feat(engine): 殘倉過濾 — 市值<0.1% 部位不進分散度/診斷/未分類計數 (closes #172)#176
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owner 拍板(#172):1 股殘倉(股息零頭/賣到剩一絲的尾倉)讓「持股數」對用戶失去意義、 也讓假分散判定的啟動門檻恆成立(n_holdings≥8 恆真)。判準用**相對佔比**(市值<0.1%), 非絕對股數(1 股 MSTR 可能好幾百鎊)/固定金額(對不同帳戶規模失真)。 - `meaningful_tickers(held, last_px)`:市值佔全持倉 ≥0.1% 的 ticker set(缺價用成本近似,離線可算) - main 統一過濾:去殘 `held_dx` 餵 `dim_diversify`(n/top3/max_sector/ai_pct 分母)、`what_if`、 `ticker_diagnosis`;`unclassified_drivers` 計數也排除殘倉(核能小倉 LEU 之類不冒充「連歸類都做不到」) - **overview(P&L)/dim_size/n_held/state 不動**:市值基準會把「重倉崩 99%」的部位當殘倉, 但只從『集中度診斷』排除、不從『總覽 P&L』排除 → 虧損不藏、對帳 held_n 全量一致 - 常數 `RESIDUAL_POS_TH = 0.001` 放檔頭常數區 驗證:run_all 十套綠;全 13 mock div_n==held_n(無殘倉→零影響,現有 persona 卡面不變); 端到端 fixture(0.02 股 AAPL 殘倉)→ dim_diversify n 排除、overview held_n 保留; 單元測試(市值基準/崩倉靠市值排除/dim_diversify n 去殘/零市值邊界)。 closes #172 · cross-ref #138(同動 dim_diversify,判準不同,無 open PR 重疊) Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
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這個 PR 做什麼
owner 拍板 #172 的第 2 問。1 股殘倉(股息零頭 / 賣到剩一絲的尾倉)讓「持股數」對用戶失去意義,也讓假分散判定的啟動門檻(
n_holdings≥8)恆成立。判準用相對佔比(市值 <0.1%) —— owner 明確排除:❌ 絕對股數門檻(1 股 MSTR 可能好幾百鎊)、❌ 固定金額門檻(對不同帳戶規模失真)。相對佔比自適應帳戶規模。
動哪裡(統一過濾,#172 指定範圍)
meaningful_tickers(held, last_px):市值佔全持倉 ≥0.1% 的 ticker set(缺價用成本近似,離線可算)held_dx,餵給 →dim_diversify(n/top3/max_sector_pct/ai_pct分母)、what_if、ticker_diagnosis;unclassified_drivers計數也排除殘倉RESIDUAL_POS_TH = 0.001放檔頭常數區關鍵安全設計:市值基準 + 只濾診斷,不濾 P&L
市值基準會把「重倉後崩 99%」的部位(市值極小)判成殘倉。但過濾只作用在集中度診斷,不作用在
overview(P&L) → 該部位從分散度診斷排除、它的未實現虧損仍留在總覽 → 虧損不藏、對帳held_n全量一致。dim_size(單筆過重本就只看大倉)、n_held(對帳全量)一併不動。dim_diversifyn/集中度、what_if、ticker_diagnosis、unclassified計數overview已實現/未實現、dim_size、n_held、state.holdings測試 / 核對
run_all十套全綠div_n == held_n(無殘倉 → 過濾零影響,現有 persona 卡面不變)dim_diversify n排除、overview held_n保留dim_diversifyn 去殘 / 零市值邊界closes #172 · cross-ref #138(同動
dim_diversify,判準不同,查無 open PR 重疊)🤖 Generated with Claude Code