Continuous enhancement: risk-adjusted Quant Lab momentum

[ryun6249]

Continuous Enhancement Report

1. Current Status

• Project purpose: FastAPI-served local financial research workstation for market, macro, Quant Lab, Quantamental, ML Forecast, AI Portfolio, and grounded AI workflows.
• Existing structure preserved: yes; changes stay inside existing Quant Lab factor/signal/backtest/strategy/UI/test boundaries.
• Main issues found: Quant Lab had momentum and volatility factors, but no first-class risk-adjusted momentum algorithm/template. Full pytest remains blocked by the existing clean-branch missing pipelines.quantamental.service import.

2. Changes Made

Compatibility

• Added a new Quant Lab template without changing existing templates, API shape, strategy execution assumptions, secrets, or trading/order code.

Data Consistency

• Added deterministic risk_adjusted_momentum_63_21 factor data to the factor catalog and default Quant Lab feature set.
• Added risk_adjusted_momentum_v1 to default Strategy Governance data.

UI/UX

• Added 위험조정 모멘텀 to the Quant Lab strategy selector and strategy-control mapping.
• Bumped static UI bundle version to avoid stale browser assets.

Visualization

• No chart math changed; Quant Lab labels and score mode now surface the new algorithm in existing report paths.

AI Briefing

• No LLM call path changed. The new quant score is calculated in code, not generated by AI.

Translation

• Added a concise Korean UI label without altering ticker/date/number/unit handling.

Performance

• Reuses existing in-memory price arrays and backtest pipeline. No polling, provider fetch, or background LLM work added.

Tests / Validation

• Added factor, signal, backtest, Quant Lab API/pipeline, strategy registry, UI contract, and static contract coverage.

3. Changed Files

File	Change	Reason
pipelines/factors/core.py	Added risk-adjusted momentum math	Deterministic quant factor calculation
pipelines/factors/catalog.py	Registered risk_adjusted_momentum_63_21	Expose factor through existing catalog/API
pipelines/signals/rule_based.py	Added risk_adjusted_momentum signal template scoring	Generate signals from code-computed factor data
pipelines/backtest/engine.py	Added risk-adjusted ranking score mode	Backtest the new algorithm with no-lookahead policy
pipelines/orchestration/quant_lab_pipeline.py	Wired template/config/default features	Integrate factor/signal/backtest data flow
config/quant_strategies/defaults.yaml	Added default strategy data	Make strategy available to users
pipelines/strategies/registry.py	Added fallback strategy data	Preserve behavior if config file is missing
app/web/index.html, app/web/app.js	Added strategy option and label mapping	UI access to the new strategy
scripts/check_ui_contract.py, scripts/ai_portfolio_ui_smoke.py	Updated contract markers/bundle version	Keep UI validation aligned
tests/*	Added regression coverage	Verify factor, signals, backtest, API, UI contracts
docs/CONTINUOUS_ENHANCEMENT_LOG.md	Documented analysis, changes, validation, blocker	Automation audit trail

4. Validation Results

Check	Command / Tool	Result	Notes
Lint	git diff --check	Passed	Only Windows CRLF conversion warnings
Build	Not run	Excluded	No repo-level package.json/pnpm-lock.yaml
Python syntax	python -m py_compile ...	Passed	New backend/scripts compile
JS syntax	node --check app/web/app.js	Passed	Static controller parses
UI contract	python scripts/check_ui_contract.py --output reports/ui_contract_continuous_20260519_1305_pretest.json	Passed	New option/label markers included
Unit/contract tests	python -m pytest tests/test_factor_catalog.py tests/test_signal_generation.py tests/test_backtest_engine.py tests/test_strategy_registry.py -q	Passed	18 passed
Quant/API/UI tests	python -m pytest tests/test_quant_lab_pipeline.py tests/test_quant_lab_api.py tests/test_ui_routing_contract.py tests/test_api_routing_contract.py -q	Passed	81 passed, 4 subtests passed
Focused rerun	python -m pytest tests/test_backtest_engine.py tests/test_quant_lab_pipeline.py tests/test_quant_lab_api.py -q	Passed	33 passed
Full pytest	python -m pytest -q	Blocked	Existing clean-branch pipelines.quantamental.service missing import
UI validation	Browser MCP + npx playwright screenshot	Passed with known unrelated console error	Quant tab All view, option visible/selectable, no desktop overflow; mobile screenshot captured
Data validation	Live /api/v1/quant/config and /api/v1/quant/strategy/list	Passed	New template and default strategy returned
AI briefing validation	Code inspection/test scope	Passed unchanged	No new AI route or prompt behavior added

5. Remaining Risks

• Full pytest is still blocked before execution by the existing clean-branch Quantamental import issue: pipelines/quantamental/service.py is absent in this stacked worktree.
• Browser console still records the known missing Quantamental watchlist route in this clean branch; it is unrelated to this Quant Lab change.

6. Next Enhancement Suggestions

1. Bring the tracked Quantamental router/service implementation into the stacked branch so full pytest and Quantamental browser smoke can run again.
2. Add a UI result annotation explaining risk-adjusted momentum as return per realized volatility in the Quant Lab report summary.
3. Add benchmark-relative risk-adjusted momentum as a separate factor after the current absolute version is reviewed.

7. Safety Notes

• main/master was not modified directly.
• Auto-merge was not enabled.
• Secrets were not touched.
• Trading/order execution logic was not modified.
• Unsupported facts were not presented as verified.