test: add stop-loss reentry cooldown behavioral coverage (#319 )

feat: enforce stop-loss reentry cooldown window (#319 )
2026-02-28 17:16:26 +09:00 · 2026-02-28 14:41:14 +09:00
86 changed files with 1571 additions and 3438 deletions
--- a/.gitea/workflows/ci.yml
+++ b/.gitea/workflows/ci.yml
@@ -13,8 +13,6 @@ jobs:
    steps:
      - name: Checkout
        uses: actions/checkout@v4
-        with:
-          fetch-depth: 0

      - name: Set up Python
        uses: actions/setup-python@v5
@@ -25,24 +23,10 @@ jobs:
        run: pip install ".[dev]"

      - name: Session handover gate
-        run: python3 scripts/session_handover_check.py --strict --ci
+        run: python3 scripts/session_handover_check.py --strict

      - 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
+        run: python3 scripts/validate_governance_assets.py

      - name: Validate Ouroboros docs
        run: python3 scripts/validate_ouroboros_docs.py
--- a/.github/workflows/ci.yml
+++ b/.github/workflows/ci.yml
@@ -22,24 +22,10 @@ jobs:
        run: pip install ".[dev]"

      - name: Session handover gate
-        run: python3 scripts/session_handover_check.py --strict --ci
+        run: python3 scripts/session_handover_check.py --strict

      - 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
+        run: python3 scripts/validate_governance_assets.py

      - name: Validate Ouroboros docs
        run: python3 scripts/validate_ouroboros_docs.py
--- a/CLAUDE.md
+++ b/CLAUDE.md
@@ -81,9 +81,9 @@ 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

-### Trading Mode Integration
+### Realtime Mode Only

-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).
+Smart Scanner runs in `TRADE_MODE=realtime` only. Daily mode uses static watchlists for batch efficiency.

 ## Documentation

@@ -122,7 +122,7 @@ src/
 ├── broker/          # KIS API client (domestic + overseas)
 ├── context/         # L1-L7 hierarchical memory system
 ├── core/            # Risk manager (READ-ONLY)
-├── dashboard/       # FastAPI read-only monitoring (10 API endpoints)
+├── dashboard/       # FastAPI read-only monitoring (8 API endpoints)
 ├── data/            # External data integration (news, market data, calendar)
 ├── evolution/       # Self-improvement (optimizer, daily review, scorecard)
 ├── logging/         # Decision logger (audit trail)
@@ -133,7 +133,7 @@ src/
 ├── main.py          # Trading loop orchestrator
 └── config.py        # Settings (from .env)

-tests/               # 998 tests across 41 files
+tests/               # 551 tests across 25 files
 docs/                # Extended documentation
 ```

--- a/README.md
+++ b/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 (10개 API) |
+| 대시보드 | `src/dashboard/` | FastAPI 읽기 전용 모니터링 (8개 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 |
@@ -153,16 +153,19 @@ docker compose up -d ouroboros

 ## 테스트

-998개 테스트가 41개 파일에 걸쳐 구현되어 있습니다. 최소 커버리지 80%.
+551개 테스트가 25개 파일에 걸쳐 구현되어 있습니다. 최소 커버리지 80%.

 ```
-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
+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
 ```

 **상세**: [docs/testing.md](docs/testing.md)
@@ -174,8 +177,8 @@ tests/test_telegram.py           — 텔레그램 알림
 - **AI**: Google Gemini Pro
 - **DB**: SQLite (5개 테이블: trades, contexts, decision_logs, playbooks, context_metadata)
 - **대시보드**: FastAPI + uvicorn
- **검증**: pytest + coverage (998 tests)
- **CI/CD**: Gitea CI (`.gitea/workflows/ci.yml`)
+- **검증**: pytest + coverage (551 tests)
+- **CI/CD**: GitHub Actions
 - **배포**: Docker + Docker Compose

 ## 프로젝트 구조
@@ -209,7 +212,7 @@ The-Ouroboros/
 │   ├── config.py                # Pydantic 설정
 │   ├── db.py                    # SQLite 데이터베이스
 │   └── main.py                  # 비동기 거래 루프
-├── tests/                       # 998개 테스트 (41개 파일)
+├── tests/                       # 551개 테스트 (25개 파일)
 ├── Dockerfile                   # 멀티스테이지 빌드
 ├── docker-compose.yml           # 서비스 오케스트레이션
 └── pyproject.toml               # 의존성 및 도구 설정
--- a/docs/architecture.md
+++ b/docs/architecture.md
@@ -84,37 +84,6 @@ 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)**:
@@ -129,7 +98,7 @@ 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)
- **Both modes**: Realtime 중심이지만 Daily 경로(`run_daily_session()`)에서도 후보 선별에 사용
+- **Realtime mode only**: Daily mode uses batch processing for API efficiency

 **Benefits:**
 - Reduces Gemini API calls from 20-30 stocks to 1-3 qualified candidates
@@ -155,9 +124,9 @@ High-frequency trading with individual stock analysis:

 - Selects appropriate context layers for current market conditions

-### 4. Risk Manager & Session Policy (`src/core/`)
+### 4. Risk Manager (`src/core/risk_manager.py`)

-**RiskManager** (`risk_manager.py`) — Safety circuit breaker and order validation
+**RiskManager** — Safety circuit breaker and order validation

 > **READ-ONLY by policy** (see [`docs/agents.md`](./agents.md))

@@ -167,59 +136,8 @@ 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)
@@ -277,7 +195,7 @@ High-frequency trading with individual stock analysis:
 - Configurable host/port (`DASHBOARD_HOST`, `DASHBOARD_PORT`, default `127.0.0.1:8080`)
 - Serves static HTML frontend

-**10 API Endpoints:**
+**8 API Endpoints:**

 | Endpoint | Method | Description |
 |----------|--------|-------------|
@@ -289,8 +207,6 @@ 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`)

@@ -532,12 +448,8 @@ 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
-    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
+    decision_id TEXT              -- Links to decision_logs
 );
 ```

@@ -563,14 +475,13 @@ 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 INTEGER,
+    outcome_accuracy REAL,
    reviewed INTEGER DEFAULT 0,
    review_notes TEXT
 );
@@ -583,7 +494,7 @@ CREATE TABLE playbooks (
    id INTEGER PRIMARY KEY AUTOINCREMENT,
    date TEXT NOT NULL,
    market TEXT NOT NULL,
-    status TEXT NOT NULL DEFAULT 'pending',  -- pending → generated → active → expired
+    status TEXT DEFAULT 'generated',
    playbook_json TEXT NOT NULL,   -- Full playbook with scenarios
    generated_at TEXT NOT NULL,
    token_count INTEGER,
@@ -641,29 +552,6 @@ 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
--- a/docs/commands.md
+++ b/docs/commands.md
@@ -136,7 +136,7 @@ No decorator needed for async tests.
 # Install all dependencies (production + dev)
 pip install -e ".[dev]"

-# Run full test suite with coverage (998 tests across 41 files)
+# Run full test suite with coverage (551 tests across 25 files)
 pytest -v --cov=src --cov-report=term-missing

 # Run a single test file
@@ -202,8 +202,6 @@ 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

--- a/docs/ouroboros/01_requirements_registry.md
+++ b/docs/ouroboros/01_requirements_registry.md
@@ -1,9 +1,9 @@
 <!--
 Doc-ID: DOC-REQ-001
-Version: 1.0.1
+Version: 1.0.0
 Status: active
 Owner: strategy
-Updated: 2026-03-01
+Updated: 2026-02-26
 -->

 # 요구사항 원장 (Single Source of Truth)
@@ -37,4 +37,3 @@ Updated: 2026-03-01
 - `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.
--- a/docs/ouroboros/30_code_level_work_orders.md
+++ b/docs/ouroboros/30_code_level_work_orders.md
@@ -51,7 +51,6 @@ Updated: 2026-02-26
 - `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-004` (`REQ-OPS-004`): v2/v3 원본 계획 문서 위치를 `docs/ouroboros/source/`로 표준화하고 링크 일관성 검증

 ## 커밋 규칙

--- a/docs/ouroboros/40_acceptance_and_test_plan.md
+++ b/docs/ouroboros/40_acceptance_and_test_plan.md
@@ -29,7 +29,6 @@ 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

--- a/docs/ouroboros/60_repo_enforcement_checklist.md
+++ b/docs/ouroboros/60_repo_enforcement_checklist.md
@@ -24,17 +24,11 @@ Updated: 2026-02-27
 ## 2) 필수 상태 체크 (필수)

 필수 CI 항목:
-
-| 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.
+- `validate_ouroboros_docs` (명령: `python3 scripts/validate_ouroboros_docs.py`)
+- `test` (명령: `pytest -q`)

 설정 기준:
- `test` job이 `success` 아니면 머지 금지
+- 위 2개 체크가 `success` 아니면 머지 금지
 - 체크 스킵/중립 상태 허용 금지

 ## 3) 필수 리뷰어 규칙 (권장 -> 필수)
--- a/docs/ouroboros/80_implementation_audit.md
+++ b/docs/ouroboros/80_implementation_audit.md
@@ -1,15 +1,14 @@
 <!--
 Doc-ID: DOC-AUDIT-001
-Version: 1.1.0
+Version: 1.0.0
 Status: active
 Owner: strategy
-Updated: 2026-03-01
+Updated: 2026-02-28
 -->

 # v2/v3 구현 감사 및 수익률 분석 보고서

 작성일: 2026-02-28
-최종 업데이트: 2026-03-01 (Phase 2 완료 + Phase 3 부분 완료 반영)
 대상 기간: 2026-02-25 ~ 2026-02-28 (실거래)
 분석 브랜치: `feature/v3-session-policy-stream`

@@ -30,80 +29,69 @@ Updated: 2026-03-01
 | REQ-V2-007 | 비용/슬리피지/체결실패 모델 필수 | `src/analysis/backtest_cost_guard.py` | ✅ 완료 |
 | REQ-V2-008 | Kill Switch 실행 순서 (Block→Cancel→Refresh→Reduce→Snapshot) | `src/core/kill_switch.py` | ✅ 완료 |

-### 1.2 v3 구현 상태: ~85% 완료 (2026-03-01 기준)
+### 1.2 v3 구현 상태: ~75% 완료

-| REQ-ID | 요구사항 | 상태 | 비고 |
-|--------|----------|------|------|
-| REQ-V3-001 | 모든 신호/주문/로그에 session_id 포함 | ✅ 완료 | #326 머지 — `log_decision()` 파라미터 추가, `log_trade()` 명시적 전달 |
-| REQ-V3-002 | 세션 전환 훅 + 리스크 파라미터 재로딩 | ⚠️ 부분 | #327 머지 — 재로딩 메커니즘 구현, 세션 훅 테스트 미작성 |
+| REQ-ID | 요구사항 | 상태 | 갭 설명 |
+|--------|----------|------|---------|
+| REQ-V3-001 | 모든 신호/주문/로그에 session_id 포함 | ⚠️ 부분 | 아래 GAP-1, GAP-2 참조 |
+| REQ-V3-002 | 세션 전환 훅 + 리스크 파라미터 재로딩 | ⚠️ 부분 | 아래 GAP-3 참조 |
 | REQ-V3-003 | 블랙아웃 윈도우 정책 | ✅ 완료 | `src/core/blackout_manager.py` |
-| REQ-V3-004 | 블랙아웃 큐 + 복구 시 재검증 | ✅ 완료 | #324(DB 기록) + #328(가격/세션 재검증) 머지 |
+| REQ-V3-004 | 블랙아웃 큐 + 복구 시 재검증 | ⚠️ 부분 | 아래 GAP-4 참조 (부분 해소) |
 | 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) | ⚠️ 코드 완료 / 운영 미반영 | `src/db.py` 스키마·함수 완료, 운영 데이터 `fx_pnl` 전부 0 |
-| REQ-V3-008 | 오버나잇 예외 vs Kill Switch 우선순위 | ✅ 완료 | `src/main.py` — `_should_force_exit_for_overnight()`, `_apply_staged_exit_override_for_hold()` |
+| REQ-V3-008 | 오버나잇 예외 vs Kill Switch 우선순위 | ✅ 완료 | `src/main.py:459-471` |

-### 1.3 운영 거버넌스: ~60% 완료 (2026-03-01 재평가)
+### 1.3 운영 거버넌스: ~20% 완료

-| REQ-ID | 요구사항 | 상태 | 비고 |
-|--------|----------|------|------|
+| REQ-ID | 요구사항 | 상태 | 갭 설명 |
+|--------|----------|------|---------|
 | REQ-OPS-001 | 타임존 명시 (KST/UTC) | ⚠️ 부분 | DB 기록은 UTC, 세션은 KST. 일부 로그에서 타임존 미표기 |
-| REQ-OPS-002 | 정책 변경 시 레지스트리 업데이트 강제 | ⚠️ 기본 구현 완료 | `scripts/validate_governance_assets.py` CI 연동 완료; 규칙 고도화 잔여 |
-| REQ-OPS-003 | TASK-REQ 매핑 강제 | ⚠️ 기본 구현 완료 | `scripts/validate_ouroboros_docs.py` CI 연동 완료; PR 강제 검증 강화 잔여 |
+| REQ-OPS-002 | 정책 변경 시 레지스트리 업데이트 강제 | ❌ 미구현 | CI 자동 검증 없음 |
+| REQ-OPS-003 | TASK-REQ 매핑 강제 | ❌ 미구현 | PR 단위 자동 검증 없음 |

 ---

 ## 2. 구현 갭 상세

-> **2026-03-01 업데이트**: GAP-1~5 모두 해소되었거나 이슈 머지로 부분 해소됨.
+### GAP-1: DecisionLogger에 session_id 미포함 (CRITICAL)

-### 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
+- **위치**: `src/logging/decision_logger.py:40`
+- **문제**: `log_decision()` 함수에 `session_id` 파라미터가 없음
+- **영향**: 어떤 세션에서 전략적 의사결정이 내려졌는지 추적 불가
 - **요구사항**: REQ-V3-001

-### GAP-2: src/main.py 거래 로그에 session_id 미전달 → ✅ 해소 (#326)
+### GAP-2: src/main.py 거래 로그에 session_id 미전달 (CRITICAL)

- **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
+- **위치**: `src/main.py` line 1625, 1682, 2769
+- **문제**: `log_trade()` 호출 시 `session_id` 파라미터를 전달하지 않음
+- **현상**: 시장 코드 기반 자동 추론에 의존 → 실제 런타임 세션과 불일치 가능
 - **요구사항**: REQ-V3-001

-### GAP-3: 세션 전환 시 리스크 파라미터 재로딩 없음 → ⚠️ 부분 해소 (#327)
+### GAP-3: 세션 전환 시 리스크 파라미터 재로딩 없음 (HIGH)

- **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)
- **잔여 갭**: 세션 경계 실시간 전환 E2E 통합 테스트 보강 필요 (`test_main.py`에 설정 오버라이드/폴백 단위 테스트는 존재)
+- **위치**: `src/main.py` 전체
+- **문제**: 리스크 파라미터가 시작 시 한 번만 로딩되고, 세션 경계 변경 시 재로딩 메커니즘 없음
+- **영향**: NXT_AFTER(저유동) → KRX_REG(정규장) 전환 시에도 동일 파라미터 사용
 - **요구사항**: REQ-V3-002

-### GAP-4: 블랙아웃 복구 DB 기록 + 재검증 → ✅ 해소 (#324, #328)
+### GAP-4: 블랙아웃 복구 시 재검증 부분 해소, DB 기록 미구현 (HIGH)

- **위치**: `src/core/blackout_manager.py`, `src/main.py`
- **해소 내용**:
-  - #324 머지 — 복구 주문 실행 후 `log_trade()` 호출, rationale에 `[blackout-recovery]` prefix
-  - #328 머지 — 가격 유효성 검증 (진입가 대비 급변 시 드롭), 세션 변경 시 새 파라미터로 재검증
+- **위치**: `src/core/blackout_manager.py:89-96`, `src/main.py:694-791`
+- **상태**: `pop_recovery_batch()` 자체는 단순 dequeue이나, 실행 경로에서 부분 재검증 수행:
+  - stale BUY 드롭 (포지션 이미 존재 시) — `src/main.py:713-720`
+  - stale SELL 드롭 (포지션 부재 시) — `src/main.py:721-727`
+  - `validate_order_policy()` 호출 — `src/main.py:729-734`
+- **잔여 갭**: 가격 유효성(시세 변동), 세션 변경에 따른 파라미터 재적용은 미구현
+- **신규 발견**: 블랙아웃 복구 주문이 `log_trade()` 없이 실행되어 거래 DB에 기록되지 않음 → 성과 리포트 불일치 유발
 - **요구사항**: REQ-V3-004

-### GAP-5: 시간장벽이 봉 개수 고정 → ✅ 해소 (#329)
+### GAP-5: 시간장벽이 봉 개수 고정 (MEDIUM)

- **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)
+- **위치**: `src/analysis/triple_barrier.py:19`
+- **문제**: `max_holding_bars` (고정 봉 수) 사용, v3 계획의 `max_holding_minutes` (캘린더 시간) 미반영
 - **요구사항**: REQ-V2-005 / v3 확장

-### GAP-6 (신규): FX PnL 운영 미활성 (LOW — 코드 완료)
-
- **위치**: `src/db.py` (`fx_pnl`, `strategy_pnl` 컬럼 존재)
- **문제**: 스키마와 함수는 완료되었으나 운영 데이터에서 `fx_pnl` 전부 0
- **영향**: USD 거래에서 환율 손익과 전략 손익이 분리되지 않아 성과 분석 부정확
- **요구사항**: REQ-V3-007
-
 ---

 ## 3. 실거래 수익률 분석
@@ -256,25 +244,18 @@ Updated: 2026-03-01
 - **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)
+### ROOT-5: v2 청산 로직이 부분 통합되었으나 실효성 부족 (HIGH)

-**초기 진단 (2026-02-28 감사 기준):**
+- **현재 상태**: `src/main.py:500-583`에서 `evaluate_exit()` 기반 staged exit override가 동작함
+  - 상태기계(HOLDING→BE_LOCK→ARMED→EXITED) 전이 구현
+  - 4중 청산(hard stop, BE lock threat, ATR trailing, model/liquidity exit) 평가
+- **실효성 문제**:
  - `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
+  - `atr_value`, `pred_down_prob` 등 런타임 피처가 대부분 0.0으로 들어와 사실상 hard stop만 발동
+- **결론**: 코드 통합은 되었으나, 피처 공급과 파라미터 설정이 미비하여 v2 설계 가치가 실현되지 않는 상태

-**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.
+### ROOT-6: SELL 손익 계산이 부분청산/수량 불일치에 취약 (CRITICAL)

 - **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
@@ -282,9 +263,7 @@ Updated: 2026-03-01
 - **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.
+### ROOT-7: BUY 매칭 키에 exchange_code 미포함 — 잠재 오매칭 리스크 (HIGH)

 - **위치**: `src/db.py:292-313`
 - **문제**: `get_latest_buy_trade()`가 `(stock_code, market)`만으로 매칭, `exchange_code` 미사용
@@ -304,28 +283,17 @@ Updated: 2026-03-01
 | 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)
+### 5.2 구조적 개선 (아키텍처 변경)

-**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 |
+| 우선순위 | 방안 | 예상 효과 | 난이도 |
+|----------|------|-----------|--------|
+| **P0** | **SELL PnL 계산을 sell_qty 기준으로 수정 (ROOT-6)** | 손익 계상 정확도 확보, 이상치 제거 | 낮음 |
+| **P0** | **v2 staged exit에 실제 피처 공급 (atr_value, pred_down_prob) + 독립 파라미터 설정 (ROOT-5)** | v2 설계 가치 실현, 수익 보호 | 중간 |
+| P0 | BUY 매칭 키에 exchange_code 추가 (ROOT-7) | 오매칭 방지 | 낮음 |
+| P0 | 블랙아웃 복구 주문에 `log_trade()` 추가 (GAP-4) | DB/성과 리포트 정합성 | 낮음 |
+| P1 | 세션 전환 시 리스크 파라미터 동적 재로딩 (GAP-3 해소) | 세션별 최적 파라미터 적용 | 중간 |
+| P1 | session_id를 거래 로그/의사결정 로그에 명시적 전달 (GAP-1,2 해소) | 세션별 성과 분석 가능 | 낮음 |
+| P2 | 블랙아웃 복구 시 가격/세션 재검증 강화 (GAP-4 잔여) | 세션 변경 후 무효 주문 방지 | 중간 |

 ### 5.3 권장 실행 순서

@@ -366,26 +334,14 @@ Phase 3 (중기): v3 세션 최적화
 - ✅ 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)
+### 테스트 미존재

- ✅ 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 (GAP-3 잔여)
- ❌ 세션 경계 리스크 파라미터 재로딩 단위 테스트 (GAP-3 잔여)
+- ❌ 세션 전환 훅 콜백
+- ❌ 세션 경계 리스크 파라미터 재로딩
+- ❌ DecisionLogger session_id 캡처
 - ❌ 실거래 경로 ↔ v2 상태기계 통합 테스트 (피처 공급 포함)
- ❌ FX PnL 운영 활성화 검증 (GAP-6)
+- ❌ 블랙아웃 복구 주문의 DB 기록 검증
+- ❌ SELL PnL 계산 시 수량 불일치 케이스

 ---

--- a/docs/ouroboros/85_loss_recovery_action_plan.md
+++ b/docs/ouroboros/85_loss_recovery_action_plan.md
@@ -1,19 +1,16 @@
 <!--
 Doc-ID: DOC-ACTION-085
-Version: 1.1.0
+Version: 1.0.0
 Status: active
 Owner: strategy
-Updated: 2026-03-01
+Updated: 2026-02-28
 -->

 # 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
@@ -38,13 +35,13 @@ Updated: 2026-03-01

 ## 2. Phase별 작업 분해

-### Phase 1: 즉시 — 손실 출혈 차단 ✅ 완료
+### Phase 1: 즉시 — 손실 출혈 차단

 가장 큰 손실 패턴(노이즈 손절, 반복 매매, 페니스탁)을 즉시 제거한다.

 ---

-#### ACT-01: KR 손절선 ATR 기반 동적 확대 ✅ 머지
+#### ACT-01: KR 손절선 ATR 기반 동적 확대

 - **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)
@@ -63,7 +60,7 @@ Updated: 2026-03-01

 ---

-#### ACT-02: 손절 후 동일 종목 재진입 쿨다운 ✅ 머지
+#### ACT-02: 손절 후 동일 종목 재진입 쿨다운

 - **ROOT 참조**: ROOT-2 (동일 종목 반복 매매)
 - **Gitea 이슈**: feat: 손절 후 동일 종목 재진입 쿨다운 (1~2시간)
@@ -82,7 +79,7 @@ Updated: 2026-03-01

 ---

-#### ACT-03: US $5 이하 종목 진입 차단 필터 ✅ 머지
+#### ACT-03: US $5 이하 종목 진입 차단 필터

 - **ROOT 참조**: ROOT-3 (미국 페니스탁 무분별 진입)
 - **Gitea 이슈**: feat: US $5 이하 종목 진입 차단 필터
@@ -100,7 +97,7 @@ Updated: 2026-03-01

 ---

-#### ACT-04: 진화 전략 코드 생성 시 syntax 검증 추가 ✅ 머지
+#### ACT-04: 진화 전략 코드 생성 시 syntax 검증 추가

 - **ROOT 참조**: ROOT-4 (진화 전략 문법 오류)
 - **Gitea 이슈**: fix: 진화 전략 코드 생성 시 syntax 검증 추가
@@ -119,13 +116,13 @@ Updated: 2026-03-01

 ---

-### Phase 2: 단기 — 데이터 정합성 + v2 실효화 ✅ 완료
+### Phase 2: 단기 — 데이터 정합성 + v2 실효화

 손익 계산 정확도를 확보하고, v2 청산 로직을 실효화한다.

 ---

-#### ACT-05: SELL PnL 계산을 sell_qty 기준으로 수정 ✅ 머지
+#### ACT-05: SELL PnL 계산을 sell_qty 기준으로 수정

 - **ROOT 참조**: ROOT-6 (CRITICAL — PnL 계산이 buy_qty 사용)
 - **Gitea 이슈**: fix(critical): SELL PnL 계산을 sell_qty 기준으로 수정
@@ -144,7 +141,7 @@ Updated: 2026-03-01

 ---

-#### ACT-06: BUY 매칭 키에 exchange_code 추가 ✅ 머지
+#### ACT-06: BUY 매칭 키에 exchange_code 추가

 - **ROOT 참조**: ROOT-7 (BUY 매칭 키에 exchange_code 미포함)
 - **Gitea 이슈**: fix: BUY 매칭 키에 exchange_code 추가
@@ -162,12 +159,12 @@ Updated: 2026-03-01

 ---

-#### ACT-07: 블랙아웃 복구 주문에 log_trade() 추가 ✅ 머지
+#### ACT-07: 블랙아웃 복구 주문에 log_trade() 추가

 - **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
+- **변경 대상 파일**: `src/main.py` (line 694-791, 블랙아웃 복구 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**:
@@ -181,7 +178,7 @@ Updated: 2026-03-01

 ---

-#### ACT-08: v2 staged exit에 실제 피처 공급 ✅ 머지
+#### ACT-08: v2 staged exit에 실제 피처 공급

 - **ROOT 참조**: ROOT-5 (v2 청산 로직 실효성 부족)
 - **Gitea 이슈**: feat: v2 staged exit에 실제 피처(ATR, pred_down_prob) 공급
@@ -203,7 +200,7 @@ Updated: 2026-03-01

 ---

-#### ACT-09: session_id를 거래/의사결정 로그에 명시적 전달 ✅ 머지
+#### ACT-09: session_id를 거래/의사결정 로그에 명시적 전달

 - **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
@@ -226,13 +223,13 @@ Updated: 2026-03-01

 ---

-### Phase 3: 중기 — v3 세션 최적화 ✅ 기본 완료 (ACT-13 고도화 잔여)
+### Phase 3: 중기 — v3 세션 최적화

 세션 경계 처리와 운영 거버넌스를 강화한다.

 ---

-#### ACT-10: 세션 전환 시 리스크 파라미터 동적 재로딩 ✅ 머지
+#### ACT-10: 세션 전환 시 리스크 파라미터 동적 재로딩

 - **ROOT 참조**: GAP-3 (세션 전환 시 리스크 파라미터 재로딩 없음)
 - **Gitea 이슈**: feat: 세션 전환 시 리스크 파라미터 동적 재로딩
@@ -244,12 +241,14 @@ Updated: 2026-03-01
  - 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
+- **테스트 계획**:
+  - 단위: 세션 전환 훅 콜백 테스트
+  - 단위: 재로딩 실패 시 폴백 테스트
 - **의존성**: ACT-09 (session_id 인프라)

 ---

-#### ACT-11: 블랙아웃 복구 시 가격/세션 재검증 강화 ✅ 머지
+#### ACT-11: 블랙아웃 복구 시 가격/세션 재검증 강화

 - **ROOT 참조**: GAP-4 잔여 (가격 유효성, 세션 변경 재적용 미구현)
 - **Gitea 이슈**: feat: 블랙아웃 복구 시 가격/세션 재검증 강화
@@ -269,7 +268,7 @@ Updated: 2026-03-01

 ---

-#### ACT-12: Triple Barrier 시간장벽을 캘린더 시간(분) 기반으로 전환 ✅ 머지
+#### ACT-12: Triple Barrier 시간장벽을 캘린더 시간(분) 기반으로 전환

 - **ROOT 참조**: GAP-5 (시간장벽이 봉 개수 고정)
 - **Gitea 이슈**: feat: Triple Barrier 시간장벽을 캘린더 시간(분) 기반으로 전환
@@ -287,13 +286,21 @@ Updated: 2026-03-01

 ---

-#### ACT-13: CI 자동 검증 (정책 레지스트리 + TASK-REQ 매핑) ✅ 기본 구현 완료, 고도화 잔여
+#### ACT-13: CI 자동 검증 (정책 레지스트리 + TASK-REQ 매핑)

 - **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
+- **변경 대상 파일**: `.gitea/workflows/`, `scripts/validate_governance_assets.py`
+- **현재 동작**: CI 자동 검증 없음. 문서 검증은 수동 실행
+- **목표 동작**:
+  - PR 시 정책 레지스트리(`01_requirements_registry.md`) 변경 여부 자동 검증
+  - TASK/이슈가 REQ-ID를 참조하는지 자동 검증
+- **수용 기준**:
+  - 정책 파일 변경 시 레지스트리 미업데이트면 CI 실패
+  - 새 이슈/PR에 REQ-ID 미참조 시 경고
+- **테스트 계획**:
+  - CI 파이프라인 자체 테스트 (정상/실패 케이스)
 - **의존성**: 없음

 ---
@@ -304,7 +311,7 @@ Updated: 2026-03-01

 - 모든 ACT 항목에 대해 개별 테스트 작성
 - 커버리지 >= 80% 유지
- 현재 CI 기준 전체 테스트 통과 확인 (2026-03-01 기준 998 tests collected)
+- 기존 551개 테스트 전체 통과 확인

 ### 3.2 통합 테스트

@@ -382,36 +389,4 @@ Phase 3

 ---

-## 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.*
--- a/docs/ouroboros/README.md
+++ b/docs/ouroboros/README.md
@@ -1,14 +1,14 @@
 <!--
 Doc-ID: DOC-ROOT-001
-Version: 1.0.1
+Version: 1.0.0
 Status: active
 Owner: strategy
-Updated: 2026-03-01
+Updated: 2026-02-26
 -->

 # The Ouroboros 실행 문서 허브

-이 폴더는 `source/ouroboros_plan_v2.txt`, `source/ouroboros_plan_v3.txt`를 구현 가능한 작업 지시서 수준으로 분해한 문서 허브다.
+이 폴더는 `ouroboros_plan_v2.txt`, `ouroboros_plan_v3.txt`를 구현 가능한 작업 지시서 수준으로 분해한 문서 허브다.

 ## 읽기 순서 (Routing)

@@ -18,15 +18,13 @@ Updated: 2026-03-01
 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 **(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)
+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)
 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

 - 계획 변경은 반드시 `01_requirements_registry.md`의 ID 정의부터 수정한다.
@@ -40,5 +38,5 @@ python3 scripts/validate_ouroboros_docs.py

 ## 원본 계획 문서

- [v2](./source/ouroboros_plan_v2.txt)
- [v3](./source/ouroboros_plan_v3.txt)
+- [v2](/home/agentson/repos/The-Ouroboros/ouroboros_plan_v2.txt)
+- [v3](/home/agentson/repos/The-Ouroboros/ouroboros_plan_v3.txt)
--- a/docs/requirements-log.md
+++ b/docs/requirements-log.md
@@ -87,7 +87,7 @@
 - 선정 기준 추적 → Evolution 시스템 최적화 가능
 - API 장애 시 정적 watchlist로 자동 전환

-**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).
+**참고:** Realtime 모드 전용. Daily 모드는 배치 효율성을 위해 정적 watchlist 사용.

 **이슈/PR:** #76, #77

@@ -388,126 +388,3 @@ Order result: 모의투자 매수주문이 완료 되었습니다.  ✓
 - `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
--- a/docs/testing.md
+++ b/docs/testing.md
@@ -2,7 +2,7 @@

 ## Test Structure

-**998 tests** across **41 files**. `asyncio_mode = "auto"` in pyproject.toml — async tests need no special decorator.
+**551 tests** across **25 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.

@@ -23,8 +23,6 @@ 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
@@ -92,7 +90,7 @@ 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 (domestic) or dynamic universe (overseas)
+- Fallback to static watchlist

 #### Context & Memory

@@ -140,8 +138,8 @@ The `settings` fixture in `conftest.py` provides safe defaults with test credent
 #### Dashboard

 ##### `tests/test_dashboard.py` (14 tests)
- FastAPI endpoint responses (10 API routes)
- Status, playbook, scorecard, performance, context, decisions, scenarios, pnl/history, positions
+- FastAPI endpoint responses (8 API routes)
+- Status, playbook, scorecard, performance, context, decisions, scenarios
 - Query parameter handling (market, date, limit)

 #### Performance & Quality
--- a/docs/ouroboros/source/ouroboros_plan_v2.txt
+++ b/docs/ouroboros/source/ouroboros_plan_v2.txt
--- a/docs/ouroboros/source/ouroboros_plan_v3.txt
+++ b/docs/ouroboros/source/ouroboros_plan_v3.txt
--- a/scripts/session_handover_check.py
+++ b/scripts/session_handover_check.py
@@ -66,7 +66,6 @@ def _check_handover_entry(
    *,
    branch: str,
    strict: bool,
-    ci_mode: bool,
    errors: list[str],
 ) -> None:
    if not HANDOVER_LOG.exists():
@@ -89,10 +88,6 @@ def _check_handover_entry(
            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(
@@ -104,6 +99,8 @@ def _check_handover_entry(
                "latest handover entry must target current branch "
                f"({branch_token})"
            )
+        if "- next_ticket: #TBD" in latest:
+            errors.append("latest handover entry must not use placeholder next_ticket (#TBD)")
        if "merged_to_feature_branch=no" in latest:
            errors.append(
                "process gate indicates not merged; implementation must stay blocked "
@@ -120,14 +117,6 @@ def main() -> int:
        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] = []
@@ -136,15 +125,10 @@ def main() -> int:
    branch = _current_branch()
    if not branch:
        errors.append("cannot resolve current git branch")
-    elif not args.ci and branch in {"main", "master"}:
+    elif 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,
-    )
+    _check_handover_entry(branch=branch, strict=args.strict, errors=errors)

    if errors:
        print("[FAIL] session handover check failed")
--- a/scripts/validate_governance_assets.py
+++ b/scripts/validate_governance_assets.py
@@ -3,19 +3,9 @@

 from __future__ import annotations

-import subprocess
 import sys
-import os
-import re
 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")
-

 def must_contain(path: Path, required: list[str], errors: list[str]) -> None:
    if not path.exists():
@@ -27,101 +17,8 @@ def must_contain(path: Path, required: list[str], errors: list[str]) -> None:
            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_pr_traceability(warnings: 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):
-        warnings.append("PR text missing REQ-ID reference")
-    if not TASK_ID_IN_TEXT.search(text):
-        warnings.append("PR text missing TASK-ID reference")
-    if not TEST_ID_IN_TEXT.search(text):
-        warnings.append("PR text missing TEST-ID reference")
-
-
 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")
@@ -184,10 +81,6 @@ def main() -> int:
    if not handover_script.exists():
        errors.append(f"missing file: {handover_script}")

-    validate_registry_sync(changed_files, errors)
-    validate_task_req_mapping(errors)
-    validate_pr_traceability(warnings)
-
    if errors:
        print("[FAIL] governance asset validation failed")
        for err in errors:
@@ -195,10 +88,6 @@ def main() -> int:
        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


--- a/src/analysis/backtest_cost_guard.py
+++ b/src/analysis/backtest_cost_guard.py
@@ -2,8 +2,8 @@

 from __future__ import annotations

-import math
 from dataclasses import dataclass
+import math


@dataclass(frozen=True)
--- a/src/analysis/backtest_execution_model.py
+++ b/src/analysis/backtest_execution_model.py
@@ -2,11 +2,12 @@

 from __future__ import annotations

-import math
 from dataclasses import dataclass
+import math
 from random import Random
 from typing import Literal

+
 OrderSide = Literal["BUY", "SELL"]


@@ -76,9 +77,7 @@ class BacktestExecutionModel:
                reason="execution_failure",
            )

-        slip_mult = 1.0 + (
-            slippage_bps / 10000.0 if request.side == "BUY" else -slippage_bps / 10000.0
-        )
+        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:
--- a/src/analysis/backtest_pipeline.py
+++ b/src/analysis/backtest_pipeline.py
@@ -8,9 +8,8 @@ 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 typing import Literal

 from src.analysis.backtest_cost_guard import BacktestCostModel, validate_backtest_cost_model
 from src.analysis.triple_barrier import TripleBarrierSpec, label_with_triple_barrier
@@ -23,7 +22,6 @@ class BacktestBar:
    low: float
    close: float
    session_id: str
-    timestamp: datetime | None = None


@dataclass(frozen=True)
@@ -88,27 +86,16 @@ def run_v2_backtest_pipeline(
    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,
--- a/src/analysis/scanner.py
+++ b/src/analysis/scanner.py
@@ -104,7 +104,6 @@ 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,
@@ -159,8 +158,12 @@ 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",
@@ -225,9 +228,10 @@ 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(
--- a/src/analysis/smart_scanner.py
+++ b/src/analysis/smart_scanner.py
@@ -158,12 +158,7 @@ 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"))
@@ -239,7 +234,9 @@ 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:
@@ -253,7 +250,9 @@ 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):
@@ -434,10 +433,16 @@ 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
--- a/src/analysis/triple_barrier.py
+++ b/src/analysis/triple_barrier.py
@@ -5,11 +5,9 @@ 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
+from typing import Literal, Sequence
+

 TieBreakMode = Literal["stop_first", "take_first"]

@@ -18,18 +16,9 @@ TieBreakMode = Literal["stop_first", "take_first"]
 class TripleBarrierSpec:
    take_profit_pct: float
    stop_loss_pct: float
-    max_holding_bars: int | None = None
-    max_holding_minutes: int | None = None
+    max_holding_bars: int
    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:
@@ -46,7 +35,6 @@ 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,
@@ -65,6 +53,8 @@ def label_with_triple_barrier(
        raise ValueError("highs, lows, closes lengths must match")
    if entry_index < 0 or entry_index >= len(closes):
        raise IndexError("entry_index out of range")
+    if spec.max_holding_bars <= 0:
+        raise ValueError("max_holding_bars must be positive")

    entry_price = float(closes[entry_index])
    if entry_price <= 0:
@@ -78,34 +68,13 @@ def label_with_triple_barrier(
        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])
+        h = float(highs[idx])
+        l = float(lows[idx])

-        up_touch = high_price >= upper
-        down_touch = low_price <= lower
+        up_touch = h >= upper
+        down_touch = l <= lower
        if not up_touch and not down_touch:
            continue

--- a/src/analysis/volatility.py
+++ b/src/analysis/volatility.py
@@ -92,7 +92,9 @@ 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:
@@ -106,7 +108,9 @@ 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:
@@ -236,7 +240,11 @@ 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)
@@ -293,11 +301,17 @@ 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
--- a/src/backup/init.py
+++ b/src/backup/init.py
@@ -7,9 +7,9 @@ This module provides:
 - Health monitoring and alerts
 """

-from src.backup.cloud_storage import CloudStorage, S3Config
 from src.backup.exporter import BackupExporter, ExportFormat
-from src.backup.scheduler import BackupPolicy, BackupScheduler
+from src.backup.scheduler import BackupScheduler, BackupPolicy
+from src.backup.cloud_storage import CloudStorage, S3Config

 __all__ = [
    "BackupExporter",
--- a/src/backup/cloud_storage.py
+++ b/src/backup/cloud_storage.py
@@ -94,9 +94,7 @@ 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(
--- a/src/backup/exporter.py
+++ b/src/backup/exporter.py
@@ -14,14 +14,14 @@ import json
 import logging
 import sqlite3
 from datetime import UTC, datetime
-from enum import StrEnum
+from enum import Enum
 from pathlib import Path
 from typing import Any

 logger = logging.getLogger(__name__)


-class ExportFormat(StrEnum):
+class ExportFormat(str, Enum):
    """Supported export formats."""

    JSON = "json"
@@ -103,11 +103,15 @@ 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:
@@ -160,7 +164,9 @@ 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,
        }
@@ -278,7 +284,8 @@ 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
--- a/src/backup/health_monitor.py
+++ b/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 StrEnum
+from enum import Enum
 from pathlib import Path
 from typing import Any

 logger = logging.getLogger(__name__)


-class HealthStatus(StrEnum):
+class HealthStatus(str, Enum):
    """Health check status."""

    HEALTHY = "healthy"
@@ -137,13 +137,9 @@ 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 "
-                        f"(minimum: {min_disk_gb:.2f} GB)"
-                    ),
+                    message=f"Low disk space: {free_gb:.2f} GB free (minimum: {self.min_disk_space_bytes / 1024 / 1024 / 1024:.2f} GB)",
                    details={
                        "free_gb": free_gb,
                        "total_gb": total_gb,
--- a/src/backup/scheduler.py
+++ b/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 StrEnum
+from enum import Enum
 from pathlib import Path
 from typing import Any

 logger = logging.getLogger(__name__)


-class BackupPolicy(StrEnum):
+class BackupPolicy(str, Enum):
    """Backup retention policies."""

    DAILY = "daily"
@@ -69,7 +69,9 @@ 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:
@@ -227,7 +229,9 @@ 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:
--- a/src/brain/cache.py
+++ b/src/brain/cache.py
@@ -13,8 +13,8 @@ import hashlib
 import json
 import logging
 import time
-from dataclasses import dataclass
-from typing import TYPE_CHECKING, Any
+from dataclasses import dataclass, field
+from typing import Any, TYPE_CHECKING

 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 = ""
@@ -239,7 +239,9 @@ 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)
--- a/src/brain/context_selector.py
+++ b/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 StrEnum
+from enum import Enum
 from typing import Any

 from src.context.layer import ContextLayer
 from src.context.store import ContextStore


-class DecisionType(StrEnum):
+class DecisionType(str, Enum):
    """Type of trading decision being made."""

    NORMAL = "normal"  # Regular trade decision
@@ -183,7 +183,9 @@ 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]
--- a/src/brain/gemini_client.py
+++ b/src/brain/gemini_client.py
@@ -25,12 +25,12 @@ from typing import Any

 from google import genai

-from src.brain.cache import DecisionCache
-from src.brain.prompt_optimizer import PromptOptimizer
 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.data.news_api import NewsAPI, NewsSentiment
+from src.brain.cache import DecisionCache
+from src.brain.prompt_optimizer import PromptOptimizer

 logger = logging.getLogger(__name__)

@@ -159,12 +159,16 @@ 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
@@ -176,7 +180,9 @@ 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)

@@ -229,7 +235,9 @@ 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)

@@ -241,7 +249,8 @@ 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"
@@ -280,12 +289,15 @@ 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"
@@ -327,19 +339,25 @@ 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"])
@@ -427,7 +445,9 @@ 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
@@ -526,7 +546,9 @@ 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
--- a/src/brain/prompt_optimizer.py
+++ b/src/brain/prompt_optimizer.py
@@ -179,8 +179,7 @@ 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:
--- a/src/broker/kis_api.py
+++ b/src/broker/kis_api.py
@@ -103,8 +103,7 @@ 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

@@ -225,12 +224,16 @@ 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
@@ -262,7 +265,9 @@ 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 (
@@ -271,7 +276,9 @@ 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."""
@@ -301,7 +308,9 @@ 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
@@ -360,7 +369,9 @@ 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",
@@ -438,7 +449,9 @@ 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
@@ -452,16 +465,14 @@ class KISBroker:

            rankings = []
            for item in data.get("output", [])[:limit]:
-                rankings.append(
-                    {
+                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:
@@ -511,7 +522,9 @@ 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,
@@ -562,10 +575,14 @@ 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,
@@ -592,7 +609,6 @@ 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")

@@ -611,7 +627,9 @@ 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
@@ -625,16 +643,14 @@ class KISBroker:

            prices = []
            for item in data.get("output2", []):
-                prices.append(
-                    {
+                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()
--- a/src/broker/overseas.py
+++ b/src/broker/overseas.py
@@ -56,7 +56,9 @@ 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.

@@ -87,10 +89,14 @@ 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,
@@ -148,7 +154,9 @@ 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)
@@ -163,7 +171,9 @@ 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]:
        """
@@ -183,7 +193,9 @@ 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,
@@ -193,16 +205,22 @@ 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,
@@ -229,7 +247,9 @@ 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,
@@ -238,7 +258,9 @@ 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:
@@ -249,7 +271,9 @@ 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,
@@ -306,7 +330,9 @@ 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", "")
@@ -331,9 +357,13 @@ 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:
@@ -349,7 +379,9 @@ 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()
@@ -366,7 +398,9 @@ 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:
@@ -381,7 +415,9 @@ 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,
@@ -433,16 +469,22 @@ 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:
        """
--- a/src/config.py
+++ b/src/config.py
@@ -60,16 +60,8 @@ class Settings(BaseSettings):
    # 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)$")
@@ -78,8 +70,6 @@ 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)
@@ -124,8 +114,12 @@ class Settings(BaseSettings):
    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
--- a/src/context/aggregator.py
+++ b/src/context/aggregator.py
@@ -222,7 +222,9 @@ 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

@@ -249,7 +251,9 @@ 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."""
@@ -276,7 +280,9 @@ 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",
--- a/src/context/layer.py
+++ b/src/context/layer.py
@@ -3,10 +3,10 @@
 from __future__ import annotations

 from dataclasses import dataclass
-from enum import StrEnum
+from enum import Enum


-class ContextLayer(StrEnum):
+class ContextLayer(str, Enum):
    """7-tier context hierarchy from real-time to generational."""

    L1_LEGACY = "L1_LEGACY"  # Cumulative/generational wisdom
--- a/src/context/summarizer.py
+++ b/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
+from datetime import UTC, datetime, timedelta
 from typing import Any

 from src.context.layer import ContextLayer
--- a/src/core/kill_switch.py
+++ b/src/core/kill_switch.py
@@ -11,9 +11,8 @@ Order is fixed:
 from __future__ import annotations

 import inspect
-from collections.abc import Awaitable, Callable
 from dataclasses import dataclass, field
-from typing import Any
+from typing import Any, Awaitable, Callable

 StepCallable = Callable[[], Any | Awaitable[Any]]

--- a/src/core/order_policy.py
+++ b/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 OrderPolicyRejectedError(Exception):
+class OrderPolicyRejected(Exception):
    """Raised when an order violates session policy."""

    def __init__(self, message: str, *, session_id: str, market_code: str) -> None:
@@ -61,9 +61,7 @@ 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(
@@ -78,7 +76,7 @@ def validate_order_policy(

    is_market_order = price <= 0
    if info.is_low_liquidity and is_market_order:
-        raise OrderPolicyRejectedError(
+        raise OrderPolicyRejected(
            f"Market order is forbidden in low-liquidity session ({info.session_id})",
            session_id=info.session_id,
            market_code=market.code,
@@ -86,14 +84,10 @@ def validate_order_policy(

    # Guard against accidental unsupported actions.
    if order_type not in {"BUY", "SELL"}:
-        raise OrderPolicyRejectedError(
+        raise OrderPolicyRejected(
            f"Unsupported order_type={order_type}",
            session_id=info.session_id,
            market_code=market.code,
        )

    return info
-
-
-# Backward compatibility alias
-OrderPolicyRejected = OrderPolicyRejectedError
--- a/src/core/priority_queue.py
+++ b/src/core/priority_queue.py
@@ -28,7 +28,9 @@ 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
--- a/src/core/risk_manager.py
+++ b/src/core/risk_manager.py
@@ -25,7 +25,7 @@ class CircuitBreakerTripped(SystemExit):
        )


-class FatFingerRejectedError(Exception):
+class FatFingerRejected(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 FatFingerRejectedError(order_amount, total_cash, self._ff_max_pct)
+            raise FatFingerRejected(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 FatFingerRejectedError(order_amount, total_cash, self._ff_max_pct)
+            raise FatFingerRejected(order_amount, total_cash, self._ff_max_pct)

    def validate_order(
        self,
@@ -81,7 +81,3 @@ 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
--- a/src/dashboard/app.py
+++ b/src/dashboard/app.py
@@ -5,7 +5,7 @@ from __future__ import annotations
 import json
 import os
 import sqlite3
-from datetime import UTC, datetime
+from datetime import UTC, datetime, timezone
 from pathlib import Path
 from typing import Any

@@ -188,7 +188,10 @@ 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(
@@ -398,7 +401,7 @@ def create_dashboard_app(db_path: str, mode: str = "paper") -> FastAPI:
                """
            ).fetchall()

-            now = datetime.now(UTC)
+            now = datetime.now(timezone.utc)
            positions = []
            for row in rows:
                entry_time_str = row["entry_time"]
--- a/src/data/economic_calendar.py
+++ b/src/data/economic_calendar.py
@@ -9,6 +9,7 @@ from __future__ import annotations
 import logging
 from dataclasses import dataclass
 from datetime import datetime, timedelta
+from typing import Any

 logger = logging.getLogger(__name__)

--- a/src/db.py
+++ b/src/db.py
@@ -109,7 +109,6 @@ 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,
@@ -122,26 +121,6 @@ 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(
        """
@@ -184,7 +163,9 @@ 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)"
    )
@@ -309,34 +290,9 @@ def _resolve_session_id(*, market: str, session_id: str | None) -> str:


 def get_latest_buy_trade(
-    conn: sqlite3.Connection,
-    stock_code: str,
-    market: str,
-    exchange_code: str | None = None,
+    conn: sqlite3.Connection, stock_code: str, market: str
 ) -> dict[str, Any] | None:
    """Fetch the most recent BUY trade for a stock and market."""
-    if exchange_code:
-        cursor = conn.execute(
-            """
-            SELECT decision_id, price, quantity
-            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
@@ -378,7 +334,9 @@ 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(
        """
--- a/src/evolution/ab_test.py
+++ b/src/evolution/ab_test.py
@@ -90,7 +90,9 @@ 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

@@ -196,7 +198,8 @@ 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,
--- a/src/evolution/daily_review.py
+++ b/src/evolution/daily_review.py
@@ -60,7 +60,9 @@ 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(
--- a/src/evolution/optimizer.py
+++ b/src/evolution/optimizer.py
@@ -9,7 +9,6 @@ This module:

 from __future__ import annotations

-import ast
 import json
 import logging
 import sqlite3
@@ -29,7 +28,7 @@ from src.logging.decision_logger import DecisionLogger
 logger = logging.getLogger(__name__)

 STRATEGIES_DIR = Path("src/strategies")
-STRATEGY_TEMPLATE = """\
+STRATEGY_TEMPLATE = textwrap.dedent("""\
    \"\"\"Auto-generated strategy: {name}

    Generated at: {timestamp}
@@ -46,7 +45,7 @@ class {class_name}(BaseStrategy):

        def evaluate(self, market_data: dict[str, Any]) -> dict[str, Any]:
            {body}
-"""
+""")


 class EvolutionOptimizer:
@@ -80,8 +79,7 @@ class EvolutionOptimizer:
        # Convert to dict format for analysis
        failures = []
        for decision in losing_decisions:
-            failures.append(
-                {
+            failures.append({
                "decision_id": decision.decision_id,
                "timestamp": decision.timestamp,
                "stock_code": decision.stock_code,
@@ -94,12 +92,13 @@ class EvolutionOptimizer:
                "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:
@@ -143,8 +142,12 @@ 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"])
@@ -193,8 +196,7 @@ 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"
@@ -211,8 +213,7 @@ 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:
@@ -234,8 +235,7 @@ class EvolutionOptimizer:
        file_path = STRATEGIES_DIR / file_name

        # Indent the body for the class method
-        normalized_body = textwrap.dedent(body).strip()
-        indented_body = textwrap.indent(normalized_body, "            ")
+        indented_body = textwrap.indent(body, "            ")

        # Generate rationale from patterns
        rationale = f"Auto-evolved from {len(failures)} failures. "
@@ -247,16 +247,9 @@ class EvolutionOptimizer:
            timestamp=datetime.now(UTC).isoformat(),
            rationale=rationale,
            class_name=class_name,
-            body=indented_body.rstrip(),
+            body=indented_body.strip(),
        )

-        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
@@ -278,7 +271,9 @@ 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
--- a/src/evolution/performance_tracker.py
+++ b/src/evolution/performance_tracker.py
@@ -187,7 +187,9 @@ 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:
@@ -227,7 +229,9 @@ 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:
@@ -256,7 +260,9 @@ 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:
--- a/src/logging/decision_logger.py
+++ b/src/logging/decision_logger.py
@@ -19,7 +19,6 @@ class DecisionLog:
    stock_code: str
    market: str
    exchange_code: str
-    session_id: str
    action: str
    confidence: int
    rationale: str
@@ -48,7 +47,6 @@ 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.

@@ -61,22 +59,20 @@ 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,
-                session_id, action, confidence, rationale, context_snapshot, input_data
+                action, confidence, rationale, context_snapshot, input_data
            )
-            VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
+            VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
            """,
            (
                decision_id,
@@ -84,7 +80,6 @@ class DecisionLogger:
                stock_code,
                market,
                exchange_code,
-                resolved_session,
                action,
                confidence,
                rationale,
@@ -111,7 +106,7 @@ class DecisionLogger:
        query = """
            SELECT
                decision_id, timestamp, stock_code, market, exchange_code,
-                session_id, action, confidence, rationale, context_snapshot, input_data,
+                action, confidence, rationale, context_snapshot, input_data,
                outcome_pnl, outcome_accuracy, reviewed, review_notes
            FROM decision_logs
            WHERE reviewed = 0 AND confidence >= ?
@@ -140,7 +135,9 @@ 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:
@@ -171,7 +168,7 @@ class DecisionLogger:
            """
            SELECT
                decision_id, timestamp, stock_code, market, exchange_code,
-                session_id, action, confidence, rationale, context_snapshot, input_data,
+                action, confidence, rationale, context_snapshot, input_data,
                outcome_pnl, outcome_accuracy, reviewed, review_notes
            FROM decision_logs
            WHERE decision_id = ?
@@ -199,7 +196,7 @@ class DecisionLogger:
            """
            SELECT
                decision_id, timestamp, stock_code, market, exchange_code,
-                session_id, action, confidence, rationale, context_snapshot, input_data,
+                action, confidence, rationale, context_snapshot, input_data,
                outcome_pnl, outcome_accuracy, reviewed, review_notes
            FROM decision_logs
            WHERE confidence >= ?
@@ -226,14 +223,13 @@ class DecisionLogger:
            stock_code=row[2],
            market=row[3],
            exchange_code=row[4],
-            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],
+            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],
        )
--- a/src/main.py
+++ b/src/main.py
--- a/src/markets/schedule.py
+++ b/src/markets/schedule.py
@@ -211,7 +211,9 @@ def get_open_markets(
        return is_market_open(market, now)

    open_markets = [
-        MARKETS[code] for code in enabled_markets if code in MARKETS and is_available(MARKETS[code])
+        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)
@@ -280,7 +282,9 @@ def get_next_market_open(
        # 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:
--- a/src/notifications/telegram_client.py
+++ b/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
+from dataclasses import dataclass, fields
 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)
@@ -209,12 +209,14 @@ 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 TimeoutError:
+        except asyncio.TimeoutError:
            logger.error("Telegram message timeout")
            return False
        except aiohttp.ClientError as exc:
@@ -303,7 +305,9 @@ 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.

@@ -350,7 +354,9 @@ 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.

@@ -363,7 +369,9 @@ class TelegramClient:
        mode_emoji = "📝" if mode == "paper" else "💰"
        markets_str = ", ".join(enabled_markets)
        message = (
-            f"<b>{mode_emoji} System Started</b>\nMode: {mode.upper()}\nMarkets: {markets_str}"
+            f"<b>{mode_emoji} System Started</b>\n"
+            f"Mode: {mode.upper()}\n"
+            f"Markets: {markets_str}"
        )
        await self._send_notification(
            NotificationMessage(priority=NotificationPriority.MEDIUM, message=message)
@@ -437,7 +445,11 @@ class TelegramClient:
        """
        if not self._filter.playbook:
            return
-        message = f"<b>Playbook Failed</b>\nMarket: {market}\nReason: {reason[:200]}"
+        message = (
+            f"<b>Playbook Failed</b>\n"
+            f"Market: {market}\n"
+            f"Reason: {reason[:200]}"
+        )
        await self._send_notification(
            NotificationMessage(priority=NotificationPriority.HIGH, message=message)
        )
@@ -457,7 +469,9 @@ 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,
@@ -482,7 +496,11 @@ 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 "🟢"
@@ -497,7 +515,9 @@ 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.

@@ -521,7 +541,9 @@ 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.

@@ -537,7 +559,9 @@ 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).

@@ -648,7 +672,7 @@ class TelegramCommandHandler:

                return updates

-        except TimeoutError:
+        except asyncio.TimeoutError:
            logger.debug("getUpdates timeout (normal)")
            return []
        except aiohttp.ClientError as exc:
@@ -673,7 +697,9 @@ 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
--- a/src/strategy/models.py
+++ b/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 StrEnum
+from enum import Enum

 from pydantic import BaseModel, Field, field_validator


-class ScenarioAction(StrEnum):
+class ScenarioAction(str, Enum):
    """Actions that can be taken by scenarios."""

    BUY = "BUY"
@@ -22,7 +22,7 @@ class ScenarioAction(StrEnum):
    REDUCE_ALL = "REDUCE_ALL"


-class MarketOutlook(StrEnum):
+class MarketOutlook(str, Enum):
    """AI's assessment of market direction."""

    BULLISH = "bullish"
@@ -32,7 +32,7 @@ class MarketOutlook(StrEnum):
    BEARISH = "bearish"


-class PlaybookStatus(StrEnum):
+class PlaybookStatus(str, Enum):
    """Lifecycle status of a playbook."""

    PENDING = "pending"
--- a/src/strategy/playbook_store.py
+++ b/src/strategy/playbook_store.py
@@ -6,6 +6,7 @@ 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
@@ -52,10 +53,8 @@ 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

--- a/src/strategy/position_state_machine.py
+++ b/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 StrEnum
+from enum import Enum


-class PositionState(StrEnum):
+class PositionState(str, Enum):
    HOLDING = "HOLDING"
    BE_LOCK = "BE_LOCK"
    ARMED = "ARMED"
@@ -40,7 +40,12 @@ 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:
--- a/src/strategy/pre_market_planner.py
+++ b/src/strategy/pre_market_planner.py
@@ -124,14 +124,12 @@ 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,
@@ -148,9 +146,7 @@ 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.

@@ -196,9 +192,7 @@ 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:
@@ -326,18 +320,18 @@ 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'
@@ -346,11 +340,11 @@ 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"
@@ -581,7 +575,8 @@ class PreMarketPlanner:
                        stop_loss_pct=-3.0,
                        take_profit_pct=5.0,
                        rationale=(
-                            f"Rule-based BUY: oversold signal, RSI={c.rsi:.0f} (fallback planner)"
+                            f"Rule-based BUY: oversold signal, "
+                            f"RSI={c.rsi:.0f} (fallback planner)"
                        ),
                    )
                )
--- a/src/strategy/scenario_engine.py
+++ b/src/strategy/scenario_engine.py
@@ -107,9 +107,7 @@ 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,
@@ -137,9 +135,7 @@ 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,
@@ -202,27 +198,17 @@ 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:
@@ -241,9 +227,15 @@ 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)

@@ -303,15 +295,9 @@ 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"))
--- a/tests/test_backtest_pipeline_integration.py
+++ b/tests/test_backtest_pipeline_integration.py
@@ -1,7 +1,5 @@
 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,
@@ -14,7 +12,6 @@ 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):
@@ -24,7 +21,6 @@ def _bars() -> list[BacktestBar]:
                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
@@ -47,7 +43,7 @@ def test_pipeline_happy_path_returns_fold_and_artifact_contract() -> None:
        triple_barrier_spec=TripleBarrierSpec(
            take_profit_pct=0.02,
            stop_loss_pct=0.01,
-            max_holding_minutes=3,
+            max_holding_bars=3,
        ),
        walk_forward=WalkForwardConfig(
            train_size=4,
@@ -88,7 +84,7 @@ def test_pipeline_cost_guard_fail_fast() -> None:
            triple_barrier_spec=TripleBarrierSpec(
                take_profit_pct=0.02,
                stop_loss_pct=0.01,
-                max_holding_minutes=3,
+                max_holding_bars=3,
            ),
            walk_forward=WalkForwardConfig(train_size=2, test_size=1),
            cost_model=bad,
@@ -123,7 +119,7 @@ def test_pipeline_deterministic_seed_free_deterministic_result() -> None:
        triple_barrier_spec=TripleBarrierSpec(
            take_profit_pct=0.02,
            stop_loss_pct=0.01,
-            max_holding_minutes=3,
+            max_holding_bars=3,
        ),
        walk_forward=WalkForwardConfig(
            train_size=4,
@@ -138,31 +134,3 @@ def test_pipeline_deterministic_seed_free_deterministic_result() -> None:
    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")
--- a/tests/test_backup.py
+++ b/tests/test_backup.py
@@ -4,7 +4,8 @@ from __future__ import annotations

 import sqlite3
 import sys
-from datetime import UTC, datetime
+import tempfile
+from datetime import UTC, datetime, timedelta
 from pathlib import Path
 from unittest.mock import MagicMock, patch

@@ -47,9 +48,7 @@ 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,
@@ -74,7 +73,9 @@ 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()
@@ -85,7 +86,9 @@ 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"
@@ -95,13 +98,15 @@ 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]) as f:
+        with open(results[ExportFormat.CSV], "r") as f:
            lines = f.readlines()
            assert len(lines) == 4  # Header + 3 rows

@@ -141,7 +146,7 @@ class TestBackupExporter:
        # Should only have 1 trade (AAPL on Jan 2)
        import json

-        with open(results[ExportFormat.JSON]) as f:
+        with open(results[ExportFormat.JSON], "r") as f:
            data = json.load(f)
            assert data["record_count"] == 1
            assert data["trades"][0]["stock_code"] == "AAPL"
@@ -402,7 +407,9 @@ 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
@@ -423,7 +430,9 @@ 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(
@@ -437,7 +446,9 @@ 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

@@ -454,7 +465,9 @@ 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

@@ -479,7 +492,6 @@ 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
@@ -545,7 +557,9 @@ 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

@@ -558,7 +572,9 @@ 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

@@ -570,7 +586,9 @@ 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

@@ -593,7 +611,9 @@ 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

@@ -617,8 +637,11 @@ 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

@@ -628,7 +651,7 @@ class TestCloudStorage:
                {
                    "Key": "backups/a.gz",
                    "Size": 1024,
-                    "LastModified": datetime(2026, 1, 1, tzinfo=UTC),
+                    "LastModified": datetime(2026, 1, 1, tzinfo=timezone.utc),
                    "ETag": '"abc123"',
                }
            ]
@@ -639,7 +662,9 @@ 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

@@ -649,7 +674,9 @@ 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

@@ -659,7 +686,9 @@ 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

@@ -669,7 +698,9 @@ 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

@@ -679,8 +710,11 @@ 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

@@ -690,13 +724,13 @@ class TestCloudStorage:
                {
                    "Key": "a.gz",
                    "Size": 1024 * 1024,
-                    "LastModified": datetime(2026, 1, 1, tzinfo=UTC),
+                    "LastModified": datetime(2026, 1, 1, tzinfo=timezone.utc),
                    "ETag": '"x"',
                },
                {
                    "Key": "b.gz",
                    "Size": 1024 * 1024,
-                    "LastModified": datetime(2026, 1, 2, tzinfo=UTC),
+                    "LastModified": datetime(2026, 1, 2, tzinfo=timezone.utc),
                    "ETag": '"y"',
                },
            ]
@@ -707,7 +741,9 @@ 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

@@ -718,7 +754,9 @@ 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

@@ -726,7 +764,9 @@ 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

@@ -736,7 +776,9 @@ 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

@@ -744,7 +786,9 @@ 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

--- a/tests/test_brain.py
+++ b/tests/test_brain.py
@@ -323,8 +323,7 @@ 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)
@@ -386,8 +385,7 @@ 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
@@ -413,8 +411,7 @@ 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
--- a/tests/test_broker.py
+++ b/tests/test_broker.py
@@ -3,7 +3,7 @@
 from __future__ import annotations

 import asyncio
-from unittest.mock import AsyncMock, patch
+from unittest.mock import AsyncMock, MagicMock, patch

 import pytest

@@ -99,10 +99,7 @@ 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)
@@ -235,7 +232,9 @@ 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:
@@ -406,7 +405,7 @@ class TestFetchMarketRankings:
 # ---------------------------------------------------------------------------


-from src.broker.kis_api import kr_round_down, kr_tick_unit  # noqa: E402
+from src.broker.kis_api import kr_tick_unit, kr_round_down  # noqa: E402


 class TestKrTickUnit:
@@ -539,7 +538,9 @@ 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]
@@ -562,7 +563,9 @@ 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]
@@ -584,7 +587,9 @@ 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]
@@ -623,7 +628,9 @@ 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)

@@ -638,7 +645,9 @@ 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)

@@ -663,7 +672,9 @@ 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", {})
@@ -684,7 +695,9 @@ 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", {})
@@ -705,7 +718,9 @@ 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", {})
@@ -726,7 +741,9 @@ 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", {})
@@ -771,7 +788,9 @@ 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"}]
@@ -853,7 +872,9 @@ 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", {})
@@ -865,7 +886,9 @@ 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", {})
@@ -877,7 +900,9 @@ 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", {})
@@ -891,7 +916,9 @@ 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", {})
@@ -905,7 +932,9 @@ 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", {})
--- a/tests/test_context.py
+++ b/tests/test_context.py
@@ -77,7 +77,9 @@ 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)
@@ -168,7 +170,9 @@ 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
@@ -190,10 +194,18 @@ 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)
@@ -211,9 +223,15 @@ 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)
@@ -298,7 +316,6 @@ 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}"
@@ -307,9 +324,7 @@ 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


@@ -414,7 +429,9 @@ 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
@@ -431,12 +448,15 @@ 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)
@@ -444,7 +464,9 @@ 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
@@ -458,7 +480,9 @@ 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)
@@ -468,16 +492,22 @@ 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
@@ -490,7 +520,9 @@ 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})
@@ -501,7 +533,9 @@ 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})
@@ -512,7 +546,9 @@ 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})
@@ -523,7 +559,9 @@ 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"
@@ -547,7 +585,9 @@ 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)
@@ -575,7 +615,9 @@ 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": {
--- a/tests/test_daily_review.py
+++ b/tests/test_daily_review.py
@@ -4,7 +4,6 @@ from __future__ import annotations

 import json
 import sqlite3
-from datetime import UTC, datetime
 from types import SimpleNamespace
 from unittest.mock import AsyncMock, MagicMock

@@ -17,6 +16,8 @@ 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")


@@ -52,8 +53,7 @@ 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)
@@ -134,8 +134,7 @@ 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)
@@ -169,8 +168,7 @@ 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")
@@ -186,8 +184,7 @@ 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(
@@ -209,8 +206,7 @@ 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(
@@ -237,8 +233,7 @@ 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(
@@ -265,8 +260,7 @@ 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"))
@@ -290,8 +284,7 @@ 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(
@@ -323,8 +316,7 @@ 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(
@@ -365,8 +357,7 @@ 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(
--- a/tests/test_dashboard.py
+++ b/tests/test_dashboard.py
@@ -355,7 +355,6 @@ 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 (?, ?, ?)",
        (
--- a/tests/test_data_integration.py
+++ b/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
-            await api.get_news_sentiment("AAPL")
+            result = await api.get_news_sentiment("AAPL")

            # Should have attempted refetch since cache expired
            mock_fetch.assert_called_once_with("AAPL")
@@ -111,7 +111,9 @@ 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",
                },
                {
@@ -120,7 +122,9 @@ 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",
                },
            ]
@@ -657,9 +661,7 @@ 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
--- a/tests/test_db.py
+++ b/tests/test_db.py
@@ -1,9 +1,9 @@
 """Tests for database helper functions."""

-import os
 import tempfile
+import os

-from src.db import get_latest_buy_trade, get_open_position, init_db, log_trade
+from src.db import get_open_position, init_db, log_trade


 def test_get_open_position_returns_latest_buy() -> None:
@@ -204,8 +204,7 @@ def test_mode_migration_adds_column_to_existing_db() -> None:
        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"
+            "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
@@ -330,87 +329,3 @@ def test_log_trade_unknown_market_falls_back_to_unknown_session() -> None:
    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)
--- a/tests/test_decision_logger.py
+++ b/tests/test_decision_logger.py
@@ -49,10 +49,7 @@ 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, session_id "
-            "FROM decision_logs WHERE decision_id = ?"
-        ),
+        "SELECT decision_id, action, confidence FROM decision_logs WHERE decision_id = ?",
        (decision_id,),
    )
    row = cursor.fetchone()
@@ -60,7 +57,6 @@ 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:
@@ -88,24 +84,6 @@ 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:
@@ -300,7 +278,6 @@ def test_decision_log_dataclass() -> None:
        stock_code="005930",
        market="KR",
        exchange_code="KRX",
-        session_id="KRX_REG",
        action="BUY",
        confidence=85,
        rationale="Test",
@@ -309,7 +286,6 @@ 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
--- a/tests/test_evolution.py
+++ b/tests/test_evolution.py
@@ -208,9 +208,7 @@ 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 = [
        {
@@ -236,9 +234,7 @@ async def test_generate_strategy_creates_file(
    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)

@@ -249,59 +245,6 @@ async def test_generate_strategy_creates_file(
    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."""
@@ -321,7 +264,6 @@ 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

@@ -616,9 +558,7 @@ 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(
@@ -732,9 +672,7 @@ 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="")
--- a/tests/test_logging_config.py
+++ b/tests/test_logging_config.py
@@ -103,7 +103,9 @@ 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

--- a/tests/test_main.py
+++ b/tests/test_main.py
--- a/tests/test_market_schedule.py
+++ b/tests/test_market_schedule.py
@@ -173,7 +173,9 @@ 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"))
@@ -183,7 +185,9 @@ 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"))
@@ -193,7 +197,9 @@ 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
@@ -208,7 +214,9 @@ 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:
--- a/tests/test_overseas_broker.py
+++ b/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 _PRICE_EXCHANGE_MAP, _RANKING_EXCHANGE_MAP, OverseasBroker
+from src.broker.overseas import OverseasBroker, _PRICE_EXCHANGE_MAP, _RANKING_EXCHANGE_MAP
 from src.config import Settings


@@ -85,27 +85,25 @@ 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))
@@ -134,11 +132,15 @@ 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))
@@ -167,7 +169,9 @@ 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
@@ -182,7 +186,9 @@ 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
@@ -197,7 +203,9 @@ 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
@@ -212,14 +220,18 @@ 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()
@@ -235,7 +247,9 @@ 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"))
@@ -250,7 +264,9 @@ 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()
@@ -282,9 +298,7 @@ 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"
@@ -516,14 +530,11 @@ class TestPriceExchangeMap:
    def test_price_map_equals_ranking_map(self) -> None:
        assert _PRICE_EXCHANGE_MAP is _RANKING_EXCHANGE_MAP

-    @pytest.mark.parametrize(
-        "original,expected",
-        [
+    @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

@@ -563,7 +574,9 @@ 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
@@ -577,7 +590,9 @@ 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
@@ -608,7 +623,6 @@ class TestPaperOverseasCash:

    def test_env_override(self) -> None:
        import os
-
        os.environ["PAPER_OVERSEAS_CASH"] = "25000"
        settings = Settings(
            KIS_APP_KEY="k",
@@ -621,7 +635,6 @@ class TestPaperOverseasCash:

    def test_zero_disables_fallback(self) -> None:
        import os
-
        os.environ["PAPER_OVERSEAS_CASH"] = "0"
        settings = Settings(
            KIS_APP_KEY="k",
@@ -809,7 +822,9 @@ 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(
@@ -840,7 +855,9 @@ 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})
@@ -862,7 +879,9 @@ 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"}
@@ -907,41 +926,55 @@ 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] = []

@@ -972,7 +1005,9 @@ 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]
--- a/tests/test_pre_market_planner.py
+++ b/tests/test_pre_market_planner.py
@@ -78,7 +78,9 @@ 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(
@@ -562,12 +564,8 @@ 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)
@@ -685,7 +683,9 @@ 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(
@@ -707,7 +707,9 @@ 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(
@@ -774,7 +776,9 @@ 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

@@ -810,14 +814,19 @@ 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
--- a/tests/test_scenario_engine.py
+++ b/tests/test_scenario_engine.py
@@ -14,7 +14,7 @@ from src.strategy.models import (
    StockPlaybook,
    StockScenario,
 )
-from src.strategy.scenario_engine import ScenarioEngine
+from src.strategy.scenario_engine import ScenarioEngine, ScenarioMatch


@pytest.fixture
@@ -162,10 +162,8 @@ 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
@@ -358,7 +356,9 @@ 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

@@ -381,9 +381,7 @@ 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)],
                ),
            ],
        )
@@ -452,42 +450,58 @@ 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
@@ -499,33 +513,33 @@ class TestPositionAwareConditions:
            holding_days_above=5,
        )
        # Both met → match
-        assert (
-            engine.evaluate_condition(
+        assert engine.evaluate_condition(
            condition,
            {"unrealized_pnl_pct": 4.5, "holding_days": 7},
-            )
-            is True
-        )
+        ) is True
        # Only pnl met → no match
-        assert (
-            engine.evaluate_condition(
+        assert engine.evaluate_condition(
            condition,
            {"unrealized_pnl_pct": 4.5, "holding_days": 3},
-            )
-            is False
-        )
+        ) 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=[
--- a/tests/test_session_handover_check.py
+++ b/tests/test_session_handover_check.py
@@ -1,100 +0,0 @@
-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)
--- a/tests/test_smart_scanner.py
+++ b/tests/test_smart_scanner.py
@@ -2,9 +2,8 @@

 from __future__ import annotations

-from unittest.mock import AsyncMock, MagicMock
-
 import pytest
+from unittest.mock import AsyncMock, MagicMock

 from src.analysis.smart_scanner import ScanCandidate, SmartVolatilityScanner
 from src.analysis.volatility import VolatilityAnalyzer
@@ -201,7 +200,9 @@ 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(
--- a/tests/test_strategy_models.py
+++ b/tests/test_strategy_models.py
@@ -19,6 +19,7 @@ from src.strategy.models import (
    StockScenario,
 )

+
 # ---------------------------------------------------------------------------
 # StockCondition
 # ---------------------------------------------------------------------------
--- a/tests/test_telegram.py
+++ b/tests/test_telegram.py
@@ -5,11 +5,7 @@ from unittest.mock import AsyncMock, patch
 import aiohttp
 import pytest

-from src.notifications.telegram_client import (
-    NotificationFilter,
-    NotificationPriority,
-    TelegramClient,
-)
+from src.notifications.telegram_client import NotificationFilter, NotificationPriority, TelegramClient


 class TestTelegramClientInit:
@@ -17,7 +13,9 @@ class TestTelegramClientInit:

    def test_disabled_via_flag(self) -> None:
        """Client disabled via enabled=False flag."""
-        client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=False)
+        client = TelegramClient(
+            bot_token="123:abc", chat_id="456", enabled=False
+        )
        assert client._enabled is False

    def test_disabled_missing_token(self) -> None:
@@ -32,7 +30,9 @@ class TestTelegramClientInit:

    def test_enabled_with_credentials(self) -> None:
        """Client enabled when credentials provided."""
-        client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
+        client = TelegramClient(
+            bot_token="123:abc", chat_id="456", enabled=True
+        )
        assert client._enabled is True


@@ -42,7 +42,9 @@ class TestNotificationSending:
    @pytest.mark.asyncio
    async def test_send_message_success(self) -> None:
        """send_message returns True on successful send."""
-        client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
+        client = TelegramClient(
+            bot_token="123:abc", chat_id="456", enabled=True
+        )

        mock_resp = AsyncMock()
        mock_resp.status = 200
@@ -74,7 +76,9 @@ class TestNotificationSending:
    @pytest.mark.asyncio
    async def test_send_message_api_error(self) -> None:
        """send_message returns False on API error."""
-        client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
+        client = TelegramClient(
+            bot_token="123:abc", chat_id="456", enabled=True
+        )

        mock_resp = AsyncMock()
        mock_resp.status = 400
@@ -89,7 +93,9 @@ class TestNotificationSending:
    @pytest.mark.asyncio
    async def test_send_message_with_markdown(self) -> None:
        """send_message supports different parse modes."""
-        client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
+        client = TelegramClient(
+            bot_token="123:abc", chat_id="456", enabled=True
+        )

        mock_resp = AsyncMock()
        mock_resp.status = 200
@@ -122,7 +128,9 @@ class TestNotificationSending:
    @pytest.mark.asyncio
    async def test_trade_execution_format(self) -> None:
        """Trade notification has correct format."""
-        client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
+        client = TelegramClient(
+            bot_token="123:abc", chat_id="456", enabled=True
+        )

        mock_resp = AsyncMock()
        mock_resp.status = 200
@@ -155,7 +163,9 @@ class TestNotificationSending:
    @pytest.mark.asyncio
    async def test_playbook_generated_format(self) -> None:
        """Playbook generated notification has expected fields."""
-        client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
+        client = TelegramClient(
+            bot_token="123:abc", chat_id="456", enabled=True
+        )

        mock_resp = AsyncMock()
        mock_resp.status = 200
@@ -180,7 +190,9 @@ class TestNotificationSending:
    @pytest.mark.asyncio
    async def test_scenario_matched_format(self) -> None:
        """Scenario matched notification has expected fields."""
-        client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
+        client = TelegramClient(
+            bot_token="123:abc", chat_id="456", enabled=True
+        )

        mock_resp = AsyncMock()
        mock_resp.status = 200
@@ -205,7 +217,9 @@ class TestNotificationSending:
    @pytest.mark.asyncio
    async def test_playbook_failed_format(self) -> None:
        """Playbook failed notification has expected fields."""
-        client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
+        client = TelegramClient(
+            bot_token="123:abc", chat_id="456", enabled=True
+        )

        mock_resp = AsyncMock()
        mock_resp.status = 200
@@ -226,7 +240,9 @@ class TestNotificationSending:
    @pytest.mark.asyncio
    async def test_circuit_breaker_priority(self) -> None:
        """Circuit breaker uses CRITICAL priority."""
-        client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
+        client = TelegramClient(
+            bot_token="123:abc", chat_id="456", enabled=True
+        )

        mock_resp = AsyncMock()
        mock_resp.status = 200
@@ -244,7 +260,9 @@ class TestNotificationSending:
    @pytest.mark.asyncio
    async def test_api_error_handling(self) -> None:
        """API errors logged but don't crash."""
-        client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
+        client = TelegramClient(
+            bot_token="123:abc", chat_id="456", enabled=True
+        )

        mock_resp = AsyncMock()
        mock_resp.status = 400
@@ -259,19 +277,25 @@ class TestNotificationSending:
    @pytest.mark.asyncio
    async def test_timeout_handling(self) -> None:
        """Timeouts logged but don't crash."""
-        client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
+        client = TelegramClient(
+            bot_token="123:abc", chat_id="456", enabled=True
+        )

        with patch(
            "aiohttp.ClientSession.post",
            side_effect=aiohttp.ClientError("Connection timeout"),
        ):
            # Should not raise exception
-            await client.notify_error(error_type="Test Error", error_msg="Test", context="test")
+            await client.notify_error(
+                error_type="Test Error", error_msg="Test", context="test"
+            )

    @pytest.mark.asyncio
    async def test_session_management(self) -> None:
        """Session created and reused correctly."""
-        client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
+        client = TelegramClient(
+            bot_token="123:abc", chat_id="456", enabled=True
+        )

        # Session should be None initially
        assert client._session is None
@@ -300,7 +324,9 @@ class TestRateLimiting:
        """Rate limiter delays rapid requests."""
        import time

-        client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True, rate_limit=2.0)
+        client = TelegramClient(
+            bot_token="123:abc", chat_id="456", enabled=True, rate_limit=2.0
+        )

        mock_resp = AsyncMock()
        mock_resp.status = 200
@@ -327,7 +353,9 @@ class TestMessagePriorities:
    @pytest.mark.asyncio
    async def test_low_priority_uses_info_emoji(self) -> None:
        """LOW priority uses ℹ️ emoji."""
-        client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
+        client = TelegramClient(
+            bot_token="123:abc", chat_id="456", enabled=True
+        )

        mock_resp = AsyncMock()
        mock_resp.status = 200
@@ -343,7 +371,9 @@ class TestMessagePriorities:
    @pytest.mark.asyncio
    async def test_critical_priority_uses_alarm_emoji(self) -> None:
        """CRITICAL priority uses 🚨 emoji."""
-        client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
+        client = TelegramClient(
+            bot_token="123:abc", chat_id="456", enabled=True
+        )

        mock_resp = AsyncMock()
        mock_resp.status = 200
@@ -359,7 +389,9 @@ class TestMessagePriorities:
    @pytest.mark.asyncio
    async def test_playbook_generated_priority(self) -> None:
        """Playbook generated uses MEDIUM priority emoji."""
-        client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
+        client = TelegramClient(
+            bot_token="123:abc", chat_id="456", enabled=True
+        )

        mock_resp = AsyncMock()
        mock_resp.status = 200
@@ -380,7 +412,9 @@ class TestMessagePriorities:
    @pytest.mark.asyncio
    async def test_playbook_failed_priority(self) -> None:
        """Playbook failed uses HIGH priority emoji."""
-        client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
+        client = TelegramClient(
+            bot_token="123:abc", chat_id="456", enabled=True
+        )

        mock_resp = AsyncMock()
        mock_resp.status = 200
@@ -399,7 +433,9 @@ class TestMessagePriorities:
    @pytest.mark.asyncio
    async def test_scenario_matched_priority(self) -> None:
        """Scenario matched uses HIGH priority emoji."""
-        client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
+        client = TelegramClient(
+            bot_token="123:abc", chat_id="456", enabled=True
+        )

        mock_resp = AsyncMock()
        mock_resp.status = 200
@@ -424,7 +460,9 @@ class TestClientCleanup:
    @pytest.mark.asyncio
    async def test_close_closes_session(self) -> None:
        """close() closes the HTTP session."""
-        client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
+        client = TelegramClient(
+            bot_token="123:abc", chat_id="456", enabled=True
+        )

        mock_session = AsyncMock()
        mock_session.closed = False
@@ -437,7 +475,9 @@ class TestClientCleanup:
    @pytest.mark.asyncio
    async def test_close_handles_no_session(self) -> None:
        """close() handles None session gracefully."""
-        client = TelegramClient(bot_token="123:abc", chat_id="456", enabled=True)
+        client = TelegramClient(
+            bot_token="123:abc", chat_id="456", enabled=True
+        )

        # Should not raise exception
        await client.close()
@@ -495,12 +535,8 @@ class TestNotificationFilter:
        )
        with patch("aiohttp.ClientSession.post") as mock_post:
            await client.notify_trade_execution(
-                stock_code="005930",
-                market="KR",
-                action="BUY",
-                quantity=10,
-                price=70000.0,
-                confidence=85.0,
+                stock_code="005930", market="KR", action="BUY",
+                quantity=10, price=70000.0, confidence=85.0
            )
            mock_post.assert_not_called()

@@ -520,13 +556,8 @@ class TestNotificationFilter:
    async def test_circuit_breaker_always_sends_regardless_of_filter(self) -> None:
        """notify_circuit_breaker always sends (no filter flag)."""
        nf = NotificationFilter(
-            trades=False,
-            market_open_close=False,
-            fat_finger=False,
-            system_events=False,
-            playbook=False,
-            scenario_match=False,
-            errors=False,
+            trades=False, market_open_close=False, fat_finger=False,
+            system_events=False, playbook=False, scenario_match=False, errors=False,
        )
        client = TelegramClient(
            bot_token="123:abc", chat_id="456", enabled=True, notification_filter=nf
@@ -586,7 +617,7 @@ class TestNotificationFilter:
        nf = NotificationFilter()
        assert nf.set_flag("unknown_key", False) is False

-    def test_as_dict_keys_match_keys(self) -> None:
+    def test_as_dict_keys_match_KEYS(self) -> None:
        """as_dict() returns every key defined in KEYS."""
        nf = NotificationFilter()
        d = nf.as_dict()
@@ -609,17 +640,10 @@ class TestNotificationFilter:
    def test_set_notification_all_on(self) -> None:
        """set_notification('all', True) enables every filter flag."""
        client = TelegramClient(
-            bot_token="123:abc",
-            chat_id="456",
-            enabled=True,
+            bot_token="123:abc", chat_id="456", enabled=True,
            notification_filter=NotificationFilter(
-                trades=False,
-                market_open_close=False,
-                scenario_match=False,
-                fat_finger=False,
-                system_events=False,
-                playbook=False,
-                errors=False,
+                trades=False, market_open_close=False, scenario_match=False,
+                fat_finger=False, system_events=False, playbook=False, errors=False,
            ),
        )
        assert client.set_notification("all", True) is True
--- a/tests/test_telegram_commands.py
+++ b/tests/test_telegram_commands.py
@@ -357,7 +357,8 @@ class TestTradingControlCommands:

            pause_event.set()
            await client.send_message(
-                "<b>▶️ Trading Resumed</b>\n\nTrading operations have been restarted."
+                "<b>▶️ Trading Resumed</b>\n\n"
+                "Trading operations have been restarted."
            )

        handler.register_command("resume", mock_resume)
@@ -525,7 +526,9 @@ class TestStatusCommands:

        async def mock_status_error() -> None:
            """Mock /status handler with error."""
-            await client.send_message("<b>⚠️ Error</b>\n\nFailed to retrieve trading status.")
+            await client.send_message(
+                "<b>⚠️ Error</b>\n\nFailed to retrieve trading status."
+            )

        handler.register_command("status", mock_status_error)

@@ -600,7 +603,10 @@ class TestStatusCommands:

        async def mock_positions_empty() -> None:
            """Mock /positions handler with no positions."""
-            message = "<b>💼 Account Summary</b>\n\nNo balance information available."
+            message = (
+                "<b>💼 Account Summary</b>\n\n"
+                "No balance information available."
+            )
            await client.send_message(message)

        handler.register_command("positions", mock_positions_empty)
@@ -633,7 +639,9 @@ class TestStatusCommands:

        async def mock_positions_error() -> None:
            """Mock /positions handler with error."""
-            await client.send_message("<b>⚠️ Error</b>\n\nFailed to retrieve positions.")
+            await client.send_message(
+                "<b>⚠️ Error</b>\n\nFailed to retrieve positions."
+            )

        handler.register_command("positions", mock_positions_error)

--- a/tests/test_triple_barrier.py
+++ b/tests/test_triple_barrier.py
@@ -1,9 +1,5 @@
 from __future__ import annotations

-from datetime import UTC, datetime, timedelta
-
-import pytest
-
 from src.analysis.triple_barrier import TripleBarrierSpec, label_with_triple_barrier


@@ -133,52 +129,3 @@ def test_short_tie_break_modes() -> None:
    )
    assert out_take.label == 1
    assert out_take.touched == "take_profit"
-
-
-def test_minutes_time_barrier_consistent_across_sampling() -> None:
-    base = datetime(2026, 2, 28, 9, 0, tzinfo=UTC)
-    highs = [100.0, 100.5, 100.6, 100.4]
-    lows = [100.0, 99.6, 99.4, 99.5]
-    closes = [100.0, 100.1, 100.0, 100.0]
-    spec = TripleBarrierSpec(
-        take_profit_pct=0.02,
-        stop_loss_pct=0.02,
-        max_holding_minutes=5,
-    )
-
-    out_1m = label_with_triple_barrier(
-        highs=highs,
-        lows=lows,
-        closes=closes,
-        timestamps=[base + timedelta(minutes=i) for i in range(4)],
-        entry_index=0,
-        side=1,
-        spec=spec,
-    )
-    out_5m = label_with_triple_barrier(
-        highs=highs,
-        lows=lows,
-        closes=closes,
-        timestamps=[base + timedelta(minutes=5 * i) for i in range(4)],
-        entry_index=0,
-        side=1,
-        spec=spec,
-    )
-    assert out_1m.touch_bar == 3
-    assert out_5m.touch_bar == 1
-
-
-def test_bars_mode_emits_deprecation_warning() -> None:
-    highs = [100, 101, 103]
-    lows = [100, 99.6, 100]
-    closes = [100, 100, 102]
-    spec = TripleBarrierSpec(take_profit_pct=0.02, stop_loss_pct=0.01, max_holding_bars=3)
-    with pytest.deprecated_call(match="max_holding_bars is deprecated"):
-        label_with_triple_barrier(
-            highs=highs,
-            lows=lows,
-            closes=closes,
-            entry_index=0,
-            side=1,
-            spec=spec,
-        )
--- a/tests/test_validate_governance_assets.py
+++ b/tests/test_validate_governance_assets.py
@@ -1,118 +0,0 @@
-from __future__ import annotations
-
-import importlib.util
-from pathlib import Path
-from types import SimpleNamespace
-
-
-def _load_module():
-    script_path = Path(__file__).resolve().parents[1] / "scripts" / "validate_governance_assets.py"
-    spec = importlib.util.spec_from_file_location("validate_governance_assets", 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_is_policy_file_detects_ouroboros_policy_docs() -> None:
-    module = _load_module()
-    assert module.is_policy_file("docs/ouroboros/85_loss_recovery_action_plan.md")
-    assert not module.is_policy_file("docs/ouroboros/01_requirements_registry.md")
-    assert not module.is_policy_file("docs/workflow.md")
-    assert not module.is_policy_file("docs/ouroboros/notes.txt")
-
-
-def test_validate_registry_sync_requires_registry_update_when_policy_changes() -> None:
-    module = _load_module()
-    errors: list[str] = []
-    module.validate_registry_sync(
-        ["docs/ouroboros/85_loss_recovery_action_plan.md"],
-        errors,
-    )
-    assert errors
-    assert "policy file changed without updating" in errors[0]
-
-
-def test_validate_registry_sync_passes_when_registry_included() -> None:
-    module = _load_module()
-    errors: list[str] = []
-    module.validate_registry_sync(
-        [
-            "docs/ouroboros/85_loss_recovery_action_plan.md",
-            "docs/ouroboros/01_requirements_registry.md",
-        ],
-        errors,
-    )
-    assert errors == []
-
-
-def test_load_changed_files_supports_explicit_paths() -> None:
-    module = _load_module()
-    errors: list[str] = []
-    changed = module.load_changed_files(
-        ["./docs/ouroboros/85_loss_recovery_action_plan.md", " src/main.py "],
-        errors,
-    )
-    assert errors == []
-    assert changed == [
-        "docs/ouroboros/85_loss_recovery_action_plan.md",
-        "src/main.py",
-    ]
-
-
-def test_load_changed_files_with_range_uses_git_diff(monkeypatch) -> None:
-    module = _load_module()
-    errors: list[str] = []
-
-    def fake_run(cmd, check, capture_output, text):  # noqa: ANN001
-        assert cmd[:3] == ["git", "diff", "--name-only"]
-        assert check is True
-        assert capture_output is True
-        assert text is True
-        return SimpleNamespace(
-            stdout="docs/ouroboros/85_loss_recovery_action_plan.md\nsrc/main.py\n"
-        )
-
-    monkeypatch.setattr(module.subprocess, "run", fake_run)
-    changed = module.load_changed_files(["abc...def"], errors)
-    assert errors == []
-    assert changed == [
-        "docs/ouroboros/85_loss_recovery_action_plan.md",
-        "src/main.py",
-    ]
-
-
-def test_validate_task_req_mapping_reports_missing_req_reference(tmp_path) -> None:
-    module = _load_module()
-    doc = tmp_path / "work_orders.md"
-    doc.write_text(
-        "- `TASK-OPS-999` no req mapping line\n",
-        encoding="utf-8",
-    )
-    errors: list[str] = []
-    module.validate_task_req_mapping(errors, task_doc=doc)
-    assert errors
-    assert "TASK without REQ mapping" in errors[0]
-
-
-def test_validate_task_req_mapping_passes_when_req_present(tmp_path) -> None:
-    module = _load_module()
-    doc = tmp_path / "work_orders.md"
-    doc.write_text(
-        "- `TASK-OPS-999` (`REQ-OPS-001`): enforce timezone labels\n",
-        encoding="utf-8",
-    )
-    errors: list[str] = []
-    module.validate_task_req_mapping(errors, task_doc=doc)
-    assert errors == []
-
-
-def test_validate_pr_traceability_warns_when_req_missing(monkeypatch) -> None:
-    module = _load_module()
-    monkeypatch.setenv("GOVERNANCE_PR_TITLE", "feat: update policy checker")
-    monkeypatch.setenv("GOVERNANCE_PR_BODY", "Refs: TASK-OPS-001 TEST-ACC-007")
-    warnings: list[str] = []
-    module.validate_pr_traceability(warnings)
-    assert warnings
-    assert "PR text missing REQ-ID reference" in warnings
--- a/tests/test_volatility.py
+++ b/tests/test_volatility.py
@@ -80,7 +80,9 @@ class TestVolatilityAnalyzer:
        # ATR should be roughly the average true range
        assert 3.0 <= atr <= 6.0

-    def test_calculate_atr_insufficient_data(self, volatility_analyzer: VolatilityAnalyzer) -> None:
+    def test_calculate_atr_insufficient_data(
+        self, volatility_analyzer: VolatilityAnalyzer
+    ) -> None:
        """Test ATR with insufficient data returns 0."""
        high_prices = [110.0, 112.0]
        low_prices = [105.0, 107.0]
@@ -118,13 +120,17 @@ class TestVolatilityAnalyzer:
        surge = volatility_analyzer.calculate_volume_surge(1000.0, 0.0)
        assert surge == 1.0

-    def test_calculate_pv_divergence_bullish(self, volatility_analyzer: VolatilityAnalyzer) -> None:
+    def test_calculate_pv_divergence_bullish(
+        self, volatility_analyzer: VolatilityAnalyzer
+    ) -> None:
        """Test bullish price-volume divergence."""
        # Price up + Volume up = bullish
        divergence = volatility_analyzer.calculate_pv_divergence(5.0, 2.0)
        assert divergence > 0.0

-    def test_calculate_pv_divergence_bearish(self, volatility_analyzer: VolatilityAnalyzer) -> None:
+    def test_calculate_pv_divergence_bearish(
+        self, volatility_analyzer: VolatilityAnalyzer
+    ) -> None:
        """Test bearish price-volume divergence."""
        # Price up + Volume down = bearish divergence
        divergence = volatility_analyzer.calculate_pv_divergence(5.0, 0.5)
@@ -138,7 +144,9 @@ class TestVolatilityAnalyzer:
        divergence = volatility_analyzer.calculate_pv_divergence(-5.0, 2.0)
        assert divergence < 0.0

-    def test_calculate_momentum_score(self, volatility_analyzer: VolatilityAnalyzer) -> None:
+    def test_calculate_momentum_score(
+        self, volatility_analyzer: VolatilityAnalyzer
+    ) -> None:
        """Test momentum score calculation."""
        score = volatility_analyzer.calculate_momentum_score(
            price_change_1m=5.0,
@@ -492,7 +500,9 @@ class TestMarketScanner:
        # Should keep all current stocks since they're all in top movers
        assert set(updated) == set(current_watchlist)

-    def test_get_updated_watchlist_max_replacements(self, scanner: MarketScanner) -> None:
+    def test_get_updated_watchlist_max_replacements(
+        self, scanner: MarketScanner
+    ) -> None:
        """Test that max_replacements limit is respected."""
        current_watchlist = ["000660", "035420", "005490"]

@@ -546,6 +556,8 @@ class TestMarketScanner:
        active_count = 0
        peak_count = 0

+        original_scan = scanner.scan_stock
+
        async def tracking_scan(code: str, market: Any) -> VolatilityMetrics:
            nonlocal active_count, peak_count
            active_count += 1
Author	SHA1	Message	Date
agentson	8b5fcfb7c1	test: add stop-loss reentry cooldown behavioral coverage (#319 ) Some checks failed Gitea CI / test (push) Has been cancelled Details Gitea CI / test (pull_request) Has been cancelled Details	2026-02-28 17:16:26 +09:00
agentson	a16a1e3e05	feat: enforce stop-loss reentry cooldown window (#319 ) Some checks failed Gitea CI / test (push) Has been cancelled Details Gitea CI / test (pull_request) Has been cancelled Details	2026-02-28 14:41:14 +09:00