feat(skill+engine): 台股入列 — Step 0 認格式標 .TW/.TWO + 混幣錨點 fx 補洞 (closes #173)#177
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…173) 問題(#173):engine 只吃 Firstrade schema,台股對帳單連 load() 的門都進不了 → 「最大單點依賴」把台積電漏掉、AI 曝險分母不含台股(engine 世界裡根本沒有台股)。 架構分工(符合 #89 engine 不 hardcode 格式):認格式是 Claude Step 0 的世界知識職責, engine 只吃標準 CSV。方案 = Step 0 把台股 Symbol 標成**完整 yfinance 代號** (2330.TW/.TWO)+ Market/Currency 欄 → engine 內部一路同 key、抓價天然對,零映射表。 實測 #132 既有多市場基礎設施(MARKET_BENCH TW→^TWII、per-market α/β、混幣聚合入 USD、 last_px staleness 降級)已足夠支撐台股,engine 抓價/α-β/聚合零改動。 engine 真改動只有一處 latent gap:混幣時現金餘額錨點(anchor.amount)沒經 fx 換算, TWD 錨點被當 USD 直接加 → cash_weight 放大數十倍。抽 _anchor_to_aggregate() 補換。 - engine: _anchor_to_aggregate() 純函式 + main 混幣接線呼叫 - SKILL Step 0: 多市場 prose(非美股標 Market/Currency;台股 .TW/.TWO/TWD、民國年換西元) - mock: sample_tw_mixed 台美混倉 persona(台積電最大 combined 依賴 + 半導體橫跨台美) - 測試: test_engine_units +anchor fx 換算(純函式,紅綠雙向); test_sample_styles +混市場結構(離線)+ combined 口徑(network smoke) - EVALS B18 + eval-design C-3 + 鏡像對照同步 驗收(network smoke 實跑):台積電是聚合 USD 視圖最大依賴(59%)、半導體 combined 曝險 含台股(82%)、α/β 台股對 ^TWII 不合成總 α、混幣現金錨點正確換算。run_all 十套綠。 遺留(下個 session):多幣別現金桶——單一 TR_CASH 只表一種幣,台美各帳戶現金需多錨點。 Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
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) 問題:單一 TR_CASH 只表一種幣,台美各帳戶現金無法各自錨定 → 混市場帳戶 現金比重/入金判讀算不準(台股 session #173 挖出的遺留)。 cash_position 重構成 per-currency:每個幣別各自錨點(錨點+其後該幣別現金流) 或 csv_sum,用 fx 聚合成 USD total。#177 的 _anchor_to_aggregate(單一 anchor 換算)是此設計的特例,併入退役。 - TR_CASH 支援 list(台美多帳戶各一錨點,向後相容單 dict) - 輸出保持 {balance,weight,source,reliable,recent_net_deposit} 契約 + by_currency 明細 - reliable:全幣別有錨點=true / 部分=partial / 全無=csv_sum - honesty_ledger cash_reliability 對 partial 揭露 unanchored_currencies(只講缺的帳戶、別把已可信的那半講不準) - SKILL Step 0 TR_CASH list 格式 + card-spec partial 講法 + EVALS B17 同步 驗證:run_all 十套綠(離線+network);tw_mixed 雙錨點聚合(TWD 250k + USD 4k → 11788 USD reliable + by_currency);單幣 mock 向後相容(noisy_broker 單 USD 錨點 balance=22284 anchored,數字不變)。 stacked on #177(台股,claude/silly-sutherland-974463);#177 merge 後 retarget main。 Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
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Closes #173
問題(#173)
engine 只吃 Firstrade schema,台股對帳單連
load()的門都進不了 → 「最大單點依賴」把台積電漏掉、AI 曝險分母不含台股(engine 世界裡根本沒有台股)。設計選擇(請 review 這點)
issue 原設想「engine 端
fetch_prices掛.TW/.TWOsuffix」。實作時改走更符合 #89(engine 不 hardcode 格式)的分工:Symbol標成完整 yfinance 代號(2330.TW/.TWO)+Market/Currency欄 → engine 內部一路同 key、抓價天然對,零映射表、零 rename、零 bug 面。上市/上櫃判別留 Step 0(世界知識),engine 只做機械聚合。MARKET_BENCHTW→^TWII、per-market α/β、混幣聚合入 USD、last_pxstaleness 降級——engine 抓價/α-β/聚合零改動。engine 真改動只有一處 latent gap:混幣時現金餘額錨點(
anchor.amount)沒經 fx 換算,TWD 錨點被當 USD 直接加 →cash_weight放大數十倍。抽_anchor_to_aggregate()補換。改動
engine/trade_recap.py_anchor_to_aggregate()純函式 + main 混幣接線呼叫SKILL.mdStep 0Market/Currency;台股.TW/.TWO/TWD、民國年換西元mock/sample_tw_mixed.*tests/EVALS.mdB18 /eval-design.mdC-3驗收(network smoke 實跑)
^TWII不合成總 α(scope=TW)、混幣現金錨點正確換算(250k TWD→~7.8k USD)2330.TW/6488.TWOyfinance)、缺報價誠實降級run_all十套綠(離線+network)遺留(下個 session)
多幣別現金桶:單一
TR_CASH只表一種幣,台美各帳戶現金需多錨點。本 PR 先把單一錨點的 fx 換算修對。🤖 Generated with Claude Code