refactor: engine.py God Object 분해 (C2) + 선물/스캘핑 시스템#7
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4-phase plan to reduce engine.py from 6689 to ~1900 lines: - Phase A: constants, models, allocator extraction (zero risk) - Phase B: regime, risk gates, indicators, sizing - Phase C: 7 strategy modules to simulation/strategies/ - Phase D: dispatcher cleanup with strategy registry Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
…se A) Phase A of engine.py decomposition - zero-risk extractions: - constants.py: regime params, strategy weights, ETF universes (~345 lines) - models.py: 8 Pydantic models (SimPosition, SimSignal, etc.) (~130 lines) - allocator.py: StrategyAllocator class + _compute_adx helper (~330 lines) All 58 tests pass. No behavioral changes. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
…e B) Phase B domain logic extraction: - regime.py: market regime, index trend, stock regime classification (~300 lines) - risk_gates.py: RG1-RG5, bearish divergence, S/R detection (~170 lines) All 58 tests pass. No behavioral changes. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Phase B of C2 decomposition — domain logic extraction: - regime.py: market regime detection, index trend analysis, stock regime classification - risk_gates.py: RG1-RG5 checks, bearish divergence, S/R detection - indicators.py: MA/RSI/MACD/BB/ATR/ADX calculations, trend confirmation, stage estimation - sizing.py: VIX-based sizing multiplier All replaced with thin delegating wrappers in engine.py. 58/58 tests pass. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Phase C of C2 decomposition — strategy extraction: - strategies/momentum.py: 6-Phase pipeline scan + 7-tier exit cascade - strategies/smc.py: SMC 4-Layer scoring + CHoCH exits - strategies/mean_reversion.py: MR indicators, scoring, scan + exits - strategies/breakout_retest.py: BRT 4-Layer + retest zone scoring - strategies/arbitrage.py: pair discovery, basis gate, spread scoring - strategies/defensive.py: safe-haven/inverse ETF rotation - strategies/volatility.py: VIX premium capture Engine.py reduced from 5208 to 2159 lines. 58/58 tests pass. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Phase D cleanup — strategy dispatch simplification: - Add _STRATEGY_MODULES registry mapping strategy names to modules - Replace if/elif chains in _scan_entries, _check_exits, _scan_entries_multi, _check_exits_multi with single registry lookups - Remove 185 lines of dead delegating wrapper methods Engine.py: 2159 → 1942 lines. 58/58 tests pass. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
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Summary
simulation/engine.py6,689줄 → 1,942줄 (71% 감소)Engine Decomposition 상세
constants.pymodels.pyallocator.pyregime.pyrisk_gates.pyindicators.pysizing.pystrategies/momentum.pystrategies/smc.pystrategies/mean_reversion.pystrategies/breakout_retest.pystrategies/arbitrage.pystrategies/defensive.pystrategies/volatility.pyTest plan
python3 run_tests.py— 58/58 테스트 통과🤖 Generated with Claude Code