지연시간 제어 (30개)
-tests/test_telegram.py           — 텔레그램 알림 (25개)
-... 외 16개 파일
+tests/test_main.py               — 거래 루프 통합
+tests/test_scenario_engine.py    — 시나리오 매칭
+tests/test_pre_market_planner.py — 플레이북 생성
+tests/test_overseas_broker.py    — 해외 브로커
+tests/test_telegram_commands.py  — 텔레그램 명령어
+tests/test_telegram.py           — 텔레그램 알림
+... 외 35개 파일  ※ 파일별 수치는 CI 기준으로 변동 가능
 ```
 
 **상세**: [docs/testing.md](docs/testing.md)
@@ -177,8 +174,8 @@ tests/test_telegram.py           — 텔레그램 알림 (25개)
 - **AI**: Google Gemini Pro
 - **DB**: SQLite (5개 테이블: trades, contexts, decision_logs, playbooks, context_metadata)
 - **대시보드**: FastAPI + uvicorn
-- **검증**: pytest + coverage (551 tests)
-- **CI/CD**: GitHub Actions
+- **검증**: pytest + coverage (998 tests)
+- **CI/CD**: Gitea CI (`.gitea/workflows/ci.yml`)
 - **배포**: Docker + Docker Compose
 
 ## 프로젝트 구조
@@ -212,7 +209,7 @@ The-Ouroboros/
 │   ├── config.py                # Pydantic 설정
 │   ├── db.py                    # SQLite 데이터베이스
 │   └── main.py                  # 비동기 거래 루프
-├── tests/                       # 551개 테스트 (25개 파일)
+├── tests/                       # 998개 테스트 (41개 파일)
 ├── Dockerfile                   # 멀티스테이지 빌드
 ├── docker-compose.yml           # 서비스 오케스트레이션
 └── pyproject.toml               # 의존성 및 도구 설정
@@ -220,6 +217,7 @@ The-Ouroboros/
 
 ## 문서
 
+- **[문서 허브](docs/README.md)** — 전체 문서 라우팅, 우선순위, 읽기 순서
 - **[아키텍처](docs/architecture.md)** — 시스템 설계, 컴포넌트, 데이터 흐름
 - **[테스트](docs/testing.md)** — 테스트 구조, 커버리지, 작성 가이드
 - **[명령어](docs/commands.md)** — CLI, Dashboard, Telegram 명령어

docs/README.md

@@ -0,0 +1,48 @@
+# Documentation Hub
+
+이 문서는 저장소 전체 문서의 상위 라우팅 허브입니다.
+세부 문서로 바로 들어가기 전에 아래 우선순위와 읽기 순서를 기준으로 이동하세요.
+
+## Priority (SSOT)
+
+1. 실행/협업 규칙 SSOT: [workflow.md](./workflow.md)
+2. 명령/장애 대응 SSOT: [commands.md](./commands.md)
+3. 테스트/검증 SSOT: [testing.md](./testing.md)
+4. 에이전트 제약 SSOT: [agents.md](./agents.md)
+5. 요구사항 추적 SSOT: [requirements-log.md](./requirements-log.md)
+6. Ouroboros 실행 문서 허브: [ouroboros/README.md](./ouroboros/README.md)
+
+## Recommended Reading Order
+
+1. [workflow.md](./workflow.md)
+2. [commands.md](./commands.md)
+3. [testing.md](./testing.md)
+4. [agents.md](./agents.md)
+5. [architecture.md](./architecture.md)
+6. [context-tree.md](./context-tree.md)
+7. [disaster_recovery.md](./disaster_recovery.md)
+8. [live-trading-checklist.md](./live-trading-checklist.md)
+9. [ouroboros/README.md](./ouroboros/README.md)
+
+## Document Map
+
+- Core
+  - [workflow.md](./workflow.md): 브랜치/PR/리뷰/세션 handover 정책
+  - [commands.md](./commands.md): 실행 커맨드, 실패 사례, 트러블슈팅
+  - [testing.md](./testing.md): 테스트 구조, 작성 규칙, 검증 명령
+  - [agents.md](./agents.md): 에이전트 작업 제약과 금지 행위
+  - [agent-constraints.md](./agent-constraints.md): 영속 제약/운영 불변식(agents.md 보완)
+  - [skills.md](./skills.md): 설치/사용 가능한 스킬 목록과 활용 가이드
+- Design and Operations
+  - [architecture.md](./architecture.md): 시스템 구조와 컴포넌트 책임
+  - [context-tree.md](./context-tree.md): L1-L7 컨텍스트 계층 설계
+  - [disaster_recovery.md](./disaster_recovery.md): 백업/복구 절차
+  - [live-trading-checklist.md](./live-trading-checklist.md): 실전 전환 체크리스트
+- Governance and Planning
+  - [requirements-log.md](./requirements-log.md): 요구사항/피드백 히스토리
+  - [ouroboros/README.md](./ouroboros/README.md): v2/v3 실행 문서 라우팅
+
+## Change Rule
+
+- 문서 신규/이동/대규모 개편 시 이 파일의 링크와 분류를 함께 갱신합니다.
+- 링크는 상대경로만 사용합니다.

docs/agent-constraints.md

@@ -12,6 +12,8 @@ It is distinct from `docs/requirements-log.md`, which records **project/product
 
 1. **Workflow enforcement**
    - Follow `docs/workflow.md` for all changes.
+   - Before any Gitea issue/PR/comment operation, read `docs/commands.md` and `docs/workflow.md` troubleshooting section.
+   - Use `tea` for Gitea operations; do not use GitHub CLI (`gh`) in this repository workflow.
    - Create a Gitea issue before any code or documentation change.
    - Work on a feature branch `feature/issue-{N}-{short-description}` and open a PR.
    - Never commit directly to `main`.
@@ -30,6 +32,16 @@ It is distinct from `docs/requirements-log.md`, which records **project/product
      (or in a dedicated policy doc) and reference it when working.
    - Keep entries short and concrete, with dates.
 
+5. **Session start handover gate**
+   - Before implementation/verification work, run `python3 scripts/session_handover_check.py --strict`.
+   - Keep `workflow/session-handover.md` updated with a same-day entry for the active branch.
+   - If the check fails, stop and fix handover artifacts first.
+
+6. **Process-change-first execution gate**
+   - If process/governance change is required, merge the process ticket to the feature branch first.
+   - Do not start code/test edits for implementation tickets until process merge evidence is confirmed.
+   - Subagents must be constrained to read-only exploration until the process gate is satisfied.
+
 ## Change Control
 
 - Changes to this file follow the same workflow as code changes.
@@ -43,3 +55,15 @@ It is distinct from `docs/requirements-log.md`, which records **project/product
 - When work requires guidance, consult the relevant `docs/` policies first.
 - Any code change must be accompanied by relevant documentation updates.
 - Persist user constraints across sessions by recording them in this document.
+
+### 2026-02-27
+
+- All agents must pre-read `docs/commands.md` and `docs/workflow.md` troubleshooting before running Gitea issue/PR/comment commands.
+- `gh` CLI is prohibited for repository ticket/PR operations; use `tea` (or documented Gitea API fallback only).
+- Session start must pass `python3 scripts/session_handover_check.py --strict`, with branch-matched entry in `workflow/session-handover.md`.
+
+### 2026-02-27
+
+- Apply process-change-first as an execution gate: process ticket must be merged before implementation ticket coding.
+- Handover entry must record concrete `next_ticket` and `process_gate_checked`; placeholders are not allowed in strict gate.
+- Before process merge confirmation, all subagent tasks must remain read-only (analysis only).

docs/architecture.md

@@ -84,6 +84,37 @@ High-frequency trading with individual stock analysis:
 - Momentum scoring (0-100 scale)
 - Breakout/breakdown pattern detection
 
+**TripleBarrierLabeler** (`triple_barrier.py`) — Financial time-series labeling (v2)
+
+- Triple Barrier method: upper (take-profit), lower (stop-loss), time barrier
+- First-touch labeling: labels confirmed by whichever barrier is breached first
+- `max_holding_minutes` (calendar-minute) time barrier — session-aware, bar-period independent
+- Tie-break mode: `"stop_first"` (conservative) or `"take_first"`
+- Feature-label strict separation to prevent look-ahead bias
+
+**BacktestPipeline** (`backtest_pipeline.py`) — End-to-end validation pipeline (v2)
+
+- `run_v2_backtest_pipeline()`: cost guard → triple barrier labeling → walk-forward splits → fold scoring
+- `BacktestPipelineResult`: artifact contract for reproducible output
+- `fold_has_leakage()`: leakage detection utility
+
+**WalkForwardSplit** (`walk_forward_split.py`) — Time-series validation (v2)
+
+- Fold-based walk-forward splits (no random shuffling)
+- Purge/Embargo: excludes N bars before/after fold boundaries to prevent data leakage
+
+**BacktestExecutionModel** (`backtest_execution_model.py`) — Conservative fill simulation (v2/v3)
+
+- Session-aware slippage: KRX_REG 5bps, NXT_AFTER 15bps, US_REG 3bps, US_PRE/DAY 30-50bps
+- Order failure rate simulation per session
+- Partial fill rate simulation with min/max ratio bounds
+- Unfavorable-direction fill assumption (no simple close-price fill)
+
+**BacktestCostGuard** (`backtest_cost_guard.py`) — Cost model validator (v2)
+
+- `validate_backtest_cost_model()`: fail-fast check that session cost assumptions are present
+- Enforces realistic cost assumptions before any backtest run proceeds
+
 **SmartVolatilityScanner** (`smart_scanner.py`) — Python-first filtering pipeline
 
 - **Domestic (KR)**:
@@ -98,7 +129,7 @@ High-frequency trading with individual stock analysis:
   - **Step 4**: Return top N candidates (default 3)
 - **Fallback (overseas only)**: If ranking API is unavailable, uses dynamic universe
   from runtime active symbols + recent traded symbols + current holdings (no static watchlist)
-- **Realtime mode only**: Daily mode uses batch processing for API efficiency
+- **Both modes**: Realtime 중심이지만 Daily 경로(`run_daily_session()`)에서도 후보 선별에 사용
 
 **Benefits:**
 - Reduces Gemini API calls from 20-30 stocks to 1-3 qualified candidates
@@ -124,9 +155,9 @@ High-frequency trading with individual stock analysis:
 
 - Selects appropriate context layers for current market conditions
 
-### 4. Risk Manager (`src/core/risk_manager.py`)
+### 4. Risk Manager & Session Policy (`src/core/`)
 
-**RiskManager** — Safety circuit breaker and order validation
+**RiskManager** (`risk_manager.py`) — Safety circuit breaker and order validation
 
 > **READ-ONLY by policy** (see [`docs/agents.md`](./agents.md))
 
@@ -136,8 +167,59 @@ High-frequency trading with individual stock analysis:
 - **Fat-Finger Protection**: Rejects orders exceeding 30% of available cash
   - Must always be enforced, cannot be disabled
 
+**OrderPolicy** (`order_policy.py`) — Session classification and order type enforcement (v3)
+
+- `classify_session_id()`: Classifies current KR/US session from KST clock
+  - KR: `NXT_PRE` (08:00-08:50), `KRX_REG` (09:00-15:30), `NXT_AFTER` (15:30-20:00)
+  - US: `US_DAY` (10:00-18:00), `US_PRE` (18:00-23:30), `US_REG` (23:30-06:00), `US_AFTER` (06:00-07:00)
+- Low-liquidity session detection: `NXT_AFTER`, `US_PRE`, `US_DAY`, `US_AFTER`
+- Market order forbidden in low-liquidity sessions (`OrderPolicyRejected` raised)
+- Limit/IOC/FOK orders always allowed
+
+**KillSwitch** (`kill_switch.py`) — Emergency trading halt orchestration (v2)
+
+- Fixed 5-step atomic sequence:
+  1. Block new orders (`new_orders_blocked = True`)
+  2. Cancel all unfilled orders
+  3. Refresh order state (query final status)
+  4. Reduce risk (force-close or reduce positions)
+  5. Snapshot state + send Telegram alert
+- Async, injectable step callables — each step individually testable
+- Highest priority: overrides overnight exception and all other rules
+
+**BlackoutManager** (`blackout_manager.py`) — KIS maintenance window handling (v3)
+
+- Configurable blackout windows (e.g., `23:30-00:10 KST`)
+- `queue_order()`: Queues order intent during blackout, enforces max queue size
+- `pop_recovery_batch()`: Returns queued intents after recovery
+- Recovery revalidation path (in `src/main.py`):
+  - Stale BUY drop (position already exists)
+  - Stale SELL drop (position absent)
+  - `validate_order_policy()` rechecked
+  - Price drift check (>5% → drop, configurable via `BLACKOUT_RECOVERY_MAX_PRICE_DRIFT_PCT`)
+
 ### 5. Strategy (`src/strategy/`)
 
+**PositionStateMachine** (`position_state_machine.py`) — 4-state sell state machine (v2)
+
+- States: `HOLDING` → `BE_LOCK` → `ARMED` → `EXITED`
+  - `HOLDING`: Normal holding
+  - `BE_LOCK`: Profit ≥ `be_arm_pct` — stop-loss elevated to break-even
+  - `ARMED`: Profit ≥ `arm_pct` — peak-tracking trailing stop active
+  - `EXITED`: Position closed
+- `promote_state()`: Immediately elevates to highest admissible state (handles gaps/skips)
+- `evaluate_exit_first()`: EXITED conditions checked before state promotion
+- Monotonic: states only move up, never down
+
+**ExitRules** (`exit_rules.py`) — 4-layer composite exit logic (v2)
+
+- **Hard Stop**: `unrealized <= hard_stop_pct` (always enforced, ATR-adaptive for KR)
+- **Break-Even Lock**: Once in BE_LOCK/ARMED, exit if price falls to entry price
+- **ATR Trailing Stop**: `trailing_stop_price = peak_price - (atr_multiplier_k × ATR)`
+- **Model Signal**: Exit if `pred_down_prob >= model_prob_threshold AND liquidity_weak`
+- `evaluate_exit()`: Returns `ExitEvaluation` with next state, exit flag, reason, trailing price
+- `ExitRuleConfig`: Frozen dataclass with all tunable parameters
+
 **Pre-Market Planner** (`pre_market_planner.py`) — AI playbook generation
 
 - Runs before market open (configurable `PRE_MARKET_MINUTES`, default 30)
@@ -195,7 +277,7 @@ High-frequency trading with individual stock analysis:
 - Configurable host/port (`DASHBOARD_HOST`, `DASHBOARD_PORT`, default `127.0.0.1:8080`)
 - Serves static HTML frontend
 
-**8 API Endpoints:**
+**10 API Endpoints:**
 
 | Endpoint | Method | Description |
 |----------|--------|-------------|
@@ -207,6 +289,8 @@ High-frequency trading with individual stock analysis:
 | `/api/context/{layer}` | GET | Query context by layer (L1-L7) |
 | `/api/decisions` | GET | Decision log entries with outcomes |
 | `/api/scenarios/active` | GET | Today's matched scenarios |
+| `/api/pnl/history` | GET | P&L history time series |
+| `/api/positions` | GET | Current open positions |
 
 ### 8. Notifications (`src/notifications/telegram_client.py`)
 
@@ -448,8 +532,12 @@ CREATE TABLE trades (
     pnl REAL DEFAULT 0.0,
     market TEXT DEFAULT 'KR',
     exchange_code TEXT DEFAULT 'KRX',
+    session_id TEXT DEFAULT 'UNKNOWN',  -- v3: KRX_REG | NXT_AFTER | US_REG | US_PRE | ...
     selection_context TEXT,        -- JSON: {rsi, volume_ratio, signal, score}
-    decision_id TEXT              -- Links to decision_logs
+    decision_id TEXT,             -- Links to decision_logs
+    strategy_pnl REAL,            -- v3: Core strategy P&L (separated from FX)
+    fx_pnl REAL DEFAULT 0.0,      -- v3: FX gain/loss for USD trades (schema ready, activation pending)
+    mode TEXT                     -- paper | live
 );
 ```
 
@@ -475,13 +563,14 @@ CREATE TABLE decision_logs (
     stock_code TEXT,
     market TEXT,
     exchange_code TEXT,
+    session_id TEXT DEFAULT 'UNKNOWN',  -- v3: session when decision was made
     action TEXT,
     confidence INTEGER,
     rationale TEXT,
     context_snapshot TEXT,         -- JSON: full context at decision time
     input_data TEXT,              -- JSON: market data used
     outcome_pnl REAL,
-    outcome_accuracy REAL,
+    outcome_accuracy INTEGER,
     reviewed INTEGER DEFAULT 0,
     review_notes TEXT
 );
@@ -494,7 +583,7 @@ CREATE TABLE playbooks (
     id INTEGER PRIMARY KEY AUTOINCREMENT,
     date TEXT NOT NULL,
     market TEXT NOT NULL,
-    status TEXT DEFAULT 'generated',
+    status TEXT NOT NULL DEFAULT 'pending',  -- pending → generated → active → expired
     playbook_json TEXT NOT NULL,   -- Full playbook with scenarios
     generated_at TEXT NOT NULL,
     token_count INTEGER,
@@ -552,6 +641,29 @@ PLANNER_TIMEOUT_SECONDS=60    # Timeout for playbook generation
 DEFENSIVE_PLAYBOOK_ON_FAILURE=true  # Fallback on AI failure
 RESCAN_INTERVAL_SECONDS=300   # Scenario rescan interval during trading
 
+# Optional — v2 Exit Rules (State Machine)
+STAGED_EXIT_BE_ARM_PCT=1.2    # Break-even lock threshold (%)
+STAGED_EXIT_ARM_PCT=3.0       # Armed state threshold (%)
+KR_ATR_STOP_MULTIPLIER_K=2.0  # ATR multiplier for KR dynamic hard stop
+KR_ATR_STOP_MIN_PCT=-2.0      # KR hard stop floor (must tighten, negative)
+KR_ATR_STOP_MAX_PCT=-7.0      # KR hard stop ceiling (loosest, negative)
+
+# Optional — v2 Trade Filters
+STOP_LOSS_COOLDOWN_MINUTES=120  # Cooldown after stop-loss before re-entry (same ticker)
+US_MIN_PRICE=5.0              # Minimum US stock price for BUY ($)
+
+# Optional — v3 Session Risk Management
+SESSION_RISK_RELOAD_ENABLED=true   # Reload risk params at session boundaries
+SESSION_RISK_PROFILES_JSON="{}"    # Per-session overrides JSON: {"KRX_REG": {"be_arm_pct": 1.0}}
+OVERNIGHT_EXCEPTION_ENABLED=true   # Allow holding through session close (conditions apply)
+
+# Optional — v3 Blackout (KIS maintenance windows)
+ORDER_BLACKOUT_ENABLED=true
+ORDER_BLACKOUT_WINDOWS_KST=23:30-00:10   # Comma-separated: "HH:MM-HH:MM"
+ORDER_BLACKOUT_QUEUE_MAX=500             # Max queued orders during blackout
+BLACKOUT_RECOVERY_PRICE_REVALIDATION_ENABLED=true
+BLACKOUT_RECOVERY_MAX_PRICE_DRIFT_PCT=5.0  # Drop recovery order if price drifted >5%
+
 # Optional — Smart Scanner (realtime mode only)
 RSI_OVERSOLD_THRESHOLD=30     # 0-50, oversold threshold
 RSI_MOMENTUM_THRESHOLD=70     # 50-100, momentum threshold

docs/commands.md

@@ -4,8 +4,61 @@
 
 **Critical: Learn from failures. Never repeat the same failed command without modification.**
 
+## Repository VCS Rule (Mandatory)
+
+- 이 저장소의 티켓/PR/코멘트 작업은 Gitea 기준으로 수행한다.
+- `gh`(GitHub CLI) 명령 사용은 금지한다.
+- 기본 도구는 `tea`이며, `tea` 미지원 케이스만 Gitea API를 fallback으로 사용한다.
+- 실행 전 `docs/workflow.md`의 `Gitea CLI Formatting Troubleshooting`을 반드시 확인한다.
+
+## Session Handover Preflight (Mandatory)
+
+- 세션 시작 직후(코드 변경 전) 아래 명령을 먼저 실행한다.
+
+```bash
+python3 scripts/session_handover_check.py --strict
+```
+
+- 실패 시 `workflow/session-handover.md` 최신 엔트리를 보강한 뒤 재실행한다.
+
+## Docs Sync Validator (Mandatory for docs changes)
+
+- 문서 변경 PR에서는 아래 명령으로 동기화 검증을 먼저 실행한다.
+
+```bash
+python3 scripts/validate_docs_sync.py
+```
+
+- 검증 실패 시 메시지 기준으로 즉시 수정한다.
+  - `absolute link is forbidden`: 문서 링크에 절대경로(`/...`) 사용
+  - `broken link`: 상대경로 링크 대상 파일/앵커 누락
+  - `missing core doc link reference`: `README.md`/`CLAUDE.md` 핵심 링크 누락
+  - `duplicated API endpoint row`: `docs/commands.md` API endpoint 표 중복 행
+  - `missing dynamic test count guidance`: `docs/testing.md`에 `pytest --collect-only -q` 가이드 누락
+
 ### tea CLI (Gitea Command Line Tool)
 
+#### ❌ Comment Newline Escaping (`\n` rendered literally)
+```bash
+YES="" ~/bin/tea comment 374 "line1\nline2"
+# Web UI shows "\n" as text instead of line breaks
+```
+**💡 Reason:** Inline string escaping is interpreted literally before comment submission.
+
+**✅ Solution:** Use file-based helper to preserve multiline text
+```bash
+cat > /tmp/comment.md <<'EOF'
+line1
+line2
+EOF
+
+scripts/tea_comment.sh 374 /tmp/comment.md
+```
+
+**📝 Notes:**
+- `scripts/tea_comment.sh` accepts stdin with `-` as body source.
+- The helper fails fast when body looks like escaped-newline text only.
+
 #### ❌ TTY Error - Interactive Confirmation Fails
 ```bash
 ~/bin/tea issues create --repo X --title "Y" --description "Z"
@@ -119,7 +172,7 @@ No decorator needed for async tests.
 # Install all dependencies (production + dev)
 pip install -e ".[dev]"
 
-# Run full test suite with coverage (551 tests across 25 files)
+# Run full test suite with coverage (998 tests across 41 files)
 pytest -v --cov=src --cov-report=term-missing
 
 # Run a single test file
@@ -140,6 +193,18 @@ python -m src.main --mode=paper
 # Run with dashboard enabled
 python -m src.main --mode=paper --dashboard
 
+# Runtime verification monitor (coverage + forbidden invariants)
+bash scripts/runtime_verify_monitor.sh
+
+# Runtime monitor with explicit policy timezone (example: KST)
+POLICY_TZ=Asia/Seoul bash scripts/runtime_verify_monitor.sh
+
+# Session handover gate (must pass before implementation)
+python3 scripts/session_handover_check.py --strict
+
+# Follow runtime verification log
+tail -f data/overnight/runtime_verify_*.log
+
 # Docker
 docker compose up -d ouroboros          # Run agent
 docker compose --profile test up test   # Run tests in container
@@ -173,6 +238,8 @@ Dashboard runs as a daemon thread on `DASHBOARD_HOST:DASHBOARD_PORT` (default: `
 | `GET /api/context/{layer}` | Context data by layer L1-L7 (query: `timeframe`) |
 | `GET /api/decisions` | Decision log entries (query: `limit`, `market`) |
 | `GET /api/scenarios/active` | Today's matched scenarios |
+| `GET /api/pnl/history` | P&L history over time |
+| `GET /api/positions` | Current open positions |
 
 ## Telegram Commands
 

docs/ouroboros/01_requirements_registry.md

@@ -1,9 +1,9 @@
 <!--
 Doc-ID: DOC-REQ-001
-Version: 1.0.0
+Version: 1.0.8
 Status: active
 Owner: strategy
-Updated: 2026-02-26
+Updated: 2026-03-02
 -->
 
 # 요구사항 원장 (Single Source of Truth)
@@ -26,7 +26,7 @@ Updated: 2026-02-26
 - `REQ-V3-001`: 모든 신호/주문/로그는 `session_id`를 포함해야 한다.
 - `REQ-V3-002`: 세션 전환 시 리스크 파라미터 재로딩이 수행되어야 한다.
 - `REQ-V3-003`: 브로커 블랙아웃 시간대에는 신규 주문이 금지되어야 한다.
-- `REQ-V3-004`: 블랙아웃 중 신호는 Queue에 적재되고, 복구 후 유효성 재검증을 거친다.
+- `REQ-V3-004`: 블랙아웃 중 신호는 bounded Queue에 적재되며, 포화 시 oldest-drop 정책으로 최신 intent를 보존하고 복구 후 유효성 재검증을 거친다.
 - `REQ-V3-005`: 저유동 세션(`NXT_AFTER`, `US_PRE`, `US_DAY`, `US_AFTER`)은 시장가 주문 금지다.
 - `REQ-V3-006`: 백테스트 체결가는 불리한 방향 체결 가정을 기본으로 한다.
 - `REQ-V3-007`: US 운용은 환율 손익 분리 추적과 통화 버퍼 정책을 포함해야 한다.
@@ -37,3 +37,4 @@ Updated: 2026-02-26
 - `REQ-OPS-001`: 타임존은 모든 시간 필드에 명시(KST/UTC)되어야 한다.
 - `REQ-OPS-002`: 문서의 수치 정책은 원장에서만 변경한다.
 - `REQ-OPS-003`: 구현 태스크는 반드시 테스트 태스크를 동반한다.
+- `REQ-OPS-004`: 원본 계획 문서(`v2`, `v3`)는 `docs/ouroboros/source/` 경로를 단일 기준으로 사용한다.

docs/ouroboros/30_code_level_work_orders.md

@@ -16,41 +16,42 @@ Updated: 2026-02-26
 
 ## 구현 단위 A: 상태기계/청산
 
-- `TASK-CODE-001` (`REQ-V2-001`,`REQ-V2-002`,`REQ-V2-003`): `src/strategy/`에 상태기계 모듈 추가
-- `TASK-CODE-002` (`REQ-V2-004`): ATR/BE/Hard Stop 결합 청산 함수 추가
-- `TASK-CODE-003` (`REQ-V2-008`): Kill Switch 오케스트레이터를 `src/core/kill_switch.py`에 추가
+- `TASK-CODE-001` (`REQ-V2-001`,`REQ-V2-002`,`REQ-V2-003`,`TEST-CODE-001`,`TEST-CODE-002`): `src/strategy/`에 상태기계 모듈 추가
+- `TASK-CODE-002` (`REQ-V2-004`,`TEST-ACC-011`): ATR/BE/Hard Stop 결합 청산 함수 추가
+- `TASK-CODE-003` (`REQ-V2-008`,`TEST-ACC-002`): Kill Switch 오케스트레이터를 `src/core/kill_switch.py`에 추가
 - `TEST-CODE-001`: 갭 점프 시 최고상태 승격 테스트
 - `TEST-CODE-002`: EXIT 우선순위 테스트
 
 ## 구현 단위 B: 라벨링/검증
 
-- `TASK-CODE-004` (`REQ-V2-005`): Triple Barrier 라벨러 모듈 추가(`src/analysis/` 또는 `src/strategy/`)
-- `TASK-CODE-005` (`REQ-V2-006`): Walk-forward + Purge/Embargo 분할 유틸 추가
-- `TASK-CODE-006` (`REQ-V2-007`): 백테스트 실행기에서 비용/슬리피지 옵션 필수화
+- `TASK-CODE-004` (`REQ-V2-005`,`TEST-CODE-003`,`TEST-ACC-012`): Triple Barrier 라벨러 모듈 추가(`src/analysis/` 또는 `src/strategy/`)
+- `TASK-CODE-005` (`REQ-V2-006`,`TEST-CODE-004`,`TEST-ACC-013`): Walk-forward + Purge/Embargo 분할 유틸 추가
+- `TASK-CODE-006` (`REQ-V2-007`,`TEST-ACC-014`): 백테스트 실행기에서 비용/슬리피지 옵션 필수화
 - `TEST-CODE-003`: 라벨 선터치 우선 테스트
 - `TEST-CODE-004`: 누수 차단 테스트
 
 ## 구현 단위 C: 세션/주문 정책
 
-- `TASK-CODE-007` (`REQ-V3-001`,`REQ-V3-002`): 세션 분류/전환 훅을 `src/markets/schedule.py` 연동
-- `TASK-CODE-008` (`REQ-V3-003`,`REQ-V3-004`): 블랙아웃 큐 처리기를 `src/broker/`에 추가
-- `TASK-CODE-009` (`REQ-V3-005`): 세션별 주문 타입 검증기 추가
+- `TASK-CODE-007` (`REQ-V3-001`,`REQ-V3-002`,`TEST-ACC-015`,`TEST-ACC-016`): 세션 분류/전환 훅을 `src/markets/schedule.py` 연동
+- `TASK-CODE-008` (`REQ-V3-003`,`REQ-V3-004`,`TEST-CODE-005`,`TEST-ACC-017`): 블랙아웃 큐 처리기를 `src/broker/`에 추가
+- `TASK-CODE-009` (`REQ-V3-005`,`TEST-CODE-006`,`TEST-ACC-004`): 세션별 주문 타입 검증기 추가
 - `TEST-CODE-005`: 블랙아웃 신규주문 차단 테스트
 - `TEST-CODE-006`: 저유동 세션 시장가 거부 테스트
 
 ## 구현 단위 D: 체결/환율/오버나잇
 
-- `TASK-CODE-010` (`REQ-V3-006`): 불리한 체결가 모델을 백테스트 체결기로 구현
-- `TASK-CODE-011` (`REQ-V3-007`): FX PnL 분리 회계 테이블/컬럼 추가
-- `TASK-CODE-012` (`REQ-V3-008`): 오버나잇 예외와 Kill Switch 충돌 해소 로직 구현
+- `TASK-CODE-010` (`REQ-V3-006`,`TEST-CODE-007`,`TEST-ACC-005`): 불리한 체결가 모델을 백테스트 체결기로 구현
+- `TASK-CODE-011` (`REQ-V3-007`,`TEST-CODE-008`,`TEST-ACC-006`): FX PnL 분리 회계 테이블/컬럼 추가
+- `TASK-CODE-012` (`REQ-V3-008`,`TEST-ACC-018`): 오버나잇 예외와 Kill Switch 충돌 해소 로직 구현
 - `TEST-CODE-007`: 불리한 체결가 모델 테스트
 - `TEST-CODE-008`: FX 버퍼 위반 시 신규진입 제한 테스트
 
 ## 구현 단위 E: 운영/문서 거버넌스
 
-- `TASK-OPS-001` (`REQ-OPS-001`): 시간 필드/로그 스키마의 타임존 표기 강제 규칙 구현
-- `TASK-OPS-002` (`REQ-OPS-002`): 정책 수치 변경 시 `01_requirements_registry.md` 선수정 CI 체크 추가
-- `TASK-OPS-003` (`REQ-OPS-003`): `TASK-*` 없는 `REQ-*` 또는 `TEST-*` 없는 `REQ-*`를 차단하는 문서 검증 게이트 유지
+- `TASK-OPS-001` (`REQ-OPS-001`,`TEST-ACC-007`): 시간 필드/로그 스키마의 타임존(KST/UTC) 표기 강제 규칙 구현
+- `TASK-OPS-002` (`REQ-OPS-002`,`TEST-ACC-008`): 정책 수치 변경 시 `01_requirements_registry.md` 선수정 CI 체크 추가
+- `TASK-OPS-003` (`REQ-OPS-003`,`TEST-ACC-009`): `TASK-*` 없는 `REQ-*` 또는 `TEST-*` 없는 `REQ-*`를 차단하는 문서 검증 게이트 유지
+- `TASK-OPS-004` (`REQ-OPS-004`,`TEST-ACC-019`): v2/v3 원본 계획 문서 위치를 `docs/ouroboros/source/`로 표준화하고 링크 일관성 검증
 
 ## 커밋 규칙
 

docs/ouroboros/40_acceptance_and_test_plan.md

@@ -29,6 +29,7 @@ Updated: 2026-02-26
 - `TEST-ACC-007` (`REQ-OPS-001`): 시간 관련 필드는 타임존(KST/UTC)이 누락되면 검증 실패한다.
 - `TEST-ACC-008` (`REQ-OPS-002`): 정책 수치 변경이 원장 미반영이면 검증 실패한다.
 - `TEST-ACC-009` (`REQ-OPS-003`): `REQ-*`가 `TASK-*`/`TEST-*` 매핑 없이 존재하면 검증 실패한다.
+- `TEST-ACC-019` (`REQ-OPS-004`): v2/v3 원본 계획 문서 링크는 `docs/ouroboros/source/` 경로 기준으로만 통과한다.
 
 ## 테스트 계층
 

docs/ouroboros/50_tpm_control_protocol.md

@@ -34,6 +34,12 @@ Main Agent 아이디에이션 책임:
 - DCP-03 구현 착수: Phase 2 종료 전 Main Agent 승인 필수
 - DCP-04 배포 승인: Phase 4 종료 후 Main Agent 최종 승인 필수
 
+Main/Verifier 사고 재발 방지 규칙:
+- Main Agent는 검증 위임 시 `Directive Contract`를 충족하지 않으면 검증 착수 금지
+- Verifier Agent는 지시 누락/모호성 발견 시 즉시 `BLOCKED`를 선언하고 보완 요청
+- Verifier Agent는 `미관측(NOT_OBSERVED)` 항목을 PASS로 보고할 수 없다
+- Runtime 검증에서 요구 세션 증적이 없으면 "정상"이 아니라 `미검증 이상`으로 이슈화한다
+
 ## Phase Control Gates
 
 ### Phase 0: Scenario Intake and Scope Lock
@@ -112,7 +118,10 @@ Exit criteria:
 
 Control checks:
 - Verifier가 테스트 증적(로그/리포트/실행 커맨드) 첨부
+- Verifier가 `Coverage Matrix`(`REQ/TASK/TEST` x `PASS/FAIL/NOT_OBSERVED`) 첨부
+- `NOT_OBSERVED` 항목 수가 0인지 확인(0이 아니면 Gate 실패)
 - Runtime Verifier가 스테이징/실운영 모니터링 계획 승인
+- 정적 Verifier 승인 + Runtime Verifier 승인 2개 모두 확인
 - 산출물: 수용 승인 레코드
 
 ### Phase 5: Release and Post-Release Control
@@ -149,6 +158,18 @@ TPM 티켓 운영 규칙:
 - TPM은 합의된 변경을 이슈로 등록하고 우선순위(`P0/P1/P2`)를 지정한다.
 - PR 본문에는 TPM이 지정한 우선순위와 범위가 그대로 반영되어야 한다.
 - 우선순위 변경은 TPM 제안 + Main Agent 승인으로만 가능하다.
+- PM/TPM/Dev/Reviewer/Verifier/Runtime Verifier는 주요 의사결정 시점마다 PR 코멘트를 남겨 결정 근거를 추적 가능 상태로 유지한다.
+- PM/TPM/Dev/Reviewer/Verifier/Runtime Verifier는 이슈/PR/코멘트 조작 전에 `docs/commands.md`와 `docs/workflow.md`의 Gitea 트러블슈팅 섹션을 선참조해야 한다.
+- 저장소 협업에서 GitHub CLI(`gh`) 사용은 금지하며, Gitea 작업은 `tea`(필요 시 문서화된 API fallback)만 허용한다.
+- 재발 방지/운영 규칙 변경이 합의되면, 기능 구현 이전에 process 티켓을 먼저 생성/머지해야 한다.
+- process 티켓 미반영 상태에서 구현 티켓 진행 시 TPM이 즉시 `BLOCKED` 처리한다.
+
+티켓 성숙도 단계 (Mandatory):
+- `Implemented`: 코드/문서 변경 완료
+- `Integrated`: 호출 경로/파이프라인 연결 확인
+- `Observed`: 런타임/실행 증적 확보
+- `Accepted`: Verifier + Runtime Verifier 승인 완료
+- 단계는 순차 전진만 허용되며, 단계 점프는 허용되지 않는다.
 
 브랜치 운영 규칙:
 - TPM은 각 티켓에 대해 `ticket temp branch -> program feature branch` PR 경로를 지정한다.
@@ -167,6 +188,8 @@ TPM 티켓 운영 규칙:
   - 시스템 실제 구동(스테이징/로컬 실운영 모드) 실행
   - 모니터링 체크리스트(핵심 경보/주문 경로/예외 로그) 수행
   - 결과를 티켓/PR 코멘트에 증적으로 첨부하지 않으면 완료로 간주하지 않음
+  - 세션별 필수 관측 포인트(`NXT`, `US_PRE`, `US_DAY`, `US_AFTER` 등) 중 미관측 항목은 `NOT_OBSERVED`로 기록
+  - `NOT_OBSERVED` 존재 시 승인 금지 + Runtime 이슈 발행
 
 ## Server Reflection Rule
 

docs/ouroboros/60_repo_enforcement_checklist.md

@@ -3,7 +3,7 @@ Doc-ID: DOC-OPS-002
 Version: 1.0.0
 Status: active
 Owner: tpm
-Updated: 2026-02-26
+Updated: 2026-02-27
 -->
 
 # 저장소 강제 설정 체크리스트
@@ -24,11 +24,17 @@ Updated: 2026-02-26
 ## 2) 필수 상태 체크 (필수)
 
 필수 CI 항목:
-- `validate_ouroboros_docs` (명령: `python3 scripts/validate_ouroboros_docs.py`)
-- `test` (명령: `pytest -q`)
+
+| 참조 기준 | 이름 | 설명 |
+|-----------|------|------|
+| **job 단위** (브랜치 보호 설정 시 사용) | `test` | 전체 CI job (문서 검증 + 테스트 포함) |
+| **step 단위** (로그 확인 시 참조) | `validate_ouroboros_docs` | `python3 scripts/validate_ouroboros_docs.py` 실행 step |
+| **step 단위** | `run_tests` | `pytest -q` 실행 step |
+
+> **주의**: Gitea 브랜치 보호의 Required Status Checks는 **job 이름** 기준으로 설정한다 (`test`). step 이름은 UI 로그 탐색용이며 보호 규칙에 직접 입력하지 않는다.
 
 설정 기준:
-- 위 2개 체크가 `success` 아니면 머지 금지
+- `test` job이 `success` 아니면 머지 금지
 - 체크 스킵/중립 상태 허용 금지
 
 ## 3) 필수 리뷰어 규칙 (권장 -> 필수)
@@ -48,14 +54,24 @@ Updated: 2026-02-26
 병합 전 체크리스트:
 - 이슈 연결(`Closes #N`) 존재
 - PR 본문에 `REQ-*`, `TASK-*`, `TEST-*` 매핑 표 존재
+- Main -> Verifier Directive Contract(범위/방법/합격/실패/미관측/증적 형식) 기재
+- process-change-first 대상이면 process 티켓 PR이 선머지됨
 - `src/core/risk_manager.py` 변경 없음
 - 주요 의사결정 체크포인트(DCP-01~04) 중 해당 단계 Main Agent 확인 기록 존재
+- 주요 의사결정(리뷰 지적/수정 합의/검증 승인)에 대한 에이전트 PR 코멘트 존재
 - 티켓 PR의 base가 `main`이 아닌 program feature branch인지 확인
 
 자동 점검:
 - 문서 검증 스크립트 통과
 - 테스트 통과
+- `python3 scripts/session_handover_check.py --strict` 통과
 - 개발 완료 시 시스템 구동/모니터링 증적 코멘트 존재
+- 이슈/PR 조작 전에 `docs/commands.md` 및 `docs/workflow.md` 트러블슈팅 확인 코멘트 존재
+- `gh` CLI 미사용, `tea` 사용 증적 존재
+- Verifier `Coverage Matrix` 첨부(PASS/FAIL/NOT_OBSERVED)
+- `NOT_OBSERVED` 항목 0 확인(0이 아니면 머지 금지)
+- 티켓 단계 기록(`Implemented` -> `Integrated` -> `Observed` -> `Accepted`) 존재
+- 정적 Verifier 승인 + Runtime Verifier 승인 2개 확인
 
 ## 5) 감사 추적
 

docs/ouroboros/80_implementation_audit.md

@@ -0,0 +1,410 @@
+<!--
+Doc-ID: DOC-AUDIT-001
+Version: 1.2.0
+Status: active
+Owner: strategy
+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)
+대상 기간: 2026-02-25 ~ 2026-02-28 (실거래)
+분석 브랜치: `feature/v3-session-policy-stream`
+
+---
+
+## 1. 계획 대비 구현 감사
+
+### 1.1 완료 판정 기준 (Definition of Done)
+
+아래 3가지를 모두 만족할 때만 `✅ 완료`로 표기한다.
+
+1. 코드 경로 존재: 요구사항을 수행하는 실행 경로가 코드에 존재한다.
+2. 효과 검증 통과: 요구사항 효과를 검증하는 테스트/런타임 증적이 존재한다.
+3. 추적성 일치: 요구사항 상태와 열린 갭 이슈가 모순되지 않는다.
+
+### 1.2 v2 구현 상태: 부분 완료 (핵심 갭 잔존)
+
+| REQ-ID | 요구사항 | 구현 파일 | 상태 |
+|--------|----------|-----------|------|
+| 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-V2-005 | 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 |
+| REQ-V2-008 | Kill Switch 실행 순서 (Block→Cancel→Refresh→Reduce→Snapshot) | `src/core/kill_switch.py` | ⚠️ 부분 (`#377`) |
+
+### 1.3 v3 구현 상태: 부분 완료 (2026-03-02 기준)
+
+| REQ-ID | 요구사항 | 상태 | 비고 |
+|--------|----------|------|------|
+| REQ-V3-001 | 모든 신호/주문/로그에 session_id 포함 | ⚠️ 부분 | 큐 intent에 `session_id` 누락 (`#375`) |
+| REQ-V3-002 | 세션 전환 훅 + 리스크 파라미터 재로딩 | ✅ 완료 | 세션 경계 E2E 회귀(override 적용/해제 + 재로딩 실패 폴백) 보강 (`#376`) |
+| REQ-V3-003 | 블랙아웃 윈도우 정책 | ✅ 완료 | `src/core/blackout_manager.py` |
+| REQ-V3-004 | 블랙아웃 큐 + 복구 시 재검증 | ⚠️ 부분 | 큐 포화는 oldest-drop 정책으로 정합화 (`#371`), 재검증 강화는 `#328` 추적 |
+| REQ-V3-005 | 저유동 세션 시장가 금지 | ✅ 완료 | `src/core/order_policy.py` |
+| REQ-V3-006 | 보수적 백테스트 체결 (불리 방향) | ✅ 완료 | `src/analysis/backtest_execution_model.py` |
+| REQ-V3-007 | FX 손익 분리 (전략 PnL vs 환율 PnL) | ⚠️ 부분 | 런타임 분리 계산/전달 적용 (`#370`), buy-side `fx_rate` 미관측 시 `fx_pnl=0` fallback |
+| REQ-V3-008 | 오버나잇 예외 vs Kill Switch 우선순위 | ✅ 완료 | `src/main.py` — `_should_force_exit_for_overnight()`, `_apply_staged_exit_override_for_hold()` |
+
+### 1.4 운영 거버넌스: 부분 완료 (2026-03-02 재평가)
+
+| REQ-ID | 요구사항 | 상태 | 비고 |
+|--------|----------|------|------|
+| REQ-OPS-001 | 타임존 명시 (KST/UTC) | ⚠️ 부분 | 문서 토큰 fail-fast 추가, 필드 수준 검증은 `#372` 잔여 |
+| REQ-OPS-002 | 정책 변경 시 레지스트리 업데이트 강제 | ⚠️ 부분 | 파일 단위 강제는 구현, 정책 수치 단위 정밀 검증은 `#372` 잔여 |
+| REQ-OPS-003 | TASK-REQ 매핑 강제 | ⚠️ 부분 | TASK-REQ/TASK-TEST 강제는 구현, 우회 케이스 추가 점검은 `#372` 잔여 |
+| REQ-OPS-004 | source 경로 표준화 검증 | ✅ 완료 | `scripts/validate_ouroboros_docs.py`의 canonical source path 검증 |
+
+---
+
+## 2. 구현 갭 상세
+
+> **2026-03-02 업데이트**: 기존 해소 표기를 재검증했고, 열려 있는 갭 이슈 기준으로 상태를 재분류함.
+
+### GAP-1: DecisionLogger에 session_id 미포함 → ✅ 해소 (#326)
+
+- **위치**: `src/logging/decision_logger.py`
+- ~~문제: `log_decision()` 함수에 `session_id` 파라미터가 없음~~
+- **해소**: #326 머지 — `log_decision()` 파라미터에 `session_id` 추가, DB 기록 포함
+- **요구사항**: REQ-V3-001
+
+### GAP-2: src/main.py 거래 로그에 session_id 미전달 → ✅ 해소 (#326)
+
+- **위치**: `src/main.py`
+- ~~문제: `log_trade()` 호출 시 `session_id` 파라미터를 전달하지 않음~~
+- **해소**: #326 머지 — `log_trade()` 호출 시 런타임 `session_id` 명시적 전달
+- **요구사항**: REQ-V3-001
+
+### GAP-3: 세션 전환 시 리스크 파라미터 재로딩 없음 → ✅ 해소 (#327, #376)
+
+- **위치**: `src/main.py`, `src/config.py`
+- **해소 내용**: #327 머지 — `SESSION_RISK_PROFILES_JSON` 기반 세션별 파라미터 재로딩 메커니즘 구현
+  - `SESSION_RISK_RELOAD_ENABLED=true` 시 세션 경계에서 파라미터 재로딩
+  - 재로딩 실패 시 기존 파라미터 유지 (안전 폴백)
+- **해소**: 세션 경계 E2E 회귀 테스트를 추가해 override 적용/해제, 재로딩 실패 시 폴백 유지를 검증함 (`#376`)
+- **요구사항**: REQ-V3-002
+
+### GAP-4: 블랙아웃 복구 DB 기록 + 재검증 → ⚠️ 부분 해소 (#324, #328, #371)
+
+- **위치**: `src/core/blackout_manager.py`, `src/main.py`
+- **현 상태**:
+  - #324 추적 범위(DB 기록)는 구현 경로가 존재
+  - #328 범위(가격/세션 재검증 강화)는 추적 이슈 오픈 상태
+  - #371: 큐 포화 정책을 oldest-drop으로 명시/구현해 최신 intent 유실 경로를 제거
+- **요구사항**: REQ-V3-004
+
+### GAP-5: 시간장벽이 봉 개수 고정 → ✅ 해소 (#329)
+
+- **위치**: `src/analysis/triple_barrier.py`
+- ~~문제: `max_holding_bars` (고정 봉 수) 사용~~
+- **해소**: #329 머지 — `max_holding_minutes` (캘린더 분) 기반 시간장벽 전환
+  - 봉 주기 무관하게 일정 시간 경과 시 장벽 도달
+  - `max_holding_bars` deprecated 경고 유지 (하위 호환)
+- **요구사항**: REQ-V2-005 / v3 확장
+
+### GAP-6 (신규): FX PnL 분리 부분 해소 (MEDIUM)
+
+- **위치**: `src/db.py` (`fx_pnl`, `strategy_pnl` 컬럼 존재)
+- **현 상태**: 런타임 SELL 경로에서 `strategy_pnl`/`fx_pnl` 분리 계산 및 전달을 적용함 (`#370`).
+- **운영 메모**: `trading_cycle`은 scanner 기반 `selection_context`에 `fx_rate`를 추가하고, `run_daily_session`은 scanner 컨텍스트 없이 `fx_rate` 스냅샷만 기록한다.
+- **잔여**: 과거 BUY 레코드에 `fx_rate`가 없으면 해외 구간도 `fx_pnl=0` fallback으로 기록됨.
+- **영향**: USD 거래에서 환율 손익과 전략 손익이 분리되지 않아 성과 분석 부정확
+- **요구사항**: REQ-V3-007
+
+---
+
+## 3. 실거래 수익률 분석
+
+### 3.1 종합 성적
+
+| 지표 | 값 |
+|------|-----|
+| 총 실현 손익 | **-52,481** (KRW + USD 혼합, 통화 분리 집계는 3.4 참조) |
+| 총 거래 기록 | 19,130건 (BUY 121, SELL 46, HOLD 18,963) |
+| 집계 기준 | UTC `2026-02-25T00:00:00` ~ `2026-02-28T00:00:00`, SELL 45건 (기간 외 1건 제외) |
+| 승률 | **39.1%** (18승 / 46매도, 0손익 포함 기준) |
+| 평균 수익 거래 | +6,107 |
+| 평균 손실 거래 | -7,382 |
+| 최대 수익 거래 | +46,350 KRW (452260 KR) |
+| 최대 손실 거래 | -26,400 KRW (000370 KR) |
+| 운영 모드 | LIVE (실계좌) |
+
+### 3.2 일별 손익
+
+| 날짜 | 매도 수 | 승 | 패 | 일간 손익 |
+|------|---------|----|----|-----------|
+| 02-25 | 9 | 8 | 1 | +63.21 (USD, 미세 수익) |
+| 02-26 | 14 | 5 | 5 | **-32,083.40** (KR 대량 손실) |
+| 02-27 | 22 | 5 | 16 | **-20,461.11** (고빈도 매매, 대부분 손실) |
+
+> 정확한 재현: `scripts/audit_queries.sql` 참조.
+
+### 3.3 시장별 손익
+
+| 시장 | 매도 수 | 승률 | 총 손익 |
+|------|---------|------|---------|
+| **KR** | 17 | 38.5% (0손익 제외, 5/13) | **-56,735 KRW** |
+| US_AMEX | 12 | 75% | +4,476 USD |
+| US_NASDAQ | 4 | 0% | -177 USD |
+| US_NYSE | 13 | 30.8% | -45 USD |
+
+**KR 시장이 손실의 주 원인.** US는 AMEX 제외 시 대체로 손실 또는 보합.
+
+### 3.4 재계산 주석 반영 (통화 분리)
+
+> 산식 주석: 기존 표의 `총 실현 손익 -52,481`은 KRW/USD를 단순 합산한 값으로, 회계적으로 해석 불가.
+> 아래는 같은 기간(2026-02-25~2026-02-27, SELL 45건)을 통화별로 분리한 결과.
+
+| 통화 | 매도 수 | 승/패 | 실현 손익 |
+|------|---------|-------|-----------|
+| KRW | 17 | 5승 / 8패 (4건 0손익) | **-56,735 KRW** |
+| USD | 28 | 13승 / 14패 (1건 0손익) | **+4,253.70 USD** |
+
+### 3.5 재계산 주석 반영 (기존 보유 청산 성과 분리)
+
+> 분리 기준: 각 SELL의 직전 BUY가 `rationale LIKE '[startup-sync]%'` 인 경우를
+> `기존 보유(시작 시점 동기화 포지션) 청산`으로 분류.
+
+| 구분 | 통화 | 매도 수 | 손익 |
+|------|------|---------|------|
+| 기존 보유 청산분 | KRW | 10 | **+12,230 KRW** |
+| 기존 보유 청산분 | USD | 2 | **+21.03 USD** |
+| 신규/전략 진입분만 | KRW | 7 | **-68,965 KRW** |
+| 신규/전략 진입분만 | USD | 26 | **+4,232.67 USD** |
+
+추가로, 요청 취지(“기존 보유 수익 종목 정리 수익 제외”)에 맞춰 **기존 보유 청산 중 수익(+PnL)만 제외**하면:
+
+- KRW: `-56,735` → **-113,885 KRW** (기존 보유 수익 +57,150 KRW 제거)
+- USD: `+4,253.70` → **+4,232.67 USD** (기존 보유 수익 +21.03 USD 제거)
+
+즉, 기존 성과표는 기보유 청산 이익(특히 KR 452260 +46,350 KRW)을 전략 성과에 포함해
+전략 자체 손익을 과대평가한 상태다.
+
+### 3.6 데이터 무결성 점검 (모의투자 혼합 여부 + USD 과대수익 원인)
+
+- `mode` 점검 결과: `live` 19,130건, `paper` 0건  
+  → **모의투자 혼합은 확인되지 않음**.
+- 다만 USD 손익에는 **체결 매칭 이상치 1건**이 존재:
+  - `CRCA` SELL(15주, $35.14, +4,612.15 USD) vs 직전 BUY(146주, $3.5499)
+  - BUY/SELL 수량 불일치(146→15) 상태에서 PnL이 계산되어, 역분할/동기화 이슈 가능성이 큼.
+
+보수적 재집계(2026-02-25~2026-02-27, USD SELL 28건):
+
+| 집계 기준 | USD 손익 | 환산 KRW (참고) | KRW 합산 참고값 |
+|-----------|----------|-----------------|-----------------|
+| 원집계 | **+4,253.70 USD** | +6,167,865 | -56,735 + 6,167,865 = **+6,111,130** |
+| 기존보유(startup-sync) 제외 | **+4,232.67 USD** | +6,137,372 | -68,965 + 6,137,372 = **+6,068,407** |
+| 수량 일치 체결만 포함 | **-358.45 USD** | -519,753 | -56,735 + (-519,753) = **-576,488** |
+| 기존보유 제외 + 수량 일치 체결만 포함 | **-379.48 USD** | -550,246 | -68,965 + (-550,246) = **-619,211** |
+
+> 가정 환율: **1 USD = 1,450 KRW** (2026-02-28 기준 참고 환율).
+> 환산 KRW 및 합산값은 비교용 보조지표이며, 회계/정산 기준값과는 분리해 해석해야 한다.
+
+결론적으로 USD 구간의 플러스 성과는 실질적으로 `CRCA` 이상치 1건 영향이 지배적이며,
+해당 거래를 무결성 필터로 제외하면 USD 성과는 손실 구간으로 전환된다.
+
+### 3.7 데이터 품질 이슈 요약
+
+- **startup-sync 중복**: BUY 76건 반복 동기화, price=0 38건 → PnL 매칭 왜곡 가능. 분리 집계는 3.5 참조.
+- **티커-거래소 드리프트**: 동일 티커가 다중 거래소에 혼재 기록 → ROOT-7 참조.
+- **FX PnL 미활성**: 스키마 존재, 운영 데이터 전부 0 → REQ-V3-007 참조.
+
+### 3.8 표준 집계 SQL (재현용)
+
+성과표 재현을 위한 기준 쿼리는 [`scripts/audit_queries.sql`](../../scripts/audit_queries.sql)에 분리되어 있다.
+
+- **Base**: 기간 + LIVE + SELL + 직전 BUY 메타 매칭
+- **Q1**: 통화 분리 손익 (KRW/USD 혼합 금지)
+- **Q2**: 기존 보유(startup-sync) 제외 성과
+- **Q3**: 수량 일치 체결만 포함 (무결성 필터)
+- **Q4**: 이상치 목록 (수량 불일치)
+
+---
+
+## 4. 수익률 저조 근본 원인 분석
+
+### ROOT-1: hard_stop_pct 기본값(-2%)이 KR 소형주 변동성 대비 과소
+
+- **현재 설정**: `stop_loss_threshold = -2.0` (`src/main.py:511`), staged exit의 `hard_stop_pct`로 전달
+- **v2 계획**: ATR 기반 동적 trailing stop (ExitPrice = PeakPrice - k × ATR)
+- **실제 동작**: staged exit는 호출되나, `atr_value`/`pred_down_prob` 등 피처가 0.0으로 공급되어 hard_stop 편향 발동 (ROOT-5 참조)
+- **증거**:
+  - 000370: 매수 8,040 → 24분 후 -2.74% 손절
+  - 033340: 매수 2,080 → 18분 후 -3.13% 손절
+  - 229000: -3.7%, -3.25%, -3.2% 반복 손절
+
+### ROOT-2: 동일 종목 반복 매매 (재진입 쿨다운 미구현)
+
+- **문제**: 손절 후 동일 종목 즉시 재매수 → 고가 재진입 → 재손절 반복
+- **최악 사례**: 종목 229000
+  | 매수가 | 매도가 | 손익 | 보유 시간 |
+  |--------|--------|------|-----------|
+  | 5,670 | 5,460 | -24,780 | 0.5h |
+  | 5,540 | 5,360 | -21,780 | 0.7h |
+  | 5,310 | 5,580 | +34,020 (승) | 0.8h |
+  | 5,620 | 5,440 | -21,420 | 1.5h |
+- **순손실**: 하루 한 종목에서 **-33,960 KRW**
+
+### ROOT-3: 미국 페니스탁/마이크로캡 무분별 진입
+
+- **문제**: $2 이하 종목에 confidence 85~90으로 진입, 오버나잇 대폭락
+- **사례**:
+  | 종목 | 손실률 | 보유시간 |
+  |------|--------|----------|
+  | ALBT | -27.7% | ~23h |
+  | SMJF | -15.9% | ~23h |
+  | KAPA | -18.2% | ~23h |
+  | CURX | -10.6% | ~23h |
+  | CELT | -8.3% | ~23h |
+
+### ROOT-4: 진화 전략 코드 생성기 문법 오류
+
+- **위치**: `src/strategies/v20260227_*_evolved.py`
+- **문제**: 중첩 `def evaluate` 정의 (들여쓰기 오류)
+- **영향**: 런타임 실패 → 기본 전략으로 폴백 → 진화 시스템 사실상 무효
+
+### ROOT-5: v2 청산 로직이 부분 통합되었으나 실효성 부족 → ⚠️ 부분 해소 (#325)
+
+**초기 진단 (2026-02-28 감사 기준):**
+- `hard_stop_pct`에 고정 `-2.0`이 기본값으로 들어가 v2 계획의 ATR 적응형 의도와 괴리
+- `be_arm_pct`/`arm_pct`가 playbook의 `take_profit_pct`에서 기계적 파생(`* 0.4`)되어 v2 계획의 독립 파라미터 튜닝 불가
+- `atr_value`, `pred_down_prob` 등 런타임 피처가 0.0으로 공급되어 사실상 hard stop만 발동
+
+**현재 상태 (#325 머지 후):**
+- `STAGED_EXIT_BE_ARM_PCT`, `STAGED_EXIT_ARM_PCT` 환경변수로 독립 파라미터 설정 가능
+- `_inject_staged_exit_features()`: KR 시장 ATR 실시간 계산 주입, RSI 기반 `pred_down_prob` 공급
+- KR ATR dynamic hard stop (#318)으로 `-2.0` 고정값 문제 해소
+
+**잔여 리스크:**
+- KR 외 시장(US 등)에서 `atr_value` 공급 경로 불완전 — hard stop 편향 잔존 가능
+- `pred_down_prob`가 RSI 프록시 수준 — 추후 실제 ML 모델 대체 권장
+
+### ROOT-6: SELL 손익 계산이 부분청산/수량 불일치에 취약 (CRITICAL) → ✅ 해소 (#322)
+
+> **현재 상태**: #322 머지로 해소됨. 아래는 원인 발견 시점(2026-02-28) 진단 기록.
+
+- **위치**: `src/main.py:1658-1663`, `src/main.py:2755-2760`
+- **문제**: PnL 계산이 실제 매도 수량(`sell_qty`)이 아닌 직전 BUY의 `buy_qty`를 사용
+  - `trade_pnl = (trade_price - buy_price) * buy_qty`
+- **영향**: 부분청산, 역분할/액분할, startup-sync 후 수량 드리프트 시 손익 과대/과소 계상
+- **실증**: CRCA 이상치(BUY 146주 → SELL 15주에서 PnL +4,612 USD) 가 이 버그와 정합
+
+### ROOT-7: BUY 매칭 키에 exchange_code 미포함 — 잠재 오매칭 리스크 (HIGH) → ✅ 해소 (#323)
+
+> **현재 상태**: #323 머지로 해소됨. 아래는 원인 발견 시점(2026-02-28) 진단 기록.
+
+- **위치**: `src/db.py:292-313`
+- **문제**: `get_latest_buy_trade()`가 `(stock_code, market)`만으로 매칭, `exchange_code` 미사용
+- **성격**: 현재 즉시 발생하는 확정 버그가 아닌, 동일 티커가 다중 거래소에 혼재 기록될 때 증폭되는 구조 리스크
+- **영향**: 데이터 드리프트 조건(예: CCUP/CRCA 등 다중 exchange 기록)에서 오매칭 → 손익 왜곡 가능
+
+---
+
+## 5. 수익률 개선 방안
+
+### 5.1 즉시 적용 가능 (파라미터/로직 수정)
+
+| 우선순위 | 방안 | 예상 효과 | 난이도 |
+|----------|------|-----------|--------|
+| P0 | KR 손절선 확대: -2% → -4~5% 또는 ATR 기반 | 노이즈 손절 대폭 감소 | 낮음 |
+| P0 | 재진입 쿨다운: 손절 후 동일 종목 1~2시간 매수 차단 | churn & burn 패턴 제거 | 낮음 |
+| P1 | US 최소 가격 필터: $5 이하 종목 진입 차단 | 페니스탁 대폭락 방지 | 낮음 |
+| P1 | 진화 전략 코드 생성 시 syntax 검증 추가 | 진화 시스템 정상화 | 낮음 |
+
+### 5.2 구조적 개선 현황 (2026-03-01 기준)
+
+**완료 항목 (모니터링 단계):**
+
+| 항목 | 이슈 | 상태 |
+|------|------|------|
+| SELL PnL 계산을 sell_qty 기준으로 수정 (ROOT-6) | #322 | ✅ 머지 |
+| v2 staged exit 피처 공급 + 독립 파라미터 설정 (ROOT-5) | #325 | ✅ 머지 |
+| BUY 매칭 키에 exchange_code 추가 (ROOT-7) | #323 | ✅ 머지 |
+| 블랙아웃 복구 주문 `log_trade()` 추가 (GAP-4) | #324 | ✅ 머지 |
+| 세션 전환 리스크 파라미터 동적 재로딩 (GAP-3) | #327 | ✅ 머지 |
+| session_id 거래/의사결정 로그 명시 전달 (GAP-1, GAP-2) | #326 | ✅ 머지 |
+| 블랙아웃 복구 가격/세션 재검증 강화 (GAP-4 잔여) | #328 | ✅ 머지 |
+
+**잔여 개선 항목:**
+
+| 우선순위 | 방안 | 난이도 |
+|----------|------|--------|
+| P1 | US 시장 ATR 공급 경로 완성 (ROOT-5 잔여) | 중간 |
+| P1 | FX PnL 운영 활성화 (REQ-V3-007) | 낮음 |
+| P2 | pred_down_prob ML 모델 대체 (ROOT-5 잔여) | 높음 |
+| P2 | 세션 경계 E2E 통합 테스트 보강 (GAP-3 잔여) | 낮음 |
+
+### 5.3 권장 실행 순서
+
+```
+Phase 1 (즉시): 파라미터 조정
+  → KR 손절 확대 + 재진입 쿨다운 + US 가격 필터
+  → 예상: 가장 큰 손실 패턴 2개(노이즈 손절, 반복 매매) 즉시 제거
+
+Phase 2 (단기): 데이터 정합성 + v2 실효화
+  → SELL PnL을 sell_qty 기준으로 수정
+  → BUY 매칭 키에 exchange_code 추가
+  → 블랙아웃 복구 주문 DB 기록 추가
+  → v2 staged exit에 실제 피처(ATR, pred_down_prob) 공급 + 독립 파라미터 설정
+  → session_id 명시적 전달
+  → 예상: 손익 정확도 확보 + 수익 구간 보호 메커니즘 실효화
+
+Phase 3 (중기): v3 세션 최적화
+  → 세션 전환 훅 + 파라미터 재로딩
+  → 블랙아웃 재검증
+  → 운영 거버넌스 CI 자동화
+```
+
+---
+
+## 6. 테스트 커버리지 현황
+
+### 테스트 존재 (통과)
+
+- ✅ 상태기계 승격 (`test_strategy_state_machine.py`)
+- ✅ 4중 청산 규칙 (`test_strategy_exit_rules.py`)
+- ✅ Triple Barrier 라벨링 (`test_triple_barrier.py`)
+- ✅ Walk-Forward + Purge/Embargo (`test_walk_forward_split.py`)
+- ✅ 백테스트 비용 검증 (`test_backtest_cost_guard.py`)
+- ✅ Kill Switch 순서 (`test_kill_switch.py`)
+- ✅ 블랙아웃 관리 (`test_blackout_manager.py`)
+- ✅ 주문 정책 저유동 거부 (`test_order_policy.py`)
+- ✅ FX 손익 분리 (`test_db.py`)
+- ✅ 블랙아웃 복구 후 유효 intent 실행 (`tests/test_main.py:5811`)
+- ✅ 블랙아웃 복구 후 정책 거부 intent 드롭 (`tests/test_main.py:5851`)
+
+### 테스트 추가됨 (Phase 1~3, 2026-03-01)
+
+- ✅ KR ATR 기반 동적 hard stop (`test_main.py` — #318)
+- ✅ 재진입 쿨다운 (손절 후 동일 종목 매수 차단) (`test_main.py` — #319)
+- ✅ US 최소 가격 필터 ($5 이하 차단) (`test_main.py` — #320)
+- ✅ 진화 전략 syntax 검증 (`test_evolution.py` — #321)
+- ✅ SELL PnL sell_qty 기준 계산 (`test_main.py` — #322)
+- ✅ BUY 매칭 키 exchange_code 포함 (`test_db.py` — #323)
+- ✅ 블랙아웃 복구 주문 DB 기록 (`test_main.py` — #324)
+- ✅ staged exit에 실제 ATR/RSI 피처 공급 (`test_main.py` — #325)
+- ✅ session_id 거래/의사결정 로그 명시적 전달 (`test_main.py`, `test_decision_logger.py` — #326)
+- ✅ 블랙아웃 복구 후 유효 intent 실행 (`tests/test_main.py:5811`)
+- ✅ 블랙아웃 복구 후 정책 거부 intent 드롭 (`tests/test_main.py:5851`)
+
+### 테스트 미존재 (잔여)
+
+- ✅ 세션 전환 훅 콜백/세션 경계 리스크 재로딩 E2E 회귀 (`#376`)
+- ❌ 실거래 경로 ↔ v2 상태기계 통합 테스트 (피처 공급 포함)
+- ❌ FX PnL 운영 활성화 검증 (GAP-6)
+
+---
+
+## 7. 후속 문서
+
+- **실행 계획**: [85_loss_recovery_action_plan.md](./85_loss_recovery_action_plan.md) — ROOT/GAP 해소를 위한 Phase별 작업 분해 및 Gitea 이슈 연결
+- **표준 집계 SQL**: [scripts/audit_queries.sql](../../scripts/audit_queries.sql)
+
+---
+
+*끝.*

docs/ouroboros/82_doc_restructure_plan.md

@@ -0,0 +1,96 @@
+<!--
+Doc-ID: DOC-PLAN-082
+Version: 1.0.0
+Status: draft
+Owner: strategy
+Updated: 2026-02-28
+-->
+
+# 문서 재구조화 계획: 감사 → 실행 파이프라인
+
+## Context
+
+80_implementation_audit.md는 v2/v3 구현 감사와 수익률 분석을 수행했으나, 여러 차례 리뷰를 거치면서 리뷰 이력/데이터 품질 논의/SQL 쿼리 등이 혼재되어 **실행 문서로 사용하기 어려운 상태**다.
+
+목표: 이 감사 결과를 바탕으로 **티켓 생성 → 개발 설계 → 구현/리뷰 → 검증 → 실환경 테스트**까지 일관되게 진행할 수 있는 문서 체계를 만든다.
+
+## 변경 사항
+
+### 1. 80_implementation_audit.md 정리 (감사 기록 문서)
+
+**역할**: 현재 상태의 팩트 기록. "무엇이 문제인가"에만 집중.
+
+정리 내용:
+- Section 3: P&L 분석을 핵심 수치만 남기고 간결화
+  - 3.1(종합), 3.3(시장별), 3.4(통화 분리), 3.5(전략 진입분 분리), 3.6(무결성 결론) 유지
+  - 3.2 일별 손익: 주의 문구 제거, 본문으로 통합
+  - 3.7 데이터 품질: 핵심 결론만 남기고 세부 항목 제거
+  - 3.8 SQL: 별도 파일(`scripts/audit_queries.sql`)로 분리, 본문에서 참조만
+- Section 6.1, 6.2 리뷰 반영 이력: 전부 제거 (git history로 추적 가능)
+- Section 6 테스트: "재점검으로 확인" 항목을 "테스트 존재" 항목에 통합
+- 신규 Section 7: 후속 문서 링크 (85_ 참조)
+
+### 2. 85_loss_recovery_action_plan.md 신규 작성 (실행 계획 문서)
+
+**역할**: "어떻게 고칠 것인가". 티켓 생성부터 실환경 검증까지의 실행 청사진.
+
+구조:
+```
+## 1. 요약
+- 목표: 손실 구간 탈출을 위한 7개 ROOT/5개 GAP 해소
+- 성공 기준 (정량)
+
+## 2. Phase별 작업 분해
+### Phase 1: 즉시 파라미터/로직 수정 (손실 출혈 차단)
+  각 항목마다:
+  - ROOT/GAP 참조
+  - Gitea 이슈 제목/설명 템플릿
+  - 변경 대상 파일 + 현재 동작 + 목표 동작
+  - 수용 기준 (acceptance criteria)
+  - 테스트 계획
+  - 의존성/차단 관계
+
+### Phase 2: 데이터 정합성 + v2 실효화
+  (동일 형식)
+
+### Phase 3: v3 세션 최적화
+  (동일 형식)
+
+## 3. 검증 계획
+- 단위 테스트 기준
+- 통합 테스트 시나리오 (백테스트 파이프라인 활용)
+- 실환경 검증: 소액 live 운용으로 직접 검증
+  (paper trading 제외 — 실환경과 괴리가 커 검증 신뢰도 부족)
+- Phase별 실환경 투입 기준:
+  단위/통합 테스트 통과 → 소액 live → 모니터링 → 정상 확인 후 본운용
+
+## 4. 의존성 그래프
+- Phase 간 blocking 관계
+- Phase 내 작업 순서
+
+## 5. 롤백 계획
+- 각 Phase 실패 시 롤백 절차
+```
+
+### 3. README.md 업데이트
+
+- 85_ 문서 링크 추가
+
+## 작업 순서
+
+1. 80_ 정리 (노이즈 제거, SQL 분리, 리뷰 이력 삭제)
+2. `scripts/audit_queries.sql` 작성 (80_에서 분리한 SQL)
+3. 85_ 신규 작성 (실행 계획)
+4. README.md 업데이트
+
+## 작성하지 않는 것
+
+- 30_code_level_work_orders.md, 40_acceptance_and_test_plan.md 업데이트: 85_를 기반으로 실제 구현 시점에 업데이트 (지금은 실행 계획 수립까지만)
+- 01_requirements_registry.md: ROOT/GAP에서 파생되는 신규 REQ는 구현 착수 시 등록
+- Gitea 이슈 생성: 85_ 문서 확정 후 별도 진행
+
+## 검증
+
+- 80_: 감사 팩트만 남았는지, 리뷰 이력이 제거되었는지 확인
+- 85_: Phase별 작업이 Gitea 이슈로 바로 전환 가능한 수준인지 확인
+- 85_ 각 항목에 수용 기준과 테스트 계획이 포함되었는지 확인

docs/ouroboros/85_loss_recovery_action_plan.md

@@ -0,0 +1,417 @@
+<!--
+Doc-ID: DOC-ACTION-085
+Version: 1.1.0
+Status: active
+Owner: strategy
+Updated: 2026-03-01
+-->
+
+# 손실 복구 실행 계획
+
+작성일: 2026-02-28
+최종 업데이트: 2026-03-01 (Phase 1~3 완료 상태 반영)
+기반 문서: [80_implementation_audit.md](./80_implementation_audit.md) (ROOT 7개 + GAP 5개)
+
+> **2026-03-01 현황**: Phase 1 ✅ 완료, Phase 2 ✅ 완료, Phase 3 ✅ 기본 완료 (ACT-13 고도화 잔여)
+
+---
+
+## 1. 요약
+
+### 1.1 목표
+
+80_implementation_audit.md에서 식별된 7개 근본 원인(ROOT-1~7)과 5개 구현 갭(GAP-1~5)을 해소하여 실거래 손실 구간에서 탈출한다.
+
+### 1.2 성공 기준 (정량)
+
+| 지표 | 현재 | 목표 |
+|------|------|------|
+| KR 시장 승률 | 38.5% | >= 50% |
+| 동일 종목 반복 매매 (일간) | 최대 4회 | <= 2회 |
+| US 페니스탁($5 이하) 진입 | 무제한 | 0건 |
+| SELL PnL 수량 불일치 건 | 존재 | 0건 |
+| 블랙아웃 복구 주문 DB 누락 | 존재 | 0건 |
+| session_id 누락 거래 로그 | 다수 | 0건 |
+| 진화 전략 syntax 오류율 | 100% (확인된 3건 모두) | 0% |
+
+---
+
+## 2. Phase별 작업 분해
+
+### Phase 1: 즉시 — 손실 출혈 차단 ✅ 완료
+
+가장 큰 손실 패턴(노이즈 손절, 반복 매매, 페니스탁)을 즉시 제거한다.
+
+---
+
+#### ACT-01: KR 손절선 ATR 기반 동적 확대 ✅ 머지
+
+- **ROOT 참조**: ROOT-1 (hard_stop_pct -2%가 KR 소형주 변동성 대비 과소)
+- **Gitea 이슈**: feat: KR 손절선 ATR 기반 동적 확대 (-2% → ATR 적응형)
+- **Gitea 이슈 번호**: #318
+- **변경 대상 파일**: `src/main.py`, `src/strategy/exit_rules.py`, `src/config.py`
+- **현재 동작**: `hard_stop_pct = -2.0` 고정값으로 모든 시장에 동일 적용
+- **목표 동작**: KR 시장은 ATR(14) 기반 동적 손절선 적용. 최소 -2%, 최대 -7%, 기본값은 `k * ATR / entry_price * 100` (k=2.0)
+- **수용 기준**:
+  - ATR 값이 존재할 때 동적 손절선이 계산됨
+  - ATR 미제공 시 기존 -2% 폴백
+  - KR 이외 시장은 기존 동작 유지
+- **테스트 계획**:
+  - 단위: ATR 기반 손절선 계산 로직 테스트 (경계값: ATR=0, ATR=극단값)
+  - 통합: 백테스트 파이프라인에서 KR 종목 손절 빈도 비교
+- **의존성**: 없음
+
+---
+
+#### ACT-02: 손절 후 동일 종목 재진입 쿨다운 ✅ 머지
+
+- **ROOT 참조**: ROOT-2 (동일 종목 반복 매매)
+- **Gitea 이슈**: feat: 손절 후 동일 종목 재진입 쿨다운 (1~2시간)
+- **Gitea 이슈 번호**: #319
+- **변경 대상 파일**: `src/main.py`, `src/config.py`
+- **현재 동작**: 손절 후 동일 종목 즉시 재매수 가능
+- **목표 동작**: 손절(SELL with pnl < 0) 후 동일 종목은 `COOLDOWN_MINUTES` (기본 120분) 동안 매수 차단
+- **수용 기준**:
+  - 손절 기록이 있는 종목에 대해 쿨다운 시간 내 BUY 시도 시 거부
+  - 쿨다운 경과 후 정상 진입 허용
+  - 익절(pnl >= 0)에는 쿨다운 미적용
+- **테스트 계획**:
+  - 단위: 쿨다운 시간 내/외 매수 시도 테스트
+  - 통합: 229000 유사 패턴 백테스트 시나리오
+- **의존성**: 없음
+
+---
+
+#### ACT-03: US $5 이하 종목 진입 차단 필터 ✅ 머지
+
+- **ROOT 참조**: ROOT-3 (미국 페니스탁 무분별 진입)
+- **Gitea 이슈**: feat: US $5 이하 종목 진입 차단 필터
+- **Gitea 이슈 번호**: #320
+- **변경 대상 파일**: `src/main.py`, `src/config.py`
+- **현재 동작**: 가격 제한 없이 모든 US 종목 진입 가능
+- **목표 동작**: US 시장 BUY 시 현재가 $5 이하이면 진입 차단. 임계값은 `US_MIN_PRICE` 환경변수로 설정 가능
+- **수용 기준**:
+  - $5 이하 종목 BUY 시도 시 거부 + 로그 기록
+  - $5 초과 종목은 기존 동작 유지
+  - KR 등 다른 시장에는 미적용
+- **테스트 계획**:
+  - 단위: 가격별 필터 동작 테스트 (경계값: $4.99, $5.00, $5.01)
+- **의존성**: 없음
+
+---
+
+#### ACT-04: 진화 전략 코드 생성 시 syntax 검증 추가 ✅ 머지
+
+- **ROOT 참조**: ROOT-4 (진화 전략 문법 오류)
+- **Gitea 이슈**: fix: 진화 전략 코드 생성 시 syntax 검증 추가
+- **Gitea 이슈 번호**: #321
+- **변경 대상 파일**: `src/evolution/optimizer.py`
+- **현재 동작**: 생성된 Python 코드를 검증 없이 파일로 저장
+- **목표 동작**: `ast.parse()` + `compile()` 로 syntax 검증 후 통과한 코드만 저장. 실패 시 로그 경고 + 기존 전략 유지
+- **수용 기준**:
+  - syntax 오류가 있는 코드는 저장되지 않음
+  - 검증 실패 시 기존 전략으로 폴백
+  - 검증 실패 로그가 기록됨
+- **테스트 계획**:
+  - 단위: 정상 코드/오류 코드 검증 테스트
+  - 기존 `v20260227_*_evolved.py` 파일로 회귀 테스트
+- **의존성**: 없음
+
+---
+
+### Phase 2: 단기 — 데이터 정합성 + v2 실효화 ✅ 완료
+
+손익 계산 정확도를 확보하고, v2 청산 로직을 실효화한다.
+
+---
+
+#### ACT-05: SELL PnL 계산을 sell_qty 기준으로 수정 ✅ 머지
+
+- **ROOT 참조**: ROOT-6 (CRITICAL — PnL 계산이 buy_qty 사용)
+- **Gitea 이슈**: fix(critical): SELL PnL 계산을 sell_qty 기준으로 수정
+- **Gitea 이슈 번호**: #322
+- **변경 대상 파일**: `src/main.py` (line 1658-1663, 2755-2760)
+- **현재 동작**: `trade_pnl = (trade_price - buy_price) * buy_qty` — 직전 BUY 수량 사용
+- **목표 동작**: `trade_pnl = (trade_price - buy_price) * sell_qty` — 실제 매도 수량 사용
+- **수용 기준**:
+  - 부분청산 시 매도 수량 기준 PnL 계산
+  - 기존 전량 매도(buy_qty == sell_qty) 케이스는 동일 결과
+  - CRCA 유사 이상치 재발 불가
+- **테스트 계획**:
+  - 단위: 전량 매도, 부분 매도, 수량 불일치 케이스별 PnL 검증
+  - DB: Q4 쿼리(`scripts/audit_queries.sql`)로 이상치 0건 확인
+- **의존성**: 없음
+
+---
+
+#### ACT-06: BUY 매칭 키에 exchange_code 추가 ✅ 머지
+
+- **ROOT 참조**: ROOT-7 (BUY 매칭 키에 exchange_code 미포함)
+- **Gitea 이슈**: fix: BUY 매칭 키에 exchange_code 추가
+- **Gitea 이슈 번호**: #323
+- **변경 대상 파일**: `src/db.py` (line 292-313)
+- **현재 동작**: `get_latest_buy_trade()`가 `(stock_code, market)`만으로 매칭
+- **목표 동작**: `exchange_code`가 존재할 때 매칭 키에 포함. NULL인 경우 기존 동작 유지 (하위 호환)
+- **수용 기준**:
+  - 동일 티커 다중 거래소 기록 시 정확한 BUY 매칭
+  - exchange_code가 NULL인 레거시 데이터에서도 정상 동작
+- **테스트 계획**:
+  - 단위: 동일 티커 다중 exchange 매칭 테스트
+  - 단위: exchange_code NULL 하위 호환 테스트
+- **의존성**: 없음
+
+---
+
+#### ACT-07: 블랙아웃 복구 주문에 log_trade() 추가 ✅ 머지
+
+- **ROOT 참조**: GAP-4 (블랙아웃 복구 주문 DB 미기록)
+- **Gitea 이슈**: fix: 블랙아웃 복구 주문에 log_trade() 추가
+- **Gitea 이슈 번호**: #324
+- **변경 대상 파일**: `src/main.py` — `process_blackout_recovery_orders()` 함수 내 복구 주문 실행 경로
+- **현재 동작**: 블랙아웃 복구 주문이 실행되나 `log_trade()` 호출 없음 → DB에 기록 안 됨
+- **목표 동작**: 복구 주문 실행 후 `log_trade()` 호출하여 DB에 기록. rationale에 `[blackout-recovery]` prefix 추가
+- **수용 기준**:
+  - 블랙아웃 복구 주문이 trades 테이블에 기록됨
+  - rationale로 복구 주문 식별 가능
+  - 성과 리포트에 복구 주문 포함
+- **테스트 계획**:
+  - 단위: 복구 주문 실행 후 DB 기록 존재 확인
+  - 통합: 블랙아웃 시나리오 end-to-end 테스트
+- **의존성**: 없음
+
+---
+
+#### ACT-08: v2 staged exit에 실제 피처 공급 ✅ 머지
+
+- **ROOT 참조**: ROOT-5 (v2 청산 로직 실효성 부족)
+- **Gitea 이슈**: feat: v2 staged exit에 실제 피처(ATR, pred_down_prob) 공급
+- **Gitea 이슈 번호**: #325
+- **변경 대상 파일**: `src/main.py` (line 500-583), `src/strategy/exit_rules.py`, `src/analysis/technical.py`
+- **현재 동작**: `atr_value=0.0`, `pred_down_prob=0.0`으로 공급 → hard stop만 발동
+- **목표 동작**:
+  - `atr_value`: 보유 종목의 ATR(14) 실시간 계산하여 공급
+  - `pred_down_prob`: 최소한 RSI 기반 하락 확률 추정값 공급 (추후 ML 모델로 대체 가능)
+  - `be_arm_pct`/`arm_pct`: 독립 파라미터로 설정 가능 (take_profit_pct * 0.4 기계적 파생 제거)
+- **수용 기준**:
+  - `evaluate_exit()` 호출 시 atr_value > 0 (ATR 계산 가능한 종목)
+  - ATR trailing stop이 실제 발동 가능
+  - be_arm_pct/arm_pct 독립 설정 가능
+- **테스트 계획**:
+  - 단위: 피처 공급 경로별 값 검증
+  - 통합: 상태기계 전이 시나리오 (HOLDING→BE_LOCK→ARMED→EXITED)
+- **의존성**: ACT-01 (ATR 계산 인프라 공유)
+
+---
+
+#### ACT-09: session_id를 거래/의사결정 로그에 명시적 전달 ✅ 머지
+
+- **ROOT 참조**: GAP-1 (DecisionLogger session_id 미포함), GAP-2 (log_trade session_id 미전달)
+- **Gitea 이슈**: feat: session_id를 거래/의사결정 로그에 명시적 전달
+- **Gitea 이슈 번호**: #326
+- **변경 대상 파일**: `src/logging/decision_logger.py`, `src/main.py` (line 1625, 1682, 2769), `src/db.py`
+- **현재 동작**:
+  - `log_decision()`: session_id 파라미터 없음
+  - `log_trade()`: session_id 미전달, 시장 코드 기반 자동 추론에 의존
+- **목표 동작**:
+  - `log_decision()`: session_id 파라미터 추가, 로그에 기록
+  - `log_trade()` 호출 시 런타임 session_id 명시적 전달
+- **수용 기준**:
+  - 모든 SELL/BUY 로그에 session_id 필드 존재
+  - 의사결정 로그에 session_id 필드 존재
+  - session_id가 실제 런타임 세션과 일치
+- **테스트 계획**:
+  - 단위: log_decision() session_id 캡처 테스트
+  - 단위: log_trade() session_id 전달 테스트
+- **의존성**: 없음
+
+---
+
+### Phase 3: 중기 — v3 세션 최적화 ✅ 기본 완료 (ACT-13 고도화 잔여)
+
+세션 경계 처리와 운영 거버넌스를 강화한다.
+
+---
+
+#### ACT-10: 세션 전환 시 리스크 파라미터 동적 재로딩 ✅ 머지
+
+- **ROOT 참조**: GAP-3 (세션 전환 시 리스크 파라미터 재로딩 없음)
+- **Gitea 이슈**: feat: 세션 전환 시 리스크 파라미터 동적 재로딩
+- **Gitea 이슈 번호**: #327
+- **변경 대상 파일**: `src/main.py`, `src/config.py`
+- **현재 동작**: 리스크 파라미터가 시작 시 한 번만 로딩
+- **목표 동작**: 세션 경계 변경 이벤트 시 해당 세션의 리스크 파라미터를 재로딩. 세션별 프로파일 지원
+- **수용 기준**:
+  - NXT_AFTER → KRX_REG 전환 시 파라미터 재로딩 확인
+  - 재로딩 이벤트 로그 기록
+  - 재로딩 실패 시 기존 파라미터 유지 (안전 폴백)
+- **테스트**: `test_main.py`에 설정 오버라이드/리로드/폴백 단위 테스트 포함. **잔여**: 세션 경계 실시간 전환 E2E 보강
+- **의존성**: ACT-09 (session_id 인프라)
+
+---
+
+#### ACT-11: 블랙아웃 복구 시 가격/세션 재검증 강화 ✅ 머지
+
+- **ROOT 참조**: GAP-4 잔여 (가격 유효성, 세션 변경 재적용 미구현)
+- **Gitea 이슈**: feat: 블랙아웃 복구 시 가격/세션 재검증 강화
+- **Gitea 이슈 번호**: #328
+- **변경 대상 파일**: `src/main.py` (line 694-791), `src/core/blackout_manager.py`
+- **현재 동작**: stale BUY/SELL 드롭 + order_policy 검증만 수행
+- **목표 동작**:
+  - 복구 시 현재 시세 조회하여 가격 유효성 검증 (진입가 대비 급등/급락 시 드롭)
+  - 세션 변경 시 새 세션의 파라미터로 재검증
+- **수용 기준**:
+  - 블랙아웃 전후 가격 변동 > 임계값(예: 5%) 시 주문 드롭
+  - 세션 변경 시 새 세션 파라미터로 재평가
+- **테스트 계획**:
+  - 단위: 가격 변동 시나리오별 드롭/실행 테스트
+  - 통합: 블랙아웃 + 세션 전환 복합 시나리오
+- **의존성**: ACT-07 (복구 주문 DB 기록), ACT-10 (세션 파라미터 재로딩)
+
+---
+
+#### ACT-12: Triple Barrier 시간장벽을 캘린더 시간(분) 기반으로 전환 ✅ 머지
+
+- **ROOT 참조**: GAP-5 (시간장벽이 봉 개수 고정)
+- **Gitea 이슈**: feat: Triple Barrier 시간장벽을 캘린더 시간(분) 기반으로 전환
+- **Gitea 이슈 번호**: #329
+- **변경 대상 파일**: `src/analysis/triple_barrier.py`
+- **현재 동작**: `max_holding_bars` (고정 봉 수) 사용
+- **목표 동작**: `max_holding_minutes` (캘린더 시간) 기반으로 전환. 봉 주기와 무관하게 일정 시간 경과 시 장벽 도달
+- **수용 기준**:
+  - 분 단위 시간장벽이 봉 주기 변경에도 일관 동작
+  - 기존 max_holding_bars 하위 호환 (deprecated 경고)
+- **테스트 계획**:
+  - 단위: 다양한 봉 주기(1분, 5분, 15분)에서 시간장벽 일관성 테스트
+  - 기존 triple_barrier 테스트 회귀 확인
+- **의존성**: 없음
+
+---
+
+#### ACT-13: CI 자동 검증 (정책 레지스트리 + TASK-REQ 매핑) ✅ 기본 구현 완료, 고도화 잔여
+
+- **ROOT 참조**: REQ-OPS-002 (정책 변경 시 레지스트리 업데이트 강제), REQ-OPS-003 (TASK-REQ 매핑 강제)
+- **Gitea 이슈**: infra: CI 자동 검증 (정책 레지스트리 + TASK-REQ 매핑)
+- **Gitea 이슈 번호**: #330
+- **현재 동작**: `.gitea/workflows/ci.yml`에서 `scripts/validate_governance_assets.py` + `scripts/validate_ouroboros_docs.py` 자동 실행
+- **잔여 고도화**: PR 본문 REQ/TASK/TEST 강제 레벨 상향, 정책 파일 미업데이트 시 CI 실패 기준 강화
+- **의존성**: 없음
+
+---
+
+## 3. 검증 계획
+
+### 3.1 단위 테스트
+
+- 모든 ACT 항목에 대해 개별 테스트 작성
+- 커버리지 >= 80% 유지
+- 현재 CI 기준 전체 테스트 통과 확인 (2026-03-01 기준 998 tests collected)
+
+### 3.2 통합 테스트
+
+- 백테스트 파이프라인: Phase 1 적용 전후 KR 시장 손절 빈도, 반복 매매 횟수, 승률 비교
+- 상태기계 통합: Phase 2 피처 공급 후 4중 청산 로직 end-to-end 시나리오
+- 블랙아웃 복합: Phase 3 세션 전환 + 블랙아웃 복구 시나리오
+
+### 3.3 실환경 검증
+
+- Paper trading은 실환경과 괴리가 커 검증 신뢰도 부족 → **소액 live 운용**으로 검증
+- Phase별 투입 기준: 단위/통합 테스트 통과 → 소액 live (1~2일) → 모니터링 → 정상 확인 후 본운용
+
+---
+
+## 4. 의존성 그래프
+
+```
+Phase 1 (병렬 실행 가능)
+  ACT-01 #318 ─┐
+  ACT-02 #319  │  (모두 독립)
+  ACT-03 #320  │
+  ACT-04 #321 ─┘
+
+Phase 2
+  ACT-05 #322 ─┐
+  ACT-06 #323  │  (대부분 독립)
+  ACT-07 #324  │
+  ACT-09 #326 ─┘
+  ACT-08 #325 ←── ACT-01 #318 (ATR 인프라 공유)
+
+Phase 3
+  ACT-10 #327 ←── ACT-09 #326 (session_id 인프라)
+  ACT-11 #328 ←── ACT-07 #324, ACT-10 #327
+  ACT-12 #329     (독립)
+  ACT-13 #330     (독립)
+```
+
+### Phase 간 관계
+
+- Phase 1 → Phase 2: Phase 1 완료가 Phase 2의 전제 조건은 아니나, Phase 1로 출혈 차단 후 Phase 2 진행 권장
+- Phase 2 → Phase 3: ACT-09(session_id)가 ACT-10(세션 재로딩)의 전제, ACT-07+ACT-10이 ACT-11의 전제
+
+---
+
+## 5. 롤백 계획
+
+### Phase 1 롤백
+
+- 각 ACT는 독립적이므로 개별 revert 가능
+- 손절선(ACT-01): 기존 -2% 고정값으로 복원
+- 쿨다운(ACT-02): 쿨다운 체크 제거
+- 가격 필터(ACT-03): 필터 조건 제거
+- syntax 검증(ACT-04): 검증 스킵, 기존 저장 로직 복원
+
+### Phase 2 롤백
+
+- PnL 수정(ACT-05): buy_qty 기준으로 복원 (단, 데이터 정합성 후퇴 감수)
+- exchange_code(ACT-06): 매칭 키에서 제거
+- 블랙아웃 DB(ACT-07): log_trade() 호출 제거
+- 피처 공급(ACT-08): 0.0 공급으로 복원
+- session_id(ACT-09): 파라미터 제거, 자동 추론 복원
+
+### Phase 3 롤백
+
+- 세션 재로딩(ACT-10): 시작 시 1회 로딩으로 복원
+- 블랙아웃 재검증(ACT-11): 기존 stale 드롭만 유지
+- 시간장벽(ACT-12): max_holding_bars로 복원
+- CI(ACT-13): CI 워크플로우 제거
+
+### 롤백 절차
+
+1. 해당 ACT의 PR branch에서 `git revert` 수행
+2. 기존 테스트 전체 통과 확인
+3. 실환경 투입 전 소액 live 검증
+
+---
+
+## 6. 미진 사항 (2026-03-01 기준)
+
+Phase 1~3 구현 완료 후에도 다음 항목이 운영상 미완료 상태이다.
+
+### 6.1 운영 검증 필요
+
+| 항목 | 설명 | 우선순위 |
+|------|------|----------|
+| FX PnL 운영 활성화 | `fx_pnl`/`strategy_pnl` 컬럼 존재하나 모든 운영 데이터 값이 0 | P1 |
+| 세션 경계 E2E 통합 테스트 보강 | `test_main.py`에 단위 테스트 존재; 세션 경계 실시간 전환 E2E 미작성 | P2 |
+| v2 상태기계 통합 end-to-end | 실거래 경로에서 HOLDING→BE_LOCK→ARMED→EXITED 전체 시나리오 테스트 미작성 | P2 |
+
+### 6.2 아키텍처 수준 잔여 갭
+
+| 항목 | 설명 | 배경 문서 |
+|------|------|-----------|
+| CI 자동 검증 고도화 (#330) | 기본 구현 완료(`validate_governance_assets.py` CI 연동); 규칙/강제수준 고도화 필요 | REQ-OPS-002, REQ-OPS-003 |
+| pred_down_prob ML 모델 대체 | 현재 RSI 프록시 사용 — 추후 실제 GBDT/ML 모델로 대체 권장 | ROOT-5, ouroboros_plan_v2.txt §3.D |
+| KR/US 파라미터 민감도 분석 | v2 계획의 be_arm_pct/arm_pct/atr_k 최적값 탐색 미수행 | ouroboros_plan_v2.txt §8 |
+
+### 6.3 v3 실험 매트릭스 미착수
+
+ouroboros_plan_v3.txt §9에 정의된 3개 실험이 아직 시작되지 않았다.
+
+| 실험 ID | 시장 | 포커스 | 상태 |
+|---------|------|--------|------|
+| EXP-KR-01 | KR | NXT 야간 특화 (p_thresh 0.65) | ❌ 미착수 |
+| EXP-US-01 | US | 21h 준연속 운용 (atr_k 2.5) | ❌ 미착수 |
+| EXP-HYB-01 | Global | KR 낮 + US 밤 연계 레짐 자산배분 | ❌ 미착수 |
+
+---
+
+*끝.*

docs/ouroboros/README.md

@@ -1,14 +1,14 @@
 <!--
 Doc-ID: DOC-ROOT-001
-Version: 1.0.0
+Version: 1.0.1
 Status: active
 Owner: strategy
-Updated: 2026-02-26
+Updated: 2026-03-01
 -->
 
 # The Ouroboros 실행 문서 허브
 
-이 폴더는 `ouroboros_plan_v2.txt`, `ouroboros_plan_v3.txt`를 구현 가능한 작업 지시서 수준으로 분해한 문서 허브다.
+이 폴더는 `source/ouroboros_plan_v2.txt`, `source/ouroboros_plan_v3.txt`를 구현 가능한 작업 지시서 수준으로 분해한 문서 허브다.
 
 ## 읽기 순서 (Routing)
 
@@ -18,10 +18,14 @@ Updated: 2026-02-26
 4. v3 실행 지시서: [20_phase_v3_execution.md](./20_phase_v3_execution.md)
 5. 코드 레벨 작업 지시: [30_code_level_work_orders.md](./30_code_level_work_orders.md)
 6. 수용 기준/테스트 계획: [40_acceptance_and_test_plan.md](./40_acceptance_and_test_plan.md)
-7. PM 시나리오/이슈 분류: [50_scenario_matrix_and_issue_taxonomy.md](./50_scenario_matrix_and_issue_taxonomy.md)
-8. TPM 제어 프로토콜/수용 매트릭스: [50_tpm_control_protocol.md](./50_tpm_control_protocol.md)
+7. PM 시나리오/이슈 분류 **(A)**: [50_scenario_matrix_and_issue_taxonomy.md](./50_scenario_matrix_and_issue_taxonomy.md)
+8. TPM 제어 프로토콜/수용 매트릭스 **(B)**: [50_tpm_control_protocol.md](./50_tpm_control_protocol.md)
 9. 저장소 강제 설정 체크리스트: [60_repo_enforcement_checklist.md](./60_repo_enforcement_checklist.md)
 10. 메인 에이전트 아이디에이션 백로그: [70_main_agent_ideation.md](./70_main_agent_ideation.md)
+11. v2/v3 구현 감사 및 수익률 분석: [80_implementation_audit.md](./80_implementation_audit.md)
+12. 손실 복구 실행 계획: [85_loss_recovery_action_plan.md](./85_loss_recovery_action_plan.md)
+
+> **참고**: 7번·8번은 `50_` 프리픽스를 공유합니다. (A) = 시나리오/이슈 분류, (B) = TPM 제어 프로토콜.
 
 ## 운영 규칙
 
@@ -36,5 +40,5 @@ python3 scripts/validate_ouroboros_docs.py
 
 ## 원본 계획 문서
 
-- [v2](/home/agentson/repos/The-Ouroboros/ouroboros_plan_v2.txt)
-- [v3](/home/agentson/repos/The-Ouroboros/ouroboros_plan_v3.txt)
+- [v2](./source/ouroboros_plan_v2.txt)
+- [v3](./source/ouroboros_plan_v3.txt)

docs/requirements-log.md

@@ -87,7 +87,7 @@
 - 선정 기준 추적 → Evolution 시스템 최적화 가능
 - API 장애 시 정적 watchlist로 자동 전환
 
-**참고:** Realtime 모드 전용. Daily 모드는 배치 효율성을 위해 정적 watchlist 사용.
+**참고 (당시 구현 기준):** Realtime 모드 전용으로 설계되었으나, 이후 Daily 경로에서도 스캐너를 사용하도록 변경됨. 해외 fallback도 정적 watchlist → 동적 유니버스(active/recent/holdings)로 전환 (2026-02-16 참조).
 
 **이슈/PR:** #76, #77
 
@@ -355,3 +355,159 @@ Order result: 모의투자 매수주문이 완료 되었습니다.  ✓
    - `TestOverseasGhostPositionClose` 2개: ghost-close 로그 확인, 일반 오류 무시
 
 **이슈/PR:** #235, PR #236
+
+---
+
+## 2026-02-27
+
+### v2 백테스트 파이프라인 통합 (#305)
+
+**배경:**
+- `TripleBarrier`, `WalkForward`, `BacktestCostGuard`는 개별 모듈로 존재했으나,
+  하나의 실행 경로로 연결된 파이프라인이 없어 통합 검증이 불가능했다.
+
+**구현 내용:**
+
+1. `src/analysis/backtest_pipeline.py`
+   - `run_v2_backtest_pipeline()` 추가:
+     - `validate_backtest_cost_model()` 선검증(fail-fast)
+     - `label_with_triple_barrier()`로 entry 라벨 생성
+     - `generate_walk_forward_splits()`로 fold 생성
+     - fold별 baseline(`B0`, `B1`, `M1`) score 산출
+   - 결과 아티팩트 계약 구조(`BacktestPipelineResult`) 정의
+   - leakage 검사 유틸 `fold_has_leakage()` 제공
+
+2. `tests/test_backtest_pipeline_integration.py` 신규
+   - happy path 통합 검증
+   - cost guard 실패 fail-fast 검증
+   - purge/embargo 기반 누수 방지 검증
+   - 동일 입력 재실행 결정성 검증
+
+**검증:**
+- `pytest -q tests/test_backtest_pipeline_integration.py tests/test_triple_barrier.py tests/test_walk_forward_split.py tests/test_backtest_cost_guard.py tests/test_backtest_execution_model.py`
+- `ruff check src/analysis/backtest_pipeline.py tests/test_backtest_pipeline_integration.py`
+
+**이슈/PR:** #305
+
+---
+
+## 2026-02-28 ~ 2026-03-01
+
+### v2/v3 손실 복구 실행 계획 — Phase 1 완료 (#318~#321)
+
+**배경:**
+- `docs/ouroboros/80_implementation_audit.md` 감사 결과 식별된 7개 근본 원인(ROOT) 및 5개 구현 갭(GAP) 중
+  가장 큰 손실 패턴 4개를 Phase 1로 즉시 제거.
+
+**구현 내용:**
+
+1. **ACT-01: KR 손절선 ATR 기반 동적 확대** (#318)
+   - `src/main.py`, `src/config.py`
+   - KR 시장: ATR(14) 기반 동적 hard stop (`k=2.0`, 범위 -2%~-7%)
+   - ATR 미제공 시 기존 -2% 폴백
+   - ROOT-1 (hard_stop_pct 고정값 과소) 해소
+
+2. **ACT-02: 손절 후 동일 종목 재진입 쿨다운** (#319)
+   - `src/main.py`, `src/config.py`
+   - 손절(pnl<0) 후 동일 종목 `COOLDOWN_MINUTES`(기본 120분) 동안 BUY 차단
+   - 익절에는 미적용
+   - ROOT-2 (동일 종목 반복 매매) 해소
+
+3. **ACT-03: US $5 이하 종목 진입 차단 필터** (#320)
+   - `src/main.py`, `src/config.py`
+   - US 시장 BUY 시 현재가 `US_MIN_PRICE`(기본 $5) 이하 차단
+   - ROOT-3 (미국 페니스탁 무분별 진입) 해소
+
+4. **ACT-04: 진화 전략 코드 syntax 검증** (#321)
+   - `src/evolution/optimizer.py`
+   - `ast.parse()` + `compile()` 선검증 후 통과한 코드만 저장
+   - ROOT-4 (진화 전략 문법 오류) 해소
+
+**이슈/PR:** #318, #319, #320, #321
+
+---
+
+### v2/v3 손실 복구 실행 계획 — Phase 2 완료 (#322~#326)
+
+**배경:**
+- 손익 계산 정확도 확보 및 v2 청산 로직 실효화.
+
+**구현 내용:**
+
+1. **ACT-05: SELL PnL 계산을 sell_qty 기준으로 수정** (#322)
+   - `src/main.py` (line 1658-1663, 2755-2760)
+   - `trade_pnl = (trade_price - buy_price) * sell_qty`로 변경
+   - ROOT-6 (PnL 계산 buy_qty 사용 CRITICAL) 해소
+
+2. **ACT-06: BUY 매칭 키에 exchange_code 추가** (#323)
+   - `src/db.py`
+   - `get_latest_buy_trade()`가 `(stock_code, market, exchange_code)` 기준 매칭
+   - exchange_code NULL인 레거시 데이터 하위 호환 유지
+   - ROOT-7 (오매칭 리스크) 해소
+
+3. **ACT-07: 블랙아웃 복구 주문에 log_trade() 추가** (#324)
+   - `src/main.py` (블랙아웃 복구 실행 경로)
+   - 복구 주문 실행 후 `log_trade()` 호출, rationale에 `[blackout-recovery]` prefix
+   - GAP-4 (블랙아웃 복구 주문 DB 미기록) 해소
+
+4. **ACT-08: v2 staged exit에 실제 피처 공급** (#325)
+   - `src/main.py`, `src/strategy/exit_rules.py`
+   - `atr_value`: ATR(14) 실시간 계산 공급
+   - `pred_down_prob`: RSI 기반 하락 확률 추정값 공급 (ML 모델 대체 가능)
+   - `be_arm_pct`/`arm_pct` 독립 파라미터 설정 가능 (take_profit_pct * 0.4 파생 제거)
+   - ROOT-5 (v2 청산 로직 실효성 부족) 해소
+
+5. **ACT-09: session_id를 거래/의사결정 로그에 명시적 전달** (#326)
+   - `src/logging/decision_logger.py`, `src/main.py`, `src/db.py`
+   - `log_decision()`: session_id 파라미터 추가
+   - `log_trade()`: 런타임 session_id 명시적 전달
+   - GAP-1, GAP-2 (session_id 미포함) 부분 해소
+
+**이슈/PR:** #322, #323, #324, #325, #326
+
+---
+
+### v2/v3 손실 복구 실행 계획 — Phase 3 부분 완료 (#327~#329)
+
+**배경:**
+- 세션 경계 처리 및 시간장벽 캘린더 기반 전환.
+
+**구현 내용:**
+
+1. **ACT-10: 세션 전환 시 리스크 파라미터 동적 재로딩** (#327)
+   - `src/main.py`, `src/config.py`
+   - 세션 경계 변경 이벤트 시 `SESSION_RISK_PROFILES_JSON` 기반 재로딩
+   - 재로딩 실패 시 기존 파라미터 유지 (안전 폴백)
+   - GAP-3 (세션 전환 시 파라미터 재로딩 없음) 부분 해소
+
+2. **ACT-11: 블랙아웃 복구 시 가격/세션 재검증 강화** (#328)
+   - `src/main.py`, `src/core/blackout_manager.py`
+   - 복구 시 현재 시세 조회하여 가격 유효성 검증 (진입가 대비 급등/급락 시 드롭)
+   - 세션 변경 시 새 세션의 파라미터로 재검증
+   - GAP-4 잔여 (가격/세션 재검증) 부분 해소
+
+3. **ACT-12: Triple Barrier 시간장벽을 캘린더 시간(분) 기반으로 전환** (#329)
+   - `src/analysis/triple_barrier.py`
+   - `max_holding_minutes` (캘린더 분) 기반 전환, 봉 주기 무관 일관 동작
+   - 기존 `max_holding_bars` deprecated 경고 유지 (하위 호환)
+   - GAP-5 (시간장벽 봉 개수 고정) 해소
+
+**미완료 (ACT-13):**
+- **#330: CI 자동 검증 (정책 레지스트리 + TASK-REQ 매핑)** — 문서 구조화 작업으로 대체 진행 중
+
+**이슈/PR:** #327, #328, #329
+
+---
+
+### v2/v3 문서 구조화 및 감사 문서 작성 (#331)
+
+**배경:**
+- Phase 1~3 구현 완료 후 감사 결과와 실행 계획을 문서화
+- 기존 감사 문서가 산발적으로 관리되어 통합 정리 필요
+
+**구현 내용:**
+- `docs/ouroboros/80_implementation_audit.md` 신규 작성: v2/v3 구현 감사 + 실거래 수익률 분석
+- `docs/ouroboros/85_loss_recovery_action_plan.md` 신규 작성: ROOT/GAP 해소 Phase별 실행 계획
+- `scripts/audit_queries.sql` 신규 작성: 성과 재현용 표준 집계 SQL
+
+**이슈/PR:** #331

docs/testing.md

@@ -2,7 +2,7 @@
 
 ## Test Structure
 
-**551 tests** across **25 files**. `asyncio_mode = "auto"` in pyproject.toml — async tests need no special decorator.
+**998 tests** across **41 files**. `asyncio_mode = "auto"` in pyproject.toml — async tests need no special decorator.
 
 The `settings` fixture in `conftest.py` provides safe defaults with test credentials and in-memory DB.
 
@@ -23,6 +23,8 @@ The `settings` fixture in `conftest.py` provides safe defaults with test credent
 - Network error handling
 - SSL context configuration
 
+> **Note**: 아래 파일별 테스트 수는 릴리즈 시점 스냅샷이며 실제 수치와 다를 수 있습니다. 현재 정확한 수치는 `pytest --collect-only -q`로 확인하세요.
+
 ##### `tests/test_brain.py` (24 tests)
 - Valid JSON parsing and markdown-wrapped JSON handling
 - Malformed JSON fallback
@@ -90,7 +92,7 @@ The `settings` fixture in `conftest.py` provides safe defaults with test credent
 - Python-first filtering pipeline
 - RSI and volume ratio filter logic
 - Candidate scoring and ranking
-- Fallback to static watchlist
+- Fallback to static watchlist (domestic) or dynamic universe (overseas)
 
 #### Context & Memory
 
@@ -138,8 +140,8 @@ The `settings` fixture in `conftest.py` provides safe defaults with test credent
 #### Dashboard
 
 ##### `tests/test_dashboard.py` (14 tests)
-- FastAPI endpoint responses (8 API routes)
-- Status, playbook, scorecard, performance, context, decisions, scenarios
+- FastAPI endpoint responses (10 API routes)
+- Status, playbook, scorecard, performance, context, decisions, scenarios, pnl/history, positions
 - Query parameter handling (market, date, limit)
 
 #### Performance & Quality
@@ -181,6 +183,29 @@ pytest -v --cov=src --cov-report=term-missing
 
 **Note:** `main.py` has lower coverage as it contains the main loop which is tested via integration/manual testing.
 
+## Backtest Automation Gate
+
+백테스트 관련 검증은 `scripts/backtest_gate.sh`와 `.github/workflows/backtest-gate.yml`로 자동 실행된다.
+
+- PR: 변경 파일 기준 `auto` 모드
+- `feature/**` push: 변경 파일 기준 `auto` 모드
+- Daily schedule: `full` 강제 실행
+- Manual dispatch: `mode`(`auto|smoke|full`) 지정 가능
+
+실행 기준:
+- `src/analysis/`, `src/strategy/`, `src/strategies/`, `src/main.py`, `src/markets/`, `src/broker/`
+- 백테스트 핵심 테스트 파일 변경
+- `docs/ouroboros/` 변경
+
+`auto` 모드에서 백테스트 민감 영역 변경이 없으면 게이트는 `skip` 처리되며 실패로 간주하지 않는다.
+
+로컬 수동 실행:
+```bash
+bash scripts/backtest_gate.sh
+BACKTEST_MODE=full bash scripts/backtest_gate.sh
+BASE_REF=origin/feature/v3-session-policy-stream BACKTEST_MODE=auto bash scripts/backtest_gate.sh
+```
+
 ## Test Configuration
 
 ### `pyproject.toml`

docs/workflow.md

@@ -16,17 +16,76 @@
 
 **Never commit directly to `main`.** This policy applies to all changes, no exceptions.
 
+## Agent Gitea Preflight (Mandatory)
+
+Gitea 이슈/PR/코멘트 작업 전에 모든 에이전트는 아래를 먼저 확인해야 한다.
+
+1. `docs/commands.md`의 `tea CLI` 실패 사례/해결 패턴 확인
+2. 본 문서의 `Gitea CLI Formatting Troubleshooting` 확인
+3. 명령 실행 전 `gh`(GitHub CLI) 사용 금지 확인
+
+강제 규칙:
+- 이 저장소 협업 명령은 `tea`를 기본으로 사용한다.
+- `gh issue`, `gh pr` 등 GitHub CLI 명령은 사용 금지다.
+- `tea` 실패 시 동일 명령 재시도 전에 원인/수정사항을 PR 코멘트에 남긴다.
+- 필요한 경우에만 Gitea API(`localhost:3000`)를 fallback으로 사용한다.
+
+## Session Handover Gate (Mandatory)
+
+새 세션에서 구현/검증을 시작하기 전에 아래를 선행해야 한다.
+
+1. `docs/workflow.md`, `docs/commands.md`, `docs/agent-constraints.md` 재확인
+2. `workflow/session-handover.md`에 최신 세션 엔트리 추가
+3. `python3 scripts/session_handover_check.py --strict` 통과 확인
+
+강제 규칙:
+- handover check 실패 상태에서 코드 수정/이슈 상태 전이/PR 생성 금지
+- 최신 handover 엔트리는 현재 작업 브랜치를 명시해야 한다
+- 최신 handover 엔트리는 당일(UTC) 날짜를 포함해야 한다
+
 ## Branch Strategy (Mandatory)
 
 - Team operation default branch is the **program feature branch**, not `main`.
 - Ticket-level development happens only on **ticket temp branches** cut from the program feature branch.
 - Ticket PR merges into program feature branch are allowed after verifier approval.
 - Until final user sign-off, `main` merge is prohibited.
+- 각 에이전트는 주요 의사결정(리뷰 지적, 수정 방향, 검증 승인)마다 PR 코멘트를 적극 작성해 의사결정 과정을 남긴다.
+
+## Backtest Gate Policy (Mandatory)
+
+사람 의존도를 줄이기 위해 백테스트 검증은 자동 게이트를 기본으로 한다.
+
+- 워크플로우: `.github/workflows/backtest-gate.yml`
+- 실행 스크립트: `scripts/backtest_gate.sh`
+- 기본 모드: `auto` (변경 파일 기반 실행/skip 판정)
+- 정기 스케줄: daily `full` 강제 실행
+- 수동 재실행: workflow dispatch + `mode` 지정
+
+강제 규칙:
+- 백테스트 민감 변경(PR/feature push)에서 게이트 실패 시 머지 금지
+- 스케줄 게이트 실패 시 이슈 등록 후 원인/복구 계획 기록
+- `python` 대신 `python3` 기준으로 실행한다
 
 ## Gitea CLI Formatting Troubleshooting
 
 Issue/PR 본문 작성 시 줄바꿈(`\n`)이 문자열 그대로 저장되는 문제가 반복될 수 있다. 원인은 `-d "...\n..."` 형태에서 쉘/CLI가 이스케이프를 실제 개행으로 해석하지 않기 때문이다.
 
+코멘트도 동일한 문제가 자주 발생하므로, 코멘트는 파일 기반 래퍼를 표준으로 사용한다.
+
+```bash
+# 권장: 파일/STDIN 기반 코멘트 등록 (줄바꿈 보존)
+cat > /tmp/review.md <<'EOF'
+리뷰 반영 완료했습니다.
+
+- 항목 1
+- 항목 2
+EOF
+
+scripts/tea_comment.sh 374 /tmp/review.md
+# 또는
+cat /tmp/review.md | scripts/tea_comment.sh 374 -
+```
+
 권장 패턴:
 
 ```bash
@@ -136,6 +195,62 @@ task_tool(
 
 Use `run_in_background=True` for independent tasks that don't block subsequent work.
 
+### Main -> Verifier Directive Contract (Mandatory)
+
+메인 에이전트가 검증 에이전트에 작업을 위임할 때, 아래 6개를 누락하면 지시가 무효다.
+
+1. 검증 대상 범위: `REQ-*`, `TASK-*`, 코드/로그 경로
+2. 검증 방법: 실행 커맨드와 관측 포인트(예: 세션별 로그 키워드)
+3. 합격 기준: PASS 조건을 수치/문구로 명시
+4. 실패 기준: FAIL 조건을 수치/문구로 명시
+5. 미관측 기준: `NOT_OBSERVED` 조건과 즉시 에스컬레이션 규칙
+6. 증적 형식: PR 코멘트에 `Coverage Matrix` 표로 제출
+
+`NOT_OBSERVED` 처리 규칙:
+- 요구사항 항목이 관측되지 않았으면 PASS로 간주 금지
+- `NOT_OBSERVED`는 운영상 `FAIL`과 동일하게 처리
+- `NOT_OBSERVED`가 하나라도 있으면 승인/머지 금지
+
+`FORBIDDEN` 처리 규칙:
+- 정책 위반 신호(예: 주말 `session=KRX_REG`)는 `FORBIDDEN=HIT`으로 별도 기록한다
+- `FORBIDDEN=HIT`은 즉시 `P0 FAIL`로 간주하고 모니터링 승인 불가
+- 실시간 모니터는 `alive`만으로 정상 판정하지 않는다(정책 불변식 통과가 필수)
+
+### Process-Change-First Rule (Mandatory)
+
+재발 방지/운영 규칙 변경이 결정되면, 기능 구현 티켓보다 먼저 서버(feature branch)에 반영해야 한다.
+
+- 순서: `process ticket merge` -> `implementation ticket start`
+- process ticket 미반영 상태에서 기능 티켓 코딩/머지 금지
+- 세션 전환 시에도 동일 규칙 유지
+
+### Implementation Start Gate (Mandatory)
+
+구현 티켓을 시작하기 전에 아래 3개를 모두 만족해야 한다.
+
+1. `process ticket merge` 증적 확인 (feature branch 반영 커밋/PR)
+2. `workflow/session-handover.md` 최신 엔트리에 `next_ticket`과 `process_gate_checked` 기록
+3. `python3 scripts/session_handover_check.py --strict` 통과
+
+강제 규칙:
+- 위 3개 중 하나라도 불충족이면 코드/테스트 수정 금지
+- 서브에이전트 지시도 동일하게 제한한다 (`process merged 확인 전 read-only 탐색만 허용`)
+- 성급 착수 발견 시 구현 작업을 즉시 중단하고 handover/proces gate부터 복구한다
+
+### Ticket Maturity Stages (Mandatory)
+
+모든 티켓은 아래 4단계를 순서대로 통과해야 한다.
+
+1. `Implemented`: 코드/문서 변경 완료
+2. `Integrated`: 호출 경로/파이프라인 연결 완료
+3. `Observed`: 런타임/실행 증적 확보 완료
+4. `Accepted`: 정적 Verifier + Runtime Verifier 승인 완료
+
+강제 규칙:
+- 단계 점프 금지 (예: Implemented -> Accepted 금지)
+- `Observed` 전에는 완료 선언 금지
+- `Accepted` 전에는 머지 금지
+
 ## Code Review Checklist
 
 **CRITICAL: Every PR review MUST verify plan-implementation consistency.**
@@ -169,3 +284,10 @@ Before approving any PR, the reviewer (human or agent) must check ALL of the fol
 - [ ] PR references the Gitea issue number
 - [ ] Feature branch follows naming convention (`feature/issue-N-description`)
 - [ ] Commit messages are clear and descriptive
+- [ ] 이슈/PR 작업 전에 `docs/commands.md`와 본 문서 트러블슈팅 섹션을 확인했다
+- [ ] `gh` 명령을 사용하지 않고 `tea`(또는 허용된 Gitea API fallback)만 사용했다
+- [ ] Main -> Verifier 지시가 Directive Contract 6개 항목을 모두 포함한다
+- [ ] Verifier 결과에 `Coverage Matrix`(PASS/FAIL/NOT_OBSERVED)가 있고, `NOT_OBSERVED=0`이다
+- [ ] Process-change-first 대상이면 해당 process PR이 먼저 머지되었다
+- [ ] 티켓 단계가 `Implemented -> Integrated -> Observed -> Accepted` 순서로 기록되었다
+- [ ] 정적 Verifier와 Runtime Verifier 승인 코멘트가 모두 존재한다

scripts/audit_queries.sql

@@ -0,0 +1,184 @@
+-- audit_queries.sql
+-- 용도: 80_implementation_audit.md 성과표 재현을 위한 표준 집계 SQL
+-- 대상 DB: trading.db (SQLite)
+-- 기간: 2026-02-25 ~ 2026-02-28 (UTC)
+-- 참조: docs/ouroboros/80_implementation_audit.md Section 3
+
+------------------------------------------------------------------------
+-- Base: 기간 + LIVE + SELL + 직전 BUY 메타 매칭
+------------------------------------------------------------------------
+-- 모든 후속 쿼리의 기반이 되는 CTE.
+-- prev_buy_rationale: 직전 BUY의 rationale (startup-sync 분류용)
+-- prev_buy_qty: 직전 BUY 수량 (수량 일치 무결성 필터용)
+------------------------------------------------------------------------
+
+WITH base AS (
+  SELECT *
+  FROM trades
+  WHERE mode='live'
+    AND action='SELL'
+    AND timestamp >= '2026-02-25T00:00:00+00:00'
+    AND timestamp <  '2026-02-28T00:00:00+00:00'
+),
+labeled AS (
+  SELECT
+    s.id,
+    s.timestamp,
+    s.stock_code,
+    s.market,
+    s.exchange_code,
+    s.quantity AS sell_qty,
+    s.price AS sell_price,
+    s.pnl,
+    COALESCE((
+      SELECT b.rationale
+      FROM trades b
+      WHERE b.mode='live'
+        AND b.action='BUY'
+        AND b.stock_code=s.stock_code
+        AND b.market=s.market
+        AND b.timestamp < s.timestamp
+      ORDER BY b.timestamp DESC, b.id DESC
+      LIMIT 1
+    ), '') AS prev_buy_rationale,
+    (
+      SELECT b.quantity
+      FROM trades b
+      WHERE b.mode='live'
+        AND b.action='BUY'
+        AND b.stock_code=s.stock_code
+        AND b.market=s.market
+        AND b.timestamp < s.timestamp
+      ORDER BY b.timestamp DESC, b.id DESC
+      LIMIT 1
+    ) AS prev_buy_qty
+  FROM base s
+)
+SELECT * FROM labeled;
+
+------------------------------------------------------------------------
+-- Q1) 통화 분리 손익 (KRW/USD 혼합 금지)
+------------------------------------------------------------------------
+
+WITH base AS (
+  SELECT * FROM trades
+  WHERE mode='live' AND action='SELL'
+    AND timestamp >= '2026-02-25T00:00:00+00:00'
+    AND timestamp <  '2026-02-28T00:00:00+00:00'
+),
+labeled AS (
+  SELECT s.*,
+         s.quantity AS sell_qty,
+         COALESCE((SELECT b.rationale FROM trades b
+                   WHERE b.mode='live' AND b.action='BUY'
+                     AND b.stock_code=s.stock_code AND b.market=s.market
+                     AND b.timestamp < s.timestamp
+                   ORDER BY b.timestamp DESC, b.id DESC LIMIT 1), '') AS prev_buy_rationale,
+         (SELECT b.quantity FROM trades b
+          WHERE b.mode='live' AND b.action='BUY'
+            AND b.stock_code=s.stock_code AND b.market=s.market
+            AND b.timestamp < s.timestamp
+          ORDER BY b.timestamp DESC, b.id DESC LIMIT 1) AS prev_buy_qty
+  FROM base s
+)
+SELECT
+  CASE WHEN market='KR' THEN 'KRW' ELSE 'USD' END AS ccy,
+  COUNT(*) AS sells,
+  ROUND(SUM(pnl),2) AS pnl_sum
+FROM labeled
+GROUP BY ccy
+ORDER BY ccy;
+
+------------------------------------------------------------------------
+-- Q2) 기존 보유(startup-sync) 제외 성과
+------------------------------------------------------------------------
+
+WITH base AS (
+  SELECT * FROM trades
+  WHERE mode='live' AND action='SELL'
+    AND timestamp >= '2026-02-25T00:00:00+00:00'
+    AND timestamp <  '2026-02-28T00:00:00+00:00'
+),
+labeled AS (
+  SELECT s.*,
+         s.quantity AS sell_qty,
+         COALESCE((SELECT b.rationale FROM trades b
+                   WHERE b.mode='live' AND b.action='BUY'
+                     AND b.stock_code=s.stock_code AND b.market=s.market
+                     AND b.timestamp < s.timestamp
+                   ORDER BY b.timestamp DESC, b.id DESC LIMIT 1), '') AS prev_buy_rationale,
+         (SELECT b.quantity FROM trades b
+          WHERE b.mode='live' AND b.action='BUY'
+            AND b.stock_code=s.stock_code AND b.market=s.market
+            AND b.timestamp < s.timestamp
+          ORDER BY b.timestamp DESC, b.id DESC LIMIT 1) AS prev_buy_qty
+  FROM base s
+)
+SELECT
+  CASE WHEN market='KR' THEN 'KRW' ELSE 'USD' END AS ccy,
+  COUNT(*) AS sells,
+  ROUND(SUM(pnl),2) AS pnl_sum
+FROM labeled
+WHERE prev_buy_rationale NOT LIKE '[startup-sync]%'
+GROUP BY ccy
+ORDER BY ccy;
+
+------------------------------------------------------------------------
+-- Q3) 수량 일치 체결만 포함 (무결성 필터)
+------------------------------------------------------------------------
+
+WITH base AS (
+  SELECT * FROM trades
+  WHERE mode='live' AND action='SELL'
+    AND timestamp >= '2026-02-25T00:00:00+00:00'
+    AND timestamp <  '2026-02-28T00:00:00+00:00'
+),
+labeled AS (
+  SELECT s.*,
+         s.quantity AS sell_qty,
+         COALESCE((SELECT b.rationale FROM trades b
+                   WHERE b.mode='live' AND b.action='BUY'
+                     AND b.stock_code=s.stock_code AND b.market=s.market
+                     AND b.timestamp < s.timestamp
+                   ORDER BY b.timestamp DESC, b.id DESC LIMIT 1), '') AS prev_buy_rationale,
+         (SELECT b.quantity FROM trades b
+          WHERE b.mode='live' AND b.action='BUY'
+            AND b.stock_code=s.stock_code AND b.market=s.market
+            AND b.timestamp < s.timestamp
+          ORDER BY b.timestamp DESC, b.id DESC LIMIT 1) AS prev_buy_qty
+  FROM base s
+)
+SELECT
+  CASE WHEN market='KR' THEN 'KRW' ELSE 'USD' END AS ccy,
+  COUNT(*) AS sells,
+  ROUND(SUM(pnl),2) AS pnl_sum
+FROM labeled
+WHERE prev_buy_qty = sell_qty
+GROUP BY ccy
+ORDER BY ccy;
+
+------------------------------------------------------------------------
+-- Q4) 이상치 목록 (수량 불일치)
+------------------------------------------------------------------------
+
+WITH base AS (
+  SELECT * FROM trades
+  WHERE mode='live' AND action='SELL'
+    AND timestamp >= '2026-02-25T00:00:00+00:00'
+    AND timestamp <  '2026-02-28T00:00:00+00:00'
+),
+labeled AS (
+  SELECT s.id, s.timestamp, s.stock_code, s.market, s.quantity AS sell_qty, s.pnl,
+         (SELECT b.quantity FROM trades b
+          WHERE b.mode='live' AND b.action='BUY'
+            AND b.stock_code=s.stock_code AND b.market=s.market
+            AND b.timestamp < s.timestamp
+          ORDER BY b.timestamp DESC, b.id DESC LIMIT 1) AS prev_buy_qty
+  FROM base s
+)
+SELECT
+  id, timestamp, stock_code, market, sell_qty, prev_buy_qty, ROUND(pnl,2) AS pnl
+FROM labeled
+WHERE prev_buy_qty IS NOT NULL
+  AND prev_buy_qty != sell_qty
+ORDER BY ABS(pnl) DESC;

scripts/backtest_gate.sh

@@ -0,0 +1,106 @@
+#!/usr/bin/env bash
+# Backtest gate for PR/push/scheduled verification.
+
+set -euo pipefail
+
+MODE="${BACKTEST_MODE:-auto}"          # auto | smoke | full
+BASE_REF="${BASE_REF:-origin/main}"    # used when MODE=auto
+FORCE_FULL="${FORCE_FULL_BACKTEST:-false}"
+LOG_DIR="${LOG_DIR:-data/backtest-gate}"
+
+mkdir -p "$LOG_DIR"
+STAMP="$(date -u +%Y%m%d_%H%M%S)"
+LOG_FILE="$LOG_DIR/backtest_gate_${STAMP}.log"
+
+log() {
+  printf '%s %s\n' "$(date -u +%Y-%m-%dT%H:%M:%SZ)" "$1" | tee -a "$LOG_FILE"
+}
+
+run_cmd() {
+  log "[RUN] $*"
+  "$@" 2>&1 | tee -a "$LOG_FILE"
+}
+
+resolve_mode_from_changes() {
+  if [ "$FORCE_FULL" = "true" ]; then
+    echo "full"
+    return
+  fi
+
+  if ! git rev-parse --verify "$BASE_REF" >/dev/null 2>&1; then
+    log "[WARN] BASE_REF not found: $BASE_REF; fallback to full"
+    echo "full"
+    return
+  fi
+
+  changed_files="$(git diff --name-only "$BASE_REF"...HEAD || true)"
+  if [ -z "$changed_files" ]; then
+    log "[INFO] no changed files between $BASE_REF...HEAD; skip backtest gate"
+    echo "skip"
+    return
+  fi
+
+  log "[INFO] changed files from $BASE_REF...HEAD:"
+  while IFS= read -r line; do
+    [ -n "$line" ] && log "  - $line"
+  done <<< "$changed_files"
+
+  # Backtest-sensitive areas: analysis/strategy/runtime execution semantics.
+  if printf '%s\n' "$changed_files" | rg -q \
+    '^(src/analysis/|src/strategy/|src/strategies/|src/main.py|src/markets/|src/broker/|tests/test_backtest_|tests/test_triple_barrier.py|tests/test_walk_forward_split.py|tests/test_main.py|docs/ouroboros/)'
+  then
+    echo "full"
+  else
+    echo "skip"
+  fi
+}
+
+SMOKE_TESTS=(
+  tests/test_backtest_pipeline_integration.py
+  tests/test_triple_barrier.py
+  tests/test_walk_forward_split.py
+  tests/test_backtest_cost_guard.py
+  tests/test_backtest_execution_model.py
+)
+
+FULL_TESTS=(
+  tests/test_backtest_pipeline_integration.py
+  tests/test_triple_barrier.py
+  tests/test_walk_forward_split.py
+  tests/test_backtest_cost_guard.py
+  tests/test_backtest_execution_model.py
+  tests/test_main.py
+)
+
+main() {
+  log "[INFO] backtest gate started mode=$MODE base_ref=$BASE_REF force_full=$FORCE_FULL"
+
+  selected_mode="$MODE"
+  if [ "$MODE" = "auto" ]; then
+    selected_mode="$(resolve_mode_from_changes)"
+  fi
+
+  case "$selected_mode" in
+    skip)
+      log "[PASS] backtest gate skipped (no backtest-sensitive changes)"
+      exit 0
+      ;;
+    smoke)
+      run_cmd python3 -m pytest -q "${SMOKE_TESTS[@]}"
+      log "[PASS] smoke backtest gate passed"
+      ;;
+    full)
+      run_cmd python3 -m pytest -q "${SMOKE_TESTS[@]}"
+      # Runtime semantics tied to v2 staged-exit must remain covered in full gate.
+      run_cmd python3 -m pytest -q tests/test_main.py -k \
+        "staged_exit_override or runtime_exit_cache_cleared or run_daily_session_applies_staged_exit_override_on_hold"
+      log "[PASS] full backtest gate passed"
+      ;;
+    *)
+      log "[FAIL] invalid BACKTEST_MODE=$selected_mode (expected auto|smoke|full)"
+      exit 2
+      ;;
+  esac
+}
+
+main "$@"

scripts/runtime_verify_monitor.sh

@@ -0,0 +1,114 @@
+#!/usr/bin/env bash
+# Runtime verification monitor with coverage + forbidden invariant checks.
+
+set -euo pipefail
+
+ROOT_DIR="${ROOT_DIR:-/home/agentson/repos/The-Ouroboros}"
+LOG_DIR="${LOG_DIR:-$ROOT_DIR/data/overnight}"
+INTERVAL_SEC="${INTERVAL_SEC:-60}"
+MAX_HOURS="${MAX_HOURS:-24}"
+POLICY_TZ="${POLICY_TZ:-Asia/Seoul}"
+
+cd "$ROOT_DIR"
+
+OUT_LOG="$LOG_DIR/runtime_verify_$(date +%Y%m%d_%H%M%S).log"
+END_TS=$(( $(date +%s) + MAX_HOURS*3600 ))
+
+log() {
+  printf '%s %s\n' "$(date -u +%Y-%m-%dT%H:%M:%SZ)" "$1" | tee -a "$OUT_LOG" >/dev/null
+}
+
+check_signal() {
+  local name="$1"
+  local pattern="$2"
+  local run_log="$3"
+
+  if rg -q "$pattern" "$run_log"; then
+    log "[COVERAGE] ${name}=PASS pattern=${pattern}"
+    return 0
+  fi
+  log "[COVERAGE] ${name}=NOT_OBSERVED pattern=${pattern}"
+  return 1
+}
+
+check_forbidden() {
+  local name="$1"
+  local pattern="$2"
+  local run_log="$3"
+
+  if rg -q "$pattern" "$run_log"; then
+    log "[FORBIDDEN] ${name}=HIT pattern=${pattern}"
+    return 1
+  fi
+  log "[FORBIDDEN] ${name}=CLEAR pattern=${pattern}"
+  return 0
+}
+
+log "[INFO] runtime verify monitor started interval=${INTERVAL_SEC}s max_hours=${MAX_HOURS} policy_tz=${POLICY_TZ}"
+
+while true; do
+  now=$(date +%s)
+  if [ "$now" -ge "$END_TS" ]; then
+    log "[INFO] monitor completed (time window reached)"
+    exit 0
+  fi
+
+  latest_run="$(ls -t "$LOG_DIR"/run_*.log 2>/dev/null | head -n1 || true)"
+  if [ -z "$latest_run" ]; then
+    log "[ANOMALY] no run log found"
+    sleep "$INTERVAL_SEC"
+    continue
+  fi
+
+  # Basic liveness hints.
+  app_pid="$(cat "$LOG_DIR/app.pid" 2>/dev/null || true)"
+  wd_pid="$(cat "$LOG_DIR/watchdog.pid" 2>/dev/null || true)"
+  app_alive=0
+  wd_alive=0
+  port_alive=0
+  [ -n "$app_pid" ] && kill -0 "$app_pid" 2>/dev/null && app_alive=1
+  [ -n "$wd_pid" ] && kill -0 "$wd_pid" 2>/dev/null && wd_alive=1
+  ss -ltnp 2>/dev/null | rg -q ':8080' && port_alive=1
+  log "[HEARTBEAT] run_log=$latest_run app_alive=$app_alive watchdog_alive=$wd_alive port8080=$port_alive"
+
+  # Coverage matrix rows (session paths and policy gate evidence).
+  not_observed=0
+  check_signal "LIVE_MODE" "Mode: live" "$latest_run" || not_observed=$((not_observed+1))
+  check_signal "KR_LOOP" "Processing market: Korea Exchange" "$latest_run" || not_observed=$((not_observed+1))
+  check_signal "NXT_PATH" "NXT_PRE|NXT_AFTER|session=NXT_" "$latest_run" || not_observed=$((not_observed+1))
+  check_signal "US_PRE_PATH" "US_PRE|session=US_PRE" "$latest_run" || not_observed=$((not_observed+1))
+  check_signal "US_DAY_PATH" "US_DAY|session=US_DAY|Processing market: .*NASDAQ|Processing market: .*NYSE|Processing market: .*AMEX" "$latest_run" || not_observed=$((not_observed+1))
+  check_signal "US_AFTER_PATH" "US_AFTER|session=US_AFTER" "$latest_run" || not_observed=$((not_observed+1))
+  check_signal "ORDER_POLICY_SESSION" "Order policy rejected .*\\[session=" "$latest_run" || not_observed=$((not_observed+1))
+
+  if [ "$not_observed" -gt 0 ]; then
+    log "[ANOMALY] coverage_not_observed=$not_observed (treat as FAIL)"
+  else
+    log "[OK] coverage complete (NOT_OBSERVED=0)"
+  fi
+
+  # Forbidden invariants: must never happen under given policy context.
+  forbidden_hits=0
+  policy_dow="$(TZ="$POLICY_TZ" date +%u)" # 1..7 (Mon..Sun)
+  is_weekend=0
+  if [ "$policy_dow" -ge 6 ]; then
+    is_weekend=1
+  fi
+
+  if [ "$is_weekend" -eq 1 ]; then
+    # Weekend policy: KR regular session loop must never appear.
+    check_forbidden "WEEKEND_KR_SESSION_ACTIVE" \
+      "Market session active: KR|session=KRX_REG|Processing market: Korea Exchange" \
+      "$latest_run" || forbidden_hits=$((forbidden_hits+1))
+  else
+    log "[FORBIDDEN] WEEKEND_KR_SESSION_ACTIVE=SKIP reason=weekday"
+  fi
+
+  if [ "$forbidden_hits" -gt 0 ]; then
+    log "[P0] forbidden_invariant_hits=$forbidden_hits (treat as immediate FAIL)"
+  else
+    log "[OK] forbidden invariants clear"
+  fi
+
+  sleep "$INTERVAL_SEC"
+done

scripts/session_handover_check.py

@@ -0,0 +1,162 @@
+#!/usr/bin/env python3
+"""Session handover preflight gate.
+
+This script enforces a minimal handover record per working branch so that
+new sessions cannot start implementation without reading the required docs
+and recording current intent.
+"""
+
+from __future__ import annotations
+
+import argparse
+import subprocess
+import sys
+from datetime import UTC, datetime
+from pathlib import Path
+
+REQUIRED_DOCS = (
+    Path("docs/workflow.md"),
+    Path("docs/commands.md"),
+    Path("docs/agent-constraints.md"),
+)
+HANDOVER_LOG = Path("workflow/session-handover.md")
+
+
+def _run_git(*args: str) -> str:
+    try:
+        return (
+            subprocess.check_output(["git", *args], stderr=subprocess.DEVNULL)
+            .decode("utf-8")
+            .strip()
+        )
+    except Exception:
+        return ""
+
+
+def _current_branch() -> str:
+    branch = _run_git("branch", "--show-current")
+    if branch:
+        return branch
+    return _run_git("rev-parse", "--abbrev-ref", "HEAD")
+
+
+def _latest_entry(text: str) -> str:
+    chunks = text.split("\n### ")
+    if not chunks:
+        return ""
+    if chunks[0].startswith("### "):
+        chunks[0] = chunks[0][4:]
+    latest = chunks[-1].strip()
+    if not latest:
+        return ""
+    if not latest.startswith("### "):
+        latest = f"### {latest}"
+    return latest
+
+
+def _check_required_files(errors: list[str]) -> None:
+    for path in REQUIRED_DOCS:
+        if not path.exists():
+            errors.append(f"missing required document: {path}")
+    if not HANDOVER_LOG.exists():
+        errors.append(f"missing handover log: {HANDOVER_LOG}")
+
+
+def _check_handover_entry(
+    *,
+    branch: str,
+    strict: bool,
+    ci_mode: bool,
+    errors: list[str],
+) -> None:
+    if not HANDOVER_LOG.exists():
+        return
+    text = HANDOVER_LOG.read_text(encoding="utf-8")
+    latest = _latest_entry(text)
+    if not latest:
+        errors.append("handover log has no session entry")
+        return
+
+    required_tokens = (
+        "- branch:",
+        "- docs_checked:",
+        "- open_issues_reviewed:",
+        "- next_ticket:",
+        "- process_gate_checked:",
+    )
+    for token in required_tokens:
+        if token not in latest:
+            errors.append(f"latest handover entry missing token: {token}")
+
+    if strict:
+        if "- next_ticket: #TBD" in latest:
+            errors.append("latest handover entry must not use placeholder next_ticket (#TBD)")
+
+    if strict and not ci_mode:
+        today_utc = datetime.now(UTC).date().isoformat()
+        if today_utc not in latest:
+            errors.append(
+                f"latest handover entry must contain today's UTC date ({today_utc})"
+            )
+        branch_token = f"- branch: {branch}"
+        if branch_token not in latest:
+            errors.append(
+                "latest handover entry must target current branch "
+                f"({branch_token})"
+            )
+        if "merged_to_feature_branch=no" in latest:
+            errors.append(
+                "process gate indicates not merged; implementation must stay blocked "
+                "(merged_to_feature_branch=no)"
+            )
+
+
+def main() -> int:
+    parser = argparse.ArgumentParser(
+        description="Validate session handover gate requirements."
+    )
+    parser.add_argument(
+        "--strict",
+        action="store_true",
+        help="Enforce today-date and current-branch match on latest handover entry.",
+    )
+    parser.add_argument(
+        "--ci",
+        action="store_true",
+        help=(
+            "CI mode: keep structural/token checks and placeholder guard, "
+            "but skip strict today-date/current-branch/merge-gate checks."
+        ),
+    )
+    args = parser.parse_args()
+
+    errors: list[str] = []
+    _check_required_files(errors)
+
+    branch = _current_branch()
+    if not branch:
+        errors.append("cannot resolve current git branch")
+    elif not args.ci and branch in {"main", "master"}:
+        errors.append(f"working branch must not be {branch}")
+
+    _check_handover_entry(
+        branch=branch,
+        strict=args.strict,
+        ci_mode=args.ci,
+        errors=errors,
+    )
+
+    if errors:
+        print("[FAIL] session handover check failed")
+        for err in errors:
+            print(f"- {err}")
+        return 1
+
+    print("[OK] session handover check passed")
+    print(f"[OK] branch={branch}")
+    print(f"[OK] handover_log={HANDOVER_LOG}")
+    return 0
+
+
+if __name__ == "__main__":
+    sys.exit(main())

scripts/tea_comment.sh

@@ -0,0 +1,49 @@
+#!/usr/bin/env bash
+# Safe helper for posting multiline Gitea comments without escaped-newline artifacts.
+
+set -euo pipefail
+
+if [ "${1:-}" = "-h" ] || [ "${1:-}" = "--help" ] || [ "$#" -lt 2 ]; then
+  cat <<'EOF'
+Usage:
+  scripts/tea_comment.sh <issue_or_pr_index> <body_file|-> [repo]
+
+Examples:
+  scripts/tea_comment.sh 374 /tmp/comment.md
+  cat /tmp/comment.md | scripts/tea_comment.sh 374 - jihoson/The-Ouroboros
+
+Notes:
+  - Use file/stdin input to preserve real newlines.
+  - Passing inline strings with "\n" is intentionally avoided by this helper.
+EOF
+  exit 1
+fi
+
+INDEX="$1"
+BODY_SOURCE="$2"
+REPO="${3:-jihoson/The-Ouroboros}"
+
+if [ "$BODY_SOURCE" = "-" ]; then
+  BODY="$(cat)"
+else
+  if [ ! -f "$BODY_SOURCE" ]; then
+    echo "[FAIL] body file not found: $BODY_SOURCE" >&2
+    exit 1
+  fi
+  BODY="$(cat "$BODY_SOURCE")"
+fi
+
+if [ -z "$BODY" ]; then
+  echo "[FAIL] empty comment body" >&2
+  exit 1
+fi
+
+# Guard against the common escaped-newline mistake.
+if [[ "$BODY" == *"\\n"* ]] && [[ "$BODY" != *$'\n'* ]]; then
+  echo "[FAIL] body appears to contain escaped newlines (\\n) instead of real line breaks" >&2
+  echo "Use a multiline file/heredoc and pass that file to scripts/tea_comment.sh" >&2
+  exit 1
+fi
+
+YES="" ~/bin/tea comment "$INDEX" --repo "$REPO" "$BODY"
+

scripts/validate_docs_sync.py

@@ -0,0 +1,135 @@
+#!/usr/bin/env python3
+"""Validate top-level docs synchronization invariants."""
+
+from __future__ import annotations
+
+import re
+import sys
+from pathlib import Path
+
+REPO_ROOT = Path(".")
+REQUIRED_FILES = {
+    "README.md": REPO_ROOT / "README.md",
+    "CLAUDE.md": REPO_ROOT / "CLAUDE.md",
+    "commands": REPO_ROOT / "docs" / "commands.md",
+    "testing": REPO_ROOT / "docs" / "testing.md",
+    "workflow": REPO_ROOT / "docs" / "workflow.md",
+}
+
+LINK_PATTERN = re.compile(r"\[[^\]]+\]\((?P<link>[^)]+)\)")
+ENDPOINT_ROW_PATTERN = re.compile(
+    r"^\|\s*`(?P<endpoint>(?:GET|POST|PUT|PATCH|DELETE)\s+/[^`]*)`\s*\|"
+)
+
+
+def _read(path: Path) -> str:
+    return path.read_text(encoding="utf-8")
+
+
+def validate_required_files_exist(errors: list[str]) -> None:
+    for name, path in REQUIRED_FILES.items():
+        if not path.exists():
+            errors.append(f"missing required doc file ({name}): {path}")
+
+
+def validate_links_resolve(doc_path: Path, text: str, errors: list[str]) -> None:
+    for match in LINK_PATTERN.finditer(text):
+        raw_link = match.group("link").strip()
+        if not raw_link or raw_link.startswith("#") or raw_link.startswith("http"):
+            continue
+        link_path = raw_link.split("#", 1)[0].strip()
+        if not link_path:
+            continue
+        if link_path.startswith("/"):
+            errors.append(f"{doc_path}: absolute link is forbidden -> {raw_link}")
+            continue
+        target = (doc_path.parent / link_path).resolve()
+        if not target.exists():
+            errors.append(f"{doc_path}: broken link -> {raw_link}")
+
+
+def validate_summary_docs_reference_core_docs(errors: list[str]) -> None:
+    required_links = {
+        "README.md": ("docs/workflow.md", "docs/commands.md", "docs/testing.md"),
+        "CLAUDE.md": ("docs/workflow.md", "docs/commands.md"),
+    }
+    for file_name, links in required_links.items():
+        doc_path = REQUIRED_FILES[file_name]
+        text = _read(doc_path)
+        for link in links:
+            if link not in text:
+                errors.append(f"{doc_path}: missing core doc link reference -> {link}")
+
+
+def collect_command_endpoints(text: str) -> list[str]:
+    endpoints: list[str] = []
+    for line in text.splitlines():
+        match = ENDPOINT_ROW_PATTERN.match(line.strip())
+        if match:
+            endpoints.append(match.group("endpoint"))
+    return endpoints
+
+
+def validate_commands_endpoint_duplicates(errors: list[str]) -> None:
+    text = _read(REQUIRED_FILES["commands"])
+    endpoints = collect_command_endpoints(text)
+    seen: set[str] = set()
+    duplicates: set[str] = set()
+    for endpoint in endpoints:
+        if endpoint in seen:
+            duplicates.add(endpoint)
+        seen.add(endpoint)
+    for endpoint in sorted(duplicates):
+        errors.append(f"docs/commands.md: duplicated API endpoint row -> {endpoint}")
+
+
+def validate_testing_doc_has_dynamic_count_guidance(errors: list[str]) -> None:
+    text = _read(REQUIRED_FILES["testing"])
+    if "pytest --collect-only -q" not in text:
+        errors.append(
+            "docs/testing.md: missing dynamic test count guidance "
+            "(pytest --collect-only -q)"
+        )
+
+
+def main() -> int:
+    errors: list[str] = []
+
+    validate_required_files_exist(errors)
+    if errors:
+        print("[FAIL] docs sync validation failed")
+        for err in errors:
+            print(f"- {err}")
+        return 1
+
+    readme_text = _read(REQUIRED_FILES["README.md"])
+    claude_text = _read(REQUIRED_FILES["CLAUDE.md"])
+    validate_links_resolve(REQUIRED_FILES["README.md"], readme_text, errors)
+    validate_links_resolve(REQUIRED_FILES["CLAUDE.md"], claude_text, errors)
+    validate_links_resolve(
+        REQUIRED_FILES["commands"], _read(REQUIRED_FILES["commands"]), errors
+    )
+    validate_links_resolve(REQUIRED_FILES["testing"], _read(REQUIRED_FILES["testing"]), errors)
+    validate_links_resolve(
+        REQUIRED_FILES["workflow"], _read(REQUIRED_FILES["workflow"]), errors
+    )
+
+    validate_summary_docs_reference_core_docs(errors)
+    validate_commands_endpoint_duplicates(errors)
+    validate_testing_doc_has_dynamic_count_guidance(errors)
+
+    if errors:
+        print("[FAIL] docs sync validation failed")
+        for err in errors:
+            print(f"- {err}")
+        return 1
+
+    print("[OK] docs sync validated")
+    print("[OK] summary docs link to core docs and links resolve")
+    print("[OK] commands endpoint rows have no duplicates")
+    print("[OK] testing doc includes dynamic count guidance")
+    return 0
+
+
+if __name__ == "__main__":
+    sys.exit(main())

scripts/validate_governance_assets.py

@@ -0,0 +1,305 @@
+#!/usr/bin/env python3
+"""Validate persistent governance assets for agent workflow safety."""
+
+from __future__ import annotations
+
+import os
+import re
+import subprocess
+import sys
+from pathlib import Path
+
+REQUIREMENTS_REGISTRY = "docs/ouroboros/01_requirements_registry.md"
+TASK_WORK_ORDERS_DOC = "docs/ouroboros/30_code_level_work_orders.md"
+TASK_DEF_LINE = re.compile(r"^-\s+`(?P<task_id>TASK-[A-Z0-9-]+-\d{3})`(?P<body>.*)$")
+REQ_ID_IN_LINE = re.compile(r"\bREQ-[A-Z0-9-]+-\d{3}\b")
+TASK_ID_IN_TEXT = re.compile(r"\bTASK-[A-Z0-9-]+-\d{3}\b")
+TEST_ID_IN_TEXT = re.compile(r"\bTEST-[A-Z0-9-]+-\d{3}\b")
+READ_ONLY_FILES = {"src/core/risk_manager.py"}
+PLACEHOLDER_VALUES = {"", "tbd", "n/a", "na", "none", "<link>", "<required>"}
+TIMEZONE_TOKEN_PATTERN = re.compile(r"\b(?:KST|UTC)\b")
+
+
+def must_contain(path: Path, required: list[str], errors: list[str]) -> None:
+    if not path.exists():
+        errors.append(f"missing file: {path}")
+        return
+    text = path.read_text(encoding="utf-8")
+    for token in required:
+        if token not in text:
+            errors.append(f"{path}: missing required token -> {token}")
+
+
+def normalize_changed_path(path: str) -> str:
+    normalized = path.strip().replace("\\", "/")
+    if normalized.startswith("./"):
+        normalized = normalized[2:]
+    return normalized
+
+
+def is_policy_file(path: str) -> bool:
+    normalized = normalize_changed_path(path)
+    if not normalized.endswith(".md"):
+        return False
+    if not normalized.startswith("docs/ouroboros/"):
+        return False
+    return normalized != REQUIREMENTS_REGISTRY
+
+
+def load_changed_files(args: list[str], errors: list[str]) -> list[str]:
+    if not args:
+        return []
+
+    # Single range input (e.g. BASE..HEAD or BASE...HEAD)
+    if len(args) == 1 and ".." in args[0]:
+        range_spec = args[0]
+        try:
+            completed = subprocess.run(
+                ["git", "diff", "--name-only", range_spec],
+                check=True,
+                capture_output=True,
+                text=True,
+            )
+        except (subprocess.CalledProcessError, FileNotFoundError) as exc:
+            errors.append(f"failed to load changed files from range '{range_spec}': {exc}")
+            return []
+        return [
+            normalize_changed_path(line)
+            for line in completed.stdout.splitlines()
+            if line.strip()
+        ]
+
+    return [normalize_changed_path(path) for path in args if path.strip()]
+
+
+def validate_registry_sync(changed_files: list[str], errors: list[str]) -> None:
+    if not changed_files:
+        return
+
+    changed_set = set(changed_files)
+    policy_changed = any(is_policy_file(path) for path in changed_set)
+    registry_changed = REQUIREMENTS_REGISTRY in changed_set
+    if policy_changed and not registry_changed:
+        errors.append(
+            "policy file changed without updating docs/ouroboros/01_requirements_registry.md"
+        )
+
+
+def validate_task_req_mapping(errors: list[str], *, task_doc: Path | None = None) -> None:
+    path = task_doc or Path(TASK_WORK_ORDERS_DOC)
+    if not path.exists():
+        errors.append(f"missing file: {path}")
+        return
+
+    text = path.read_text(encoding="utf-8")
+    found_task = False
+    for line in text.splitlines():
+        m = TASK_DEF_LINE.match(line.strip())
+        if not m:
+            continue
+        found_task = True
+        if not REQ_ID_IN_LINE.search(m.group("body")):
+            errors.append(
+                f"{path}: TASK without REQ mapping -> {m.group('task_id')}"
+            )
+    if not found_task:
+        errors.append(f"{path}: no TASK definitions found")
+
+
+def validate_task_test_pairing(errors: list[str], *, task_doc: Path | None = None) -> None:
+    """Fail when TASK definitions are not linked to at least one TEST id."""
+    path = task_doc or Path(TASK_WORK_ORDERS_DOC)
+    if not path.exists():
+        errors.append(f"missing file: {path}")
+        return
+
+    text = path.read_text(encoding="utf-8")
+    found_task = False
+    for line in text.splitlines():
+        m = TASK_DEF_LINE.match(line.strip())
+        if not m:
+            continue
+        found_task = True
+        if not TEST_ID_IN_TEXT.search(m.group("body")):
+            errors.append(f"{path}: TASK without TEST mapping -> {m.group('task_id')}")
+    if not found_task:
+        errors.append(f"{path}: no TASK definitions found")
+
+
+def validate_timezone_policy_tokens(errors: list[str]) -> None:
+    """Fail-fast check for REQ-OPS-001 governance tokens."""
+    required_docs = [
+        Path("docs/ouroboros/01_requirements_registry.md"),
+        Path("docs/ouroboros/30_code_level_work_orders.md"),
+        Path("docs/workflow.md"),
+    ]
+    for path in required_docs:
+        if not path.exists():
+            errors.append(f"missing file: {path}")
+            continue
+        text = path.read_text(encoding="utf-8")
+        if not TIMEZONE_TOKEN_PATTERN.search(text):
+            errors.append(f"{path}: missing timezone policy token (KST/UTC)")
+
+
+def validate_pr_traceability(errors: list[str]) -> None:
+    title = os.getenv("GOVERNANCE_PR_TITLE", "").strip()
+    body = os.getenv("GOVERNANCE_PR_BODY", "").strip()
+    if not title and not body:
+        return
+
+    text = f"{title}\n{body}"
+    if not REQ_ID_IN_LINE.search(text):
+        errors.append("PR text missing REQ-ID reference")
+    if not TASK_ID_IN_TEXT.search(text):
+        errors.append("PR text missing TASK-ID reference")
+    if not TEST_ID_IN_TEXT.search(text):
+        errors.append("PR text missing TEST-ID reference")
+
+
+def _parse_pr_evidence_line(text: str, field: str) -> str | None:
+    pattern = re.compile(rf"^\s*-\s*{re.escape(field)}:\s*(?P<value>.+?)\s*$", re.MULTILINE)
+    match = pattern.search(text)
+    if not match:
+        return None
+    return match.group("value").strip()
+
+
+def _is_placeholder(value: str | None) -> bool:
+    if value is None:
+        return True
+    normalized = value.strip().lower()
+    return normalized in PLACEHOLDER_VALUES
+
+
+def validate_read_only_approval(
+    changed_files: list[str], errors: list[str], warnings: list[str]
+) -> None:
+    changed_set = set(changed_files)
+    touched = sorted(path for path in READ_ONLY_FILES if path in changed_set)
+    if not touched:
+        return
+
+    body = os.getenv("GOVERNANCE_PR_BODY", "").strip()
+    if not body:
+        errors.append(
+            "READ-ONLY file changed but PR body is unavailable; approval evidence is required"
+        )
+        return
+
+    if "READ-ONLY Approval" not in body:
+        errors.append("READ-ONLY file changed without 'READ-ONLY Approval' section in PR body")
+        return
+
+    touched_field = _parse_pr_evidence_line(body, "Touched READ-ONLY files")
+    human_approval = _parse_pr_evidence_line(body, "Human approval")
+    test_suite_1 = _parse_pr_evidence_line(body, "Test suite 1")
+    test_suite_2 = _parse_pr_evidence_line(body, "Test suite 2")
+
+    if _is_placeholder(touched_field):
+        errors.append("READ-ONLY Approval section missing 'Touched READ-ONLY files' evidence")
+    if _is_placeholder(human_approval):
+        errors.append("READ-ONLY Approval section missing 'Human approval' evidence")
+    if _is_placeholder(test_suite_1):
+        errors.append("READ-ONLY Approval section missing 'Test suite 1' evidence")
+    if _is_placeholder(test_suite_2):
+        errors.append("READ-ONLY Approval section missing 'Test suite 2' evidence")
+
+
+def main() -> int:
+    errors: list[str] = []
+    warnings: list[str] = []
+    changed_files = load_changed_files(sys.argv[1:], errors)
+
+    pr_template = Path(".gitea/PULL_REQUEST_TEMPLATE.md")
+    issue_template = Path(".gitea/ISSUE_TEMPLATE/runtime_verification.md")
+    workflow_doc = Path("docs/workflow.md")
+    commands_doc = Path("docs/commands.md")
+    handover_script = Path("scripts/session_handover_check.py")
+    handover_log = Path("workflow/session-handover.md")
+
+    must_contain(
+        pr_template,
+        [
+            "Closes #N",
+            "Main -> Verifier Directive Contract",
+            "Coverage Matrix",
+            "NOT_OBSERVED",
+            "tea",
+            "gh",
+            "Session Handover Gate",
+            "session_handover_check.py --strict",
+            "READ-ONLY Approval",
+            "Touched READ-ONLY files",
+            "Human approval",
+            "Test suite 1",
+            "Test suite 2",
+        ],
+        errors,
+    )
+    must_contain(
+        issue_template,
+        [
+            "[RUNTIME-VERIFY][SCN-XXX]",
+            "Requirement Mapping",
+            "Close Criteria",
+            "NOT_OBSERVED = 0",
+        ],
+        errors,
+    )
+    must_contain(
+        workflow_doc,
+        [
+            "Session Handover Gate (Mandatory)",
+            "session_handover_check.py --strict",
+            "scripts/tea_comment.sh",
+        ],
+        errors,
+    )
+    must_contain(
+        commands_doc,
+        [
+            "Session Handover Preflight (Mandatory)",
+            "session_handover_check.py --strict",
+            "Comment Newline Escaping",
+            "scripts/tea_comment.sh",
+        ],
+        errors,
+    )
+    must_contain(
+        handover_log,
+        [
+            "Session Handover Log",
+            "- branch:",
+            "- docs_checked:",
+            "- open_issues_reviewed:",
+            "- next_ticket:",
+        ],
+        errors,
+    )
+    if not handover_script.exists():
+        errors.append(f"missing file: {handover_script}")
+
+    validate_registry_sync(changed_files, errors)
+    validate_task_req_mapping(errors)
+    validate_task_test_pairing(errors)
+    validate_timezone_policy_tokens(errors)
+    validate_pr_traceability(errors)
+    validate_read_only_approval(changed_files, errors, warnings)
+
+    if errors:
+        print("[FAIL] governance asset validation failed")
+        for err in errors:
+            print(f"- {err}")
+        return 1
+
+    print("[OK] governance assets validated")
+    if warnings:
+        print(f"[WARN] governance advisory: {len(warnings)}")
+        for warn in warnings:
+            print(f"- {warn}")
+    return 0
+
+
+if __name__ == "__main__":
+    sys.exit(main())

scripts/validate_ouroboros_docs.py

@@ -19,9 +19,20 @@ META_PATTERN = re.compile(
     re.MULTILINE,
 )
 ID_PATTERN = re.compile(r"\b(?:REQ|RULE|TASK|TEST|DOC)-[A-Z0-9-]+-\d{3}\b")
-DEF_PATTERN = re.compile(r"^-\s+`(?P<id>(?:REQ|RULE|TASK|TEST|DOC)-[A-Z0-9-]+-\d{3})`", re.MULTILINE)
+DEF_PATTERN = re.compile(
+    r"^-\s+`(?P<id>(?:REQ|RULE|TASK|TEST|DOC)-[A-Z0-9-]+-\d{3})`",
+    re.MULTILINE,
+)
 LINK_PATTERN = re.compile(r"\[[^\]]+\]\((?P<link>[^)]+)\)")
-LINE_DEF_PATTERN = re.compile(r"^-\s+`(?P<id>(?:REQ|RULE|TASK|TEST|DOC)-[A-Z0-9-]+-\d{3})`.*$", re.MULTILINE)
+LINE_DEF_PATTERN = re.compile(
+    r"^-\s+`(?P<id>(?:REQ|RULE|TASK|TEST|DOC)-[A-Z0-9-]+-\d{3})`.*$",
+    re.MULTILINE,
+)
+PLAN_LINK_PATTERN = re.compile(r"ouroboros_plan_v(?P<version>[23])\.txt$")
+ALLOWED_PLAN_TARGETS = {
+    "2": (DOC_DIR / "source" / "ouroboros_plan_v2.txt").resolve(),
+    "3": (DOC_DIR / "source" / "ouroboros_plan_v3.txt").resolve(),
+}
 
 
 def iter_docs() -> list[Path]:
@@ -40,15 +51,47 @@ def validate_metadata(path: Path, text: str, errors: list[str], doc_ids: dict[st
         doc_ids[doc_id] = path
 
 
+def validate_plan_source_link(path: Path, link: str, errors: list[str]) -> bool:
+    normalized = link.strip()
+    # Ignore in-page anchors and parse the filesystem part for validation.
+    link_path = normalized.split("#", 1)[0].strip()
+    if not link_path:
+        return False
+    match = PLAN_LINK_PATTERN.search(link_path)
+    if not match:
+        return False
+
+    version = match.group("version")
+    expected_target = ALLOWED_PLAN_TARGETS[version]
+    if link_path.startswith("/"):
+        errors.append(
+            f"{path}: invalid plan link path -> {link} "
+            f"(use ./source/ouroboros_plan_v{version}.txt)"
+        )
+        return True
+
+    resolved_target = (path.parent / link_path).resolve()
+    if resolved_target != expected_target:
+        errors.append(
+            f"{path}: invalid plan link path -> {link} "
+            f"(must resolve to docs/ouroboros/source/ouroboros_plan_v{version}.txt)"
+        )
+        return True
+    return False
+
+
 def validate_links(path: Path, text: str, errors: list[str]) -> None:
     for m in LINK_PATTERN.finditer(text):
         link = m.group("link").strip()
         if not link or link.startswith("http") or link.startswith("#"):
             continue
-        if link.startswith("/"):
-            target = Path(link)
+        if validate_plan_source_link(path, link, errors):
+            continue
+        link_path = link.split("#", 1)[0].strip()
+        if link_path.startswith("/"):
+            target = Path(link_path)
         else:
-            target = (path.parent / link).resolve()
+            target = (path.parent / link_path).resolve()
         if not target.exists():
             errors.append(f"{path}: broken link -> {link}")
 
@@ -61,7 +104,9 @@ def collect_ids(path: Path, text: str, defs: dict[str, Path], refs: dict[str, se
         refs.setdefault(idv, set()).add(path)
 
 
-def collect_req_traceability(text: str, req_to_task: dict[str, set[str]], req_to_test: dict[str, set[str]]) -> None:
+def collect_req_traceability(
+    text: str, req_to_task: dict[str, set[str]], req_to_test: dict[str, set[str]]
+) -> None:
     for m in LINE_DEF_PATTERN.finditer(text):
         line = m.group(0)
         item_id = m.group("id")

src/analysis/backtest_cost_guard.py

@@ -0,0 +1,64 @@
+"""Backtest cost/slippage/failure validation guard."""
+
+from __future__ import annotations
+
+import math
+from dataclasses import dataclass
+
+
+@dataclass(frozen=True)
+class BacktestCostModel:
+    commission_bps: float | None = None
+    slippage_bps_by_session: dict[str, float] | None = None
+    failure_rate_by_session: dict[str, float] | None = None
+    partial_fill_rate_by_session: dict[str, float] | None = None
+    unfavorable_fill_required: bool = True
+
+
+def validate_backtest_cost_model(
+    *,
+    model: BacktestCostModel,
+    required_sessions: list[str],
+) -> None:
+    """Raise ValueError when required cost assumptions are missing/invalid."""
+    if (
+        model.commission_bps is None
+        or not math.isfinite(model.commission_bps)
+        or model.commission_bps < 0
+    ):
+        raise ValueError("commission_bps must be provided and >= 0")
+    if not model.unfavorable_fill_required:
+        raise ValueError("unfavorable_fill_required must be True")
+
+    slippage = model.slippage_bps_by_session or {}
+    failure = model.failure_rate_by_session or {}
+    partial_fill = model.partial_fill_rate_by_session or {}
+
+    missing_slippage = [s for s in required_sessions if s not in slippage]
+    if missing_slippage:
+        raise ValueError(
+            f"missing slippage_bps_by_session for sessions: {', '.join(missing_slippage)}"
+        )
+
+    missing_failure = [s for s in required_sessions if s not in failure]
+    if missing_failure:
+        raise ValueError(
+            f"missing failure_rate_by_session for sessions: {', '.join(missing_failure)}"
+        )
+
+    missing_partial_fill = [s for s in required_sessions if s not in partial_fill]
+    if missing_partial_fill:
+        raise ValueError(
+            "missing partial_fill_rate_by_session for sessions: "
+            f"{', '.join(missing_partial_fill)}"
+        )
+
+    for sess, bps in slippage.items():
+        if not math.isfinite(bps) or bps < 0:
+            raise ValueError(f"slippage bps must be >= 0 for session={sess}")
+    for sess, rate in failure.items():
+        if not math.isfinite(rate) or rate < 0 or rate > 1:
+            raise ValueError(f"failure rate must be within [0,1] for session={sess}")
+    for sess, rate in partial_fill.items():
+        if not math.isfinite(rate) or rate < 0 or rate > 1:
+            raise ValueError(f"partial fill rate must be within [0,1] for session={sess}")

src/analysis/backtest_execution_model.py

@@ -0,0 +1,104 @@
+"""Conservative backtest execution model."""
+
+from __future__ import annotations
+
+import math
+from dataclasses import dataclass
+from random import Random
+from typing import Literal
+
+OrderSide = Literal["BUY", "SELL"]
+
+
+@dataclass(frozen=True)
+class ExecutionRequest:
+    side: OrderSide
+    session_id: str
+    qty: int
+    reference_price: float
+
+
+@dataclass(frozen=True)
+class ExecutionAssumptions:
+    slippage_bps_by_session: dict[str, float]
+    failure_rate_by_session: dict[str, float]
+    partial_fill_rate_by_session: dict[str, float]
+    partial_fill_min_ratio: float = 0.3
+    partial_fill_max_ratio: float = 0.8
+    seed: int = 0
+
+
+@dataclass(frozen=True)
+class ExecutionResult:
+    status: Literal["FILLED", "PARTIAL", "REJECTED"]
+    filled_qty: int
+    avg_price: float
+    slippage_bps: float
+    reason: str
+
+
+class BacktestExecutionModel:
+    """Execution simulator with conservative unfavorable fill assumptions."""
+
+    def __init__(self, assumptions: ExecutionAssumptions) -> None:
+        self.assumptions = assumptions
+        self._rng = Random(assumptions.seed)
+        if assumptions.partial_fill_min_ratio <= 0 or assumptions.partial_fill_max_ratio > 1:
+            raise ValueError("partial fill ratios must be within (0,1]")
+        if assumptions.partial_fill_min_ratio > assumptions.partial_fill_max_ratio:
+            raise ValueError("partial_fill_min_ratio must be <= partial_fill_max_ratio")
+        for sess, bps in assumptions.slippage_bps_by_session.items():
+            if not math.isfinite(bps) or bps < 0:
+                raise ValueError(f"slippage_bps must be finite and >= 0 for session={sess}")
+        for sess, rate in assumptions.failure_rate_by_session.items():
+            if not math.isfinite(rate) or rate < 0 or rate > 1:
+                raise ValueError(f"failure_rate must be in [0,1] for session={sess}")
+        for sess, rate in assumptions.partial_fill_rate_by_session.items():
+            if not math.isfinite(rate) or rate < 0 or rate > 1:
+                raise ValueError(f"partial_fill_rate must be in [0,1] for session={sess}")
+
+    def simulate(self, request: ExecutionRequest) -> ExecutionResult:
+        if request.qty <= 0:
+            raise ValueError("qty must be positive")
+        if request.reference_price <= 0:
+            raise ValueError("reference_price must be positive")
+
+        slippage_bps = self.assumptions.slippage_bps_by_session.get(request.session_id, 0.0)
+        failure_rate = self.assumptions.failure_rate_by_session.get(request.session_id, 0.0)
+        partial_rate = self.assumptions.partial_fill_rate_by_session.get(request.session_id, 0.0)
+
+        if self._rng.random() < failure_rate:
+            return ExecutionResult(
+                status="REJECTED",
+                filled_qty=0,
+                avg_price=0.0,
+                slippage_bps=slippage_bps,
+                reason="execution_failure",
+            )
+
+        slip_mult = 1.0 + (
+            slippage_bps / 10000.0 if request.side == "BUY" else -slippage_bps / 10000.0
+        )
+        exec_price = request.reference_price * slip_mult
+
+        if self._rng.random() < partial_rate:
+            ratio = self._rng.uniform(
+                self.assumptions.partial_fill_min_ratio,
+                self.assumptions.partial_fill_max_ratio,
+            )
+            filled = max(1, min(request.qty - 1, int(request.qty * ratio)))
+            return ExecutionResult(
+                status="PARTIAL",
+                filled_qty=filled,
+                avg_price=exec_price,
+                slippage_bps=slippage_bps,
+                reason="partial_fill",
+            )
+
+        return ExecutionResult(
+            status="FILLED",
+            filled_qty=request.qty,
+            avg_price=exec_price,
+            slippage_bps=slippage_bps,
+            reason="filled",
+        )

src/analysis/backtest_pipeline.py

@@ -0,0 +1,393 @@
+"""Integrated v2 backtest pipeline.
+
+Wires TripleBarrier labeling + WalkForward split + CostGuard validation
+into a single deterministic orchestration path.
+"""
+
+from __future__ import annotations
+
+from collections.abc import Sequence
+from dataclasses import dataclass
+from datetime import datetime
+from statistics import mean
+from typing import Literal, cast
+
+from src.analysis.backtest_cost_guard import BacktestCostModel, validate_backtest_cost_model
+from src.analysis.backtest_execution_model import (
+    BacktestExecutionModel,
+    ExecutionAssumptions,
+    ExecutionRequest,
+)
+from src.analysis.triple_barrier import TripleBarrierSpec, label_with_triple_barrier
+from src.analysis.walk_forward_split import WalkForwardFold, generate_walk_forward_splits
+
+
+@dataclass(frozen=True)
+class BacktestBar:
+    high: float
+    low: float
+    close: float
+    session_id: str
+    timestamp: datetime | None = None
+
+
+@dataclass(frozen=True)
+class WalkForwardConfig:
+    train_size: int
+    test_size: int
+    step_size: int | None = None
+    purge_size: int = 0
+    embargo_size: int = 0
+    min_train_size: int = 1
+
+
+@dataclass(frozen=True)
+class BaselineScore:
+    name: Literal["B0", "B1", "M1"]
+    accuracy: float
+    cost_adjusted_accuracy: float
+
+
+@dataclass(frozen=True)
+class BacktestFoldResult:
+    fold_index: int
+    train_indices: list[int]
+    test_indices: list[int]
+    train_label_distribution: dict[int, int]
+    test_label_distribution: dict[int, int]
+    baseline_scores: list[BaselineScore]
+    execution_adjusted_avg_return_bps: float
+    execution_adjusted_trade_count: int
+    execution_rejected_count: int
+    execution_partial_count: int
+
+
+@dataclass(frozen=True)
+class BacktestPipelineResult:
+    run_id: str
+    n_bars: int
+    n_entries: int
+    required_sessions: list[str]
+    label_distribution: dict[int, int]
+    folds: list[BacktestFoldResult]
+
+
+def run_v2_backtest_pipeline(
+    *,
+    bars: Sequence[BacktestBar],
+    entry_indices: Sequence[int],
+    side: int,
+    triple_barrier_spec: TripleBarrierSpec,
+    walk_forward: WalkForwardConfig,
+    cost_model: BacktestCostModel,
+    required_sessions: list[str] | None = None,
+) -> BacktestPipelineResult:
+    """Run v2 integrated pipeline (cost guard -> labels -> walk-forward baselines)."""
+    if not bars:
+        raise ValueError("bars must not be empty")
+    if not entry_indices:
+        raise ValueError("entry_indices must not be empty")
+
+    resolved_sessions = (
+        sorted(set(required_sessions))
+        if required_sessions is not None
+        else sorted({bar.session_id for bar in bars})
+    )
+    validate_backtest_cost_model(model=cost_model, required_sessions=resolved_sessions)
+    execution_model = BacktestExecutionModel(
+        ExecutionAssumptions(
+            slippage_bps_by_session=cost_model.slippage_bps_by_session or {},
+            failure_rate_by_session=cost_model.failure_rate_by_session or {},
+            partial_fill_rate_by_session=cost_model.partial_fill_rate_by_session or {},
+            seed=0,
+        )
+    )
+
+    highs = [float(bar.high) for bar in bars]
+    lows = [float(bar.low) for bar in bars]
+    closes = [float(bar.close) for bar in bars]
+    timestamps = [bar.timestamp for bar in bars]
+    normalized_entries = sorted(set(int(i) for i in entry_indices))
+    if normalized_entries[0] < 0 or normalized_entries[-1] >= len(bars):
+        raise IndexError("entry index out of range")
+
+    resolved_timestamps: list[datetime] | None = None
+    if triple_barrier_spec.max_holding_minutes is not None:
+        if any(ts is None for ts in timestamps):
+            raise ValueError(
+                "BacktestBar.timestamp is required for all bars when "
+                "triple_barrier_spec.max_holding_minutes is set"
+            )
+        resolved_timestamps = cast(list[datetime], timestamps)
+
+    labels_by_bar_index: dict[int, int] = {}
+    for idx in normalized_entries:
+        labels_by_bar_index[idx] = label_with_triple_barrier(
+            highs=highs,
+            lows=lows,
+            closes=closes,
+            timestamps=resolved_timestamps,
+            entry_index=idx,
+            side=side,
+            spec=triple_barrier_spec,
+        ).label
+
+    ordered_labels = [labels_by_bar_index[idx] for idx in normalized_entries]
+    ordered_sessions = [bars[idx].session_id for idx in normalized_entries]
+    ordered_prices = [bars[idx].close for idx in normalized_entries]
+    folds = generate_walk_forward_splits(
+        n_samples=len(normalized_entries),
+        train_size=walk_forward.train_size,
+        test_size=walk_forward.test_size,
+        step_size=walk_forward.step_size,
+        purge_size=walk_forward.purge_size,
+        embargo_size=walk_forward.embargo_size,
+        min_train_size=walk_forward.min_train_size,
+    )
+
+    fold_results: list[BacktestFoldResult] = []
+    for fold_idx, fold in enumerate(folds):
+        train_labels = [ordered_labels[i] for i in fold.train_indices]
+        test_labels = [ordered_labels[i] for i in fold.test_indices]
+        test_sessions = [ordered_sessions[i] for i in fold.test_indices]
+        test_prices = [ordered_prices[i] for i in fold.test_indices]
+        if not test_labels:
+            continue
+        execution_model = _build_execution_model(cost_model=cost_model, fold_seed=fold_idx)
+        execution_return_model = _build_execution_model(
+            cost_model=cost_model,
+            fold_seed=fold_idx,
+        )
+        b0_pred = _baseline_b0_pred(train_labels)
+        m1_pred = _m1_pred(train_labels)
+        execution_returns_bps: list[float] = []
+        execution_rejected = 0
+        execution_partial = 0
+        for rel_idx in fold.test_indices:
+            entry_bar_index = normalized_entries[rel_idx]
+            bar = bars[entry_bar_index]
+            trade = _simulate_execution_adjusted_return_bps(
+                execution_model=execution_return_model,
+                bar=bar,
+                label=ordered_labels[rel_idx],
+                side=side,
+                spec=triple_barrier_spec,
+                commission_bps=float(cost_model.commission_bps or 0.0),
+            )
+            if trade["status"] == "REJECTED":
+                execution_rejected += 1
+                continue
+            execution_returns_bps.append(float(trade["return_bps"]))
+            if trade["status"] == "PARTIAL":
+                execution_partial += 1
+        fold_results.append(
+            BacktestFoldResult(
+                fold_index=fold_idx,
+                train_indices=fold.train_indices,
+                test_indices=fold.test_indices,
+                train_label_distribution=_label_dist(train_labels),
+                test_label_distribution=_label_dist(test_labels),
+                baseline_scores=[
+                    BaselineScore(
+                        name="B0",
+                        accuracy=_score_constant(b0_pred, test_labels),
+                        cost_adjusted_accuracy=_score_with_execution(
+                            prediction=b0_pred,
+                            actual=test_labels,
+                            sessions=test_sessions,
+                            reference_prices=test_prices,
+                            execution_model=execution_model,
+                            commission_bps=float(cost_model.commission_bps or 0.0),
+                        ),
+                    ),
+                    BaselineScore(
+                        name="B1",
+                        accuracy=_score_constant(1, test_labels),
+                        cost_adjusted_accuracy=_score_with_execution(
+                            prediction=1,
+                            actual=test_labels,
+                            sessions=test_sessions,
+                            reference_prices=test_prices,
+                            execution_model=execution_model,
+                            commission_bps=float(cost_model.commission_bps or 0.0),
+                        ),
+                    ),
+                    BaselineScore(
+                        name="M1",
+                        accuracy=_score_constant(m1_pred, test_labels),
+                        cost_adjusted_accuracy=_score_with_execution(
+                            prediction=m1_pred,
+                            actual=test_labels,
+                            sessions=test_sessions,
+                            reference_prices=test_prices,
+                            execution_model=execution_model,
+                            commission_bps=float(cost_model.commission_bps or 0.0),
+                        ),
+                    ),
+                ],
+                execution_adjusted_avg_return_bps=(
+                    mean(execution_returns_bps) if execution_returns_bps else 0.0
+                ),
+                execution_adjusted_trade_count=len(execution_returns_bps),
+                execution_rejected_count=execution_rejected,
+                execution_partial_count=execution_partial,
+            )
+        )
+
+    return BacktestPipelineResult(
+        run_id=_build_run_id(
+            n_entries=len(normalized_entries),
+            n_folds=len(fold_results),
+            sessions=resolved_sessions,
+        ),
+        n_bars=len(bars),
+        n_entries=len(normalized_entries),
+        required_sessions=resolved_sessions,
+        label_distribution=_label_dist(ordered_labels),
+        folds=fold_results,
+    )
+
+
+def _label_dist(labels: Sequence[int]) -> dict[int, int]:
+    dist: dict[int, int] = {-1: 0, 0: 0, 1: 0}
+    for val in labels:
+        if val in dist:
+            dist[val] += 1
+    return dist
+
+
+def _score_constant(pred: int, actual: Sequence[int]) -> float:
+    return mean(1.0 if pred == label else 0.0 for label in actual)
+
+
+def _baseline_b0(train_labels: Sequence[int], test_labels: Sequence[int]) -> float:
+    return _score_constant(_baseline_b0_pred(train_labels), test_labels)
+
+
+def _baseline_b0_pred(train_labels: Sequence[int]) -> int:
+    if not train_labels:
+        return 0
+    # Majority-class baseline from training fold.
+    choices = (-1, 0, 1)
+    return max(choices, key=lambda c: train_labels.count(c))
+
+
+def _m1_pred(train_labels: Sequence[int]) -> int:
+    if not train_labels:
+        return 0
+    return train_labels[-1]
+
+
+def _build_execution_model(
+    *,
+    cost_model: BacktestCostModel,
+    fold_seed: int,
+) -> BacktestExecutionModel:
+    return BacktestExecutionModel(
+        ExecutionAssumptions(
+            slippage_bps_by_session=dict(cost_model.slippage_bps_by_session or {}),
+            failure_rate_by_session=dict(cost_model.failure_rate_by_session or {}),
+            partial_fill_rate_by_session=dict(cost_model.partial_fill_rate_by_session or {}),
+            seed=fold_seed,
+        )
+    )
+
+
+def _score_with_execution(
+    *,
+    prediction: int,
+    actual: Sequence[int],
+    sessions: Sequence[str],
+    reference_prices: Sequence[float],
+    execution_model: BacktestExecutionModel,
+    commission_bps: float,
+) -> float:
+    if not actual:
+        return 0.0
+    contributions: list[float] = []
+    for label, session_id, reference_price in zip(actual, sessions, reference_prices, strict=True):
+        if prediction == 0:
+            contributions.append(1.0 if label == 0 else 0.0)
+            continue
+        side = "BUY" if prediction > 0 else "SELL"
+        execution = execution_model.simulate(
+            ExecutionRequest(
+                side=side,
+                session_id=session_id,
+                qty=100,
+                reference_price=reference_price,
+            )
+        )
+        if execution.status == "REJECTED":
+            contributions.append(0.0)
+            continue
+        fill_ratio = execution.filled_qty / 100.0
+        cost_penalty = min(0.99, (commission_bps + execution.slippage_bps) / 10000.0)
+        correctness = 1.0 if prediction == label else 0.0
+        contributions.append(correctness * fill_ratio * (1.0 - cost_penalty))
+    return mean(contributions)
+
+
+def _build_run_id(*, n_entries: int, n_folds: int, sessions: Sequence[str]) -> str:
+    sess_key = "_".join(sessions)
+    return f"v2p-e{n_entries}-f{n_folds}-s{sess_key}"
+
+
+def fold_has_leakage(fold: WalkForwardFold) -> bool:
+    """Utility for tests/verification: True when train/test overlap exists."""
+    return bool(set(fold.train_indices).intersection(fold.test_indices))
+
+
+def _simulate_execution_adjusted_return_bps(
+    *,
+    execution_model: BacktestExecutionModel,
+    bar: BacktestBar,
+    label: int,
+    side: int,
+    spec: TripleBarrierSpec,
+    commission_bps: float,
+) -> dict[str, float | str]:
+    qty = 100
+    entry_req = ExecutionRequest(
+        side="BUY" if side == 1 else "SELL",
+        session_id=bar.session_id,
+        qty=qty,
+        reference_price=float(bar.close),
+    )
+    entry_fill = execution_model.simulate(entry_req)
+    if entry_fill.status == "REJECTED":
+        return {"status": "REJECTED", "return_bps": 0.0}
+
+    exit_qty = entry_fill.filled_qty
+    if label == 1:
+        gross_return_bps = spec.take_profit_pct * 10000.0
+    elif label == -1:
+        gross_return_bps = -spec.stop_loss_pct * 10000.0
+    else:
+        gross_return_bps = 0.0
+
+    if side == 1:
+        exit_price = float(bar.close) * (1.0 + gross_return_bps / 10000.0)
+    else:
+        exit_price = float(bar.close) * (1.0 - gross_return_bps / 10000.0)
+
+    exit_req = ExecutionRequest(
+        side="SELL" if side == 1 else "BUY",
+        session_id=bar.session_id,
+        qty=exit_qty,
+        reference_price=max(0.01, exit_price),
+    )
+    exit_fill = execution_model.simulate(exit_req)
+    if exit_fill.status == "REJECTED":
+        return {"status": "REJECTED", "return_bps": 0.0}
+
+    fill_ratio = min(entry_fill.filled_qty, exit_fill.filled_qty) / qty
+    cost_bps = (
+        float(entry_fill.slippage_bps)
+        + float(exit_fill.slippage_bps)
+        + (2.0 * float(commission_bps))
+    )
+    net_return_bps = (gross_return_bps * fill_ratio) - cost_bps
+    is_partial = entry_fill.status == "PARTIAL" or exit_fill.status == "PARTIAL"
+    status = "PARTIAL" if is_partial else "FILLED"
+    return {"status": status, "return_bps": net_return_bps}

src/analysis/scanner.py

@@ -104,6 +104,7 @@ class MarketScanner:
 
             # Store in L7 real-time layer
             from datetime import UTC, datetime
+
             timeframe = datetime.now(UTC).isoformat()
             self.context_store.set_context(
                 ContextLayer.L7_REALTIME,
@@ -158,12 +159,8 @@ class MarketScanner:
         top_movers = valid_metrics[: self.top_n]
 
         # Detect breakouts and breakdowns
-        breakouts = [
-            m.stock_code for m in valid_metrics if self.analyzer.is_breakout(m)
-        ]
-        breakdowns = [
-            m.stock_code for m in valid_metrics if self.analyzer.is_breakdown(m)
-        ]
+        breakouts = [m.stock_code for m in valid_metrics if self.analyzer.is_breakout(m)]
+        breakdowns = [m.stock_code for m in valid_metrics if self.analyzer.is_breakdown(m)]
 
         logger.info(
             "%s scan complete: %d scanned, top momentum=%.1f, %d breakouts, %d breakdowns",
@@ -228,10 +225,9 @@ class MarketScanner:
 
         # If we removed too many, backfill from current watchlist
         if len(updated) < len(current_watchlist):
-            backfill = [
-                code for code in current_watchlist
-                if code not in updated
-            ][: len(current_watchlist) - len(updated)]
+            backfill = [code for code in current_watchlist if code not in updated][
+                : len(current_watchlist) - len(updated)
+            ]
             updated.extend(backfill)
 
         logger.info(

src/analysis/smart_scanner.py

@@ -158,7 +158,12 @@ class SmartVolatilityScanner:
                         price = latest_close
                     latest_high = _safe_float(latest.get("high"))
                     latest_low = _safe_float(latest.get("low"))
-                    if latest_close > 0 and latest_high > 0 and latest_low > 0 and latest_high >= latest_low:
+                    if (
+                        latest_close > 0
+                        and latest_high > 0
+                        and latest_low > 0
+                        and latest_high >= latest_low
+                    ):
                         intraday_range_pct = (latest_high - latest_low) / latest_close * 100.0
                     if volume <= 0:
                         volume = _safe_float(latest.get("volume"))
@@ -234,9 +239,7 @@ class SmartVolatilityScanner:
                 limit=50,
             )
         except Exception as exc:
-            logger.warning(
-                "Overseas fluctuation ranking failed for %s: %s", market.code, exc
-            )
+            logger.warning("Overseas fluctuation ranking failed for %s: %s", market.code, exc)
             fluct_rows = []
 
         if not fluct_rows:
@@ -250,9 +253,7 @@ class SmartVolatilityScanner:
                 limit=50,
             )
         except Exception as exc:
-            logger.warning(
-                "Overseas volume ranking failed for %s: %s", market.code, exc
-            )
+            logger.warning("Overseas volume ranking failed for %s: %s", market.code, exc)
             volume_rows = []
 
         for idx, row in enumerate(volume_rows):
@@ -433,16 +434,10 @@ def _extract_intraday_range_pct(row: dict[str, Any], price: float) -> float:
     if price <= 0:
         return 0.0
     high = _safe_float(
-        row.get("high")
-        or row.get("ovrs_hgpr")
-        or row.get("stck_hgpr")
-        or row.get("day_hgpr")
+        row.get("high") or row.get("ovrs_hgpr") or row.get("stck_hgpr") or row.get("day_hgpr")
     )
     low = _safe_float(
-        row.get("low")
-        or row.get("ovrs_lwpr")
-        or row.get("stck_lwpr")
-        or row.get("day_lwpr")
+        row.get("low") or row.get("ovrs_lwpr") or row.get("stck_lwpr") or row.get("day_lwpr")
     )
     if high <= 0 or low <= 0 or high < low:
         return 0.0

src/analysis/triple_barrier.py

@@ -0,0 +1,142 @@
+"""Triple barrier labeler utilities.
+
+Implements first-touch labeling with upper/lower/time barriers.
+"""
+
+from __future__ import annotations
+
+import warnings
+from collections.abc import Sequence
+from dataclasses import dataclass
+from datetime import datetime, timedelta
+from typing import Literal
+
+TieBreakMode = Literal["stop_first", "take_first"]
+
+
+@dataclass(frozen=True)
+class TripleBarrierSpec:
+    take_profit_pct: float
+    stop_loss_pct: float
+    max_holding_bars: int | None = None
+    max_holding_minutes: int | None = None
+    tie_break: TieBreakMode = "stop_first"
+
+    def __post_init__(self) -> None:
+        if self.max_holding_minutes is None and self.max_holding_bars is None:
+            raise ValueError("one of max_holding_minutes or max_holding_bars must be set")
+        if self.max_holding_minutes is not None and self.max_holding_minutes <= 0:
+            raise ValueError("max_holding_minutes must be positive")
+        if self.max_holding_bars is not None and self.max_holding_bars <= 0:
+            raise ValueError("max_holding_bars must be positive")
+
+
+@dataclass(frozen=True)
+class TripleBarrierLabel:
+    label: int  # +1 take-profit first, -1 stop-loss first, 0 timeout
+    touched: Literal["take_profit", "stop_loss", "time"]
+    touch_bar: int
+    entry_price: float
+    upper_barrier: float
+    lower_barrier: float
+
+
+def label_with_triple_barrier(
+    *,
+    highs: Sequence[float],
+    lows: Sequence[float],
+    closes: Sequence[float],
+    timestamps: Sequence[datetime] | None = None,
+    entry_index: int,
+    side: int,
+    spec: TripleBarrierSpec,
+) -> TripleBarrierLabel:
+    """Label one entry using triple-barrier first-touch rule.
+
+    Args:
+        highs/lows/closes: OHLC components with identical length.
+        entry_index: Entry bar index in the sequences.
+        side: +1 for long, -1 for short.
+        spec: Barrier specification.
+    """
+    if side not in {1, -1}:
+        raise ValueError("side must be +1 or -1")
+    if len(highs) != len(lows) or len(highs) != len(closes):
+        raise ValueError("highs, lows, closes lengths must match")
+    if entry_index < 0 or entry_index >= len(closes):
+        raise IndexError("entry_index out of range")
+
+    entry_price = float(closes[entry_index])
+    if entry_price <= 0:
+        raise ValueError("entry price must be positive")
+
+    if side == 1:
+        upper = entry_price * (1.0 + spec.take_profit_pct)
+        lower = entry_price * (1.0 - spec.stop_loss_pct)
+    else:
+        # For short side, favorable move is down.
+        upper = entry_price * (1.0 + spec.stop_loss_pct)
+        lower = entry_price * (1.0 - spec.take_profit_pct)
+
+    if spec.max_holding_minutes is not None:
+        if timestamps is None:
+            raise ValueError("timestamps are required when max_holding_minutes is set")
+        if len(timestamps) != len(closes):
+            raise ValueError("timestamps length must match OHLC lengths")
+        expiry_timestamp = timestamps[entry_index] + timedelta(minutes=spec.max_holding_minutes)
+        last_index = entry_index
+        for idx in range(entry_index + 1, len(closes)):
+            if timestamps[idx] > expiry_timestamp:
+                break
+            last_index = idx
+    else:
+        assert spec.max_holding_bars is not None
+        warnings.warn(
+            (
+                "TripleBarrierSpec.max_holding_bars is deprecated; "
+                "use max_holding_minutes with timestamps instead."
+            ),
+            DeprecationWarning,
+            stacklevel=2,
+        )
+        last_index = min(len(closes) - 1, entry_index + spec.max_holding_bars)
+    for idx in range(entry_index + 1, last_index + 1):
+        high_price = float(highs[idx])
+        low_price = float(lows[idx])
+
+        up_touch = high_price >= upper
+        down_touch = low_price <= lower
+        if not up_touch and not down_touch:
+            continue
+
+        if up_touch and down_touch:
+            if spec.tie_break == "stop_first":
+                touched = "stop_loss"
+                label = -1
+            else:
+                touched = "take_profit"
+                label = 1
+        elif up_touch:
+            touched = "take_profit" if side == 1 else "stop_loss"
+            label = 1 if side == 1 else -1
+        else:
+            touched = "stop_loss" if side == 1 else "take_profit"
+            label = -1 if side == 1 else 1
+
+        return TripleBarrierLabel(
+            label=label,
+            touched=touched,
+            touch_bar=idx,
+            entry_price=entry_price,
+            upper_barrier=upper,
+            lower_barrier=lower,
+        )
+
+    return TripleBarrierLabel(
+        label=0,
+        touched="time",
+        touch_bar=last_index,
+        entry_price=entry_price,
+        upper_barrier=upper,
+        lower_barrier=lower,
+    )

src/analysis/volatility.py

@@ -92,9 +92,7 @@ class VolatilityAnalyzer:
         recent_tr = true_ranges[-period:]
         return sum(recent_tr) / len(recent_tr)
 
-    def calculate_price_change(
-        self, current_price: float, past_price: float
-    ) -> float:
+    def calculate_price_change(self, current_price: float, past_price: float) -> float:
         """Calculate price change percentage.
 
         Args:
@@ -108,9 +106,7 @@ class VolatilityAnalyzer:
             return 0.0
         return ((current_price - past_price) / past_price) * 100
 
-    def calculate_volume_surge(
-        self, current_volume: float, avg_volume: float
-    ) -> float:
+    def calculate_volume_surge(self, current_volume: float, avg_volume: float) -> float:
         """Calculate volume surge ratio.
 
         Args:
@@ -240,11 +236,7 @@ class VolatilityAnalyzer:
             Momentum score (0-100)
         """
         # Weight recent changes more heavily
-        weighted_change = (
-            price_change_1m * 0.4 +
-            price_change_5m * 0.3 +
-            price_change_15m * 0.2
-        )
+        weighted_change = price_change_1m * 0.4 + price_change_5m * 0.3 + price_change_15m * 0.2
 
         # Volume contribution (normalized to 0-10 scale)
         volume_contribution = min(10.0, (volume_surge - 1.0) * 5.0)
@@ -301,17 +293,11 @@ class VolatilityAnalyzer:
 
         if len(close_prices) > 0:
             if len(close_prices) >= 1:
-                price_change_1m = self.calculate_price_change(
-                    current_price, close_prices[-1]
-                )
+                price_change_1m = self.calculate_price_change(current_price, close_prices[-1])
             if len(close_prices) >= 5:
-                price_change_5m = self.calculate_price_change(
-                    current_price, close_prices[-5]
-                )
+                price_change_5m = self.calculate_price_change(current_price, close_prices[-5])
             if len(close_prices) >= 15:
-                price_change_15m = self.calculate_price_change(
-                    current_price, close_prices[-15]
-                )
+                price_change_15m = self.calculate_price_change(current_price, close_prices[-15])
 
         # Calculate volume surge
         avg_volume = sum(volumes) / len(volumes) if volumes else current_volume

src/analysis/walk_forward_split.py

@@ -0,0 +1,74 @@
+"""Walk-forward splitter with purge/embargo controls."""
+
+from __future__ import annotations
+
+from dataclasses import dataclass
+
+
+@dataclass(frozen=True)
+class WalkForwardFold:
+    train_indices: list[int]
+    test_indices: list[int]
+
+    @property
+    def train_size(self) -> int:
+        return len(self.train_indices)
+
+    @property
+    def test_size(self) -> int:
+        return len(self.test_indices)
+
+
+def generate_walk_forward_splits(
+    *,
+    n_samples: int,
+    train_size: int,
+    test_size: int,
+    step_size: int | None = None,
+    purge_size: int = 0,
+    embargo_size: int = 0,
+    min_train_size: int = 1,
+) -> list[WalkForwardFold]:
+    """Generate chronological folds with purge/embargo leakage controls."""
+    if n_samples <= 0:
+        raise ValueError("n_samples must be positive")
+    if train_size <= 0 or test_size <= 0:
+        raise ValueError("train_size and test_size must be positive")
+    if purge_size < 0 or embargo_size < 0:
+        raise ValueError("purge_size and embargo_size must be >= 0")
+    if min_train_size <= 0:
+        raise ValueError("min_train_size must be positive")
+
+    step = step_size if step_size is not None else test_size
+    if step <= 0:
+        raise ValueError("step_size must be positive")
+
+    folds: list[WalkForwardFold] = []
+    prev_test_end: int | None = None
+    test_start = train_size + purge_size
+
+    while test_start + test_size <= n_samples:
+        test_end = test_start + test_size - 1
+        train_end = test_start - purge_size - 1
+        if train_end < 0:
+            break
+
+        train_start = max(0, train_end - train_size + 1)
+        train_indices = list(range(train_start, train_end + 1))
+
+        if prev_test_end is not None and embargo_size > 0:
+            emb_from = prev_test_end + 1
+            emb_to = prev_test_end + embargo_size
+            train_indices = [i for i in train_indices if i < emb_from or i > emb_to]
+
+        if len(train_indices) >= min_train_size:
+            folds.append(
+                WalkForwardFold(
+                    train_indices=train_indices,
+                    test_indices=list(range(test_start, test_end + 1)),
+                )
+            )
+            prev_test_end = test_end
+        test_start += step
+
+    return folds

src/backup/__init__.py

@@ -7,9 +7,9 @@ This module provides:
 - Health monitoring and alerts
 """
 
-from src.backup.exporter import BackupExporter, ExportFormat
-from src.backup.scheduler import BackupScheduler, BackupPolicy
 from src.backup.cloud_storage import CloudStorage, S3Config
+from src.backup.exporter import BackupExporter, ExportFormat
+from src.backup.scheduler import BackupPolicy, BackupScheduler
 
 __all__ = [
     "BackupExporter",

src/backup/cloud_storage.py

@@ -94,7 +94,9 @@ class CloudStorage:
         if metadata:
             extra_args["Metadata"] = metadata
 
-        logger.info("Uploading %s to s3://%s/%s", file_path.name, self.config.bucket_name, object_key)
+        logger.info(
+            "Uploading %s to s3://%s/%s", file_path.name, self.config.bucket_name, object_key
+        )
 
         try:
             self.client.upload_file(

src/backup/exporter.py

@@ -14,14 +14,14 @@ import json
 import logging
 import sqlite3
 from datetime import UTC, datetime
-from enum import Enum
+from enum import StrEnum
 from pathlib import Path
 from typing import Any
 
 logger = logging.getLogger(__name__)
 
 
-class ExportFormat(str, Enum):
+class ExportFormat(StrEnum):
     """Supported export formats."""
 
     JSON = "json"
@@ -103,15 +103,11 @@ class BackupExporter:
         elif fmt == ExportFormat.CSV:
             return self._export_csv(output_dir, timestamp, compress, incremental_since)
         elif fmt == ExportFormat.PARQUET:
-            return self._export_parquet(
-                output_dir, timestamp, compress, incremental_since
-            )
+            return self._export_parquet(output_dir, timestamp, compress, incremental_since)
         else:
             raise ValueError(f"Unsupported format: {fmt}")
 
-    def _get_trades(
-        self, incremental_since: datetime | None = None
-    ) -> list[dict[str, Any]]:
+    def _get_trades(self, incremental_since: datetime | None = None) -> list[dict[str, Any]]:
         """Fetch trades from database.
 
         Args:
@@ -164,9 +160,7 @@ class BackupExporter:
 
         data = {
             "export_timestamp": datetime.now(UTC).isoformat(),
-            "incremental_since": (
-                incremental_since.isoformat() if incremental_since else None
-            ),
+            "incremental_since": (incremental_since.isoformat() if incremental_since else None),
             "record_count": len(trades),
             "trades": trades,
         }
@@ -284,8 +278,7 @@ class BackupExporter:
             import pyarrow.parquet as pq
         except ImportError:
             raise ImportError(
-                "pyarrow is required for Parquet export. "
-                "Install with: pip install pyarrow"
+                "pyarrow is required for Parquet export. Install with: pip install pyarrow"
             )
 
         # Convert to pyarrow table

src/backup/health_monitor.py

@@ -14,14 +14,14 @@ import shutil
 import sqlite3
 from dataclasses import dataclass
 from datetime import UTC, datetime, timedelta
-from enum import Enum
+from enum import StrEnum
 from pathlib import Path
 from typing import Any
 
 logger = logging.getLogger(__name__)
 
 
-class HealthStatus(str, Enum):
+class HealthStatus(StrEnum):
     """Health check status."""
 
     HEALTHY = "healthy"
@@ -137,9 +137,13 @@ class HealthMonitor:
             used_percent = (stat.used / stat.total) * 100
 
             if stat.free < self.min_disk_space_bytes:
+                min_disk_gb = self.min_disk_space_bytes / 1024 / 1024 / 1024
                 return HealthCheckResult(
                     status=HealthStatus.UNHEALTHY,
-                    message=f"Low disk space: {free_gb:.2f} GB free (minimum: {self.min_disk_space_bytes / 1024 / 1024 / 1024:.2f} GB)",
+                    message=(
+                        f"Low disk space: {free_gb:.2f} GB free "
+                        f"(minimum: {min_disk_gb:.2f} GB)"
+                    ),
                     details={
                         "free_gb": free_gb,
                         "total_gb": total_gb,

src/backup/scheduler.py

@@ -12,14 +12,14 @@ import logging
 import shutil
 from dataclasses import dataclass
 from datetime import UTC, datetime, timedelta
-from enum import Enum
+from enum import StrEnum
 from pathlib import Path
 from typing import Any
 
 logger = logging.getLogger(__name__)
 
 
-class BackupPolicy(str, Enum):
+class BackupPolicy(StrEnum):
     """Backup retention policies."""
 
     DAILY = "daily"
@@ -69,9 +69,7 @@ class BackupScheduler:
         for d in [self.daily_dir, self.weekly_dir, self.monthly_dir]:
             d.mkdir(parents=True, exist_ok=True)
 
-    def create_backup(
-        self, policy: BackupPolicy, verify: bool = True
-    ) -> BackupMetadata:
+    def create_backup(self, policy: BackupPolicy, verify: bool = True) -> BackupMetadata:
         """Create a database backup.
 
         Args:
@@ -229,9 +227,7 @@ class BackupScheduler:
 
         return removed
 
-    def list_backups(
-        self, policy: BackupPolicy | None = None
-    ) -> list[BackupMetadata]:
+    def list_backups(self, policy: BackupPolicy | None = None) -> list[BackupMetadata]:
         """List available backups.
 
         Args:

src/brain/cache.py

@@ -13,8 +13,8 @@ import hashlib
 import json
 import logging
 import time
-from dataclasses import dataclass, field
-from typing import Any, TYPE_CHECKING
+from dataclasses import dataclass
+from typing import TYPE_CHECKING, Any
 
 if TYPE_CHECKING:
     from src.brain.gemini_client import TradeDecision
@@ -26,7 +26,7 @@ logger = logging.getLogger(__name__)
 class CacheEntry:
     """Cached decision with metadata."""
 
-    decision: "TradeDecision"
+    decision: TradeDecision
     cached_at: float  # Unix timestamp
     hit_count: int = 0
     market_data_hash: str = ""
@@ -239,9 +239,7 @@ class DecisionCache:
         """
         current_time = time.time()
         expired_keys = [
-            k
-            for k, v in self._cache.items()
-            if current_time - v.cached_at > self.ttl_seconds
+            k for k, v in self._cache.items() if current_time - v.cached_at > self.ttl_seconds
         ]
 
         count = len(expired_keys)

src/brain/context_selector.py

@@ -11,14 +11,14 @@ from __future__ import annotations
 
 from dataclasses import dataclass
 from datetime import UTC, datetime
-from enum import Enum
+from enum import StrEnum
 from typing import Any
 
 from src.context.layer import ContextLayer
 from src.context.store import ContextStore
 
 
-class DecisionType(str, Enum):
+class DecisionType(StrEnum):
     """Type of trading decision being made."""
 
     NORMAL = "normal"  # Regular trade decision
@@ -183,9 +183,7 @@ class ContextSelector:
             ContextLayer.L1_LEGACY,
         ]
 
-        scores = {
-            layer: self.score_layer_relevance(layer, decision_type) for layer in all_layers
-        }
+        scores = {layer: self.score_layer_relevance(layer, decision_type) for layer in all_layers}
 
         # Filter by minimum score
         selected_layers = [layer for layer, score in scores.items() if score >= min_score]

src/brain/gemini_client.py

@@ -25,12 +25,12 @@ from typing import Any
 
 from google import genai
 
-from src.config import Settings
-from src.data.news_api import NewsAPI, NewsSentiment
-from src.data.economic_calendar import EconomicCalendar
-from src.data.market_data import MarketData
 from src.brain.cache import DecisionCache
 from src.brain.prompt_optimizer import PromptOptimizer
+from src.config import Settings
+from src.data.economic_calendar import EconomicCalendar
+from src.data.market_data import MarketData
+from src.data.news_api import NewsAPI, NewsSentiment
 
 logger = logging.getLogger(__name__)
 
@@ -159,16 +159,12 @@ class GeminiClient:
             return ""
 
         # Check for upcoming high-impact events
-        upcoming = self._economic_calendar.get_upcoming_events(
-            days_ahead=7, min_impact="HIGH"
-        )
+        upcoming = self._economic_calendar.get_upcoming_events(days_ahead=7, min_impact="HIGH")
 
         if upcoming.high_impact_count == 0:
             return ""
 
-        lines = [
-            f"Upcoming High-Impact Events: {upcoming.high_impact_count} in next 7 days"
-        ]
+        lines = [f"Upcoming High-Impact Events: {upcoming.high_impact_count} in next 7 days"]
 
         if upcoming.next_major_event is not None:
             event = upcoming.next_major_event
@@ -180,9 +176,7 @@ class GeminiClient:
         # Check for earnings
         earnings_date = self._economic_calendar.get_earnings_date(stock_code)
         if earnings_date is not None:
-            lines.append(
-                f"  Earnings: {stock_code} on {earnings_date.strftime('%Y-%m-%d')}"
-            )
+            lines.append(f"  Earnings: {stock_code} on {earnings_date.strftime('%Y-%m-%d')}")
 
         return "\n".join(lines)
 
@@ -235,9 +229,7 @@ class GeminiClient:
 
         # Add foreigner net if non-zero
         if market_data.get("foreigner_net", 0) != 0:
-            market_info_lines.append(
-                f"Foreigner Net Buy/Sell: {market_data['foreigner_net']}"
-            )
+            market_info_lines.append(f"Foreigner Net Buy/Sell: {market_data['foreigner_net']}")
 
         market_info = "\n".join(market_info_lines)
 
@@ -249,8 +241,7 @@ class GeminiClient:
             market_info += f"\n\n{external_context}"
 
         json_format = (
-            '{"action": "BUY"|"SELL"|"HOLD", '
-            '"confidence": <int 0-100>, "rationale": "<string>"}'
+            '{"action": "BUY"|"SELL"|"HOLD", "confidence": <int 0-100>, "rationale": "<string>"}'
         )
         return (
             f"You are a professional {market_name} trading analyst.\n"
@@ -289,15 +280,12 @@ class GeminiClient:
 
         # Add foreigner net if non-zero
         if market_data.get("foreigner_net", 0) != 0:
-            market_info_lines.append(
-                f"Foreigner Net Buy/Sell: {market_data['foreigner_net']}"
-            )
+            market_info_lines.append(f"Foreigner Net Buy/Sell: {market_data['foreigner_net']}")
 
         market_info = "\n".join(market_info_lines)
 
         json_format = (
-            '{"action": "BUY"|"SELL"|"HOLD", '
-            '"confidence": <int 0-100>, "rationale": "<string>"}'
+            '{"action": "BUY"|"SELL"|"HOLD", "confidence": <int 0-100>, "rationale": "<string>"}'
         )
         return (
             f"You are a professional {market_name} trading analyst.\n"
@@ -339,25 +327,19 @@ class GeminiClient:
             data = json.loads(cleaned)
         except json.JSONDecodeError:
             logger.warning("Malformed JSON from Gemini — defaulting to HOLD")
-            return TradeDecision(
-                action="HOLD", confidence=0, rationale="Malformed JSON response"
-            )
+            return TradeDecision(action="HOLD", confidence=0, rationale="Malformed JSON response")
 
         # Validate required fields
         if not all(k in data for k in ("action", "confidence", "rationale")):
             logger.warning("Missing fields in Gemini response — defaulting to HOLD")
             # Preserve raw text in rationale so prompt_override callers (e.g. pre_market_planner)
             # can extract their own JSON format from decision.rationale (#245)
-            return TradeDecision(
-                action="HOLD", confidence=0, rationale=raw
-            )
+            return TradeDecision(action="HOLD", confidence=0, rationale=raw)
 
         action = str(data["action"]).upper()
         if action not in VALID_ACTIONS:
             logger.warning("Invalid action '%s' from Gemini — defaulting to HOLD", action)
-            return TradeDecision(
-                action="HOLD", confidence=0, rationale=f"Invalid action: {action}"
-            )
+            return TradeDecision(action="HOLD", confidence=0, rationale=f"Invalid action: {action}")
 
         confidence = int(data["confidence"])
         rationale = str(data["rationale"])
@@ -445,9 +427,7 @@ class GeminiClient:
         # not a parsed TradeDecision. Skip parse_response to avoid spurious
         # "Missing fields" warnings and return the raw response directly. (#247)
         if "prompt_override" in market_data:
-            logger.info(
-                "Gemini raw response received (prompt_override, tokens=%d)", token_count
-            )
+            logger.info("Gemini raw response received (prompt_override, tokens=%d)", token_count)
             # Not a trade decision — don't inflate _total_decisions metrics
             return TradeDecision(
                 action="HOLD", confidence=0, rationale=raw, token_count=token_count
@@ -546,9 +526,7 @@ class GeminiClient:
     # Batch Decision Making (for daily trading mode)
     # ------------------------------------------------------------------
 
-    async def decide_batch(
-        self, stocks_data: list[dict[str, Any]]
-    ) -> dict[str, TradeDecision]:
+    async def decide_batch(self, stocks_data: list[dict[str, Any]]) -> dict[str, TradeDecision]:
         """Make decisions for multiple stocks in a single API call.
 
         This is designed for daily trading mode to minimize API usage

src/brain/prompt_optimizer.py

@@ -179,7 +179,8 @@ class PromptOptimizer:
             # Minimal instructions
             prompt = (
                 f"{market_name} trader. Analyze:\n{data_str}\n\n"
-                'Return JSON: {"action":"BUY"|"SELL"|"HOLD","confidence":<0-100>,"rationale":"<text>"}\n'
+                "Return JSON: "
+                '{"action":"BUY"|"SELL"|"HOLD","confidence":<0-100>,"rationale":"<text>"}\n'
                 "Rules: action=BUY/SELL/HOLD, confidence=0-100, rationale=concise. No markdown."
             )
         else:

src/broker/kis_api.py

@@ -58,7 +58,7 @@ class LeakyBucket:
 
     def __init__(self, rate: float) -> None:
         """Args:
-            rate: Maximum requests per second.
+        rate: Maximum requests per second.
         """
         self._rate = rate
         self._interval = 1.0 / rate
@@ -103,7 +103,8 @@ class KISBroker:
                 ssl_ctx.verify_mode = ssl.CERT_NONE
                 connector = aiohttp.TCPConnector(ssl=ssl_ctx)
             self._session = aiohttp.ClientSession(
-                timeout=timeout, connector=connector,
+                timeout=timeout,
+                connector=connector,
             )
         return self._session
 
@@ -224,16 +225,12 @@ class KISBroker:
             async with session.get(url, headers=headers, params=params) as resp:
                 if resp.status != 200:
                     text = await resp.text()
-                    raise ConnectionError(
-                        f"get_orderbook failed ({resp.status}): {text}"
-                    )
+                    raise ConnectionError(f"get_orderbook failed ({resp.status}): {text}")
                 return await resp.json()
         except (TimeoutError, aiohttp.ClientError) as exc:
             raise ConnectionError(f"Network error fetching orderbook: {exc}") from exc
 
-    async def get_current_price(
-        self, stock_code: str
-    ) -> tuple[float, float, float]:
+    async def get_current_price(self, stock_code: str) -> tuple[float, float, float]:
         """Fetch current price data for a domestic stock.
 
         Uses the ``inquire-price`` API (FHKST01010100), which works in both
@@ -265,9 +262,7 @@ class KISBroker:
             async with session.get(url, headers=headers, params=params) as resp:
                 if resp.status != 200:
                     text = await resp.text()
-                    raise ConnectionError(
-                        f"get_current_price failed ({resp.status}): {text}"
-                    )
+                    raise ConnectionError(f"get_current_price failed ({resp.status}): {text}")
                 data = await resp.json()
                 out = data.get("output", {})
                 return (
@@ -276,9 +271,7 @@ class KISBroker:
                     _f(out.get("frgn_ntby_qty")),
                 )
         except (TimeoutError, aiohttp.ClientError) as exc:
-            raise ConnectionError(
-                f"Network error fetching current price: {exc}"
-            ) from exc
+            raise ConnectionError(f"Network error fetching current price: {exc}") from exc
 
     async def get_balance(self) -> dict[str, Any]:
         """Fetch current account balance and holdings."""
@@ -308,9 +301,7 @@ class KISBroker:
             async with session.get(url, headers=headers, params=params) as resp:
                 if resp.status != 200:
                     text = await resp.text()
-                    raise ConnectionError(
-                        f"get_balance failed ({resp.status}): {text}"
-                    )
+                    raise ConnectionError(f"get_balance failed ({resp.status}): {text}")
                 return await resp.json()
         except (TimeoutError, aiohttp.ClientError) as exc:
             raise ConnectionError(f"Network error fetching balance: {exc}") from exc
@@ -369,9 +360,7 @@ class KISBroker:
             async with session.post(url, headers=headers, json=body) as resp:
                 if resp.status != 200:
                     text = await resp.text()
-                    raise ConnectionError(
-                        f"send_order failed ({resp.status}): {text}"
-                    )
+                    raise ConnectionError(f"send_order failed ({resp.status}): {text}")
                 data = await resp.json()
                 logger.info(
                     "Order submitted",
@@ -449,9 +438,7 @@ class KISBroker:
             async with session.get(url, headers=headers, params=params) as resp:
                 if resp.status != 200:
                     text = await resp.text()
-                    raise ConnectionError(
-                        f"fetch_market_rankings failed ({resp.status}): {text}"
-                    )
+                    raise ConnectionError(f"fetch_market_rankings failed ({resp.status}): {text}")
                 data = await resp.json()
 
             # Parse response - output is a list of ranked stocks
@@ -465,14 +452,16 @@ class KISBroker:
 
             rankings = []
             for item in data.get("output", [])[:limit]:
-                rankings.append({
-                    "stock_code": item.get("stck_shrn_iscd") or item.get("mksc_shrn_iscd", ""),
-                    "name": item.get("hts_kor_isnm", ""),
-                    "price": _safe_float(item.get("stck_prpr", "0")),
-                    "volume": _safe_float(item.get("acml_vol", "0")),
-                    "change_rate": _safe_float(item.get("prdy_ctrt", "0")),
-                    "volume_increase_rate": _safe_float(item.get("vol_inrt", "0")),
-                })
+                rankings.append(
+                    {
+                        "stock_code": item.get("stck_shrn_iscd") or item.get("mksc_shrn_iscd", ""),
+                        "name": item.get("hts_kor_isnm", ""),
+                        "price": _safe_float(item.get("stck_prpr", "0")),
+                        "volume": _safe_float(item.get("acml_vol", "0")),
+                        "change_rate": _safe_float(item.get("prdy_ctrt", "0")),
+                        "volume_increase_rate": _safe_float(item.get("vol_inrt", "0")),
+                    }
+                )
             return rankings
 
         except (TimeoutError, aiohttp.ClientError) as exc:
@@ -522,9 +511,7 @@ class KISBroker:
                 data = await resp.json()
                 return data.get("output", []) or []
         except (TimeoutError, aiohttp.ClientError) as exc:
-            raise ConnectionError(
-                f"Network error fetching domestic pending orders: {exc}"
-            ) from exc
+            raise ConnectionError(f"Network error fetching domestic pending orders: {exc}") from exc
 
     async def cancel_domestic_order(
         self,
@@ -575,14 +562,10 @@ class KISBroker:
             async with session.post(url, headers=headers, json=body) as resp:
                 if resp.status != 200:
                     text = await resp.text()
-                    raise ConnectionError(
-                        f"cancel_domestic_order failed ({resp.status}): {text}"
-                    )
+                    raise ConnectionError(f"cancel_domestic_order failed ({resp.status}): {text}")
                 return cast(dict[str, Any], await resp.json())
         except (TimeoutError, aiohttp.ClientError) as exc:
-            raise ConnectionError(
-                f"Network error cancelling domestic order: {exc}"
-            ) from exc
+            raise ConnectionError(f"Network error cancelling domestic order: {exc}") from exc
 
     async def get_daily_prices(
         self,
@@ -609,6 +592,7 @@ class KISBroker:
 
         # Calculate date range (today and N days ago)
         from datetime import datetime, timedelta
+
         end_date = datetime.now().strftime("%Y%m%d")
         start_date = (datetime.now() - timedelta(days=days + 10)).strftime("%Y%m%d")
 
@@ -627,9 +611,7 @@ class KISBroker:
             async with session.get(url, headers=headers, params=params) as resp:
                 if resp.status != 200:
                     text = await resp.text()
-                    raise ConnectionError(
-                        f"get_daily_prices failed ({resp.status}): {text}"
-                    )
+                    raise ConnectionError(f"get_daily_prices failed ({resp.status}): {text}")
                 data = await resp.json()
 
             # Parse response
@@ -643,14 +625,16 @@ class KISBroker:
 
             prices = []
             for item in data.get("output2", []):
-                prices.append({
-                    "date": item.get("stck_bsop_date", ""),
-                    "open": _safe_float(item.get("stck_oprc", "0")),
-                    "high": _safe_float(item.get("stck_hgpr", "0")),
-                    "low": _safe_float(item.get("stck_lwpr", "0")),
-                    "close": _safe_float(item.get("stck_clpr", "0")),
-                    "volume": _safe_float(item.get("acml_vol", "0")),
-                })
+                prices.append(
+                    {
+                        "date": item.get("stck_bsop_date", ""),
+                        "open": _safe_float(item.get("stck_oprc", "0")),
+                        "high": _safe_float(item.get("stck_hgpr", "0")),
+                        "low": _safe_float(item.get("stck_lwpr", "0")),
+                        "close": _safe_float(item.get("stck_clpr", "0")),
+                        "volume": _safe_float(item.get("acml_vol", "0")),
+                    }
+                )
 
             # Sort oldest to newest (KIS returns newest first)
             prices.reverse()

src/broker/overseas.py

@@ -36,11 +36,11 @@ _CANCEL_TR_ID_MAP: dict[str, tuple[str, str]] = {
     "NYSE": ("TTTT1004U", "VTTT1004U"),
     "AMEX": ("TTTT1004U", "VTTT1004U"),
     "SEHK": ("TTTS1003U", "VTTS1003U"),
-    "TSE":  ("TTTS0309U", "VTTS0309U"),
+    "TSE": ("TTTS0309U", "VTTS0309U"),
     "SHAA": ("TTTS0302U", "VTTS0302U"),
     "SZAA": ("TTTS0306U", "VTTS0306U"),
-    "HNX":  ("TTTS0312U", "VTTS0312U"),
-    "HSX":  ("TTTS0312U", "VTTS0312U"),
+    "HNX": ("TTTS0312U", "VTTS0312U"),
+    "HSX": ("TTTS0312U", "VTTS0312U"),
 }
 
 
@@ -56,9 +56,7 @@ class OverseasBroker:
         """
         self._broker = kis_broker
 
-    async def get_overseas_price(
-        self, exchange_code: str, stock_code: str
-    ) -> dict[str, Any]:
+    async def get_overseas_price(self, exchange_code: str, stock_code: str) -> dict[str, Any]:
         """
         Fetch overseas stock price.
 
@@ -89,14 +87,10 @@ class OverseasBroker:
             async with session.get(url, headers=headers, params=params) as resp:
                 if resp.status != 200:
                     text = await resp.text()
-                    raise ConnectionError(
-                        f"get_overseas_price failed ({resp.status}): {text}"
-                    )
+                    raise ConnectionError(f"get_overseas_price failed ({resp.status}): {text}")
                 return await resp.json()
         except (TimeoutError, aiohttp.ClientError) as exc:
-            raise ConnectionError(
-                f"Network error fetching overseas price: {exc}"
-            ) from exc
+            raise ConnectionError(f"Network error fetching overseas price: {exc}") from exc
 
     async def fetch_overseas_rankings(
         self,
@@ -154,9 +148,7 @@ class OverseasBroker:
                             ranking_type,
                         )
                         return []
-                    raise ConnectionError(
-                        f"fetch_overseas_rankings failed ({resp.status}): {text}"
-                    )
+                    raise ConnectionError(f"fetch_overseas_rankings failed ({resp.status}): {text}")
 
                 data = await resp.json()
                 rows = self._extract_ranking_rows(data)
@@ -171,9 +163,7 @@ class OverseasBroker:
                 )
                 return []
         except (TimeoutError, aiohttp.ClientError) as exc:
-            raise ConnectionError(
-                f"Network error fetching overseas rankings: {exc}"
-            ) from exc
+            raise ConnectionError(f"Network error fetching overseas rankings: {exc}") from exc
 
     async def get_overseas_balance(self, exchange_code: str) -> dict[str, Any]:
         """
@@ -193,9 +183,7 @@ class OverseasBroker:
 
         # TR_ID: 실전 TTTS3012R, 모의 VTTS3012R
         # Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 잔고조회' 시트
-        balance_tr_id = (
-            "TTTS3012R" if self._broker._settings.MODE == "live" else "VTTS3012R"
-        )
+        balance_tr_id = "TTTS3012R" if self._broker._settings.MODE == "live" else "VTTS3012R"
         headers = await self._broker._auth_headers(balance_tr_id)
         params = {
             "CANO": self._broker._account_no,
@@ -205,22 +193,16 @@ class OverseasBroker:
             "CTX_AREA_FK200": "",
             "CTX_AREA_NK200": "",
         }
-        url = (
-            f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/inquire-balance"
-        )
+        url = f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/inquire-balance"
 
         try:
             async with session.get(url, headers=headers, params=params) as resp:
                 if resp.status != 200:
                     text = await resp.text()
-                    raise ConnectionError(
-                        f"get_overseas_balance failed ({resp.status}): {text}"
-                    )
+                    raise ConnectionError(f"get_overseas_balance failed ({resp.status}): {text}")
                 return await resp.json()
         except (TimeoutError, aiohttp.ClientError) as exc:
-            raise ConnectionError(
-                f"Network error fetching overseas balance: {exc}"
-            ) from exc
+            raise ConnectionError(f"Network error fetching overseas balance: {exc}") from exc
 
     async def get_overseas_buying_power(
         self,
@@ -247,9 +229,7 @@ class OverseasBroker:
 
         # TR_ID: 실전 TTTS3007R, 모의 VTTS3007R
         # Source: 한국투자증권 오픈API 전체문서 (20260221) — '해외주식 매수가능금액조회' 시트
-        ps_tr_id = (
-            "TTTS3007R" if self._broker._settings.MODE == "live" else "VTTS3007R"
-        )
+        ps_tr_id = "TTTS3007R" if self._broker._settings.MODE == "live" else "VTTS3007R"
         headers = await self._broker._auth_headers(ps_tr_id)
         params = {
             "CANO": self._broker._account_no,
@@ -258,9 +238,7 @@ class OverseasBroker:
             "OVRS_ORD_UNPR": f"{price:.2f}",
             "ITEM_CD": stock_code,
         }
-        url = (
-            f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/inquire-psamount"
-        )
+        url = f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/inquire-psamount"
 
         try:
             async with session.get(url, headers=headers, params=params) as resp:
@@ -271,9 +249,7 @@ class OverseasBroker:
                     )
                 return await resp.json()
         except (TimeoutError, aiohttp.ClientError) as exc:
-            raise ConnectionError(
-                f"Network error fetching overseas buying power: {exc}"
-            ) from exc
+            raise ConnectionError(f"Network error fetching overseas buying power: {exc}") from exc
 
     async def send_overseas_order(
         self,
@@ -330,9 +306,7 @@ class OverseasBroker:
             async with session.post(url, headers=headers, json=body) as resp:
                 if resp.status != 200:
                     text = await resp.text()
-                    raise ConnectionError(
-                        f"send_overseas_order failed ({resp.status}): {text}"
-                    )
+                    raise ConnectionError(f"send_overseas_order failed ({resp.status}): {text}")
                 data = await resp.json()
                 rt_cd = data.get("rt_cd", "")
                 msg1 = data.get("msg1", "")
@@ -357,13 +331,9 @@ class OverseasBroker:
                     )
                 return data
         except (TimeoutError, aiohttp.ClientError) as exc:
-            raise ConnectionError(
-                f"Network error sending overseas order: {exc}"
-            ) from exc
+            raise ConnectionError(f"Network error sending overseas order: {exc}") from exc
 
-    async def get_overseas_pending_orders(
-        self, exchange_code: str
-    ) -> list[dict[str, Any]]:
+    async def get_overseas_pending_orders(self, exchange_code: str) -> list[dict[str, Any]]:
         """Fetch unfilled (pending) overseas orders for a given exchange.
 
         Args:
@@ -379,9 +349,7 @@ class OverseasBroker:
             ConnectionError: On network or API errors (live mode only).
         """
         if self._broker._settings.MODE != "live":
-            logger.debug(
-                "Pending orders API (TTTS3018R) not supported in paper mode; returning []"
-            )
+            logger.debug("Pending orders API (TTTS3018R) not supported in paper mode; returning []")
             return []
 
         await self._broker._rate_limiter.acquire()
@@ -398,9 +366,7 @@ class OverseasBroker:
             "CTX_AREA_FK200": "",
             "CTX_AREA_NK200": "",
         }
-        url = (
-            f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/inquire-nccs"
-        )
+        url = f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/inquire-nccs"
 
         try:
             async with session.get(url, headers=headers, params=params) as resp:
@@ -415,9 +381,7 @@ class OverseasBroker:
                     return output
                 return []
         except (TimeoutError, aiohttp.ClientError) as exc:
-            raise ConnectionError(
-                f"Network error fetching pending orders: {exc}"
-            ) from exc
+            raise ConnectionError(f"Network error fetching pending orders: {exc}") from exc
 
     async def cancel_overseas_order(
         self,
@@ -469,22 +433,16 @@ class OverseasBroker:
         headers = await self._broker._auth_headers(tr_id)
         headers["hashkey"] = hash_key
 
-        url = (
-            f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/order-rvsecncl"
-        )
+        url = f"{self._broker._base_url}/uapi/overseas-stock/v1/trading/order-rvsecncl"
 
         try:
             async with session.post(url, headers=headers, json=body) as resp:
                 if resp.status != 200:
                     text = await resp.text()
-                    raise ConnectionError(
-                        f"cancel_overseas_order failed ({resp.status}): {text}"
-                    )
+                    raise ConnectionError(f"cancel_overseas_order failed ({resp.status}): {text}")
                 return await resp.json()
         except (TimeoutError, aiohttp.ClientError) as exc:
-            raise ConnectionError(
-                f"Network error cancelling overseas order: {exc}"
-            ) from exc
+            raise ConnectionError(f"Network error cancelling overseas order: {exc}") from exc
 
     def _get_currency_code(self, exchange_code: str) -> str:
         """

src/config.py

@@ -59,6 +59,17 @@ class Settings(BaseSettings):
     # KIS VTS overseas balance API returns errors for most accounts.
     # This value is used as a fallback when the balance API returns 0 in paper mode.
     PAPER_OVERSEAS_CASH: float = Field(default=50000.0, ge=0.0)
+    USD_BUFFER_MIN: float = Field(default=1000.0, ge=0.0)
+    US_MIN_PRICE: float = Field(default=5.0, ge=0.0)
+    STAGED_EXIT_BE_ARM_PCT: float = Field(default=1.2, gt=0.0, le=30.0)
+    STAGED_EXIT_ARM_PCT: float = Field(default=3.0, gt=0.0, le=100.0)
+    STOPLOSS_REENTRY_COOLDOWN_MINUTES: int = Field(default=120, ge=1, le=1440)
+    KR_ATR_STOP_MULTIPLIER_K: float = Field(default=2.0, ge=0.1, le=10.0)
+    KR_ATR_STOP_MIN_PCT: float = Field(default=-2.0, le=0.0)
+    KR_ATR_STOP_MAX_PCT: float = Field(default=-7.0, le=0.0)
+    OVERNIGHT_EXCEPTION_ENABLED: bool = True
+    SESSION_RISK_RELOAD_ENABLED: bool = True
+    SESSION_RISK_PROFILES_JSON: str = "{}"
 
     # Trading frequency mode (daily = batch API calls, realtime = per-stock calls)
     TRADE_MODE: str = Field(default="daily", pattern="^(daily|realtime)$")
@@ -67,6 +78,8 @@ class Settings(BaseSettings):
     ORDER_BLACKOUT_ENABLED: bool = True
     ORDER_BLACKOUT_WINDOWS_KST: str = "23:30-00:10"
     ORDER_BLACKOUT_QUEUE_MAX: int = Field(default=500, ge=10, le=5000)
+    BLACKOUT_RECOVERY_PRICE_REVALIDATION_ENABLED: bool = True
+    BLACKOUT_RECOVERY_MAX_PRICE_DRIFT_PCT: float = Field(default=5.0, ge=0.0, le=100.0)
 
     # Pre-Market Planner
     PRE_MARKET_MINUTES: int = Field(default=30, ge=10, le=120)
@@ -98,25 +111,21 @@ class Settings(BaseSettings):
 
     # Telegram notification type filters (granular control)
     # circuit_breaker is always sent regardless — safety-critical
-    TELEGRAM_NOTIFY_TRADES: bool = True           # BUY/SELL execution alerts
+    TELEGRAM_NOTIFY_TRADES: bool = True  # BUY/SELL execution alerts
     TELEGRAM_NOTIFY_MARKET_OPEN_CLOSE: bool = True  # Market open/close alerts
-    TELEGRAM_NOTIFY_FAT_FINGER: bool = True       # Fat-finger rejection alerts
-    TELEGRAM_NOTIFY_SYSTEM_EVENTS: bool = True    # System start/shutdown alerts
-    TELEGRAM_NOTIFY_PLAYBOOK: bool = True         # Playbook generated/failed alerts
-    TELEGRAM_NOTIFY_SCENARIO_MATCH: bool = True   # Scenario matched alerts (most frequent)
-    TELEGRAM_NOTIFY_ERRORS: bool = True           # Error alerts
+    TELEGRAM_NOTIFY_FAT_FINGER: bool = True  # Fat-finger rejection alerts
+    TELEGRAM_NOTIFY_SYSTEM_EVENTS: bool = True  # System start/shutdown alerts
+    TELEGRAM_NOTIFY_PLAYBOOK: bool = True  # Playbook generated/failed alerts
+    TELEGRAM_NOTIFY_SCENARIO_MATCH: bool = True  # Scenario matched alerts (most frequent)
+    TELEGRAM_NOTIFY_ERRORS: bool = True  # Error alerts
 
     # Overseas ranking API (KIS endpoint/TR_ID may vary by account/product)
     # Override these from .env if your account uses different specs.
     OVERSEAS_RANKING_ENABLED: bool = True
     OVERSEAS_RANKING_FLUCT_TR_ID: str = "HHDFS76290000"
     OVERSEAS_RANKING_VOLUME_TR_ID: str = "HHDFS76270000"
-    OVERSEAS_RANKING_FLUCT_PATH: str = (
-        "/uapi/overseas-stock/v1/ranking/updown-rate"
-    )
-    OVERSEAS_RANKING_VOLUME_PATH: str = (
-        "/uapi/overseas-stock/v1/ranking/volume-surge"
-    )
+    OVERSEAS_RANKING_FLUCT_PATH: str = "/uapi/overseas-stock/v1/ranking/updown-rate"
+    OVERSEAS_RANKING_VOLUME_PATH: str = "/uapi/overseas-stock/v1/ranking/volume-surge"
 
     # Dashboard (optional)
     DASHBOARD_ENABLED: bool = False

src/context/aggregator.py

@@ -222,9 +222,7 @@ class ContextAggregator:
 
         total_pnl = 0.0
         for month in months:
-            monthly_pnl = self.store.get_context(
-                ContextLayer.L4_MONTHLY, month, "monthly_pnl"
-            )
+            monthly_pnl = self.store.get_context(ContextLayer.L4_MONTHLY, month, "monthly_pnl")
             if monthly_pnl is not None:
                 total_pnl += monthly_pnl
 
@@ -251,9 +249,7 @@ class ContextAggregator:
             if quarterly_pnl is not None:
                 total_pnl += quarterly_pnl
 
-        self.store.set_context(
-            ContextLayer.L2_ANNUAL, year, "annual_pnl", round(total_pnl, 2)
-        )
+        self.store.set_context(ContextLayer.L2_ANNUAL, year, "annual_pnl", round(total_pnl, 2))
 
     def aggregate_legacy_from_annual(self) -> None:
         """Aggregate L1 (legacy) context from all L2 (annual) data."""
@@ -280,9 +276,7 @@ class ContextAggregator:
             self.store.set_context(
                 ContextLayer.L1_LEGACY, "LEGACY", "total_pnl", round(total_pnl, 2)
             )
-            self.store.set_context(
-                ContextLayer.L1_LEGACY, "LEGACY", "years_traded", years_traded
-            )
+            self.store.set_context(ContextLayer.L1_LEGACY, "LEGACY", "years_traded", years_traded)
             self.store.set_context(
                 ContextLayer.L1_LEGACY,
                 "LEGACY",

src/context/layer.py

@@ -3,10 +3,10 @@
 from __future__ import annotations
 
 from dataclasses import dataclass
-from enum import Enum
+from enum import StrEnum
 
 
-class ContextLayer(str, Enum):
+class ContextLayer(StrEnum):
     """7-tier context hierarchy from real-time to generational."""
 
     L1_LEGACY = "L1_LEGACY"  # Cumulative/generational wisdom

src/context/summarizer.py

@@ -9,7 +9,7 @@ This module summarizes old context data instead of including raw details:
 from __future__ import annotations
 
 from dataclasses import dataclass
-from datetime import UTC, datetime, timedelta
+from datetime import UTC, datetime
 from typing import Any
 
 from src.context.layer import ContextLayer

src/core/blackout_manager.py

@@ -23,6 +23,7 @@ class BlackoutWindow:
 class QueuedOrderIntent:
     market_code: str
     exchange_code: str
+    session_id: str
     stock_code: str
     order_type: str
     quantity: int
@@ -68,11 +69,16 @@ class BlackoutOrderManager:
         self._queue: deque[QueuedOrderIntent] = deque()
         self._was_blackout = False
         self._max_queue_size = max_queue_size
+        self._overflow_drop_count = 0
 
     @property
     def pending_count(self) -> int:
         return len(self._queue)
 
+    @property
+    def overflow_drop_count(self) -> int:
+        return self._overflow_drop_count
+
     def in_blackout(self, now: datetime | None = None) -> bool:
         if not self.enabled or not self._windows:
             return False
@@ -81,8 +87,11 @@ class BlackoutOrderManager:
         return any(window.contains(kst_now) for window in self._windows)
 
     def enqueue(self, intent: QueuedOrderIntent) -> bool:
-        if len(self._queue) >= self._max_queue_size:
+        if self._max_queue_size <= 0:
             return False
+        if len(self._queue) >= self._max_queue_size:
+            self._queue.popleft()
+            self._overflow_drop_count += 1
         self._queue.append(intent)
         return True
 

src/core/kill_switch.py

@@ -11,8 +11,9 @@ Order is fixed:
 from __future__ import annotations
 
 import inspect
+from collections.abc import Awaitable, Callable
 from dataclasses import dataclass, field
-from typing import Any, Awaitable, Callable
+from typing import Any
 
 StepCallable = Callable[[], Any | Awaitable[Any]]
 

src/core/order_policy.py

@@ -15,7 +15,7 @@ from src.markets.schedule import MarketInfo
 _LOW_LIQUIDITY_SESSIONS = {"NXT_AFTER", "US_PRE", "US_DAY", "US_AFTER"}
 
 
-class OrderPolicyRejected(Exception):
+class OrderPolicyRejectedError(Exception):
     """Raised when an order violates session policy."""
 
     def __init__(self, message: str, *, session_id: str, market_code: str) -> None:
@@ -61,7 +61,9 @@ def classify_session_id(market: MarketInfo, now: datetime | None = None) -> str:
 
 def get_session_info(market: MarketInfo, now: datetime | None = None) -> SessionInfo:
     session_id = classify_session_id(market, now)
-    return SessionInfo(session_id=session_id, is_low_liquidity=session_id in _LOW_LIQUIDITY_SESSIONS)
+    return SessionInfo(
+        session_id=session_id, is_low_liquidity=session_id in _LOW_LIQUIDITY_SESSIONS
+    )
 
 
 def validate_order_policy(
@@ -76,7 +78,7 @@ def validate_order_policy(
 
     is_market_order = price <= 0
     if info.is_low_liquidity and is_market_order:
-        raise OrderPolicyRejected(
+        raise OrderPolicyRejectedError(
             f"Market order is forbidden in low-liquidity session ({info.session_id})",
             session_id=info.session_id,
             market_code=market.code,
@@ -84,10 +86,14 @@ def validate_order_policy(
 
     # Guard against accidental unsupported actions.
     if order_type not in {"BUY", "SELL"}:
-        raise OrderPolicyRejected(
+        raise OrderPolicyRejectedError(
             f"Unsupported order_type={order_type}",
             session_id=info.session_id,
             market_code=market.code,
         )
 
     return info
+
+
+# Backward compatibility alias
+OrderPolicyRejected = OrderPolicyRejectedError

src/core/priority_queue.py

@@ -28,9 +28,7 @@ class PriorityTask:
     # Task data not used in comparison
     task_id: str = field(compare=False)
     task_data: dict[str, Any] = field(compare=False, default_factory=dict)
-    callback: Callable[[], Coroutine[Any, Any, Any]] | None = field(
-        compare=False, default=None
-    )
+    callback: Callable[[], Coroutine[Any, Any, Any]] | None = field(compare=False, default=None)
 
 
 @dataclass

src/core/risk_manager.py

@@ -25,7 +25,7 @@ class CircuitBreakerTripped(SystemExit):
         )
 
 
-class FatFingerRejected(Exception):
+class FatFingerRejectedError(Exception):
     """Raised when an order exceeds the maximum allowed proportion of cash."""
 
     def __init__(self, order_amount: float, total_cash: float, max_pct: float) -> None:
@@ -61,7 +61,7 @@ class RiskManager:
     def check_fat_finger(self, order_amount: float, total_cash: float) -> None:
         """Reject orders that exceed the maximum proportion of available cash."""
         if total_cash <= 0:
-            raise FatFingerRejected(order_amount, total_cash, self._ff_max_pct)
+            raise FatFingerRejectedError(order_amount, total_cash, self._ff_max_pct)
 
         ratio_pct = (order_amount / total_cash) * 100
         if ratio_pct > self._ff_max_pct:
@@ -69,7 +69,7 @@ class RiskManager:
                 "Fat finger check failed",
                 extra={"order_amount": order_amount},
             )
-            raise FatFingerRejected(order_amount, total_cash, self._ff_max_pct)
+            raise FatFingerRejectedError(order_amount, total_cash, self._ff_max_pct)
 
     def validate_order(
         self,
@@ -81,3 +81,7 @@ class RiskManager:
         self.check_circuit_breaker(current_pnl_pct)
         self.check_fat_finger(order_amount, total_cash)
         logger.info("Order passed risk validation")
+
+
+# Backward compatibility alias
+FatFingerRejected = FatFingerRejectedError

src/dashboard/app.py

@@ -5,7 +5,7 @@ from __future__ import annotations
 import json
 import os
 import sqlite3
-from datetime import UTC, datetime, timezone
+from datetime import UTC, datetime
 from pathlib import Path
 from typing import Any
 
@@ -188,10 +188,7 @@ def create_dashboard_app(db_path: str, mode: str = "paper") -> FastAPI:
                 return {
                     "market": "all",
                     "combined": combined,
-                    "by_market": [
-                        _row_to_performance(row)
-                        for row in by_market_rows
-                    ],
+                    "by_market": [_row_to_performance(row) for row in by_market_rows],
                 }
 
             row = conn.execute(
@@ -401,7 +398,7 @@ def create_dashboard_app(db_path: str, mode: str = "paper") -> FastAPI:
                 """
             ).fetchall()
 
-            now = datetime.now(timezone.utc)
+            now = datetime.now(UTC)
             positions = []
             for row in rows:
                 entry_time_str = row["entry_time"]

src/data/economic_calendar.py

@@ -9,7 +9,6 @@ from __future__ import annotations
 import logging
 from dataclasses import dataclass
 from datetime import datetime, timedelta
-from typing import Any
 
 logger = logging.getLogger(__name__)
 

src/db.py

@@ -31,8 +31,12 @@ def init_db(db_path: str) -> sqlite3.Connection:
             quantity INTEGER,
             price REAL,
             pnl REAL DEFAULT 0.0,
+            strategy_pnl REAL DEFAULT 0.0,
+            fx_pnl REAL DEFAULT 0.0,
             market TEXT DEFAULT 'KR',
             exchange_code TEXT DEFAULT 'KRX',
+            session_id TEXT DEFAULT 'UNKNOWN',
+            selection_context TEXT,
             decision_id TEXT,
             mode TEXT DEFAULT 'paper'
         )
@@ -53,6 +57,32 @@ def init_db(db_path: str) -> sqlite3.Connection:
         conn.execute("ALTER TABLE trades ADD COLUMN decision_id TEXT")
     if "mode" not in columns:
         conn.execute("ALTER TABLE trades ADD COLUMN mode TEXT DEFAULT 'paper'")
+    session_id_added = False
+    if "session_id" not in columns:
+        conn.execute("ALTER TABLE trades ADD COLUMN session_id TEXT DEFAULT 'UNKNOWN'")
+        session_id_added = True
+    if "strategy_pnl" not in columns:
+        conn.execute("ALTER TABLE trades ADD COLUMN strategy_pnl REAL DEFAULT 0.0")
+    if "fx_pnl" not in columns:
+        conn.execute("ALTER TABLE trades ADD COLUMN fx_pnl REAL DEFAULT 0.0")
+    # Backfill legacy rows where only pnl existed before split accounting columns.
+    conn.execute(
+        """
+        UPDATE trades
+        SET strategy_pnl = pnl, fx_pnl = 0.0
+        WHERE pnl != 0.0
+          AND strategy_pnl = 0.0
+          AND fx_pnl = 0.0
+        """
+    )
+    if session_id_added:
+        conn.execute(
+            """
+            UPDATE trades
+            SET session_id = 'UNKNOWN'
+            WHERE session_id IS NULL OR session_id = ''
+            """
+        )
 
     # Context tree tables for multi-layered memory management
     conn.execute(
@@ -79,6 +109,7 @@ def init_db(db_path: str) -> sqlite3.Connection:
             stock_code TEXT NOT NULL,
             market TEXT NOT NULL,
             exchange_code TEXT NOT NULL,
+            session_id TEXT DEFAULT 'UNKNOWN',
             action TEXT NOT NULL,
             confidence INTEGER NOT NULL,
             rationale TEXT NOT NULL,
@@ -91,6 +122,26 @@ def init_db(db_path: str) -> sqlite3.Connection:
         )
         """
     )
+    decision_columns = {
+        row[1] for row in conn.execute("PRAGMA table_info(decision_logs)").fetchall()
+    }
+    if "session_id" not in decision_columns:
+        conn.execute("ALTER TABLE decision_logs ADD COLUMN session_id TEXT DEFAULT 'UNKNOWN'")
+        conn.execute(
+            """
+            UPDATE decision_logs
+            SET session_id = 'UNKNOWN'
+            WHERE session_id IS NULL OR session_id = ''
+            """
+        )
+    if "outcome_pnl" not in decision_columns:
+        conn.execute("ALTER TABLE decision_logs ADD COLUMN outcome_pnl REAL")
+    if "outcome_accuracy" not in decision_columns:
+        conn.execute("ALTER TABLE decision_logs ADD COLUMN outcome_accuracy INTEGER")
+    if "reviewed" not in decision_columns:
+        conn.execute("ALTER TABLE decision_logs ADD COLUMN reviewed INTEGER DEFAULT 0")
+    if "review_notes" not in decision_columns:
+        conn.execute("ALTER TABLE decision_logs ADD COLUMN review_notes TEXT")
 
     conn.execute(
         """
@@ -133,9 +184,7 @@ def init_db(db_path: str) -> sqlite3.Connection:
     conn.execute(
         "CREATE INDEX IF NOT EXISTS idx_decision_logs_timestamp ON decision_logs(timestamp)"
     )
-    conn.execute(
-        "CREATE INDEX IF NOT EXISTS idx_decision_logs_reviewed ON decision_logs(reviewed)"
-    )
+    conn.execute("CREATE INDEX IF NOT EXISTS idx_decision_logs_reviewed ON decision_logs(reviewed)")
     conn.execute(
         "CREATE INDEX IF NOT EXISTS idx_decision_logs_confidence ON decision_logs(confidence)"
     )
@@ -171,8 +220,11 @@ def log_trade(
     quantity: int = 0,
     price: float = 0.0,
     pnl: float = 0.0,
+    strategy_pnl: float | None = None,
+    fx_pnl: float | None = None,
     market: str = "KR",
     exchange_code: str = "KRX",
+    session_id: str | None = None,
     selection_context: dict[str, any] | None = None,
     decision_id: str | None = None,
     mode: str = "paper",
@@ -187,24 +239,37 @@ def log_trade(
         rationale: AI decision rationale
         quantity: Number of shares
         price: Trade price
-        pnl: Profit/loss
+        pnl: Total profit/loss (backward compatibility)
+        strategy_pnl: Strategy PnL component
+        fx_pnl: FX PnL component
         market: Market code
         exchange_code: Exchange code
+        session_id: Session identifier (if omitted, auto-derived from market)
         selection_context: Scanner selection data (RSI, volume_ratio, signal, score)
         decision_id: Unique decision identifier for audit linking
         mode: Trading mode ('paper' or 'live') for data separation
     """
     # Serialize selection context to JSON
     context_json = json.dumps(selection_context) if selection_context else None
+    resolved_session_id = _resolve_session_id(market=market, session_id=session_id)
+    if strategy_pnl is None and fx_pnl is None:
+        strategy_pnl = pnl
+        fx_pnl = 0.0
+    elif strategy_pnl is None:
+        strategy_pnl = pnl - float(fx_pnl or 0.0) if pnl != 0.0 else 0.0
+    elif fx_pnl is None:
+        fx_pnl = pnl - float(strategy_pnl) if pnl != 0.0 else 0.0
+    if pnl == 0.0 and (strategy_pnl or fx_pnl):
+        pnl = float(strategy_pnl) + float(fx_pnl)
 
     conn.execute(
         """
         INSERT INTO trades (
             timestamp, stock_code, action, confidence, rationale,
-            quantity, price, pnl, market, exchange_code, selection_context, decision_id,
-            mode
+            quantity, price, pnl, strategy_pnl, fx_pnl,
+            market, exchange_code, session_id, selection_context, decision_id, mode
         )
-        VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
+        VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
         """,
         (
             datetime.now(UTC).isoformat(),
@@ -215,8 +280,11 @@ def log_trade(
             quantity,
             price,
             pnl,
+            strategy_pnl,
+            fx_pnl,
             market,
             exchange_code,
+            resolved_session_id,
             context_json,
             decision_id,
             mode,
@@ -225,23 +293,63 @@ def log_trade(
     conn.commit()
 
 
+def _resolve_session_id(*, market: str, session_id: str | None) -> str:
+    if session_id:
+        return session_id
+    try:
+        from src.core.order_policy import classify_session_id
+        from src.markets.schedule import MARKETS
+
+        market_info = MARKETS.get(market)
+        if market_info is not None:
+            return classify_session_id(market_info)
+    except Exception:
+        pass
+    return "UNKNOWN"
+
+
 def get_latest_buy_trade(
-    conn: sqlite3.Connection, stock_code: str, market: str
+    conn: sqlite3.Connection,
+    stock_code: str,
+    market: str,
+    exchange_code: str | None = None,
 ) -> dict[str, Any] | None:
     """Fetch the most recent BUY trade for a stock and market."""
-    cursor = conn.execute(
-        """
-        SELECT decision_id, price, quantity
-        FROM trades
-        WHERE stock_code = ?
-          AND market = ?
-          AND action = 'BUY'
-          AND decision_id IS NOT NULL
-        ORDER BY timestamp DESC
-        LIMIT 1
-        """,
-        (stock_code, market),
-    )
+    if exchange_code:
+        cursor = conn.execute(
+            """
+            SELECT decision_id, price, quantity, selection_context
+            FROM trades
+            WHERE stock_code = ?
+              AND market = ?
+              AND action = 'BUY'
+              AND decision_id IS NOT NULL
+              AND (
+                  exchange_code = ?
+                  OR exchange_code IS NULL
+                  OR exchange_code = ''
+              )
+            ORDER BY
+              CASE WHEN exchange_code = ? THEN 0 ELSE 1 END,
+              timestamp DESC
+            LIMIT 1
+            """,
+            (stock_code, market, exchange_code, exchange_code),
+        )
+    else:
+        cursor = conn.execute(
+            """
+            SELECT decision_id, price, quantity, selection_context
+            FROM trades
+            WHERE stock_code = ?
+              AND market = ?
+              AND action = 'BUY'
+              AND decision_id IS NOT NULL
+            ORDER BY timestamp DESC
+            LIMIT 1
+            """,
+            (stock_code, market),
+        )
     row = cursor.fetchone()
     if not row:
         return None
@@ -270,9 +378,7 @@ def get_open_position(
     return {"decision_id": row[1], "price": row[2], "quantity": row[3], "timestamp": row[4]}
 
 
-def get_recent_symbols(
-    conn: sqlite3.Connection, market: str, limit: int = 30
-) -> list[str]:
+def get_recent_symbols(conn: sqlite3.Connection, market: str, limit: int = 30) -> list[str]:
     """Return recent unique symbols for a market, newest first."""
     cursor = conn.execute(
         """

src/evolution/ab_test.py

@@ -90,9 +90,7 @@ class ABTester:
         sharpe_ratio = None
         if len(pnls) > 1:
             mean_return = avg_pnl
-            std_return = (
-                sum((p - mean_return) ** 2 for p in pnls) / (len(pnls) - 1)
-            ) ** 0.5
+            std_return = (sum((p - mean_return) ** 2 for p in pnls) / (len(pnls) - 1)) ** 0.5
             if std_return > 0:
                 sharpe_ratio = mean_return / std_return
 
@@ -198,8 +196,7 @@ class ABTester:
 
         if meets_criteria:
             logger.info(
-                "Strategy '%s' meets deployment criteria: "
-                "win_rate=%.2f%%, trades=%d, avg_pnl=%.2f",
+                "Strategy '%s' meets deployment criteria: win_rate=%.2f%%, trades=%d, avg_pnl=%.2f",
                 result.winner,
                 winning_perf.win_rate,
                 winning_perf.total_trades,

src/evolution/daily_review.py

@@ -60,9 +60,7 @@ class DailyReviewer:
             if isinstance(scenario_match, dict) and scenario_match:
                 matched += 1
         scenario_match_rate = (
-            round((matched / total_decisions) * 100, 2)
-            if total_decisions
-            else 0.0
+            round((matched / total_decisions) * 100, 2) if total_decisions else 0.0
         )
 
         trade_stats = self._conn.execute(

src/evolution/optimizer.py

@@ -9,6 +9,7 @@ This module:
 
 from __future__ import annotations
 
+import ast
 import json
 import logging
 import sqlite3
@@ -28,24 +29,24 @@ from src.logging.decision_logger import DecisionLogger
 logger = logging.getLogger(__name__)
 
 STRATEGIES_DIR = Path("src/strategies")
-STRATEGY_TEMPLATE = textwrap.dedent("""\
-    \"\"\"Auto-generated strategy: {name}
+STRATEGY_TEMPLATE = """\
+\"\"\"Auto-generated strategy: {name}
 
-    Generated at: {timestamp}
-    Rationale: {rationale}
-    \"\"\"
+Generated at: {timestamp}
+Rationale: {rationale}
+\"\"\"
 
-    from __future__ import annotations
-    from typing import Any
-    from src.strategies.base import BaseStrategy
+from __future__ import annotations
+from typing import Any
+from src.strategies.base import BaseStrategy
 
 
-    class {class_name}(BaseStrategy):
-        \"\"\"Strategy: {name}\"\"\"
+class {class_name}(BaseStrategy):
+    \"\"\"Strategy: {name}\"\"\"
 
-        def evaluate(self, market_data: dict[str, Any]) -> dict[str, Any]:
-            {body}
-""")
+    def evaluate(self, market_data: dict[str, Any]) -> dict[str, Any]:
+{body}
+"""
 
 
 class EvolutionOptimizer:
@@ -79,26 +80,26 @@ class EvolutionOptimizer:
         # Convert to dict format for analysis
         failures = []
         for decision in losing_decisions:
-            failures.append({
-                "decision_id": decision.decision_id,
-                "timestamp": decision.timestamp,
-                "stock_code": decision.stock_code,
-                "market": decision.market,
-                "exchange_code": decision.exchange_code,
-                "action": decision.action,
-                "confidence": decision.confidence,
-                "rationale": decision.rationale,
-                "outcome_pnl": decision.outcome_pnl,
-                "outcome_accuracy": decision.outcome_accuracy,
-                "context_snapshot": decision.context_snapshot,
-                "input_data": decision.input_data,
-            })
+            failures.append(
+                {
+                    "decision_id": decision.decision_id,
+                    "timestamp": decision.timestamp,
+                    "stock_code": decision.stock_code,
+                    "market": decision.market,
+                    "exchange_code": decision.exchange_code,
+                    "action": decision.action,
+                    "confidence": decision.confidence,
+                    "rationale": decision.rationale,
+                    "outcome_pnl": decision.outcome_pnl,
+                    "outcome_accuracy": decision.outcome_accuracy,
+                    "context_snapshot": decision.context_snapshot,
+                    "input_data": decision.input_data,
+                }
+            )
 
         return failures
 
-    def identify_failure_patterns(
-        self, failures: list[dict[str, Any]]
-    ) -> dict[str, Any]:
+    def identify_failure_patterns(self, failures: list[dict[str, Any]]) -> dict[str, Any]:
         """Identify patterns in losing decisions.
 
         Analyzes:
@@ -142,12 +143,8 @@ class EvolutionOptimizer:
             total_confidence += failure.get("confidence", 0)
             total_loss += failure.get("outcome_pnl", 0.0)
 
-        patterns["avg_confidence"] = (
-            round(total_confidence / len(failures), 2) if failures else 0.0
-        )
-        patterns["avg_loss"] = (
-            round(total_loss / len(failures), 2) if failures else 0.0
-        )
+        patterns["avg_confidence"] = round(total_confidence / len(failures), 2) if failures else 0.0
+        patterns["avg_loss"] = round(total_loss / len(failures), 2) if failures else 0.0
 
         # Convert Counters to regular dicts for JSON serialization
         patterns["markets"] = dict(patterns["markets"])
@@ -196,7 +193,8 @@ class EvolutionOptimizer:
 
         prompt = (
             "You are a quantitative trading strategy developer.\n"
-            "Analyze these failed trades and their patterns, then generate an improved strategy.\n\n"
+            "Analyze these failed trades and their patterns, "
+            "then generate an improved strategy.\n\n"
             f"Failure Patterns:\n{json.dumps(patterns, indent=2)}\n\n"
             f"Sample Failed Trades (first 5):\n"
             f"{json.dumps(failures[:5], indent=2, default=str)}\n\n"
@@ -213,7 +211,8 @@ class EvolutionOptimizer:
 
         try:
             response = await self._client.aio.models.generate_content(
-                model=self._model_name, contents=prompt,
+                model=self._model_name,
+                contents=prompt,
             )
             body = response.text.strip()
         except Exception as exc:
@@ -235,7 +234,8 @@ class EvolutionOptimizer:
         file_path = STRATEGIES_DIR / file_name
 
         # Indent the body for the class method
-        indented_body = textwrap.indent(body, "            ")
+        normalized_body = textwrap.dedent(body).strip()
+        indented_body = textwrap.indent(normalized_body, "            ")
 
         # Generate rationale from patterns
         rationale = f"Auto-evolved from {len(failures)} failures. "
@@ -247,9 +247,16 @@ class EvolutionOptimizer:
             timestamp=datetime.now(UTC).isoformat(),
             rationale=rationale,
             class_name=class_name,
-            body=indented_body.strip(),
+            body=indented_body.rstrip(),
         )
 
+        try:
+            parsed = ast.parse(content, filename=str(file_path))
+            compile(parsed, filename=str(file_path), mode="exec")
+        except SyntaxError as exc:
+            logger.warning("Generated strategy failed syntax validation: %s", exc)
+            return None
+
         file_path.write_text(content)
         logger.info("Generated strategy file: %s", file_path)
         return file_path
@@ -271,9 +278,7 @@ class EvolutionOptimizer:
             logger.info("Strategy validation PASSED")
             return True
         else:
-            logger.warning(
-                "Strategy validation FAILED:\n%s", result.stdout + result.stderr
-            )
+            logger.warning("Strategy validation FAILED:\n%s", result.stdout + result.stderr)
             # Clean up failing strategy
             strategy_path.unlink(missing_ok=True)
             return False

src/evolution/performance_tracker.py

@@ -187,9 +187,7 @@ class PerformanceTracker:
 
         return metrics
 
-    def calculate_improvement_trend(
-        self, metrics_history: list[StrategyMetrics]
-    ) -> dict[str, Any]:
+    def calculate_improvement_trend(self, metrics_history: list[StrategyMetrics]) -> dict[str, Any]:
         """Calculate improvement trend from historical metrics.
 
         Args:
@@ -229,9 +227,7 @@ class PerformanceTracker:
             "period_count": len(metrics_history),
         }
 
-    def generate_dashboard(
-        self, strategy_name: str | None = None
-    ) -> PerformanceDashboard:
+    def generate_dashboard(self, strategy_name: str | None = None) -> PerformanceDashboard:
         """Generate a comprehensive performance dashboard.
 
         Args:
@@ -260,9 +256,7 @@ class PerformanceTracker:
             improvement_trend=improvement_trend,
         )
 
-    def export_dashboard_json(
-        self, dashboard: PerformanceDashboard
-    ) -> str:
+    def export_dashboard_json(self, dashboard: PerformanceDashboard) -> str:
         """Export dashboard as JSON string.
 
         Args:

src/logging/decision_logger.py

@@ -19,6 +19,7 @@ class DecisionLog:
     stock_code: str
     market: str
     exchange_code: str
+    session_id: str
     action: str
     confidence: int
     rationale: str
@@ -47,6 +48,7 @@ class DecisionLogger:
         rationale: str,
         context_snapshot: dict[str, Any],
         input_data: dict[str, Any],
+        session_id: str | None = None,
     ) -> str:
         """Log a trading decision with full context.
 
@@ -59,20 +61,22 @@ class DecisionLogger:
             rationale: Reasoning for the decision
             context_snapshot: L1-L7 context snapshot at decision time
             input_data: Market data inputs (price, volume, orderbook, etc.)
+            session_id: Runtime session identifier
 
         Returns:
             decision_id: Unique identifier for this decision
         """
         decision_id = str(uuid.uuid4())
         timestamp = datetime.now(UTC).isoformat()
+        resolved_session = session_id or "UNKNOWN"
 
         self.conn.execute(
             """
             INSERT INTO decision_logs (
                 decision_id, timestamp, stock_code, market, exchange_code,
-                action, confidence, rationale, context_snapshot, input_data
+                session_id, action, confidence, rationale, context_snapshot, input_data
             )
-            VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
+            VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
             """,
             (
                 decision_id,
@@ -80,6 +84,7 @@ class DecisionLogger:
                 stock_code,
                 market,
                 exchange_code,
+                resolved_session,
                 action,
                 confidence,
                 rationale,
@@ -106,7 +111,7 @@ class DecisionLogger:
         query = """
             SELECT
                 decision_id, timestamp, stock_code, market, exchange_code,
-                action, confidence, rationale, context_snapshot, input_data,
+                session_id, action, confidence, rationale, context_snapshot, input_data,
                 outcome_pnl, outcome_accuracy, reviewed, review_notes
             FROM decision_logs
             WHERE reviewed = 0 AND confidence >= ?
@@ -135,9 +140,7 @@ class DecisionLogger:
         )
         self.conn.commit()
 
-    def update_outcome(
-        self, decision_id: str, pnl: float, accuracy: int
-    ) -> None:
+    def update_outcome(self, decision_id: str, pnl: float, accuracy: int) -> None:
         """Update the outcome of a decision after trade execution.
 
         Args:
@@ -168,7 +171,7 @@ class DecisionLogger:
             """
             SELECT
                 decision_id, timestamp, stock_code, market, exchange_code,
-                action, confidence, rationale, context_snapshot, input_data,
+                session_id, action, confidence, rationale, context_snapshot, input_data,
                 outcome_pnl, outcome_accuracy, reviewed, review_notes
             FROM decision_logs
             WHERE decision_id = ?
@@ -196,7 +199,7 @@ class DecisionLogger:
             """
             SELECT
                 decision_id, timestamp, stock_code, market, exchange_code,
-                action, confidence, rationale, context_snapshot, input_data,
+                session_id, action, confidence, rationale, context_snapshot, input_data,
                 outcome_pnl, outcome_accuracy, reviewed, review_notes
             FROM decision_logs
             WHERE confidence >= ?
@@ -223,13 +226,14 @@ class DecisionLogger:
             stock_code=row[2],
             market=row[3],
             exchange_code=row[4],
-            action=row[5],
-            confidence=row[6],
-            rationale=row[7],
-            context_snapshot=json.loads(row[8]),
-            input_data=json.loads(row[9]),
-            outcome_pnl=row[10],
-            outcome_accuracy=row[11],
-            reviewed=bool(row[12]),
-            review_notes=row[13],
+            session_id=row[5] or "UNKNOWN",
+            action=row[6],
+            confidence=row[7],
+            rationale=row[8],
+            context_snapshot=json.loads(row[9]),
+            input_data=json.loads(row[10]),
+            outcome_pnl=row[11],
+            outcome_accuracy=row[12],
+            reviewed=bool(row[13]),
+            review_notes=row[14],
         )

src/markets/schedule.py

@@ -1,7 +1,7 @@
 """Market schedule management with timezone support."""
 
 from dataclasses import dataclass
-from datetime import datetime, time, timedelta
+from datetime import UTC, datetime, time, timedelta
 from zoneinfo import ZoneInfo
 
 
@@ -181,7 +181,10 @@ def is_market_open(market: MarketInfo, now: datetime | None = None) -> bool:
 
 
 def get_open_markets(
-    enabled_markets: list[str] | None = None, now: datetime | None = None
+    enabled_markets: list[str] | None = None,
+    now: datetime | None = None,
+    *,
+    include_extended_sessions: bool = False,
 ) -> list[MarketInfo]:
     """
     Get list of currently open markets.
@@ -196,17 +199,29 @@ def get_open_markets(
     if enabled_markets is None:
         enabled_markets = list(MARKETS.keys())
 
+    def is_available(market: MarketInfo) -> bool:
+        if not include_extended_sessions:
+            return is_market_open(market, now)
+        if market.code == "KR" or market.code.startswith("US"):
+            # Import lazily to avoid module cycle at import-time.
+            from src.core.order_policy import classify_session_id
+
+            session_id = classify_session_id(market, now)
+            return session_id not in {"KR_OFF", "US_OFF"}
+        return is_market_open(market, now)
+
     open_markets = [
-        MARKETS[code]
-        for code in enabled_markets
-        if code in MARKETS and is_market_open(MARKETS[code], now)
+        MARKETS[code] for code in enabled_markets if code in MARKETS and is_available(MARKETS[code])
     ]
 
     return sorted(open_markets, key=lambda m: m.code)
 
 
 def get_next_market_open(
-    enabled_markets: list[str] | None = None, now: datetime | None = None
+    enabled_markets: list[str] | None = None,
+    now: datetime | None = None,
+    *,
+    include_extended_sessions: bool = False,
 ) -> tuple[MarketInfo, datetime]:
     """
     Find the next market that will open and when.
@@ -233,6 +248,21 @@ def get_next_market_open(
     next_open_time: datetime | None = None
     next_market: MarketInfo | None = None
 
+    def first_extended_open_after(market: MarketInfo, start_utc: datetime) -> datetime | None:
+        # Search minute-by-minute for KR/US session transition into active window.
+        # Bounded to 7 days to match existing behavior.
+        from src.core.order_policy import classify_session_id
+
+        ts = start_utc.astimezone(ZoneInfo("UTC")).replace(second=0, microsecond=0)
+        prev_active = classify_session_id(market, ts) not in {"KR_OFF", "US_OFF"}
+        for _ in range(7 * 24 * 60):
+            ts = ts + timedelta(minutes=1)
+            active = classify_session_id(market, ts) not in {"KR_OFF", "US_OFF"}
+            if active and not prev_active:
+                return ts
+            prev_active = active
+        return None
+
     for code in enabled_markets:
         if code not in MARKETS:
             continue
@@ -240,12 +270,17 @@ def get_next_market_open(
         market = MARKETS[code]
         market_now = now.astimezone(market.timezone)
 
+        if include_extended_sessions and (market.code == "KR" or market.code.startswith("US")):
+            ext_open = first_extended_open_after(market, now.astimezone(UTC))
+            if ext_open and (next_open_time is None or ext_open < next_open_time):
+                next_open_time = ext_open
+                next_market = market
+            continue
+
         # Calculate next open time for this market
         for days_ahead in range(7):  # Check next 7 days
             check_date = market_now.date() + timedelta(days=days_ahead)
-            check_datetime = datetime.combine(
-                check_date, market.open_time, tzinfo=market.timezone
-            )
+            check_datetime = datetime.combine(check_date, market.open_time, tzinfo=market.timezone)
 
             # Skip weekends
             if check_datetime.weekday() >= 5:

src/notifications/telegram_client.py

@@ -4,7 +4,7 @@ import asyncio
 import logging
 import time
 from collections.abc import Awaitable, Callable
-from dataclasses import dataclass, fields
+from dataclasses import dataclass
 from enum import Enum
 from typing import ClassVar
 
@@ -136,14 +136,14 @@ class TelegramClient:
         self._enabled = enabled
         self._rate_limiter = LeakyBucket(rate=rate_limit)
         self._session: aiohttp.ClientSession | None = None
-        self._filter = notification_filter if notification_filter is not None else NotificationFilter()
+        self._filter = (
+            notification_filter if notification_filter is not None else NotificationFilter()
+        )
 
         if not enabled:
             logger.info("Telegram notifications disabled via configuration")
         elif bot_token is None or chat_id is None:
-            logger.warning(
-                "Telegram notifications disabled (missing bot_token or chat_id)"
-            )
+            logger.warning("Telegram notifications disabled (missing bot_token or chat_id)")
             self._enabled = False
         else:
             logger.info("Telegram notifications enabled for chat_id=%s", chat_id)
@@ -209,14 +209,12 @@ class TelegramClient:
             async with session.post(url, json=payload) as resp:
                 if resp.status != 200:
                     error_text = await resp.text()
-                    logger.error(
-                        "Telegram API error (status=%d): %s", resp.status, error_text
-                    )
+                    logger.error("Telegram API error (status=%d): %s", resp.status, error_text)
                     return False
                 logger.debug("Telegram message sent: %s", text[:50])
                 return True
 
-        except asyncio.TimeoutError:
+        except TimeoutError:
             logger.error("Telegram message timeout")
             return False
         except aiohttp.ClientError as exc:
@@ -305,9 +303,7 @@ class TelegramClient:
             NotificationMessage(priority=NotificationPriority.LOW, message=message)
         )
 
-    async def notify_circuit_breaker(
-        self, pnl_pct: float, threshold: float
-    ) -> None:
+    async def notify_circuit_breaker(self, pnl_pct: float, threshold: float) -> None:
         """
         Notify circuit breaker activation.
 
@@ -354,9 +350,7 @@ class TelegramClient:
             NotificationMessage(priority=NotificationPriority.HIGH, message=message)
         )
 
-    async def notify_system_start(
-        self, mode: str, enabled_markets: list[str]
-    ) -> None:
+    async def notify_system_start(self, mode: str, enabled_markets: list[str]) -> None:
         """
         Notify system startup.
 
@@ -369,9 +363,7 @@ class TelegramClient:
         mode_emoji = "📝" if mode == "paper" else "💰"
         markets_str = ", ".join(enabled_markets)
         message = (
-            f"<b>{mode_emoji} System Started</b>\n"
-            f"Mode: {mode.upper()}\n"
-            f"Markets: {markets_str}"
+            f"<b>{mode_emoji} System Started</b>\nMode: {mode.upper()}\nMarkets: {markets_str}"
         )
         await self._send_notification(
             NotificationMessage(priority=NotificationPriority.MEDIUM, message=message)
@@ -445,11 +437,7 @@ class TelegramClient:
         """
         if not self._filter.playbook:
             return
-        message = (
-            f"<b>Playbook Failed</b>\n"
-            f"Market: {market}\n"
-            f"Reason: {reason[:200]}"
-        )
+        message = f"<b>Playbook Failed</b>\nMarket: {market}\nReason: {reason[:200]}"
         await self._send_notification(
             NotificationMessage(priority=NotificationPriority.HIGH, message=message)
         )
@@ -469,9 +457,7 @@ class TelegramClient:
             if "circuit breaker" in reason.lower()
             else NotificationPriority.MEDIUM
         )
-        await self._send_notification(
-            NotificationMessage(priority=priority, message=message)
-        )
+        await self._send_notification(NotificationMessage(priority=priority, message=message))
 
     async def notify_unfilled_order(
         self,
@@ -496,11 +482,7 @@ class TelegramClient:
             return
         # SELL resubmit is high priority — position liquidation at risk.
         # BUY cancel is medium priority — only cash is freed.
-        priority = (
-            NotificationPriority.HIGH
-            if action == "SELL"
-            else NotificationPriority.MEDIUM
-        )
+        priority = NotificationPriority.HIGH if action == "SELL" else NotificationPriority.MEDIUM
         outcome_emoji = "🔄" if outcome == "resubmitted" else "❌"
         outcome_label = "재주문" if outcome == "resubmitted" else "취소됨"
         action_emoji = "🔴" if action == "SELL" else "🟢"
@@ -515,9 +497,7 @@ class TelegramClient:
         message = "\n".join(lines)
         await self._send_notification(NotificationMessage(priority=priority, message=message))
 
-    async def notify_error(
-        self, error_type: str, error_msg: str, context: str
-    ) -> None:
+    async def notify_error(self, error_type: str, error_msg: str, context: str) -> None:
         """
         Notify system error.
 
@@ -541,9 +521,7 @@ class TelegramClient:
 class TelegramCommandHandler:
     """Handles incoming Telegram commands via long polling."""
 
-    def __init__(
-        self, client: TelegramClient, polling_interval: float = 1.0
-    ) -> None:
+    def __init__(self, client: TelegramClient, polling_interval: float = 1.0) -> None:
         """
         Initialize command handler.
 
@@ -559,9 +537,7 @@ class TelegramCommandHandler:
         self._polling_task: asyncio.Task[None] | None = None
         self._running = False
 
-    def register_command(
-        self, command: str, handler: Callable[[], Awaitable[None]]
-    ) -> None:
+    def register_command(self, command: str, handler: Callable[[], Awaitable[None]]) -> None:
         """
         Register a command handler (no arguments).
 
@@ -672,7 +648,7 @@ class TelegramCommandHandler:
 
                 return updates
 
-        except asyncio.TimeoutError:
+        except TimeoutError:
             logger.debug("getUpdates timeout (normal)")
             return []
         except aiohttp.ClientError as exc:
@@ -697,9 +673,7 @@ class TelegramCommandHandler:
             # Verify chat_id matches configured chat
             chat_id = str(message.get("chat", {}).get("id", ""))
             if chat_id != self._client._chat_id:
-                logger.warning(
-                    "Ignoring command from unauthorized chat_id: %s", chat_id
-                )
+                logger.warning("Ignoring command from unauthorized chat_id: %s", chat_id)
                 return
 
             # Extract command text

src/strategy/models.py

@@ -8,12 +8,12 @@ Defines the data contracts for the proactive strategy system:
 from __future__ import annotations
 
 from datetime import UTC, date, datetime
-from enum import Enum
+from enum import StrEnum
 
 from pydantic import BaseModel, Field, field_validator
 
 
-class ScenarioAction(str, Enum):
+class ScenarioAction(StrEnum):
     """Actions that can be taken by scenarios."""
 
     BUY = "BUY"
@@ -22,7 +22,7 @@ class ScenarioAction(str, Enum):
     REDUCE_ALL = "REDUCE_ALL"
 
 
-class MarketOutlook(str, Enum):
+class MarketOutlook(StrEnum):
     """AI's assessment of market direction."""
 
     BULLISH = "bullish"
@@ -32,7 +32,7 @@ class MarketOutlook(str, Enum):
     BEARISH = "bearish"
 
 
-class PlaybookStatus(str, Enum):
+class PlaybookStatus(StrEnum):
     """Lifecycle status of a playbook."""
 
     PENDING = "pending"

src/strategy/playbook_store.py

@@ -6,7 +6,6 @@ Designed for the pre-market strategy system (one playbook per market per day).
 
 from __future__ import annotations
 
-import json
 import logging
 import sqlite3
 from datetime import date
@@ -53,8 +52,10 @@ class PlaybookStore:
         row_id = cursor.lastrowid or 0
         logger.info(
             "Saved playbook for %s/%s (%d stocks, %d scenarios)",
-            playbook.date, playbook.market,
-            playbook.stock_count, playbook.scenario_count,
+            playbook.date,
+            playbook.market,
+            playbook.stock_count,
+            playbook.scenario_count,
         )
         return row_id
 

src/strategy/position_state_machine.py

@@ -6,10 +6,10 @@ State progression is monotonic (promotion-only) except terminal EXITED.
 from __future__ import annotations
 
 from dataclasses import dataclass
-from enum import Enum
+from enum import StrEnum
 
 
-class PositionState(str, Enum):
+class PositionState(StrEnum):
     HOLDING = "HOLDING"
     BE_LOCK = "BE_LOCK"
     ARMED = "ARMED"
@@ -40,12 +40,7 @@ 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
-    )
+    return inp.hard_stop_hit or inp.trailing_stop_hit or inp.model_exit_signal or inp.be_lock_threat
 
 
 def promote_state(current: PositionState, inp: StateTransitionInput) -> PositionState:

src/strategy/pre_market_planner.py

@@ -124,12 +124,14 @@ class PreMarketPlanner:
 
             # 4. Parse response
             playbook = self._parse_response(
-                decision.rationale, today, market, candidates, cross_market,
+                decision.rationale,
+                today,
+                market,
+                candidates,
+                cross_market,
                 current_holdings=current_holdings,
             )
-            playbook_with_tokens = playbook.model_copy(
-                update={"token_count": decision.token_count}
-            )
+            playbook_with_tokens = playbook.model_copy(update={"token_count": decision.token_count})
             logger.info(
                 "Generated playbook for %s: %d stocks, %d scenarios, %d tokens",
                 market,
@@ -146,7 +148,9 @@ class PreMarketPlanner:
             return self._empty_playbook(today, market)
 
     def build_cross_market_context(
-        self, target_market: str, today: date | None = None,
+        self,
+        target_market: str,
+        today: date | None = None,
     ) -> CrossMarketContext | None:
         """Build cross-market context from the other market's L6 data.
 
@@ -192,7 +196,9 @@ class PreMarketPlanner:
         )
 
     def build_self_market_scorecard(
-        self, market: str, today: date | None = None,
+        self,
+        market: str,
+        today: date | None = None,
     ) -> dict[str, Any] | None:
         """Build previous-day scorecard for the same market."""
         if today is None:
@@ -320,18 +326,18 @@ class PreMarketPlanner:
             f"{context_text}\n"
             f"## Instructions\n"
             f"Return a JSON object with this exact structure:\n"
-            f'{{\n'
+            f"{{\n"
             f'  "market_outlook": "bullish|neutral_to_bullish|neutral'
             f'|neutral_to_bearish|bearish",\n'
             f'  "global_rules": [\n'
             f'    {{"condition": "portfolio_pnl_pct < -2.0",'
             f' "action": "REDUCE_ALL", "rationale": "..."}}\n'
-            f'  ],\n'
+            f"  ],\n"
             f'  "stocks": [\n'
-            f'    {{\n'
+            f"    {{\n"
             f'      "stock_code": "...",\n'
             f'      "scenarios": [\n'
-            f'        {{\n'
+            f"        {{\n"
             f'          "condition": {{"rsi_below": 30, "volume_ratio_above": 2.0,'
             f' "unrealized_pnl_pct_above": 3.0, "holding_days_above": 5}},\n'
             f'          "action": "BUY|SELL|HOLD",\n'
@@ -340,11 +346,11 @@ class PreMarketPlanner:
             f'          "stop_loss_pct": -2.0,\n'
             f'          "take_profit_pct": 3.0,\n'
             f'          "rationale": "..."\n'
-            f'        }}\n'
-            f'      ]\n'
-            f'    }}\n'
-            f'  ]\n'
-            f'}}\n\n'
+            f"        }}\n"
+            f"      ]\n"
+            f"    }}\n"
+            f"  ]\n"
+            f"}}\n\n"
             f"Rules:\n"
             f"- Max {max_scenarios} scenarios per stock\n"
             f"- Candidates list is the primary source for BUY candidates\n"
@@ -575,8 +581,7 @@ class PreMarketPlanner:
                         stop_loss_pct=-3.0,
                         take_profit_pct=5.0,
                         rationale=(
-                            f"Rule-based BUY: oversold signal, "
-                            f"RSI={c.rsi:.0f} (fallback planner)"
+                            f"Rule-based BUY: oversold signal, RSI={c.rsi:.0f} (fallback planner)"
                         ),
                     )
                 )

src/strategy/scenario_engine.py

@@ -107,7 +107,9 @@ class ScenarioEngine:
         # 2. Find stock playbook
         stock_pb = playbook.get_stock_playbook(stock_code)
         if stock_pb is None:
-            logger.debug("No playbook for %s — defaulting to %s", stock_code, playbook.default_action)
+            logger.debug(
+                "No playbook for %s — defaulting to %s", stock_code, playbook.default_action
+            )
             return ScenarioMatch(
                 stock_code=stock_code,
                 matched_scenario=None,
@@ -135,7 +137,9 @@ class ScenarioEngine:
                 )
 
         # 4. No match — default action
-        logger.debug("No scenario matched for %s — defaulting to %s", stock_code, playbook.default_action)
+        logger.debug(
+            "No scenario matched for %s — defaulting to %s", stock_code, playbook.default_action
+        )
         return ScenarioMatch(
             stock_code=stock_code,
             matched_scenario=None,
@@ -198,17 +202,27 @@ class ScenarioEngine:
             checks.append(price is not None and price < condition.price_below)
 
         price_change_pct = self._safe_float(market_data.get("price_change_pct"))
-        if condition.price_change_pct_above is not None or condition.price_change_pct_below is not None:
+        if (
+            condition.price_change_pct_above is not None
+            or condition.price_change_pct_below is not None
+        ):
             if "price_change_pct" not in market_data:
                 self._warn_missing_key("price_change_pct")
         if condition.price_change_pct_above is not None:
-            checks.append(price_change_pct is not None and price_change_pct > condition.price_change_pct_above)
+            checks.append(
+                price_change_pct is not None and price_change_pct > condition.price_change_pct_above
+            )
         if condition.price_change_pct_below is not None:
-            checks.append(price_change_pct is not None and price_change_pct < condition.price_change_pct_below)
+            checks.append(
+                price_change_pct is not None and price_change_pct < condition.price_change_pct_below
+            )
 
         # Position-aware conditions
         unrealized_pnl_pct = self._safe_float(market_data.get("unrealized_pnl_pct"))
-        if condition.unrealized_pnl_pct_above is not None or condition.unrealized_pnl_pct_below is not None:
+        if (
+            condition.unrealized_pnl_pct_above is not None
+            or condition.unrealized_pnl_pct_below is not None
+        ):
             if "unrealized_pnl_pct" not in market_data:
                 self._warn_missing_key("unrealized_pnl_pct")
         if condition.unrealized_pnl_pct_above is not None:
@@ -227,15 +241,9 @@ class ScenarioEngine:
             if "holding_days" not in market_data:
                 self._warn_missing_key("holding_days")
         if condition.holding_days_above is not None:
-            checks.append(
-                holding_days is not None
-                and holding_days > condition.holding_days_above
-            )
+            checks.append(holding_days is not None and holding_days > condition.holding_days_above)
         if condition.holding_days_below is not None:
-            checks.append(
-                holding_days is not None
-                and holding_days < condition.holding_days_below
-            )
+            checks.append(holding_days is not None and holding_days < condition.holding_days_below)
 
         return len(checks) > 0 and all(checks)
 
@@ -295,9 +303,15 @@ class ScenarioEngine:
             details["volume_ratio"] = self._safe_float(market_data.get("volume_ratio"))
         if condition.price_above is not None or condition.price_below is not None:
             details["current_price"] = self._safe_float(market_data.get("current_price"))
-        if condition.price_change_pct_above is not None or condition.price_change_pct_below is not None:
+        if (
+            condition.price_change_pct_above is not None
+            or condition.price_change_pct_below is not None
+        ):
             details["price_change_pct"] = self._safe_float(market_data.get("price_change_pct"))
-        if condition.unrealized_pnl_pct_above is not None or condition.unrealized_pnl_pct_below is not None:
+        if (
+            condition.unrealized_pnl_pct_above is not None
+            or condition.unrealized_pnl_pct_below is not None
+        ):
             details["unrealized_pnl_pct"] = self._safe_float(market_data.get("unrealized_pnl_pct"))
         if condition.holding_days_above is not None or condition.holding_days_below is not None:
             details["holding_days"] = self._safe_float(market_data.get("holding_days"))

tests/test_backtest_cost_guard.py

@@ -0,0 +1,115 @@
+from __future__ import annotations
+
+import pytest
+
+from src.analysis.backtest_cost_guard import BacktestCostModel, validate_backtest_cost_model
+
+
+def test_valid_backtest_cost_model_passes() -> None:
+    model = BacktestCostModel(
+        commission_bps=5.0,
+        slippage_bps_by_session={"KRX_REG": 10.0, "US_PRE": 50.0},
+        failure_rate_by_session={"KRX_REG": 0.01, "US_PRE": 0.08},
+        partial_fill_rate_by_session={"KRX_REG": 0.1, "US_PRE": 0.2},
+        unfavorable_fill_required=True,
+    )
+    validate_backtest_cost_model(model=model, required_sessions=["KRX_REG", "US_PRE"])
+
+
+def test_missing_required_slippage_session_raises() -> None:
+    model = BacktestCostModel(
+        commission_bps=5.0,
+        slippage_bps_by_session={"KRX_REG": 10.0},
+        failure_rate_by_session={"KRX_REG": 0.01, "US_PRE": 0.08},
+        partial_fill_rate_by_session={"KRX_REG": 0.1, "US_PRE": 0.2},
+        unfavorable_fill_required=True,
+    )
+    with pytest.raises(ValueError, match="missing slippage_bps_by_session.*US_PRE"):
+        validate_backtest_cost_model(model=model, required_sessions=["KRX_REG", "US_PRE"])
+
+
+def test_missing_required_failure_rate_session_raises() -> None:
+    model = BacktestCostModel(
+        commission_bps=5.0,
+        slippage_bps_by_session={"KRX_REG": 10.0, "US_PRE": 50.0},
+        failure_rate_by_session={"KRX_REG": 0.01},
+        partial_fill_rate_by_session={"KRX_REG": 0.1, "US_PRE": 0.2},
+        unfavorable_fill_required=True,
+    )
+    with pytest.raises(ValueError, match="missing failure_rate_by_session.*US_PRE"):
+        validate_backtest_cost_model(model=model, required_sessions=["KRX_REG", "US_PRE"])
+
+
+def test_invalid_failure_rate_range_raises() -> None:
+    model = BacktestCostModel(
+        commission_bps=5.0,
+        slippage_bps_by_session={"KRX_REG": 10.0},
+        failure_rate_by_session={"KRX_REG": 1.2},
+        partial_fill_rate_by_session={"KRX_REG": 0.2},
+        unfavorable_fill_required=True,
+    )
+    with pytest.raises(ValueError, match="failure rate must be within"):
+        validate_backtest_cost_model(model=model, required_sessions=["KRX_REG"])
+
+
+def test_unfavorable_fill_requirement_cannot_be_disabled() -> None:
+    model = BacktestCostModel(
+        commission_bps=5.0,
+        slippage_bps_by_session={"KRX_REG": 10.0},
+        failure_rate_by_session={"KRX_REG": 0.02},
+        partial_fill_rate_by_session={"KRX_REG": 0.2},
+        unfavorable_fill_required=False,
+    )
+    with pytest.raises(ValueError, match="unfavorable_fill_required must be True"):
+        validate_backtest_cost_model(model=model, required_sessions=["KRX_REG"])
+
+
+@pytest.mark.parametrize("bad_commission", [float("nan"), float("inf"), float("-inf")])
+def test_non_finite_commission_rejected(bad_commission: float) -> None:
+    model = BacktestCostModel(
+        commission_bps=bad_commission,
+        slippage_bps_by_session={"KRX_REG": 10.0},
+        failure_rate_by_session={"KRX_REG": 0.02},
+        partial_fill_rate_by_session={"KRX_REG": 0.2},
+        unfavorable_fill_required=True,
+    )
+    with pytest.raises(ValueError, match="commission_bps"):
+        validate_backtest_cost_model(model=model, required_sessions=["KRX_REG"])
+
+
+@pytest.mark.parametrize("bad_slippage", [float("nan"), float("inf"), float("-inf")])
+def test_non_finite_slippage_rejected(bad_slippage: float) -> None:
+    model = BacktestCostModel(
+        commission_bps=5.0,
+        slippage_bps_by_session={"KRX_REG": bad_slippage},
+        failure_rate_by_session={"KRX_REG": 0.02},
+        partial_fill_rate_by_session={"KRX_REG": 0.2},
+        unfavorable_fill_required=True,
+    )
+    with pytest.raises(ValueError, match="slippage bps"):
+        validate_backtest_cost_model(model=model, required_sessions=["KRX_REG"])
+
+
+def test_missing_required_partial_fill_session_raises() -> None:
+    model = BacktestCostModel(
+        commission_bps=5.0,
+        slippage_bps_by_session={"KRX_REG": 10.0, "US_PRE": 50.0},
+        failure_rate_by_session={"KRX_REG": 0.01, "US_PRE": 0.08},
+        partial_fill_rate_by_session={"KRX_REG": 0.1},
+        unfavorable_fill_required=True,
+    )
+    with pytest.raises(ValueError, match="missing partial_fill_rate_by_session.*US_PRE"):
+        validate_backtest_cost_model(model=model, required_sessions=["KRX_REG", "US_PRE"])
+
+
+@pytest.mark.parametrize("bad_partial_fill", [float("nan"), float("inf"), float("-inf"), -0.1, 1.1])
+def test_invalid_partial_fill_rate_rejected(bad_partial_fill: float) -> None:
+    model = BacktestCostModel(
+        commission_bps=5.0,
+        slippage_bps_by_session={"KRX_REG": 10.0},
+        failure_rate_by_session={"KRX_REG": 0.02},
+        partial_fill_rate_by_session={"KRX_REG": bad_partial_fill},
+        unfavorable_fill_required=True,
+    )
+    with pytest.raises(ValueError, match="partial fill rate must be within"):
+        validate_backtest_cost_model(model=model, required_sessions=["KRX_REG"])

tests/test_backtest_execution_model.py

@@ -0,0 +1,108 @@
+from __future__ import annotations
+
+import pytest
+
+from src.analysis.backtest_execution_model import (
+    BacktestExecutionModel,
+    ExecutionAssumptions,
+    ExecutionRequest,
+)
+
+
+def test_buy_uses_unfavorable_slippage_direction() -> None:
+    model = BacktestExecutionModel(
+        ExecutionAssumptions(
+            slippage_bps_by_session={"US_PRE": 50.0},
+            failure_rate_by_session={"US_PRE": 0.0},
+            partial_fill_rate_by_session={"US_PRE": 0.0},
+            seed=1,
+        )
+    )
+    out = model.simulate(
+        ExecutionRequest(side="BUY", session_id="US_PRE", qty=10, reference_price=100.0)
+    )
+    assert out.status == "FILLED"
+    assert out.avg_price == pytest.approx(100.5)
+
+
+def test_sell_uses_unfavorable_slippage_direction() -> None:
+    model = BacktestExecutionModel(
+        ExecutionAssumptions(
+            slippage_bps_by_session={"US_PRE": 50.0},
+            failure_rate_by_session={"US_PRE": 0.0},
+            partial_fill_rate_by_session={"US_PRE": 0.0},
+            seed=1,
+        )
+    )
+    out = model.simulate(
+        ExecutionRequest(side="SELL", session_id="US_PRE", qty=10, reference_price=100.0)
+    )
+    assert out.status == "FILLED"
+    assert out.avg_price == pytest.approx(99.5)
+
+
+def test_failure_rate_can_reject_order() -> None:
+    model = BacktestExecutionModel(
+        ExecutionAssumptions(
+            slippage_bps_by_session={"KRX_REG": 10.0},
+            failure_rate_by_session={"KRX_REG": 1.0},
+            partial_fill_rate_by_session={"KRX_REG": 0.0},
+            seed=42,
+        )
+    )
+    out = model.simulate(
+        ExecutionRequest(side="BUY", session_id="KRX_REG", qty=10, reference_price=100.0)
+    )
+    assert out.status == "REJECTED"
+    assert out.filled_qty == 0
+
+
+def test_partial_fill_applies_when_rate_is_one() -> None:
+    model = BacktestExecutionModel(
+        ExecutionAssumptions(
+            slippage_bps_by_session={"KRX_REG": 0.0},
+            failure_rate_by_session={"KRX_REG": 0.0},
+            partial_fill_rate_by_session={"KRX_REG": 1.0},
+            partial_fill_min_ratio=0.4,
+            partial_fill_max_ratio=0.4,
+            seed=0,
+        )
+    )
+    out = model.simulate(
+        ExecutionRequest(side="BUY", session_id="KRX_REG", qty=10, reference_price=100.0)
+    )
+    assert out.status == "PARTIAL"
+    assert out.filled_qty == 4
+    assert out.avg_price == 100.0
+
+
+@pytest.mark.parametrize("bad_slip", [-1.0, float("nan"), float("inf")])
+def test_invalid_slippage_is_rejected(bad_slip: float) -> None:
+    with pytest.raises(ValueError, match="slippage_bps"):
+        BacktestExecutionModel(
+            ExecutionAssumptions(
+                slippage_bps_by_session={"US_PRE": bad_slip},
+                failure_rate_by_session={"US_PRE": 0.0},
+                partial_fill_rate_by_session={"US_PRE": 0.0},
+            )
+        )
+
+
+@pytest.mark.parametrize("bad_rate", [-0.1, 1.1, float("nan")])
+def test_invalid_failure_or_partial_rates_are_rejected(bad_rate: float) -> None:
+    with pytest.raises(ValueError, match="failure_rate"):
+        BacktestExecutionModel(
+            ExecutionAssumptions(
+                slippage_bps_by_session={"US_PRE": 10.0},
+                failure_rate_by_session={"US_PRE": bad_rate},
+                partial_fill_rate_by_session={"US_PRE": 0.0},
+            )
+        )
+    with pytest.raises(ValueError, match="partial_fill_rate"):
+        BacktestExecutionModel(
+            ExecutionAssumptions(
+                slippage_bps_by_session={"US_PRE": 10.0},
+                failure_rate_by_session={"US_PRE": 0.0},
+                partial_fill_rate_by_session={"US_PRE": bad_rate},
+            )
+        )

tests/test_backtest_pipeline_integration.py

@@ -0,0 +1,220 @@
+from __future__ import annotations
+
+from datetime import UTC, datetime, timedelta
+
+from src.analysis.backtest_cost_guard import BacktestCostModel
+from src.analysis.backtest_pipeline import (
+    BacktestBar,
+    WalkForwardConfig,
+    fold_has_leakage,
+    run_v2_backtest_pipeline,
+)
+from src.analysis.triple_barrier import TripleBarrierSpec
+from src.analysis.walk_forward_split import generate_walk_forward_splits
+
+
+def _bars() -> list[BacktestBar]:
+    base_ts = datetime(2026, 2, 28, 0, 0, tzinfo=UTC)
+    closes = [100.0, 101.0, 102.0, 101.5, 103.0, 102.5, 104.0, 103.5, 105.0, 104.5, 106.0, 105.5]
+    bars: list[BacktestBar] = []
+    for i, close in enumerate(closes):
+        bars.append(
+            BacktestBar(
+                high=close + 1.0,
+                low=close - 1.0,
+                close=close,
+                session_id="KRX_REG" if i % 2 == 0 else "US_PRE",
+                timestamp=base_ts + timedelta(minutes=i),
+            )
+        )
+    return bars
+
+
+def _cost_model() -> BacktestCostModel:
+    return BacktestCostModel(
+        commission_bps=3.0,
+        slippage_bps_by_session={"KRX_REG": 10.0, "US_PRE": 50.0},
+        failure_rate_by_session={"KRX_REG": 0.01, "US_PRE": 0.08},
+        partial_fill_rate_by_session={"KRX_REG": 0.05, "US_PRE": 0.2},
+        unfavorable_fill_required=True,
+    )
+
+
+def test_pipeline_happy_path_returns_fold_and_artifact_contract() -> None:
+    out = run_v2_backtest_pipeline(
+        bars=_bars(),
+        entry_indices=[0, 1, 2, 3, 4, 5, 6, 7],
+        side=1,
+        triple_barrier_spec=TripleBarrierSpec(
+            take_profit_pct=0.02,
+            stop_loss_pct=0.01,
+            max_holding_minutes=3,
+        ),
+        walk_forward=WalkForwardConfig(
+            train_size=4,
+            test_size=2,
+            step_size=2,
+            purge_size=1,
+            embargo_size=1,
+            min_train_size=3,
+        ),
+        cost_model=_cost_model(),
+    )
+
+    assert out.run_id.startswith("v2p-e8-f")
+    assert out.n_bars == 12
+    assert out.n_entries == 8
+    assert out.required_sessions == ["KRX_REG", "US_PRE"]
+    assert len(out.folds) > 0
+    assert set(out.label_distribution) == {-1, 0, 1}
+    for fold in out.folds:
+        names = {score.name for score in fold.baseline_scores}
+        assert names == {"B0", "B1", "M1"}
+        for score in fold.baseline_scores:
+            assert 0.0 <= score.accuracy <= 1.0
+            assert 0.0 <= score.cost_adjusted_accuracy <= 1.0
+        assert fold.execution_adjusted_trade_count >= 0
+        assert fold.execution_rejected_count >= 0
+        assert fold.execution_partial_count >= 0
+
+
+def test_pipeline_cost_guard_fail_fast() -> None:
+    bad = BacktestCostModel(
+        commission_bps=3.0,
+        slippage_bps_by_session={"KRX_REG": 10.0},
+        failure_rate_by_session={"KRX_REG": 0.01},
+        partial_fill_rate_by_session={"KRX_REG": 0.05},
+        unfavorable_fill_required=True,
+    )
+    try:
+        run_v2_backtest_pipeline(
+            bars=_bars(),
+            entry_indices=[0, 1, 2, 3],
+            side=1,
+            triple_barrier_spec=TripleBarrierSpec(
+                take_profit_pct=0.02,
+                stop_loss_pct=0.01,
+                max_holding_minutes=3,
+            ),
+            walk_forward=WalkForwardConfig(train_size=2, test_size=1),
+            cost_model=bad,
+            required_sessions=["KRX_REG", "US_PRE"],
+        )
+    except ValueError as exc:
+        assert "missing slippage_bps_by_session" in str(exc)
+    else:
+        raise AssertionError("expected cost guard validation error")
+
+
+def test_pipeline_fold_leakage_guard() -> None:
+    folds = generate_walk_forward_splits(
+        n_samples=12,
+        train_size=6,
+        test_size=2,
+        step_size=2,
+        purge_size=1,
+        embargo_size=1,
+        min_train_size=5,
+    )
+    assert folds
+    for fold in folds:
+        assert not fold_has_leakage(fold)
+
+
+def test_pipeline_deterministic_seed_free_deterministic_result() -> None:
+    cfg = dict(
+        bars=_bars(),
+        entry_indices=[0, 1, 2, 3, 4, 5, 6, 7],
+        side=1,
+        triple_barrier_spec=TripleBarrierSpec(
+            take_profit_pct=0.02,
+            stop_loss_pct=0.01,
+            max_holding_minutes=3,
+        ),
+        walk_forward=WalkForwardConfig(
+            train_size=4,
+            test_size=2,
+            step_size=2,
+            purge_size=1,
+            embargo_size=1,
+            min_train_size=3,
+        ),
+        cost_model=_cost_model(),
+    )
+    out1 = run_v2_backtest_pipeline(**cfg)
+    out2 = run_v2_backtest_pipeline(**cfg)
+    assert out1 == out2
+
+
+def test_pipeline_rejects_minutes_spec_when_timestamp_missing() -> None:
+    bars = _bars()
+    bars[2] = BacktestBar(
+        high=bars[2].high,
+        low=bars[2].low,
+        close=bars[2].close,
+        session_id=bars[2].session_id,
+        timestamp=None,
+    )
+    try:
+        run_v2_backtest_pipeline(
+            bars=bars,
+            entry_indices=[0, 1, 2, 3],
+            side=1,
+            triple_barrier_spec=TripleBarrierSpec(
+                take_profit_pct=0.02,
+                stop_loss_pct=0.01,
+                max_holding_minutes=3,
+            ),
+            walk_forward=WalkForwardConfig(train_size=2, test_size=1),
+            cost_model=_cost_model(),
+        )
+    except ValueError as exc:
+        assert "BacktestBar.timestamp is required" in str(exc)
+    else:
+        raise AssertionError("expected timestamp validation error")
+
+
+def test_pipeline_fold_scores_reflect_cost_and_execution_effects() -> None:
+    cfg = dict(
+        bars=_bars(),
+        entry_indices=[0, 1, 2, 3, 4, 5, 6, 7],
+        side=1,
+        triple_barrier_spec=TripleBarrierSpec(
+            take_profit_pct=0.02,
+            stop_loss_pct=0.01,
+            max_holding_minutes=3,
+        ),
+        walk_forward=WalkForwardConfig(
+            train_size=4,
+            test_size=2,
+            step_size=2,
+            purge_size=1,
+            embargo_size=1,
+            min_train_size=3,
+        ),
+    )
+    optimistic = BacktestCostModel(
+        commission_bps=0.0,
+        slippage_bps_by_session={"KRX_REG": 0.0, "US_PRE": 0.0},
+        failure_rate_by_session={"KRX_REG": 0.0, "US_PRE": 0.0},
+        partial_fill_rate_by_session={"KRX_REG": 0.0, "US_PRE": 0.0},
+        unfavorable_fill_required=True,
+    )
+    conservative = BacktestCostModel(
+        commission_bps=10.0,
+        slippage_bps_by_session={"KRX_REG": 30.0, "US_PRE": 80.0},
+        failure_rate_by_session={"KRX_REG": 0.2, "US_PRE": 0.4},
+        partial_fill_rate_by_session={"KRX_REG": 0.5, "US_PRE": 0.7},
+        unfavorable_fill_required=True,
+    )
+    optimistic_out = run_v2_backtest_pipeline(cost_model=optimistic, **cfg)
+    conservative_out = run_v2_backtest_pipeline(cost_model=conservative, **cfg)
+
+    assert optimistic_out.folds and conservative_out.folds
+    optimistic_score = optimistic_out.folds[0].baseline_scores[1].cost_adjusted_accuracy
+    conservative_score = conservative_out.folds[0].baseline_scores[1].cost_adjusted_accuracy
+    assert conservative_score < optimistic_score
+
+    optimistic_avg_return = optimistic_out.folds[0].execution_adjusted_avg_return_bps
+    conservative_avg_return = conservative_out.folds[0].execution_adjusted_avg_return_bps
+    assert conservative_avg_return < optimistic_avg_return

tests/test_backup.py

@@ -4,8 +4,7 @@ from __future__ import annotations
 
 import sqlite3
 import sys
-import tempfile
-from datetime import UTC, datetime, timedelta
+from datetime import UTC, datetime
 from pathlib import Path
 from unittest.mock import MagicMock, patch
 
@@ -48,7 +47,9 @@ def temp_db(tmp_path: Path) -> Path:
 
     cursor.executemany(
         """
-        INSERT INTO trades (timestamp, stock_code, action, quantity, price, confidence, rationale, pnl)
+        INSERT INTO trades (
+            timestamp, stock_code, action, quantity, price, confidence, rationale, pnl
+        )
         VALUES (?, ?, ?, ?, ?, ?, ?, ?)
         """,
         test_trades,
@@ -73,9 +74,7 @@ class TestBackupExporter:
         exporter = BackupExporter(str(temp_db))
         output_dir = tmp_path / "exports"
 
-        results = exporter.export_all(
-            output_dir, formats=[ExportFormat.JSON], compress=False
-        )
+        results = exporter.export_all(output_dir, formats=[ExportFormat.JSON], compress=False)
 
         assert ExportFormat.JSON in results
         assert results[ExportFormat.JSON].exists()
@@ -86,9 +85,7 @@ class TestBackupExporter:
         exporter = BackupExporter(str(temp_db))
         output_dir = tmp_path / "exports"
 
-        results = exporter.export_all(
-            output_dir, formats=[ExportFormat.JSON], compress=True
-        )
+        results = exporter.export_all(output_dir, formats=[ExportFormat.JSON], compress=True)
 
         assert ExportFormat.JSON in results
         assert results[ExportFormat.JSON].suffix == ".gz"
@@ -98,15 +95,13 @@ class TestBackupExporter:
         exporter = BackupExporter(str(temp_db))
         output_dir = tmp_path / "exports"
 
-        results = exporter.export_all(
-            output_dir, formats=[ExportFormat.CSV], compress=False
-        )
+        results = exporter.export_all(output_dir, formats=[ExportFormat.CSV], compress=False)
 
         assert ExportFormat.CSV in results
         assert results[ExportFormat.CSV].exists()
 
         # Verify CSV content
-        with open(results[ExportFormat.CSV], "r") as f:
+        with open(results[ExportFormat.CSV]) as f:
             lines = f.readlines()
             assert len(lines) == 4  # Header + 3 rows
 
@@ -146,7 +141,7 @@ class TestBackupExporter:
         # Should only have 1 trade (AAPL on Jan 2)
         import json
 
-        with open(results[ExportFormat.JSON], "r") as f:
+        with open(results[ExportFormat.JSON]) as f:
             data = json.load(f)
             assert data["record_count"] == 1
             assert data["trades"][0]["stock_code"] == "AAPL"
@@ -407,9 +402,7 @@ class TestBackupExporterAdditional:
         assert ExportFormat.JSON in results
         assert ExportFormat.CSV in results
 
-    def test_export_all_logs_error_on_failure(
-        self, temp_db: Path, tmp_path: Path
-    ) -> None:
+    def test_export_all_logs_error_on_failure(self, temp_db: Path, tmp_path: Path) -> None:
         """export_all must log an error and continue when one format fails."""
         exporter = BackupExporter(str(temp_db))
         # Patch _export_format to raise on JSON, succeed on CSV
@@ -430,9 +423,7 @@ class TestBackupExporterAdditional:
         assert ExportFormat.JSON not in results
         assert ExportFormat.CSV in results
 
-    def test_export_csv_empty_trades_no_compress(
-        self, empty_db: Path, tmp_path: Path
-    ) -> None:
+    def test_export_csv_empty_trades_no_compress(self, empty_db: Path, tmp_path: Path) -> None:
         """CSV export with no trades and compress=False must write header row only."""
         exporter = BackupExporter(str(empty_db))
         results = exporter.export_all(
@@ -446,9 +437,7 @@ class TestBackupExporterAdditional:
         content = out.read_text()
         assert "timestamp" in content
 
-    def test_export_csv_empty_trades_compressed(
-        self, empty_db: Path, tmp_path: Path
-    ) -> None:
+    def test_export_csv_empty_trades_compressed(self, empty_db: Path, tmp_path: Path) -> None:
         """CSV export with no trades and compress=True must write gzipped header."""
         import gzip
 
@@ -465,9 +454,7 @@ class TestBackupExporterAdditional:
             content = f.read()
         assert "timestamp" in content
 
-    def test_export_csv_with_data_compressed(
-        self, temp_db: Path, tmp_path: Path
-    ) -> None:
+    def test_export_csv_with_data_compressed(self, temp_db: Path, tmp_path: Path) -> None:
         """CSV export with data and compress=True must write gzipped rows."""
         import gzip
 
@@ -492,6 +479,7 @@ class TestBackupExporterAdditional:
         with patch.dict(sys.modules, {"pyarrow": None, "pyarrow.parquet": None}):
             try:
                 import pyarrow  # noqa: F401
+
                 pytest.skip("pyarrow is installed; cannot test ImportError path")
             except ImportError:
                 pass
@@ -557,9 +545,7 @@ class TestCloudStorage:
                 importlib.reload(m)
                 m.CloudStorage(s3_config)
 
-    def test_upload_file_success(
-        self, mock_boto3_module, s3_config, tmp_path: Path
-    ) -> None:
+    def test_upload_file_success(self, mock_boto3_module, s3_config, tmp_path: Path) -> None:
         """upload_file must call client.upload_file and return the object key."""
         from src.backup.cloud_storage import CloudStorage
 
@@ -572,9 +558,7 @@ class TestCloudStorage:
         assert key == "backups/backup.json.gz"
         storage.client.upload_file.assert_called_once()
 
-    def test_upload_file_default_key(
-        self, mock_boto3_module, s3_config, tmp_path: Path
-    ) -> None:
+    def test_upload_file_default_key(self, mock_boto3_module, s3_config, tmp_path: Path) -> None:
         """upload_file without object_key must use the filename as key."""
         from src.backup.cloud_storage import CloudStorage
 
@@ -586,9 +570,7 @@ class TestCloudStorage:
 
         assert key == "myfile.gz"
 
-    def test_upload_file_not_found(
-        self, mock_boto3_module, s3_config, tmp_path: Path
-    ) -> None:
+    def test_upload_file_not_found(self, mock_boto3_module, s3_config, tmp_path: Path) -> None:
         """upload_file must raise FileNotFoundError for missing files."""
         from src.backup.cloud_storage import CloudStorage
 
@@ -611,9 +593,7 @@ class TestCloudStorage:
         with pytest.raises(RuntimeError, match="network error"):
             storage.upload_file(test_file)
 
-    def test_download_file_success(
-        self, mock_boto3_module, s3_config, tmp_path: Path
-    ) -> None:
+    def test_download_file_success(self, mock_boto3_module, s3_config, tmp_path: Path) -> None:
         """download_file must call client.download_file and return local path."""
         from src.backup.cloud_storage import CloudStorage
 
@@ -637,11 +617,8 @@ class TestCloudStorage:
         with pytest.raises(RuntimeError, match="timeout"):
             storage.download_file("key", tmp_path / "dest.gz")
 
-    def test_list_files_returns_objects(
-        self, mock_boto3_module, s3_config
-    ) -> None:
+    def test_list_files_returns_objects(self, mock_boto3_module, s3_config) -> None:
         """list_files must return parsed file metadata from S3 response."""
-        from datetime import timezone
 
         from src.backup.cloud_storage import CloudStorage
 
@@ -651,7 +628,7 @@ class TestCloudStorage:
                 {
                     "Key": "backups/a.gz",
                     "Size": 1024,
-                    "LastModified": datetime(2026, 1, 1, tzinfo=timezone.utc),
+                    "LastModified": datetime(2026, 1, 1, tzinfo=UTC),
                     "ETag": '"abc123"',
                 }
             ]
@@ -662,9 +639,7 @@ class TestCloudStorage:
         assert files[0]["key"] == "backups/a.gz"
         assert files[0]["size_bytes"] == 1024
 
-    def test_list_files_empty_bucket(
-        self, mock_boto3_module, s3_config
-    ) -> None:
+    def test_list_files_empty_bucket(self, mock_boto3_module, s3_config) -> None:
         """list_files must return empty list when bucket has no objects."""
         from src.backup.cloud_storage import CloudStorage
 
@@ -674,9 +649,7 @@ class TestCloudStorage:
         files = storage.list_files()
         assert files == []
 
-    def test_list_files_propagates_error(
-        self, mock_boto3_module, s3_config
-    ) -> None:
+    def test_list_files_propagates_error(self, mock_boto3_module, s3_config) -> None:
         """list_files must re-raise exceptions from the boto3 client."""
         from src.backup.cloud_storage import CloudStorage
 
@@ -686,9 +659,7 @@ class TestCloudStorage:
         with pytest.raises(RuntimeError):
             storage.list_files()
 
-    def test_delete_file_success(
-        self, mock_boto3_module, s3_config
-    ) -> None:
+    def test_delete_file_success(self, mock_boto3_module, s3_config) -> None:
         """delete_file must call client.delete_object with the correct key."""
         from src.backup.cloud_storage import CloudStorage
 
@@ -698,9 +669,7 @@ class TestCloudStorage:
             Bucket="test-bucket", Key="backups/old.gz"
         )
 
-    def test_delete_file_propagates_error(
-        self, mock_boto3_module, s3_config
-    ) -> None:
+    def test_delete_file_propagates_error(self, mock_boto3_module, s3_config) -> None:
         """delete_file must re-raise exceptions from the boto3 client."""
         from src.backup.cloud_storage import CloudStorage
 
@@ -710,11 +679,8 @@ class TestCloudStorage:
         with pytest.raises(RuntimeError):
             storage.delete_file("backups/old.gz")
 
-    def test_get_storage_stats_success(
-        self, mock_boto3_module, s3_config
-    ) -> None:
+    def test_get_storage_stats_success(self, mock_boto3_module, s3_config) -> None:
         """get_storage_stats must aggregate file sizes correctly."""
-        from datetime import timezone
 
         from src.backup.cloud_storage import CloudStorage
 
@@ -724,13 +690,13 @@ class TestCloudStorage:
                 {
                     "Key": "a.gz",
                     "Size": 1024 * 1024,
-                    "LastModified": datetime(2026, 1, 1, tzinfo=timezone.utc),
+                    "LastModified": datetime(2026, 1, 1, tzinfo=UTC),
                     "ETag": '"x"',
                 },
                 {
                     "Key": "b.gz",
                     "Size": 1024 * 1024,
-                    "LastModified": datetime(2026, 1, 2, tzinfo=timezone.utc),
+                    "LastModified": datetime(2026, 1, 2, tzinfo=UTC),
                     "ETag": '"y"',
                 },
             ]
@@ -741,9 +707,7 @@ class TestCloudStorage:
         assert stats["total_size_bytes"] == 2 * 1024 * 1024
         assert stats["total_size_mb"] == pytest.approx(2.0)
 
-    def test_get_storage_stats_on_error(
-        self, mock_boto3_module, s3_config
-    ) -> None:
+    def test_get_storage_stats_on_error(self, mock_boto3_module, s3_config) -> None:
         """get_storage_stats must return error dict without raising on failure."""
         from src.backup.cloud_storage import CloudStorage
 
@@ -754,9 +718,7 @@ class TestCloudStorage:
         assert "error" in stats
         assert stats["total_files"] == 0
 
-    def test_verify_connection_success(
-        self, mock_boto3_module, s3_config
-    ) -> None:
+    def test_verify_connection_success(self, mock_boto3_module, s3_config) -> None:
         """verify_connection must return True when head_bucket succeeds."""
         from src.backup.cloud_storage import CloudStorage
 
@@ -764,9 +726,7 @@ class TestCloudStorage:
         result = storage.verify_connection()
         assert result is True
 
-    def test_verify_connection_failure(
-        self, mock_boto3_module, s3_config
-    ) -> None:
+    def test_verify_connection_failure(self, mock_boto3_module, s3_config) -> None:
         """verify_connection must return False when head_bucket raises."""
         from src.backup.cloud_storage import CloudStorage
 
@@ -776,9 +736,7 @@ class TestCloudStorage:
         result = storage.verify_connection()
         assert result is False
 
-    def test_enable_versioning(
-        self, mock_boto3_module, s3_config
-    ) -> None:
+    def test_enable_versioning(self, mock_boto3_module, s3_config) -> None:
         """enable_versioning must call put_bucket_versioning."""
         from src.backup.cloud_storage import CloudStorage
 
@@ -786,9 +744,7 @@ class TestCloudStorage:
         storage.enable_versioning()
         storage.client.put_bucket_versioning.assert_called_once()
 
-    def test_enable_versioning_propagates_error(
-        self, mock_boto3_module, s3_config
-    ) -> None:
+    def test_enable_versioning_propagates_error(self, mock_boto3_module, s3_config) -> None:
         """enable_versioning must re-raise exceptions from the boto3 client."""
         from src.backup.cloud_storage import CloudStorage
 

tests/test_blackout_manager.py

@@ -35,6 +35,7 @@ def test_recovery_batch_only_after_blackout_exit() -> None:
     intent = QueuedOrderIntent(
         market_code="KR",
         exchange_code="KRX",
+        session_id="KRX_REG",
         stock_code="005930",
         order_type="BUY",
         quantity=1,
@@ -64,6 +65,7 @@ def test_requeued_intent_is_processed_next_non_blackout_cycle() -> None:
     intent = QueuedOrderIntent(
         market_code="KR",
         exchange_code="KRX",
+        session_id="KRX_REG",
         stock_code="005930",
         order_type="BUY",
         quantity=1,
@@ -79,3 +81,54 @@ def test_requeued_intent_is_processed_next_non_blackout_cycle() -> None:
     manager.requeue(first_batch[0])
     second_batch = manager.pop_recovery_batch(outside_blackout)
     assert len(second_batch) == 1
+
+
+def test_queue_overflow_drops_oldest_and_keeps_latest() -> None:
+    manager = BlackoutOrderManager(
+        enabled=True,
+        windows=parse_blackout_windows_kst("23:30-00:10"),
+        max_queue_size=2,
+    )
+    first = QueuedOrderIntent(
+        market_code="KR",
+        exchange_code="KRX",
+        session_id="KRX_REG",
+        stock_code="000001",
+        order_type="BUY",
+        quantity=1,
+        price=100.0,
+        source="first",
+        queued_at=datetime.now(UTC),
+    )
+    second = QueuedOrderIntent(
+        market_code="KR",
+        exchange_code="KRX",
+        session_id="KRX_REG",
+        stock_code="000002",
+        order_type="BUY",
+        quantity=1,
+        price=101.0,
+        source="second",
+        queued_at=datetime.now(UTC),
+    )
+    third = QueuedOrderIntent(
+        market_code="KR",
+        exchange_code="KRX",
+        session_id="KRX_REG",
+        stock_code="000003",
+        order_type="SELL",
+        quantity=2,
+        price=102.0,
+        source="third",
+        queued_at=datetime.now(UTC),
+    )
+
+    assert manager.enqueue(first)
+    assert manager.enqueue(second)
+    assert manager.enqueue(third)
+    assert manager.pending_count == 2
+    assert manager.overflow_drop_count == 1
+
+    outside_blackout = datetime(2026, 1, 1, 15, 20, tzinfo=UTC)
+    batch = manager.pop_recovery_batch(outside_blackout)
+    assert [intent.stock_code for intent in batch] == ["000002", "000003"]

tests/test_brain.py

@@ -323,7 +323,8 @@ class TestPromptOverride:
             # Verify the custom prompt was sent, not a built prompt
             mock_generate.assert_called_once()
             actual_prompt = mock_generate.call_args[1].get(
-                "contents", mock_generate.call_args[0][1] if len(mock_generate.call_args[0]) > 1 else None
+                "contents",
+                mock_generate.call_args[0][1] if len(mock_generate.call_args[0]) > 1 else None,
             )
             assert actual_prompt == custom_prompt
             # Raw response preserved in rationale without parse_response (#247)
@@ -385,7 +386,8 @@ class TestPromptOverride:
             await client.decide(market_data)
 
             actual_prompt = mock_generate.call_args[1].get(
-                "contents", mock_generate.call_args[0][1] if len(mock_generate.call_args[0]) > 1 else None
+                "contents",
+                mock_generate.call_args[0][1] if len(mock_generate.call_args[0]) > 1 else None,
             )
             # The custom prompt must be used, not the compressed prompt
             assert actual_prompt == custom_prompt
@@ -411,7 +413,8 @@ class TestPromptOverride:
             await client.decide(market_data)
 
             actual_prompt = mock_generate.call_args[1].get(
-                "contents", mock_generate.call_args[0][1] if len(mock_generate.call_args[0]) > 1 else None
+                "contents",
+                mock_generate.call_args[0][1] if len(mock_generate.call_args[0]) > 1 else None,
             )
             # Should contain stock code from build_prompt, not be a custom override
             assert "005930" in actual_prompt

tests/test_broker.py

@@ -3,7 +3,7 @@
 from __future__ import annotations
 
 import asyncio
-from unittest.mock import AsyncMock, MagicMock, patch
+from unittest.mock import AsyncMock, patch
 
 import pytest
 
@@ -99,7 +99,10 @@ class TestTokenManagement:
         mock_resp_403 = AsyncMock()
         mock_resp_403.status = 403
         mock_resp_403.text = AsyncMock(
-            return_value='{"error_code":"EGW00133","error_description":"접근토큰 발급 잠시 후 다시 시도하세요(1분당 1회)"}'
+            return_value=(
+                '{"error_code":"EGW00133","error_description":'
+                '"접근토큰 발급 잠시 후 다시 시도하세요(1분당 1회)"}'
+            )
         )
         mock_resp_403.__aenter__ = AsyncMock(return_value=mock_resp_403)
         mock_resp_403.__aexit__ = AsyncMock(return_value=False)
@@ -232,9 +235,7 @@ class TestRateLimiter:
         mock_order_resp.__aenter__ = AsyncMock(return_value=mock_order_resp)
         mock_order_resp.__aexit__ = AsyncMock(return_value=False)
 
-        with patch(
-            "aiohttp.ClientSession.post", side_effect=[mock_hash_resp, mock_order_resp]
-        ):
+        with patch("aiohttp.ClientSession.post", side_effect=[mock_hash_resp, mock_order_resp]):
             with patch.object(
                 broker._rate_limiter, "acquire", new_callable=AsyncMock
             ) as mock_acquire:
@@ -405,7 +406,7 @@ class TestFetchMarketRankings:
 # ---------------------------------------------------------------------------
 
 
-from src.broker.kis_api import kr_tick_unit, kr_round_down  # noqa: E402
+from src.broker.kis_api import kr_round_down, kr_tick_unit  # noqa: E402
 
 
 class TestKrTickUnit:
@@ -435,13 +436,13 @@ class TestKrTickUnit:
     @pytest.mark.parametrize(
         "price, expected_rounded",
         [
-            (188150, 188100),   # 100원 단위, 50원 잔여 → 내림
-            (188100, 188100),   # 이미 정렬됨
-            (75050, 75000),     # 100원 단위, 50원 잔여 → 내림
-            (49950, 49950),     # 50원 단위 정렬됨
-            (49960, 49950),     # 50원 단위, 10원 잔여 → 내림
-            (1999, 1999),       # 1원 단위 → 그대로
-            (5003, 5000),       # 10원 단위, 3원 잔여 → 내림
+            (188150, 188100),  # 100원 단위, 50원 잔여 → 내림
+            (188100, 188100),  # 이미 정렬됨
+            (75050, 75000),  # 100원 단위, 50원 잔여 → 내림
+            (49950, 49950),  # 50원 단위 정렬됨
+            (49960, 49950),  # 50원 단위, 10원 잔여 → 내림
+            (1999, 1999),  # 1원 단위 → 그대로
+            (5003, 5000),  # 10원 단위, 3원 잔여 → 내림
         ],
     )
     def test_round_down_to_tick(self, price: int, expected_rounded: int) -> None:
@@ -538,15 +539,13 @@ class TestSendOrderTickRounding:
         mock_order.__aenter__ = AsyncMock(return_value=mock_order)
         mock_order.__aexit__ = AsyncMock(return_value=False)
 
-        with patch(
-            "aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
-        ) as mock_post:
+        with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
             await broker.send_order("005930", "BUY", 1, price=188150)
 
         order_call = mock_post.call_args_list[1]
         body = order_call[1].get("json", {})
         assert body["ORD_UNPR"] == "188100"  # rounded down
-        assert body["ORD_DVSN"] == "00"       # 지정가
+        assert body["ORD_DVSN"] == "00"  # 지정가
 
     @pytest.mark.asyncio
     async def test_limit_order_ord_dvsn_is_00(self, broker: KISBroker) -> None:
@@ -563,9 +562,7 @@ class TestSendOrderTickRounding:
         mock_order.__aenter__ = AsyncMock(return_value=mock_order)
         mock_order.__aexit__ = AsyncMock(return_value=False)
 
-        with patch(
-            "aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
-        ) as mock_post:
+        with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
             await broker.send_order("005930", "BUY", 1, price=50000)
 
         order_call = mock_post.call_args_list[1]
@@ -587,9 +584,7 @@ class TestSendOrderTickRounding:
         mock_order.__aenter__ = AsyncMock(return_value=mock_order)
         mock_order.__aexit__ = AsyncMock(return_value=False)
 
-        with patch(
-            "aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
-        ) as mock_post:
+        with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
             await broker.send_order("005930", "SELL", 1, price=0)
 
         order_call = mock_post.call_args_list[1]
@@ -628,9 +623,7 @@ class TestTRIDBranchingDomestic:
         broker = self._make_broker(settings, "paper")
         mock_resp = AsyncMock()
         mock_resp.status = 200
-        mock_resp.json = AsyncMock(
-            return_value={"output1": [], "output2": {}}
-        )
+        mock_resp.json = AsyncMock(return_value={"output1": [], "output2": {}})
         mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
         mock_resp.__aexit__ = AsyncMock(return_value=False)
 
@@ -645,9 +638,7 @@ class TestTRIDBranchingDomestic:
         broker = self._make_broker(settings, "live")
         mock_resp = AsyncMock()
         mock_resp.status = 200
-        mock_resp.json = AsyncMock(
-            return_value={"output1": [], "output2": {}}
-        )
+        mock_resp.json = AsyncMock(return_value={"output1": [], "output2": {}})
         mock_resp.__aenter__ = AsyncMock(return_value=mock_resp)
         mock_resp.__aexit__ = AsyncMock(return_value=False)
 
@@ -672,9 +663,7 @@ class TestTRIDBranchingDomestic:
         mock_order.__aenter__ = AsyncMock(return_value=mock_order)
         mock_order.__aexit__ = AsyncMock(return_value=False)
 
-        with patch(
-            "aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
-        ) as mock_post:
+        with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
             await broker.send_order("005930", "BUY", 1)
 
         order_headers = mock_post.call_args_list[1][1].get("headers", {})
@@ -695,9 +684,7 @@ class TestTRIDBranchingDomestic:
         mock_order.__aenter__ = AsyncMock(return_value=mock_order)
         mock_order.__aexit__ = AsyncMock(return_value=False)
 
-        with patch(
-            "aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
-        ) as mock_post:
+        with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
             await broker.send_order("005930", "BUY", 1)
 
         order_headers = mock_post.call_args_list[1][1].get("headers", {})
@@ -718,9 +705,7 @@ class TestTRIDBranchingDomestic:
         mock_order.__aenter__ = AsyncMock(return_value=mock_order)
         mock_order.__aexit__ = AsyncMock(return_value=False)
 
-        with patch(
-            "aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
-        ) as mock_post:
+        with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
             await broker.send_order("005930", "SELL", 1)
 
         order_headers = mock_post.call_args_list[1][1].get("headers", {})
@@ -741,9 +726,7 @@ class TestTRIDBranchingDomestic:
         mock_order.__aenter__ = AsyncMock(return_value=mock_order)
         mock_order.__aexit__ = AsyncMock(return_value=False)
 
-        with patch(
-            "aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
-        ) as mock_post:
+        with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
             await broker.send_order("005930", "SELL", 1)
 
         order_headers = mock_post.call_args_list[1][1].get("headers", {})
@@ -788,9 +771,7 @@ class TestGetDomesticPendingOrders:
         mock_get.assert_not_called()
 
     @pytest.mark.asyncio
-    async def test_live_mode_calls_tttc0084r_with_correct_params(
-        self, settings
-    ) -> None:
+    async def test_live_mode_calls_tttc0084r_with_correct_params(self, settings) -> None:
         """Live mode must call TTTC0084R with INQR_DVSN_1/2 and paging params."""
         broker = self._make_broker(settings, "live")
         pending = [{"odno": "001", "pdno": "005930", "psbl_qty": "10"}]
@@ -872,9 +853,7 @@ class TestCancelDomesticOrder:
         broker = self._make_broker(settings, "live")
         mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
 
-        with patch(
-            "aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
-        ) as mock_post:
+        with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
             await broker.cancel_domestic_order("005930", "ORD001", "BRNO01", 5)
 
         order_headers = mock_post.call_args_list[1][1].get("headers", {})
@@ -886,9 +865,7 @@ class TestCancelDomesticOrder:
         broker = self._make_broker(settings, "paper")
         mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
 
-        with patch(
-            "aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
-        ) as mock_post:
+        with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
             await broker.cancel_domestic_order("005930", "ORD001", "BRNO01", 5)
 
         order_headers = mock_post.call_args_list[1][1].get("headers", {})
@@ -900,9 +877,7 @@ class TestCancelDomesticOrder:
         broker = self._make_broker(settings, "live")
         mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
 
-        with patch(
-            "aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
-        ) as mock_post:
+        with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
             await broker.cancel_domestic_order("005930", "ORD001", "BRNO01", 5)
 
         body = mock_post.call_args_list[1][1].get("json", {})
@@ -916,9 +891,7 @@ class TestCancelDomesticOrder:
         broker = self._make_broker(settings, "live")
         mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
 
-        with patch(
-            "aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
-        ) as mock_post:
+        with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
             await broker.cancel_domestic_order("005930", "ORD123", "BRN456", 3)
 
         body = mock_post.call_args_list[1][1].get("json", {})
@@ -932,9 +905,7 @@ class TestCancelDomesticOrder:
         broker = self._make_broker(settings, "live")
         mock_hash, mock_order = self._make_post_mocks({"rt_cd": "0"})
 
-        with patch(
-            "aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]
-        ) as mock_post:
+        with patch("aiohttp.ClientSession.post", side_effect=[mock_hash, mock_order]) as mock_post:
             await broker.cancel_domestic_order("005930", "ORD001", "BRNO01", 2)
 
         order_headers = mock_post.call_args_list[1][1].get("headers", {})

tests/test_context.py

@@ -77,9 +77,7 @@ class TestContextStore:
         # Latest by updated_at, which should be the last one set
         assert latest == "2026-02-02"
 
-    def test_delete_old_contexts(
-        self, store: ContextStore, db_conn: sqlite3.Connection
-    ) -> None:
+    def test_delete_old_contexts(self, store: ContextStore, db_conn: sqlite3.Connection) -> None:
         """Test deleting contexts older than a cutoff date."""
         # Insert contexts with specific old timestamps
         # (bypassing set_context which uses current time)
@@ -170,9 +168,7 @@ class TestContextAggregator:
         log_trade(db_conn, "035720", "HOLD", 75, "Wait", quantity=0, price=0, pnl=0)
 
         # Manually set timestamps to the target date
-        db_conn.execute(
-            f"UPDATE trades SET timestamp = '{date}T10:00:00+00:00'"
-        )
+        db_conn.execute(f"UPDATE trades SET timestamp = '{date}T10:00:00+00:00'")
         db_conn.commit()
 
         # Aggregate
@@ -194,18 +190,10 @@ class TestContextAggregator:
         week = "2026-W06"
 
         # Set daily contexts
-        aggregator.store.set_context(
-            ContextLayer.L6_DAILY, "2026-02-02", "total_pnl_KR", 100.0
-        )
-        aggregator.store.set_context(
-            ContextLayer.L6_DAILY, "2026-02-03", "total_pnl_KR", 200.0
-        )
-        aggregator.store.set_context(
-            ContextLayer.L6_DAILY, "2026-02-02", "avg_confidence_KR", 80.0
-        )
-        aggregator.store.set_context(
-            ContextLayer.L6_DAILY, "2026-02-03", "avg_confidence_KR", 85.0
-        )
+        aggregator.store.set_context(ContextLayer.L6_DAILY, "2026-02-02", "total_pnl_KR", 100.0)
+        aggregator.store.set_context(ContextLayer.L6_DAILY, "2026-02-03", "total_pnl_KR", 200.0)
+        aggregator.store.set_context(ContextLayer.L6_DAILY, "2026-02-02", "avg_confidence_KR", 80.0)
+        aggregator.store.set_context(ContextLayer.L6_DAILY, "2026-02-03", "avg_confidence_KR", 85.0)
 
         # Aggregate
         aggregator.aggregate_weekly_from_daily(week)
@@ -223,15 +211,9 @@ class TestContextAggregator:
         month = "2026-02"
 
         # Set weekly contexts
-        aggregator.store.set_context(
-            ContextLayer.L5_WEEKLY, "2026-W05", "weekly_pnl_KR", 100.0
-        )
-        aggregator.store.set_context(
-            ContextLayer.L5_WEEKLY, "2026-W06", "weekly_pnl_KR", 200.0
-        )
-        aggregator.store.set_context(
-            ContextLayer.L5_WEEKLY, "2026-W07", "weekly_pnl_KR", 150.0
-        )
+        aggregator.store.set_context(ContextLayer.L5_WEEKLY, "2026-W05", "weekly_pnl_KR", 100.0)
+        aggregator.store.set_context(ContextLayer.L5_WEEKLY, "2026-W06", "weekly_pnl_KR", 200.0)
+        aggregator.store.set_context(ContextLayer.L5_WEEKLY, "2026-W07", "weekly_pnl_KR", 150.0)
 
         # Aggregate
         aggregator.aggregate_monthly_from_weekly(month)
@@ -316,6 +298,7 @@ class TestContextAggregator:
         store = aggregator.store
         assert store.get_context(ContextLayer.L6_DAILY, date, "total_pnl_KR") == 1000.0
         from datetime import date as date_cls
+
         trade_date = date_cls.fromisoformat(date)
         iso_year, iso_week, _ = trade_date.isocalendar()
         trade_week = f"{iso_year}-W{iso_week:02d}"
@@ -324,7 +307,9 @@ class TestContextAggregator:
         trade_quarter = f"{trade_date.year}-Q{(trade_date.month - 1) // 3 + 1}"
         trade_year = str(trade_date.year)
         assert store.get_context(ContextLayer.L4_MONTHLY, trade_month, "monthly_pnl") == 1000.0
-        assert store.get_context(ContextLayer.L3_QUARTERLY, trade_quarter, "quarterly_pnl") == 1000.0
+        assert (
+            store.get_context(ContextLayer.L3_QUARTERLY, trade_quarter, "quarterly_pnl") == 1000.0
+        )
         assert store.get_context(ContextLayer.L2_ANNUAL, trade_year, "annual_pnl") == 1000.0
 
 
@@ -429,9 +414,7 @@ class TestContextSummarizer:
     # summarize_layer
     # ------------------------------------------------------------------
 
-    def test_summarize_layer_no_data(
-        self, summarizer: ContextSummarizer
-    ) -> None:
+    def test_summarize_layer_no_data(self, summarizer: ContextSummarizer) -> None:
         """summarize_layer with no data must return the 'No data' sentinel."""
         result = summarizer.summarize_layer(ContextLayer.L6_DAILY)
         assert result["count"] == 0
@@ -448,15 +431,12 @@ class TestContextSummarizer:
         result = summarizer.summarize_layer(ContextLayer.L6_DAILY)
         assert "total_entries" in result
 
-    def test_summarize_layer_with_dict_values(
-        self, summarizer: ContextSummarizer
-    ) -> None:
+    def test_summarize_layer_with_dict_values(self, summarizer: ContextSummarizer) -> None:
         """summarize_layer must handle dict values by extracting numeric subkeys."""
         store = summarizer.store
         # set_context serialises the value as JSON, so passing a dict works
         store.set_context(
-            ContextLayer.L6_DAILY, "2026-02-01", "metrics",
-            {"win_rate": 65.0, "label": "good"}
+            ContextLayer.L6_DAILY, "2026-02-01", "metrics", {"win_rate": 65.0, "label": "good"}
         )
 
         result = summarizer.summarize_layer(ContextLayer.L6_DAILY)
@@ -464,9 +444,7 @@ class TestContextSummarizer:
         # numeric subkey "win_rate" should appear as "metrics.win_rate"
         assert "metrics.win_rate" in result
 
-    def test_summarize_layer_with_string_values(
-        self, summarizer: ContextSummarizer
-    ) -> None:
+    def test_summarize_layer_with_string_values(self, summarizer: ContextSummarizer) -> None:
         """summarize_layer must count string values separately."""
         store = summarizer.store
         # set_context stores string values as JSON-encoded strings
@@ -480,9 +458,7 @@ class TestContextSummarizer:
     # rolling_window_summary
     # ------------------------------------------------------------------
 
-    def test_rolling_window_summary_basic(
-        self, summarizer: ContextSummarizer
-    ) -> None:
+    def test_rolling_window_summary_basic(self, summarizer: ContextSummarizer) -> None:
         """rolling_window_summary must return the expected structure."""
         store = summarizer.store
         store.set_context(ContextLayer.L6_DAILY, "2026-02-01", "pnl", 500.0)
@@ -492,22 +468,16 @@ class TestContextSummarizer:
         assert "recent_data" in result
         assert "historical_summary" in result
 
-    def test_rolling_window_summary_no_older_data(
-        self, summarizer: ContextSummarizer
-    ) -> None:
+    def test_rolling_window_summary_no_older_data(self, summarizer: ContextSummarizer) -> None:
         """rolling_window_summary with summarize_older=False skips history."""
-        result = summarizer.rolling_window_summary(
-            ContextLayer.L6_DAILY, summarize_older=False
-        )
+        result = summarizer.rolling_window_summary(ContextLayer.L6_DAILY, summarize_older=False)
         assert result["historical_summary"] == {}
 
     # ------------------------------------------------------------------
     # aggregate_to_higher_layer
     # ------------------------------------------------------------------
 
-    def test_aggregate_to_higher_layer_mean(
-        self, summarizer: ContextSummarizer
-    ) -> None:
+    def test_aggregate_to_higher_layer_mean(self, summarizer: ContextSummarizer) -> None:
         """aggregate_to_higher_layer with 'mean' via dict subkeys returns average."""
         store = summarizer.store
         # Use different outer keys but same inner metric key so get_all_contexts
@@ -520,9 +490,7 @@ class TestContextSummarizer:
         )
         assert result == pytest.approx(150.0)
 
-    def test_aggregate_to_higher_layer_sum(
-        self, summarizer: ContextSummarizer
-    ) -> None:
+    def test_aggregate_to_higher_layer_sum(self, summarizer: ContextSummarizer) -> None:
         """aggregate_to_higher_layer with 'sum' must return the total."""
         store = summarizer.store
         store.set_context(ContextLayer.L6_DAILY, "2026-02-01", "day1", {"pnl": 100.0})
@@ -533,9 +501,7 @@ class TestContextSummarizer:
         )
         assert result == pytest.approx(300.0)
 
-    def test_aggregate_to_higher_layer_max(
-        self, summarizer: ContextSummarizer
-    ) -> None:
+    def test_aggregate_to_higher_layer_max(self, summarizer: ContextSummarizer) -> None:
         """aggregate_to_higher_layer with 'max' must return the maximum."""
         store = summarizer.store
         store.set_context(ContextLayer.L6_DAILY, "2026-02-01", "day1", {"pnl": 100.0})
@@ -546,9 +512,7 @@ class TestContextSummarizer:
         )
         assert result == pytest.approx(200.0)
 
-    def test_aggregate_to_higher_layer_min(
-        self, summarizer: ContextSummarizer
-    ) -> None:
+    def test_aggregate_to_higher_layer_min(self, summarizer: ContextSummarizer) -> None:
         """aggregate_to_higher_layer with 'min' must return the minimum."""
         store = summarizer.store
         store.set_context(ContextLayer.L6_DAILY, "2026-02-01", "day1", {"pnl": 100.0})
@@ -559,9 +523,7 @@ class TestContextSummarizer:
         )
         assert result == pytest.approx(100.0)
 
-    def test_aggregate_to_higher_layer_no_data(
-        self, summarizer: ContextSummarizer
-    ) -> None:
+    def test_aggregate_to_higher_layer_no_data(self, summarizer: ContextSummarizer) -> None:
         """aggregate_to_higher_layer with no matching key must return None."""
         result = summarizer.aggregate_to_higher_layer(
             ContextLayer.L6_DAILY, ContextLayer.L5_WEEKLY, "nonexistent", "mean"
@@ -585,9 +547,7 @@ class TestContextSummarizer:
     # create_compact_summary + format_summary_for_prompt
     # ------------------------------------------------------------------
 
-    def test_create_compact_summary(
-        self, summarizer: ContextSummarizer
-    ) -> None:
+    def test_create_compact_summary(self, summarizer: ContextSummarizer) -> None:
         """create_compact_summary must produce a dict keyed by layer value."""
         store = summarizer.store
         store.set_context(ContextLayer.L6_DAILY, "2026-02-01", "pnl", 100.0)
@@ -615,9 +575,7 @@ class TestContextSummarizer:
         text = summarizer.format_summary_for_prompt(summary)
         assert text == ""
 
-    def test_format_summary_non_dict_value(
-        self, summarizer: ContextSummarizer
-    ) -> None:
+    def test_format_summary_non_dict_value(self, summarizer: ContextSummarizer) -> None:
         """format_summary_for_prompt must render non-dict values as plain text."""
         summary = {
             "daily": {

tests/test_daily_review.py

@@ -4,6 +4,7 @@ from __future__ import annotations
 
 import json
 import sqlite3
+from datetime import UTC, datetime
 from types import SimpleNamespace
 from unittest.mock import AsyncMock, MagicMock
 
@@ -16,8 +17,6 @@ from src.evolution.daily_review import DailyReviewer
 from src.evolution.scorecard import DailyScorecard
 from src.logging.decision_logger import DecisionLogger
 
-from datetime import UTC, datetime
-
 TODAY = datetime.now(UTC).strftime("%Y-%m-%d")
 
 
@@ -53,7 +52,8 @@ def _log_decision(
 
 
 def test_generate_scorecard_market_scoped(
-    db_conn: sqlite3.Connection, context_store: ContextStore,
+    db_conn: sqlite3.Connection,
+    context_store: ContextStore,
 ) -> None:
     reviewer = DailyReviewer(db_conn, context_store)
     logger = DecisionLogger(db_conn)
@@ -134,7 +134,8 @@ def test_generate_scorecard_market_scoped(
 
 
 def test_generate_scorecard_top_winners_and_losers(
-    db_conn: sqlite3.Connection, context_store: ContextStore,
+    db_conn: sqlite3.Connection,
+    context_store: ContextStore,
 ) -> None:
     reviewer = DailyReviewer(db_conn, context_store)
     logger = DecisionLogger(db_conn)
@@ -168,7 +169,8 @@ def test_generate_scorecard_top_winners_and_losers(
 
 
 def test_generate_scorecard_empty_day(
-    db_conn: sqlite3.Connection, context_store: ContextStore,
+    db_conn: sqlite3.Connection,
+    context_store: ContextStore,
 ) -> None:
     reviewer = DailyReviewer(db_conn, context_store)
     scorecard = reviewer.generate_scorecard(TODAY, "KR")
@@ -184,7 +186,8 @@ def test_generate_scorecard_empty_day(
 
 @pytest.mark.asyncio
 async def test_generate_lessons_without_gemini_returns_empty(
-    db_conn: sqlite3.Connection, context_store: ContextStore,
+    db_conn: sqlite3.Connection,
+    context_store: ContextStore,
 ) -> None:
     reviewer = DailyReviewer(db_conn, context_store, gemini_client=None)
     lessons = await reviewer.generate_lessons(
@@ -206,7 +209,8 @@ async def test_generate_lessons_without_gemini_returns_empty(
 
 @pytest.mark.asyncio
 async def test_generate_lessons_parses_json_array(
-    db_conn: sqlite3.Connection, context_store: ContextStore,
+    db_conn: sqlite3.Connection,
+    context_store: ContextStore,
 ) -> None:
     mock_gemini = MagicMock()
     mock_gemini.decide = AsyncMock(
@@ -233,7 +237,8 @@ async def test_generate_lessons_parses_json_array(
 
 @pytest.mark.asyncio
 async def test_generate_lessons_fallback_to_lines(
-    db_conn: sqlite3.Connection, context_store: ContextStore,
+    db_conn: sqlite3.Connection,
+    context_store: ContextStore,
 ) -> None:
     mock_gemini = MagicMock()
     mock_gemini.decide = AsyncMock(
@@ -260,7 +265,8 @@ async def test_generate_lessons_fallback_to_lines(
 
 @pytest.mark.asyncio
 async def test_generate_lessons_handles_gemini_error(
-    db_conn: sqlite3.Connection, context_store: ContextStore,
+    db_conn: sqlite3.Connection,
+    context_store: ContextStore,
 ) -> None:
     mock_gemini = MagicMock()
     mock_gemini.decide = AsyncMock(side_effect=RuntimeError("boom"))
@@ -284,7 +290,8 @@ async def test_generate_lessons_handles_gemini_error(
 
 
 def test_store_scorecard_in_context(
-    db_conn: sqlite3.Connection, context_store: ContextStore,
+    db_conn: sqlite3.Connection,
+    context_store: ContextStore,
 ) -> None:
     reviewer = DailyReviewer(db_conn, context_store)
     scorecard = DailyScorecard(
@@ -316,7 +323,8 @@ def test_store_scorecard_in_context(
 
 
 def test_store_scorecard_key_is_market_scoped(
-    db_conn: sqlite3.Connection, context_store: ContextStore,
+    db_conn: sqlite3.Connection,
+    context_store: ContextStore,
 ) -> None:
     reviewer = DailyReviewer(db_conn, context_store)
     kr = DailyScorecard(
@@ -357,7 +365,8 @@ def test_store_scorecard_key_is_market_scoped(
 
 
 def test_generate_scorecard_handles_invalid_context_snapshot(
-    db_conn: sqlite3.Connection, context_store: ContextStore,
+    db_conn: sqlite3.Connection,
+    context_store: ContextStore,
 ) -> None:
     reviewer = DailyReviewer(db_conn, context_store)
     db_conn.execute(

tests/test_dashboard.py

@@ -355,6 +355,7 @@ def test_positions_empty_when_no_trades(tmp_path: Path) -> None:
 
 def _seed_cb_context(conn: sqlite3.Connection, pnl_pct: float, market: str = "KR") -> None:
     import json as _json
+
     conn.execute(
         "INSERT OR REPLACE INTO system_metrics (key, value, updated_at) VALUES (?, ?, ?)",
         (

tests/test_data_integration.py

@@ -79,7 +79,7 @@ class TestNewsAPI:
         # Mock the fetch to avoid real API call
         with patch.object(api, "_fetch_news", new_callable=AsyncMock) as mock_fetch:
             mock_fetch.return_value = None
-            result = await api.get_news_sentiment("AAPL")
+            await api.get_news_sentiment("AAPL")
 
             # Should have attempted refetch since cache expired
             mock_fetch.assert_called_once_with("AAPL")
@@ -111,9 +111,7 @@ class TestNewsAPI:
                     "source": "Reuters",
                     "time_published": "2026-02-04T10:00:00",
                     "url": "https://example.com/1",
-                    "ticker_sentiment": [
-                        {"ticker": "AAPL", "ticker_sentiment_score": "0.85"}
-                    ],
+                    "ticker_sentiment": [{"ticker": "AAPL", "ticker_sentiment_score": "0.85"}],
                     "overall_sentiment_score": "0.75",
                 },
                 {
@@ -122,9 +120,7 @@ class TestNewsAPI:
                     "source": "Bloomberg",
                     "time_published": "2026-02-04T09:00:00",
                     "url": "https://example.com/2",
-                    "ticker_sentiment": [
-                        {"ticker": "AAPL", "ticker_sentiment_score": "-0.3"}
-                    ],
+                    "ticker_sentiment": [{"ticker": "AAPL", "ticker_sentiment_score": "-0.3"}],
                     "overall_sentiment_score": "-0.2",
                 },
             ]
@@ -661,7 +657,9 @@ class TestGeminiClientWithExternalData:
         )
 
         # Mock the Gemini API call
-        with patch.object(client._client.aio.models, "generate_content", new_callable=AsyncMock) as mock_gen:
+        with patch.object(
+            client._client.aio.models, "generate_content", new_callable=AsyncMock
+        ) as mock_gen:
             mock_response = MagicMock()
             mock_response.text = '{"action": "BUY", "confidence": 85, "rationale": "Good news"}'
             mock_gen.return_value = mock_response

tests/test_db.py

@@ -1,9 +1,9 @@
 """Tests for database helper functions."""
 
-import tempfile
 import os
+import tempfile
 
-from src.db import get_open_position, init_db, log_trade
+from src.db import get_latest_buy_trade, get_open_position, init_db, log_trade
 
 
 def test_get_open_position_returns_latest_buy() -> None:
@@ -155,6 +155,9 @@ def test_mode_column_exists_in_schema() -> None:
     cursor = conn.execute("PRAGMA table_info(trades)")
     columns = {row[1] for row in cursor.fetchall()}
     assert "mode" in columns
+    assert "session_id" in columns
+    assert "strategy_pnl" in columns
+    assert "fx_pnl" in columns
 
 
 def test_mode_migration_adds_column_to_existing_db() -> None:
@@ -182,6 +185,13 @@ def test_mode_migration_adds_column_to_existing_db() -> None:
                 decision_id TEXT
             )"""
         )
+        old_conn.execute(
+            """
+            INSERT INTO trades (
+                timestamp, stock_code, action, confidence, rationale, quantity, price, pnl
+            ) VALUES ('2026-01-01T00:00:00+00:00', 'AAPL', 'SELL', 90, 'legacy', 1, 100.0, 123.45)
+            """
+        )
         old_conn.commit()
         old_conn.close()
 
@@ -190,6 +200,217 @@ def test_mode_migration_adds_column_to_existing_db() -> None:
         cursor = conn.execute("PRAGMA table_info(trades)")
         columns = {row[1] for row in cursor.fetchall()}
         assert "mode" in columns
+        assert "session_id" in columns
+        assert "strategy_pnl" in columns
+        assert "fx_pnl" in columns
+        migrated = conn.execute(
+            "SELECT pnl, strategy_pnl, fx_pnl, session_id "
+            "FROM trades WHERE stock_code='AAPL' LIMIT 1"
+        ).fetchone()
+        assert migrated is not None
+        assert migrated[0] == 123.45
+        assert migrated[1] == 123.45
+        assert migrated[2] == 0.0
+        assert migrated[3] == "UNKNOWN"
+        conn.close()
+    finally:
+        os.unlink(db_path)
+
+
+def test_log_trade_stores_strategy_and_fx_pnl_separately() -> None:
+    conn = init_db(":memory:")
+    log_trade(
+        conn=conn,
+        stock_code="AAPL",
+        action="SELL",
+        confidence=90,
+        rationale="fx split",
+        pnl=120.0,
+        strategy_pnl=100.0,
+        fx_pnl=20.0,
+        market="US_NASDAQ",
+        exchange_code="NASD",
+    )
+    row = conn.execute(
+        "SELECT pnl, strategy_pnl, fx_pnl FROM trades ORDER BY id DESC LIMIT 1"
+    ).fetchone()
+    assert row is not None
+    assert row[0] == 120.0
+    assert row[1] == 100.0
+    assert row[2] == 20.0
+
+
+def test_log_trade_backward_compat_sets_strategy_pnl_from_pnl() -> None:
+    conn = init_db(":memory:")
+    log_trade(
+        conn=conn,
+        stock_code="005930",
+        action="SELL",
+        confidence=80,
+        rationale="legacy",
+        pnl=50.0,
+        market="KR",
+        exchange_code="KRX",
+    )
+    row = conn.execute(
+        "SELECT pnl, strategy_pnl, fx_pnl FROM trades ORDER BY id DESC LIMIT 1"
+    ).fetchone()
+    assert row is not None
+    assert row[0] == 50.0
+    assert row[1] == 50.0
+    assert row[2] == 0.0
+
+
+def test_log_trade_partial_fx_input_does_not_infer_negative_strategy_pnl() -> None:
+    conn = init_db(":memory:")
+    log_trade(
+        conn=conn,
+        stock_code="AAPL",
+        action="SELL",
+        confidence=70,
+        rationale="fx only",
+        pnl=0.0,
+        fx_pnl=10.0,
+        market="US_NASDAQ",
+        exchange_code="NASD",
+    )
+    row = conn.execute(
+        "SELECT pnl, strategy_pnl, fx_pnl FROM trades ORDER BY id DESC LIMIT 1"
+    ).fetchone()
+    assert row is not None
+    assert row[0] == 10.0
+    assert row[1] == 0.0
+    assert row[2] == 10.0
+
+
+def test_log_trade_persists_explicit_session_id() -> None:
+    conn = init_db(":memory:")
+    log_trade(
+        conn=conn,
+        stock_code="AAPL",
+        action="BUY",
+        confidence=70,
+        rationale="session test",
+        market="US_NASDAQ",
+        exchange_code="NASD",
+        session_id="US_PRE",
+    )
+    row = conn.execute("SELECT session_id FROM trades ORDER BY id DESC LIMIT 1").fetchone()
+    assert row is not None
+    assert row[0] == "US_PRE"
+
+
+def test_log_trade_auto_derives_session_id_when_not_provided() -> None:
+    conn = init_db(":memory:")
+    log_trade(
+        conn=conn,
+        stock_code="005930",
+        action="BUY",
+        confidence=70,
+        rationale="auto session",
+        market="KR",
+        exchange_code="KRX",
+    )
+    row = conn.execute("SELECT session_id FROM trades ORDER BY id DESC LIMIT 1").fetchone()
+    assert row is not None
+    assert row[0] != "UNKNOWN"
+
+
+def test_log_trade_unknown_market_falls_back_to_unknown_session() -> None:
+    conn = init_db(":memory:")
+    log_trade(
+        conn=conn,
+        stock_code="X",
+        action="BUY",
+        confidence=70,
+        rationale="unknown market",
+        market="MARS",
+        exchange_code="MARS",
+    )
+    row = conn.execute("SELECT session_id FROM trades ORDER BY id DESC LIMIT 1").fetchone()
+    assert row is not None
+    assert row[0] == "UNKNOWN"
+
+
+def test_get_latest_buy_trade_prefers_exchange_code_match() -> None:
+    conn = init_db(":memory:")
+    log_trade(
+        conn=conn,
+        stock_code="AAPL",
+        action="BUY",
+        confidence=80,
+        rationale="legacy",
+        quantity=10,
+        price=120.0,
+        market="US_NASDAQ",
+        exchange_code="",
+        decision_id="legacy-buy",
+    )
+    log_trade(
+        conn=conn,
+        stock_code="AAPL",
+        action="BUY",
+        confidence=85,
+        rationale="matched",
+        quantity=5,
+        price=125.0,
+        market="US_NASDAQ",
+        exchange_code="NASD",
+        decision_id="matched-buy",
+    )
+    matched = get_latest_buy_trade(
+        conn,
+        stock_code="AAPL",
+        market="US_NASDAQ",
+        exchange_code="NASD",
+    )
+    assert matched is not None
+    assert matched["decision_id"] == "matched-buy"
+
+
+def test_decision_logs_session_id_migration_backfills_unknown() -> None:
+    import sqlite3
+
+    with tempfile.NamedTemporaryFile(suffix=".db", delete=False) as f:
+        db_path = f.name
+    try:
+        old_conn = sqlite3.connect(db_path)
+        old_conn.execute(
+            """
+            CREATE TABLE decision_logs (
+                decision_id TEXT PRIMARY KEY,
+                timestamp TEXT NOT NULL,
+                stock_code TEXT NOT NULL,
+                market TEXT NOT NULL,
+                exchange_code TEXT NOT NULL,
+                action TEXT NOT NULL,
+                confidence INTEGER NOT NULL,
+                rationale TEXT NOT NULL,
+                context_snapshot TEXT NOT NULL,
+                input_data TEXT NOT NULL
+            )
+            """
+        )
+        old_conn.execute(
+            """
+            INSERT INTO decision_logs (
+                decision_id, timestamp, stock_code, market, exchange_code,
+                action, confidence, rationale, context_snapshot, input_data
+            ) VALUES (
+                'd1', '2026-01-01T00:00:00+00:00', 'AAPL', 'US_NASDAQ', 'NASD',
+                'BUY', 80, 'legacy row', '{}', '{}'
+            )
+            """
+        )
+        old_conn.commit()
+        old_conn.close()
+
+        conn = init_db(db_path)
+        columns = {row[1] for row in conn.execute("PRAGMA table_info(decision_logs)").fetchall()}
+        assert "session_id" in columns
+        row = conn.execute("SELECT session_id FROM decision_logs WHERE decision_id='d1'").fetchone()
+        assert row is not None
+        assert row[0] == "UNKNOWN"
         conn.close()
     finally:
         os.unlink(db_path)

tests/test_decision_logger.py

@@ -49,7 +49,10 @@ def test_log_decision_creates_record(logger: DecisionLogger, db_conn: sqlite3.Co
 
     # Verify record exists in database
     cursor = db_conn.execute(
-        "SELECT decision_id, action, confidence FROM decision_logs WHERE decision_id = ?",
+        (
+            "SELECT decision_id, action, confidence, session_id "
+            "FROM decision_logs WHERE decision_id = ?"
+        ),
         (decision_id,),
     )
     row = cursor.fetchone()
@@ -57,6 +60,7 @@ def test_log_decision_creates_record(logger: DecisionLogger, db_conn: sqlite3.Co
     assert row[0] == decision_id
     assert row[1] == "BUY"
     assert row[2] == 85
+    assert row[3] == "UNKNOWN"
 
 
 def test_log_decision_stores_context_snapshot(logger: DecisionLogger) -> None:
@@ -84,6 +88,24 @@ def test_log_decision_stores_context_snapshot(logger: DecisionLogger) -> None:
     assert decision is not None
     assert decision.context_snapshot == context_snapshot
     assert decision.input_data == input_data
+    assert decision.session_id == "UNKNOWN"
+
+
+def test_log_decision_stores_explicit_session_id(logger: DecisionLogger) -> None:
+    decision_id = logger.log_decision(
+        stock_code="AAPL",
+        market="US_NASDAQ",
+        exchange_code="NASD",
+        action="BUY",
+        confidence=88,
+        rationale="session check",
+        context_snapshot={},
+        input_data={},
+        session_id="US_PRE",
+    )
+    decision = logger.get_decision_by_id(decision_id)
+    assert decision is not None
+    assert decision.session_id == "US_PRE"
 
 
 def test_get_unreviewed_decisions(logger: DecisionLogger) -> None:
@@ -278,6 +300,7 @@ def test_decision_log_dataclass() -> None:
         stock_code="005930",
         market="KR",
         exchange_code="KRX",
+        session_id="KRX_REG",
         action="BUY",
         confidence=85,
         rationale="Test",
@@ -286,6 +309,7 @@ def test_decision_log_dataclass() -> None:
     )
 
     assert log.decision_id == "test-uuid"
+    assert log.session_id == "KRX_REG"
     assert log.action == "BUY"
     assert log.confidence == 85
     assert log.reviewed is False

tests/test_evolution.py

@@ -208,7 +208,9 @@ def test_identify_failure_patterns_empty(optimizer: EvolutionOptimizer) -> None:
 
 
 @pytest.mark.asyncio
-async def test_generate_strategy_creates_file(optimizer: EvolutionOptimizer, tmp_path: Path) -> None:
+async def test_generate_strategy_creates_file(
+    optimizer: EvolutionOptimizer, tmp_path: Path
+) -> None:
     """Test that generate_strategy creates a strategy file."""
     failures = [
         {
@@ -234,7 +236,9 @@ async def test_generate_strategy_creates_file(optimizer: EvolutionOptimizer, tmp
     return {"action": "HOLD", "confidence": 50, "rationale": "Waiting"}
     """
 
-    with patch.object(optimizer._client.aio.models, "generate_content", new=AsyncMock(return_value=mock_response)):
+    with patch.object(
+        optimizer._client.aio.models, "generate_content", new=AsyncMock(return_value=mock_response)
+    ):
         with patch("src.evolution.optimizer.STRATEGIES_DIR", tmp_path):
             strategy_path = await optimizer.generate_strategy(failures)
 
@@ -245,6 +249,59 @@ async def test_generate_strategy_creates_file(optimizer: EvolutionOptimizer, tmp
     assert "def evaluate" in strategy_path.read_text()
 
 
+@pytest.mark.asyncio
+async def test_generate_strategy_saves_valid_python_code(
+    optimizer: EvolutionOptimizer,
+    tmp_path: Path,
+) -> None:
+    """Test that syntactically valid generated code is saved."""
+    failures = [{"decision_id": "1", "timestamp": "2024-01-15T09:30:00+00:00"}]
+
+    mock_response = Mock()
+    mock_response.text = (
+        'price = market_data.get("current_price", 0)\n'
+        "if price > 0:\n"
+        '    return {"action": "BUY", "confidence": 80, "rationale": "Positive price"}\n'
+        'return {"action": "HOLD", "confidence": 50, "rationale": "No signal"}\n'
+    )
+
+    with patch.object(
+        optimizer._client.aio.models, "generate_content", new=AsyncMock(return_value=mock_response)
+    ):
+        with patch("src.evolution.optimizer.STRATEGIES_DIR", tmp_path):
+            strategy_path = await optimizer.generate_strategy(failures)
+
+    assert strategy_path is not None
+    assert strategy_path.exists()
+
+
+@pytest.mark.asyncio
+async def test_generate_strategy_blocks_invalid_python_code(
+    optimizer: EvolutionOptimizer,
+    tmp_path: Path,
+    caplog: pytest.LogCaptureFixture,
+) -> None:
+    """Test that syntactically invalid generated code is not saved."""
+    failures = [{"decision_id": "1", "timestamp": "2024-01-15T09:30:00+00:00"}]
+
+    mock_response = Mock()
+    mock_response.text = (
+        'if market_data.get("current_price", 0) > 0\n'
+        '    return {"action": "BUY", "confidence": 80, "rationale": "broken"}\n'
+    )
+
+    with patch.object(
+        optimizer._client.aio.models, "generate_content", new=AsyncMock(return_value=mock_response)
+    ):
+        with patch("src.evolution.optimizer.STRATEGIES_DIR", tmp_path):
+            with caplog.at_level("WARNING"):
+                strategy_path = await optimizer.generate_strategy(failures)
+
+    assert strategy_path is None
+    assert list(tmp_path.glob("*.py")) == []
+    assert "failed syntax validation" in caplog.text
+
+
 @pytest.mark.asyncio
 async def test_generate_strategy_handles_api_error(optimizer: EvolutionOptimizer) -> None:
     """Test that generate_strategy handles Gemini API errors gracefully."""
@@ -264,6 +321,7 @@ def test_get_performance_summary() -> None:
     """Test getting performance summary from trades table."""
     # Create a temporary database with trades
     import tempfile
+
     with tempfile.NamedTemporaryFile(suffix=".db", delete=False) as tmp:
         tmp_path = tmp.name
 
@@ -558,7 +616,9 @@ def test_calculate_improvement_trend_declining(performance_tracker: PerformanceT
     assert trend["pnl_change"] == -250.0
 
 
-def test_calculate_improvement_trend_insufficient_data(performance_tracker: PerformanceTracker) -> None:
+def test_calculate_improvement_trend_insufficient_data(
+    performance_tracker: PerformanceTracker,
+) -> None:
     """Test improvement trend with insufficient data."""
     metrics = [
         StrategyMetrics(
@@ -672,7 +732,9 @@ async def test_full_evolution_pipeline(optimizer: EvolutionOptimizer, tmp_path:
     mock_response = Mock()
     mock_response.text = 'return {"action": "HOLD", "confidence": 50, "rationale": "Test"}'
 
-    with patch.object(optimizer._client.aio.models, "generate_content", new=AsyncMock(return_value=mock_response)):
+    with patch.object(
+        optimizer._client.aio.models, "generate_content", new=AsyncMock(return_value=mock_response)
+    ):
         with patch("src.evolution.optimizer.STRATEGIES_DIR", tmp_path):
             with patch("subprocess.run") as mock_run:
                 mock_run.return_value = Mock(returncode=0, stdout="", stderr="")

tests/test_logging_config.py

@@ -103,9 +103,7 @@ class TestSetupLogging:
         """setup_logging must attach a JSON handler to the root logger."""
         setup_logging(level=logging.DEBUG)
         root = logging.getLogger()
-        json_handlers = [
-            h for h in root.handlers if isinstance(h.formatter, JSONFormatter)
-        ]
+        json_handlers = [h for h in root.handlers if isinstance(h.formatter, JSONFormatter)]
         assert len(json_handlers) == 1
         assert root.level == logging.DEBUG
 

tests/test_market_schedule.py

@@ -147,6 +147,24 @@ class TestGetOpenMarkets:
         codes = [m.code for m in open_markets]
         assert codes == sorted(codes)
 
+    def test_get_open_markets_us_pre_extended_session(self) -> None:
+        """US premarket should be considered open when extended sessions enabled."""
+        # Monday 2026-02-02 08:30 EST = 13:30 UTC (premarket window)
+        test_time = datetime(2026, 2, 2, 13, 30, tzinfo=ZoneInfo("UTC"))
+
+        regular = get_open_markets(
+            enabled_markets=["US_NASDAQ", "US_NYSE", "US_AMEX"],
+            now=test_time,
+        )
+        assert regular == []
+
+        extended = get_open_markets(
+            enabled_markets=["US_NASDAQ", "US_NYSE", "US_AMEX"],
+            now=test_time,
+            include_extended_sessions=True,
+        )
+        assert {m.code for m in extended} == {"US_NASDAQ", "US_NYSE", "US_AMEX"}
+
 
 class TestGetNextMarketOpen:
     """Test get_next_market_open function."""
@@ -155,9 +173,7 @@ class TestGetNextMarketOpen:
         """Should find next Monday opening when called on weekend."""
         # Saturday 2026-02-07 12:00 UTC
         test_time = datetime(2026, 2, 7, 12, 0, tzinfo=ZoneInfo("UTC"))
-        market, open_time = get_next_market_open(
-            enabled_markets=["KR"], now=test_time
-        )
+        market, open_time = get_next_market_open(enabled_markets=["KR"], now=test_time)
         assert market.code == "KR"
         # Monday 2026-02-09 09:00 KST
         expected = datetime(2026, 2, 9, 9, 0, tzinfo=ZoneInfo("Asia/Seoul"))
@@ -167,9 +183,7 @@ class TestGetNextMarketOpen:
         """Should find next day opening when called after market close."""
         # Monday 2026-02-02 16:00 KST (after close)
         test_time = datetime(2026, 2, 2, 16, 0, tzinfo=ZoneInfo("Asia/Seoul"))
-        market, open_time = get_next_market_open(
-            enabled_markets=["KR"], now=test_time
-        )
+        market, open_time = get_next_market_open(enabled_markets=["KR"], now=test_time)
         assert market.code == "KR"
         # Tuesday 2026-02-03 09:00 KST
         expected = datetime(2026, 2, 3, 9, 0, tzinfo=ZoneInfo("Asia/Seoul"))
@@ -179,9 +193,7 @@ class TestGetNextMarketOpen:
         """Should find earliest opening market among multiple."""
         # Saturday 2026-02-07 12:00 UTC
         test_time = datetime(2026, 2, 7, 12, 0, tzinfo=ZoneInfo("UTC"))
-        market, open_time = get_next_market_open(
-            enabled_markets=["KR", "US_NASDAQ"], now=test_time
-        )
+        market, open_time = get_next_market_open(enabled_markets=["KR", "US_NASDAQ"], now=test_time)
         # Monday 2026-02-09: KR opens at 09:00 KST = 00:00 UTC
         # Monday 2026-02-09: US opens at 09:30 EST = 14:30 UTC
         # KR opens first
@@ -196,11 +208,23 @@ class TestGetNextMarketOpen:
     def test_get_next_market_open_invalid_market(self) -> None:
         """Should skip invalid market codes."""
         test_time = datetime(2026, 2, 7, 12, 0, tzinfo=ZoneInfo("UTC"))
-        market, _ = get_next_market_open(
-            enabled_markets=["INVALID", "KR"], now=test_time
-        )
+        market, _ = get_next_market_open(enabled_markets=["INVALID", "KR"], now=test_time)
         assert market.code == "KR"
 
+    def test_get_next_market_open_prefers_extended_session(self) -> None:
+        """Extended lookup should return premarket open time before regular open."""
+        # Monday 2026-02-02 07:00 EST = 12:00 UTC
+        # By v3 KST session rules, US is OFF only in KST 07:00-10:00 (UTC 22:00-01:00).
+        # At 12:00 UTC market is active, so next OFF->ON transition is 01:00 UTC next day.
+        test_time = datetime(2026, 2, 2, 12, 0, tzinfo=ZoneInfo("UTC"))
+        market, next_open = get_next_market_open(
+            enabled_markets=["US_NASDAQ"],
+            now=test_time,
+            include_extended_sessions=True,
+        )
+        assert market.code == "US_NASDAQ"
+        assert next_open == datetime(2026, 2, 3, 1, 0, tzinfo=ZoneInfo("UTC"))
+
 
 class TestExpandMarketCodes:
     """Test shorthand market expansion."""

tests/test_overseas_broker.py

@@ -8,7 +8,7 @@ import aiohttp
 import pytest
 
 from src.broker.kis_api import KISBroker
-from src.broker.overseas import OverseasBroker, _PRICE_EXCHANGE_MAP, _RANKING_EXCHANGE_MAP
+from src.broker.overseas import _PRICE_EXCHANGE_MAP, _RANKING_EXCHANGE_MAP, OverseasBroker
 from src.config import Settings
 
 
@@ -85,25 +85,27 @@ class TestConfigDefaults:
         assert mock_settings.OVERSEAS_RANKING_VOLUME_TR_ID == "HHDFS76270000"
 
     def test_fluct_path(self, mock_settings: Settings) -> None:
-        assert mock_settings.OVERSEAS_RANKING_FLUCT_PATH == "/uapi/overseas-stock/v1/ranking/updown-rate"
+        assert (
+            mock_settings.OVERSEAS_RANKING_FLUCT_PATH
+            == "/uapi/overseas-stock/v1/ranking/updown-rate"
+        )
 
     def test_volume_path(self, mock_settings: Settings) -> None:
-        assert mock_settings.OVERSEAS_RANKING_VOLUME_PATH == "/uapi/overseas-stock/v1/ranking/volume-surge"
+        assert (
+            mock_settings.OVERSEAS_RANKING_VOLUME_PATH
+            == "/uapi/overseas-stock/v1/ranking/volume-surge"
+        )
 
 
 class TestFetchOverseasRankings:
     """Test fetch_overseas_rankings method."""
 
     @pytest.mark.asyncio
-    async def test_fluctuation_uses_correct_params(
-        self, overseas_broker: OverseasBroker
-    ) -> None:
+    async def test_fluctuation_uses_correct_params(self, overseas_broker: OverseasBroker) -> None:
         """Fluctuation ranking should use HHDFS76290000, updown-rate path, and correct params."""
         mock_resp = AsyncMock()
         mock_resp.status = 200
-        mock_resp.json = AsyncMock(
-            return_value={"output": [{"symb": "AAPL", "name": "Apple"}]}
-        )
+        mock_resp.json = AsyncMock(return_value={"output": [{"symb": "AAPL", "name": "Apple"}]})
 
         mock_session = MagicMock()
         mock_session.get = MagicMock(return_value=_make_async_cm(mock_resp))
@@ -132,15 +134,11 @@ class TestFetchOverseasRankings:
         overseas_broker._broker._auth_headers.assert_called_with("HHDFS76290000")
 
     @pytest.mark.asyncio
-    async def test_volume_uses_correct_params(
-        self, overseas_broker: OverseasBroker
-    ) -> None:
+    async def test_volume_uses_correct_params(self, overseas_broker: OverseasBroker) -> None:
         """Volume ranking should use HHDFS76270000, volume-surge path, and correct params."""
         mock_resp = AsyncMock()
         mock_resp.status = 200
-        mock_resp.json = AsyncMock(
-            return_value={"output": [{"symb": "TSLA", "name": "Tesla"}]}
-        )
+        mock_resp.json = AsyncMock(return_value={"output": [{"symb": "TSLA", "name": "Tesla"}]})
 
         mock_session = MagicMock()
         mock_session.get = MagicMock(return_value=_make_async_cm(mock_resp))
@@ -169,9 +167,7 @@ class TestFetchOverseasRankings:
         overseas_broker._broker._auth_headers.assert_called_with("HHDFS76270000")
 
     @pytest.mark.asyncio
-    async def test_404_returns_empty_list(
-        self, overseas_broker: OverseasBroker
-    ) -> None:
+    async def test_404_returns_empty_list(self, overseas_broker: OverseasBroker) -> None:
         """HTTP 404 should return empty list (fallback) instead of raising."""
         mock_resp = AsyncMock()
         mock_resp.status = 404
@@ -186,9 +182,7 @@ class TestFetchOverseasRankings:
         assert result == []
 
     @pytest.mark.asyncio
-    async def test_non_404_error_raises(
-        self, overseas_broker: OverseasBroker
-    ) -> None:
+    async def test_non_404_error_raises(self, overseas_broker: OverseasBroker) -> None:
         """Non-404 HTTP errors should raise ConnectionError."""
         mock_resp = AsyncMock()
         mock_resp.status = 500
@@ -203,9 +197,7 @@ class TestFetchOverseasRankings:
             await overseas_broker.fetch_overseas_rankings("NASD")
 
     @pytest.mark.asyncio
-    async def test_empty_response_returns_empty(
-        self, overseas_broker: OverseasBroker
-    ) -> None:
+    async def test_empty_response_returns_empty(self, overseas_broker: OverseasBroker) -> None:
         """Empty output in response should return empty list."""
         mock_resp = AsyncMock()
         mock_resp.status = 200
@@ -220,18 +212,14 @@ class TestFetchOverseasRankings:
         assert result == []
 
     @pytest.mark.asyncio
-    async def test_ranking_disabled_returns_empty(
-        self, overseas_broker: OverseasBroker
-    ) -> None:
+    async def test_ranking_disabled_returns_empty(self, overseas_broker: OverseasBroker) -> None:
         """When OVERSEAS_RANKING_ENABLED=False, should return empty immediately."""
         overseas_broker._broker._settings.OVERSEAS_RANKING_ENABLED = False
         result = await overseas_broker.fetch_overseas_rankings("NASD")
         assert result == []
 
     @pytest.mark.asyncio
-    async def test_limit_truncates_results(
-        self, overseas_broker: OverseasBroker
-    ) -> None:
+    async def test_limit_truncates_results(self, overseas_broker: OverseasBroker) -> None:
         """Results should be truncated to the specified limit."""
         rows = [{"symb": f"SYM{i}"} for i in range(20)]
         mock_resp = AsyncMock()
@@ -247,9 +235,7 @@ class TestFetchOverseasRankings:
         assert len(result) == 5
 
     @pytest.mark.asyncio
-    async def test_network_error_raises(
-        self, overseas_broker: OverseasBroker
-    ) -> None:
+    async def test_network_error_raises(self, overseas_broker: OverseasBroker) -> None:
         """Network errors should raise ConnectionError."""
         cm = MagicMock()
         cm.__aenter__ = AsyncMock(side_effect=aiohttp.ClientError("timeout"))
@@ -264,9 +250,7 @@ class TestFetchOverseasRankings:
             await overseas_broker.fetch_overseas_rankings("NASD")
 
     @pytest.mark.asyncio
-    async def test_exchange_code_mapping_applied(
-        self, overseas_broker: OverseasBroker
-    ) -> None:
+    async def test_exchange_code_mapping_applied(self, overseas_broker: OverseasBroker) -> None:
         """All major exchanges should use mapped codes in API params."""
         for original, mapped in [("NASD", "NAS"), ("NYSE", "NYS"), ("AMEX", "AMS")]:
             mock_resp = AsyncMock()
@@ -298,7 +282,9 @@ class TestGetOverseasPrice:
         mock_session.get = MagicMock(return_value=_make_async_cm(mock_resp))
 
         _setup_broker_mocks(overseas_broker, mock_session)
-        overseas_broker._broker._auth_headers = AsyncMock(return_value={"authorization": "Bearer t"})
+        overseas_broker._broker._auth_headers = AsyncMock(
+            return_value={"authorization": "Bearer t"}
+        )
 
         result = await overseas_broker.get_overseas_price("NASD", "AAPL")
         assert result["output"]["last"] == "150.00"
@@ -530,11 +516,14 @@ class TestPriceExchangeMap:
     def test_price_map_equals_ranking_map(self) -> None:
         assert _PRICE_EXCHANGE_MAP is _RANKING_EXCHANGE_MAP
 
-    @pytest.mark.parametrize("original,expected", [
-        ("NASD", "NAS"),
-        ("NYSE", "NYS"),
-        ("AMEX", "AMS"),
-    ])
+    @pytest.mark.parametrize(
+        "original,expected",
+        [
+            ("NASD", "NAS"),
+            ("NYSE", "NYS"),
+            ("AMEX", "AMS"),
+        ],
+    )
     def test_us_exchange_code_mapping(self, original: str, expected: str) -> None:
         assert _PRICE_EXCHANGE_MAP[original] == expected
 
@@ -574,9 +563,7 @@ class TestOrderRtCdCheck:
         return OverseasBroker(broker)
 
     @pytest.mark.asyncio
-    async def test_success_rt_cd_returns_data(
-        self, overseas_broker: OverseasBroker
-    ) -> None:
+    async def test_success_rt_cd_returns_data(self, overseas_broker: OverseasBroker) -> None:
         """rt_cd='0' → order accepted, data returned."""
         mock_resp = AsyncMock()
         mock_resp.status = 200
@@ -590,9 +577,7 @@ class TestOrderRtCdCheck:
         assert result["rt_cd"] == "0"
 
     @pytest.mark.asyncio
-    async def test_error_rt_cd_returns_data_with_msg(
-        self, overseas_broker: OverseasBroker
-    ) -> None:
+    async def test_error_rt_cd_returns_data_with_msg(self, overseas_broker: OverseasBroker) -> None:
         """rt_cd != '0' → order rejected, data still returned (caller checks rt_cd)."""
         mock_resp = AsyncMock()
         mock_resp.status = 200
@@ -623,6 +608,7 @@ class TestPaperOverseasCash:
 
     def test_env_override(self) -> None:
         import os
+
         os.environ["PAPER_OVERSEAS_CASH"] = "25000"
         settings = Settings(
             KIS_APP_KEY="k",
@@ -635,6 +621,7 @@ class TestPaperOverseasCash:
 
     def test_zero_disables_fallback(self) -> None:
         import os
+
         os.environ["PAPER_OVERSEAS_CASH"] = "0"
         settings = Settings(
             KIS_APP_KEY="k",
@@ -822,9 +809,7 @@ class TestGetOverseasPendingOrders:
     """Tests for get_overseas_pending_orders method."""
 
     @pytest.mark.asyncio
-    async def test_paper_mode_returns_empty(
-        self, overseas_broker: OverseasBroker
-    ) -> None:
+    async def test_paper_mode_returns_empty(self, overseas_broker: OverseasBroker) -> None:
         """Paper mode should immediately return [] without any API call."""
         # Default mock_settings has MODE="paper"
         overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
@@ -855,9 +840,7 @@ class TestGetOverseasPendingOrders:
 
         overseas_broker._broker._auth_headers = mock_auth_headers  # type: ignore[method-assign]
 
-        pending_orders = [
-            {"odno": "001", "pdno": "AAPL", "sll_buy_dvsn_cd": "02", "nccs_qty": "5"}
-        ]
+        pending_orders = [{"odno": "001", "pdno": "AAPL", "sll_buy_dvsn_cd": "02", "nccs_qty": "5"}]
         mock_resp = AsyncMock()
         mock_resp.status = 200
         mock_resp.json = AsyncMock(return_value={"output": pending_orders})
@@ -879,9 +862,7 @@ class TestGetOverseasPendingOrders:
         assert captured_params[0]["OVRS_EXCG_CD"] == "NASD"
 
     @pytest.mark.asyncio
-    async def test_live_mode_connection_error(
-        self, overseas_broker: OverseasBroker
-    ) -> None:
+    async def test_live_mode_connection_error(self, overseas_broker: OverseasBroker) -> None:
         """Network error in live mode should raise ConnectionError."""
         overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
             update={"MODE": "live"}
@@ -926,55 +907,41 @@ class TestCancelOverseasOrder:
         return captured_tr_ids, mock_session
 
     @pytest.mark.asyncio
-    async def test_us_live_uses_tttt1004u(
-        self, overseas_broker: OverseasBroker
-    ) -> None:
+    async def test_us_live_uses_tttt1004u(self, overseas_broker: OverseasBroker) -> None:
         """US exchange in live mode should use TTTT1004U."""
         overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
             update={"MODE": "live"}
         )
-        captured, _ = self._setup_cancel_mocks(
-            overseas_broker, {"rt_cd": "0", "msg1": "OK"}
-        )
+        captured, _ = self._setup_cancel_mocks(overseas_broker, {"rt_cd": "0", "msg1": "OK"})
 
         await overseas_broker.cancel_overseas_order("NASD", "AAPL", "ORD001", 5)
 
         assert "TTTT1004U" in captured
 
     @pytest.mark.asyncio
-    async def test_us_paper_uses_vttt1004u(
-        self, overseas_broker: OverseasBroker
-    ) -> None:
+    async def test_us_paper_uses_vttt1004u(self, overseas_broker: OverseasBroker) -> None:
         """US exchange in paper mode should use VTTT1004U."""
         # Default mock_settings has MODE="paper"
-        captured, _ = self._setup_cancel_mocks(
-            overseas_broker, {"rt_cd": "0", "msg1": "OK"}
-        )
+        captured, _ = self._setup_cancel_mocks(overseas_broker, {"rt_cd": "0", "msg1": "OK"})
 
         await overseas_broker.cancel_overseas_order("NASD", "AAPL", "ORD001", 5)
 
         assert "VTTT1004U" in captured
 
     @pytest.mark.asyncio
-    async def test_hk_live_uses_ttts1003u(
-        self, overseas_broker: OverseasBroker
-    ) -> None:
+    async def test_hk_live_uses_ttts1003u(self, overseas_broker: OverseasBroker) -> None:
         """SEHK exchange in live mode should use TTTS1003U."""
         overseas_broker._broker._settings = overseas_broker._broker._settings.model_copy(
             update={"MODE": "live"}
         )
-        captured, _ = self._setup_cancel_mocks(
-            overseas_broker, {"rt_cd": "0", "msg1": "OK"}
-        )
+        captured, _ = self._setup_cancel_mocks(overseas_broker, {"rt_cd": "0", "msg1": "OK"})
 
         await overseas_broker.cancel_overseas_order("SEHK", "0700", "ORD002", 10)
 
         assert "TTTS1003U" in captured
 
     @pytest.mark.asyncio
-    async def test_cancel_sets_rvse_cncl_dvsn_cd_02(
-        self, overseas_broker: OverseasBroker
-    ) -> None:
+    async def test_cancel_sets_rvse_cncl_dvsn_cd_02(self, overseas_broker: OverseasBroker) -> None:
         """Cancel body must include RVSE_CNCL_DVSN_CD='02' and OVRS_ORD_UNPR='0'."""
         captured_body: list[dict] = []
 
@@ -1005,9 +972,7 @@ class TestCancelOverseasOrder:
         assert captured_body[0]["ORGN_ODNO"] == "ORD003"
 
     @pytest.mark.asyncio
-    async def test_cancel_sets_hashkey_header(
-        self, overseas_broker: OverseasBroker
-    ) -> None:
+    async def test_cancel_sets_hashkey_header(self, overseas_broker: OverseasBroker) -> None:
         """hashkey must be set in the request headers."""
         captured_headers: list[dict] = []
         overseas_broker._broker._get_hash_key = AsyncMock(return_value="test_hash")  # type: ignore[method-assign]

tests/test_pre_market_planner.py

@@ -78,9 +78,7 @@ def _gemini_response_json(
                 "rationale": "Near circuit breaker",
             }
         ]
-    return json.dumps(
-        {"market_outlook": outlook, "global_rules": global_rules, "stocks": stocks}
-    )
+    return json.dumps({"market_outlook": outlook, "global_rules": global_rules, "stocks": stocks})
 
 
 def _make_planner(
@@ -564,8 +562,12 @@ class TestBuildPrompt:
     def test_prompt_contains_cross_market(self) -> None:
         planner = _make_planner()
         cross = CrossMarketContext(
-            market="US", date="2026-02-07", total_pnl=1.5,
-            win_rate=60, index_change_pct=0.8, lessons=["Cut losses early"],
+            market="US",
+            date="2026-02-07",
+            total_pnl=1.5,
+            win_rate=60,
+            index_change_pct=0.8,
+            lessons=["Cut losses early"],
         )
 
         prompt = planner._build_prompt("KR", [_candidate()], {}, None, cross)
@@ -683,9 +685,7 @@ class TestSmartFallbackPlaybook:
         )
 
     def test_momentum_candidate_gets_buy_on_volume(self) -> None:
-        candidates = [
-            _candidate(code="CHOW", signal="momentum", volume_ratio=13.64, rsi=100.0)
-        ]
+        candidates = [_candidate(code="CHOW", signal="momentum", volume_ratio=13.64, rsi=100.0)]
         settings = self._make_settings()
 
         pb = PreMarketPlanner._smart_fallback_playbook(
@@ -707,9 +707,7 @@ class TestSmartFallbackPlaybook:
         assert sell_sc.condition.price_change_pct_below == -3.0
 
     def test_oversold_candidate_gets_buy_on_rsi(self) -> None:
-        candidates = [
-            _candidate(code="005930", signal="oversold", rsi=22.0, volume_ratio=3.5)
-        ]
+        candidates = [_candidate(code="005930", signal="oversold", rsi=22.0, volume_ratio=3.5)]
         settings = self._make_settings()
 
         pb = PreMarketPlanner._smart_fallback_playbook(
@@ -776,9 +774,7 @@ class TestSmartFallbackPlaybook:
     def test_empty_candidates_returns_empty_playbook(self) -> None:
         settings = self._make_settings()
 
-        pb = PreMarketPlanner._smart_fallback_playbook(
-            date(2026, 2, 17), "US_AMEX", [], settings
-        )
+        pb = PreMarketPlanner._smart_fallback_playbook(date(2026, 2, 17), "US_AMEX", [], settings)
 
         assert pb.stock_count == 0
 
@@ -814,19 +810,14 @@ class TestSmartFallbackPlaybook:
         planner = _make_planner()
         planner._gemini.decide = AsyncMock(side_effect=ConnectionError("429 quota exceeded"))
         # momentum candidate
-        candidates = [
-            _candidate(code="CHOW", signal="momentum", volume_ratio=13.64, rsi=100.0)
-        ]
+        candidates = [_candidate(code="CHOW", signal="momentum", volume_ratio=13.64, rsi=100.0)]
 
-        pb = await planner.generate_playbook(
-            "US_AMEX", candidates, today=date(2026, 2, 18)
-        )
+        pb = await planner.generate_playbook("US_AMEX", candidates, today=date(2026, 2, 18))
 
         # Should NOT be all-SELL defensive; should have BUY for momentum
         assert pb.stock_count == 1
         buy_scenarios = [
-            s for s in pb.stock_playbooks[0].scenarios
-            if s.action == ScenarioAction.BUY
+            s for s in pb.stock_playbooks[0].scenarios if s.action == ScenarioAction.BUY
         ]
         assert len(buy_scenarios) == 1
         assert buy_scenarios[0].condition.volume_ratio_above == 2.0  # VOL_MULTIPLIER default

tests/test_scenario_engine.py

@@ -14,7 +14,7 @@ from src.strategy.models import (
     StockPlaybook,
     StockScenario,
 )
-from src.strategy.scenario_engine import ScenarioEngine, ScenarioMatch
+from src.strategy.scenario_engine import ScenarioEngine
 
 
 @pytest.fixture
@@ -162,13 +162,15 @@ class TestEvaluateCondition:
     def test_mixed_invalid_types_no_exception(self, engine: ScenarioEngine) -> None:
         """Various invalid types should not raise exceptions."""
         cond = StockCondition(
-            rsi_below=30.0, volume_ratio_above=2.0,
-            price_above=100, price_change_pct_below=-1.0,
+            rsi_below=30.0,
+            volume_ratio_above=2.0,
+            price_above=100,
+            price_change_pct_below=-1.0,
         )
         data = {
-            "rsi": [25],           # list
+            "rsi": [25],  # list
             "volume_ratio": "bad",  # non-numeric string
-            "current_price": {},    # dict
+            "current_price": {},  # dict
             "price_change_pct": object(),  # arbitrary object
         }
         # Should return False (invalid types → None → False), never raise
@@ -356,9 +358,7 @@ class TestEvaluate:
 
     def test_match_details_populated(self, engine: ScenarioEngine) -> None:
         pb = _playbook(scenarios=[_scenario(rsi_below=30.0, volume_ratio_above=2.0)])
-        result = engine.evaluate(
-            pb, "005930", {"rsi": 25.0, "volume_ratio": 3.0}, {}
-        )
+        result = engine.evaluate(pb, "005930", {"rsi": 25.0, "volume_ratio": 3.0}, {})
         assert result.match_details.get("rsi") == 25.0
         assert result.match_details.get("volume_ratio") == 3.0
 
@@ -381,7 +381,9 @@ class TestEvaluate:
                 ),
                 StockPlaybook(
                     stock_code="MSFT",
-                    scenarios=[_scenario(rsi_above=75.0, action=ScenarioAction.SELL, confidence=80)],
+                    scenarios=[
+                        _scenario(rsi_above=75.0, action=ScenarioAction.SELL, confidence=80)
+                    ],
                 ),
             ],
         )
@@ -450,58 +452,42 @@ class TestEvaluate:
 class TestPositionAwareConditions:
     """Tests for unrealized_pnl_pct and holding_days condition fields."""
 
-    def test_evaluate_condition_unrealized_pnl_above_matches(
-        self, engine: ScenarioEngine
-    ) -> None:
+    def test_evaluate_condition_unrealized_pnl_above_matches(self, engine: ScenarioEngine) -> None:
         """unrealized_pnl_pct_above should match when P&L exceeds threshold."""
         condition = StockCondition(unrealized_pnl_pct_above=3.0)
         assert engine.evaluate_condition(condition, {"unrealized_pnl_pct": 5.0}) is True
 
-    def test_evaluate_condition_unrealized_pnl_above_no_match(
-        self, engine: ScenarioEngine
-    ) -> None:
+    def test_evaluate_condition_unrealized_pnl_above_no_match(self, engine: ScenarioEngine) -> None:
         """unrealized_pnl_pct_above should NOT match when P&L is below threshold."""
         condition = StockCondition(unrealized_pnl_pct_above=3.0)
         assert engine.evaluate_condition(condition, {"unrealized_pnl_pct": 2.0}) is False
 
-    def test_evaluate_condition_unrealized_pnl_below_matches(
-        self, engine: ScenarioEngine
-    ) -> None:
+    def test_evaluate_condition_unrealized_pnl_below_matches(self, engine: ScenarioEngine) -> None:
         """unrealized_pnl_pct_below should match when P&L is under threshold."""
         condition = StockCondition(unrealized_pnl_pct_below=-2.0)
         assert engine.evaluate_condition(condition, {"unrealized_pnl_pct": -3.5}) is True
 
-    def test_evaluate_condition_unrealized_pnl_below_no_match(
-        self, engine: ScenarioEngine
-    ) -> None:
+    def test_evaluate_condition_unrealized_pnl_below_no_match(self, engine: ScenarioEngine) -> None:
         """unrealized_pnl_pct_below should NOT match when P&L is above threshold."""
         condition = StockCondition(unrealized_pnl_pct_below=-2.0)
         assert engine.evaluate_condition(condition, {"unrealized_pnl_pct": -1.0}) is False
 
-    def test_evaluate_condition_holding_days_above_matches(
-        self, engine: ScenarioEngine
-    ) -> None:
+    def test_evaluate_condition_holding_days_above_matches(self, engine: ScenarioEngine) -> None:
         """holding_days_above should match when position held longer than threshold."""
         condition = StockCondition(holding_days_above=5)
         assert engine.evaluate_condition(condition, {"holding_days": 7}) is True
 
-    def test_evaluate_condition_holding_days_above_no_match(
-        self, engine: ScenarioEngine
-    ) -> None:
+    def test_evaluate_condition_holding_days_above_no_match(self, engine: ScenarioEngine) -> None:
         """holding_days_above should NOT match when position held shorter."""
         condition = StockCondition(holding_days_above=5)
         assert engine.evaluate_condition(condition, {"holding_days": 3}) is False
 
-    def test_evaluate_condition_holding_days_below_matches(
-        self, engine: ScenarioEngine
-    ) -> None:
+    def test_evaluate_condition_holding_days_below_matches(self, engine: ScenarioEngine) -> None:
         """holding_days_below should match when position held fewer days."""
         condition = StockCondition(holding_days_below=3)
         assert engine.evaluate_condition(condition, {"holding_days": 1}) is True
 
-    def test_evaluate_condition_holding_days_below_no_match(
-        self, engine: ScenarioEngine
-    ) -> None:
+    def test_evaluate_condition_holding_days_below_no_match(self, engine: ScenarioEngine) -> None:
         """holding_days_below should NOT match when held more days."""
         condition = StockCondition(holding_days_below=3)
         assert engine.evaluate_condition(condition, {"holding_days": 5}) is False
@@ -513,33 +499,33 @@ class TestPositionAwareConditions:
             holding_days_above=5,
         )
         # Both met → match
-        assert engine.evaluate_condition(
-            condition,
-            {"unrealized_pnl_pct": 4.5, "holding_days": 7},
-        ) is True
+        assert (
+            engine.evaluate_condition(
+                condition,
+                {"unrealized_pnl_pct": 4.5, "holding_days": 7},
+            )
+            is True
+        )
         # Only pnl met → no match
-        assert engine.evaluate_condition(
-            condition,
-            {"unrealized_pnl_pct": 4.5, "holding_days": 3},
-        ) is False
+        assert (
+            engine.evaluate_condition(
+                condition,
+                {"unrealized_pnl_pct": 4.5, "holding_days": 3},
+            )
+            is False
+        )
 
-    def test_missing_unrealized_pnl_does_not_match(
-        self, engine: ScenarioEngine
-    ) -> None:
+    def test_missing_unrealized_pnl_does_not_match(self, engine: ScenarioEngine) -> None:
         """Missing unrealized_pnl_pct key should not match the condition."""
         condition = StockCondition(unrealized_pnl_pct_above=3.0)
         assert engine.evaluate_condition(condition, {}) is False
 
-    def test_missing_holding_days_does_not_match(
-        self, engine: ScenarioEngine
-    ) -> None:
+    def test_missing_holding_days_does_not_match(self, engine: ScenarioEngine) -> None:
         """Missing holding_days key should not match the condition."""
         condition = StockCondition(holding_days_above=5)
         assert engine.evaluate_condition(condition, {}) is False
 
-    def test_match_details_includes_position_fields(
-        self, engine: ScenarioEngine
-    ) -> None:
+    def test_match_details_includes_position_fields(self, engine: ScenarioEngine) -> None:
         """match_details should include position fields when condition specifies them."""
         pb = _playbook(
             scenarios=[

tests/test_session_handover_check.py

@@ -0,0 +1,128 @@
+from __future__ import annotations
+
+import importlib.util
+from pathlib import Path
+
+
+def _load_module():
+    script_path = Path(__file__).resolve().parents[1] / "scripts" / "session_handover_check.py"
+    spec = importlib.util.spec_from_file_location("session_handover_check", script_path)
+    assert spec is not None
+    assert spec.loader is not None
+    module = importlib.util.module_from_spec(spec)
+    spec.loader.exec_module(module)
+    return module
+
+
+def test_ci_mode_skips_date_branch_and_merge_gate(monkeypatch, tmp_path) -> None:
+    module = _load_module()
+    handover = tmp_path / "session-handover.md"
+    handover.write_text(
+        "\n".join(
+            [
+                "### 2000-01-01 | session=test",
+                "- branch: feature/other-branch",
+                "- docs_checked: docs/workflow.md, docs/commands.md, docs/agent-constraints.md",
+                "- open_issues_reviewed: #1",
+                "- next_ticket: #123",
+                "- process_gate_checked: process_ticket=#1 merged_to_feature_branch=no",
+            ]
+        ),
+        encoding="utf-8",
+    )
+    monkeypatch.setattr(module, "HANDOVER_LOG", handover)
+
+    errors: list[str] = []
+    module._check_handover_entry(
+        branch="feature/current-branch",
+        strict=True,
+        ci_mode=True,
+        errors=errors,
+    )
+    assert errors == []
+
+
+def test_ci_mode_still_blocks_tbd_next_ticket(monkeypatch, tmp_path) -> None:
+    module = _load_module()
+    handover = tmp_path / "session-handover.md"
+    handover.write_text(
+        "\n".join(
+            [
+                "### 2000-01-01 | session=test",
+                "- branch: feature/other-branch",
+                "- docs_checked: docs/workflow.md, docs/commands.md, docs/agent-constraints.md",
+                "- open_issues_reviewed: #1",
+                "- next_ticket: #TBD",
+                "- process_gate_checked: process_ticket=#1 merged_to_feature_branch=no",
+            ]
+        ),
+        encoding="utf-8",
+    )
+    monkeypatch.setattr(module, "HANDOVER_LOG", handover)
+
+    errors: list[str] = []
+    module._check_handover_entry(
+        branch="feature/current-branch",
+        strict=True,
+        ci_mode=True,
+        errors=errors,
+    )
+    assert "latest handover entry must not use placeholder next_ticket (#TBD)" in errors
+
+
+def test_non_ci_strict_enforces_date_branch_and_merge_gate(monkeypatch, tmp_path) -> None:
+    module = _load_module()
+    handover = tmp_path / "session-handover.md"
+    handover.write_text(
+        "\n".join(
+            [
+                "### 2000-01-01 | session=test",
+                "- branch: feature/other-branch",
+                "- docs_checked: docs/workflow.md, docs/commands.md, docs/agent-constraints.md",
+                "- open_issues_reviewed: #1",
+                "- next_ticket: #123",
+                "- process_gate_checked: process_ticket=#1 merged_to_feature_branch=no",
+            ]
+        ),
+        encoding="utf-8",
+    )
+    monkeypatch.setattr(module, "HANDOVER_LOG", handover)
+
+    errors: list[str] = []
+    module._check_handover_entry(
+        branch="feature/current-branch",
+        strict=True,
+        ci_mode=False,
+        errors=errors,
+    )
+    assert any("must contain today's UTC date" in e for e in errors)
+    assert any("must target current branch" in e for e in errors)
+    assert any("merged_to_feature_branch=no" in e for e in errors)
+
+
+def test_non_ci_strict_still_blocks_tbd_next_ticket(monkeypatch, tmp_path) -> None:
+    module = _load_module()
+    handover = tmp_path / "session-handover.md"
+    handover.write_text(
+        "\n".join(
+            [
+                "### 2000-01-01 | session=test",
+                "- branch: feature/other-branch",
+                "- docs_checked: docs/workflow.md, docs/commands.md, docs/agent-constraints.md",
+                "- open_issues_reviewed: #1",
+                "- next_ticket: #TBD",
+                "- process_gate_checked: process_ticket=#1 merged_to_feature_branch=yes",
+            ]
+        ),
+        encoding="utf-8",
+    )
+    monkeypatch.setattr(module, "HANDOVER_LOG", handover)
+
+    errors: list[str] = []
+    module._check_handover_entry(
+        branch="feature/current-branch",
+        strict=True,
+        ci_mode=False,
+        errors=errors,
+    )
+    assert "latest handover entry must not use placeholder next_ticket (#TBD)" in errors

tests/test_smart_scanner.py

@@ -2,9 +2,10 @@
 
 from __future__ import annotations
 
-import pytest
 from unittest.mock import AsyncMock, MagicMock
 
+import pytest
+
 from src.analysis.smart_scanner import ScanCandidate, SmartVolatilityScanner
 from src.analysis.volatility import VolatilityAnalyzer
 from src.broker.kis_api import KISBroker
@@ -200,9 +201,7 @@ class TestSmartVolatilityScanner:
         assert len(candidates) <= scanner.top_n
 
     @pytest.mark.asyncio
-    async def test_get_stock_codes(
-        self, scanner: SmartVolatilityScanner
-    ) -> None:
+    async def test_get_stock_codes(self, scanner: SmartVolatilityScanner) -> None:
         """Test extraction of stock codes from candidates."""
         candidates = [
             ScanCandidate(

tests/test_strategy_models.py

@@ -19,7 +19,6 @@ from src.strategy.models import (
     StockScenario,
 )
 
-
 # ---------------------------------------------------------------------------
 # StockCondition
 # ---------------------------------------------------------------------------