Continuous enhancement: drawdown resilience quant diagnostic

[ryun6249]

Continuous Enhancement Report

1. Current Status

• Project purpose: FastAPI-served local financial research workstation with deterministic Quantamental, Quant Lab, market, macro, forecast, and AI Portfolio workflows.
• Existing structure preserved: yes. Static UI, FastAPI routers, schemas, services, deterministic engines, and smoke harnesses remain in place.
• Main issues found: QAM/VAB diagnostics were visible, but drawdown recovery quality was not available as a first-class deterministic diagnostic or score-screen key.

2. Changes Made

Compatibility

• Added drawdown_resilience as an additive score-screen key; existing defaults and score keys are unchanged.
• Did not change composite score weights, trading/order execution, strategy entry/exit logic, providers, secrets, or .env.

Data Consistency

• Added drawdown_recovery_resilience_v1 with required/available observations, input provenance, component scores, warnings, and used_in_composite_score=false.
• Exposed the diagnostic through quant.metrics.algorithms, component scores, health metadata, screening rows, and API output.

UI/UX

• Added DRS score/class rows to the Quantamental overview and score summary.
• Added a Score Threshold Screener option labeled Drawdown Resilience / 낙폭 회복.
• Bumped app and Quantamental bundle versions to avoid stale static assets.

Visualization

• DRS appears alongside QAM/VAB as compact, secondary quant diagnostic context.

AI Briefing

• Added DRS to quant_snapshot and deterministic AI key_changes as drawdown_recovery_algorithm.
• AI remains constrained to interpreting deterministic engine output only.

Translation

• Added concise Korean/English labels while preserving numeric/date/unit behavior.

Performance

• Reuses already-loaded price, return, volatility, drawdown, risk-adjusted, and liquidity vectors; no new provider calls or background loops.

Tests / Validation

• Python compile, JS syntax, ruff, UI contract, targeted pytest, full pytest, live API, Browser desktop/mobile, Quantamental smoke, and cross-tab smoke retry passed.

3. Changed Files

File	Change	Reason
pipelines/quantamental/quant_engine.py	Added drawdown_recovery_resilience_v1	Deterministic drawdown recovery diagnostic
pipelines/quantamental/service.py	Health and score-screen adapter support	Expose DRS through API/screening data
pipelines/quantamental/ai_service.py	Added DRS to AI context/key changes	Keep AI briefing grounded in deterministic data
core/schemas/quantamental.py	Added drawdown_resilience score key	Additive request contract
app/web/modules/quantamental-ui.js	DRS labels, summary, overview, score-screen label	Visible UI integration
app/web/app.js	Score metric labels and validation	Make score-screen option usable
app/web/index.html	Added option and bumped bundle versions	Avoid stale UI bundle and expose option
scripts/check_ui_contract.py	Added DRS UI markers	Static UI contract validation
scripts/quantamental_ui_smoke.py	Smoke score screen with DRS	Browser regression coverage
scripts/ai_portfolio_ui_smoke.py	Updated bundle versions	Cross-dashboard smoke compatibility
tests/test_quantamental_api.py	API and score-screen tests	Validate response shape and score key
tests/test_quantamental_engines.py	Engine/AI guard tests	Validate algorithm and AI context
tests/test_ui_modules.py	Module rendering tests	Validate DRS HTML output
tests/test_ui_routing_contract.py	Routing/version/marker tests	Preserve UI asset contract
docs/CONTINUOUS_ENHANCEMENT_LOG.md	Added 15:01 run log	Document analysis, plan, validation, and safety

4. Validation Results

Check	Command / Tool	Result	Notes
Lint	python -m ruff check pipelines\quantamental\quant_engine.py pipelines\quantamental\service.py pipelines\quantamental\ai_service.py core\schemas\quantamental.py tests\test_quantamental_api.py tests\test_quantamental_engines.py	Passed	Changed Python surfaces
Build	node --check app\web\modules\quantamental-ui.js; node --check app\web\app.js; Python compile command	Passed	Repo has no npm/pnpm build manifest
Test	python -m pytest tests\test_quantamental_engines.py tests\test_quantamental_api.py tests\test_ui_modules.py tests\test_ui_routing_contract.py -q	Passed	81 passed, 4 subtests passed
Test	python -m pytest -q	Passed	693 passed, 9 subtests passed
UI validation	Browser at http://127.0.0.1:8000/ui/?range=1Y#quantamental	Passed	Desktop/mobile, All view, quality badge, DRS visible, no overflow/errors
UI validation	python scripts\quantamental_ui_smoke.py --base-url http://127.0.0.1:8000 --output reports\quantamental_ui_smoke_continuous_20260519_1501.json	Passed	Required tickers, invalid ticker, GLOBAL, DRS screen, AI/Q&A
UI validation	python scripts\ai_portfolio_ui_smoke.py --base-url http://127.0.0.1:8000 --timeout-s 240 --output reports\ai_portfolio_ui_smoke_continuous_20260519_1501_retry.json	Passed	First 180s run timed out on Macro search; retry passed
Data validation	Live /api/v1/quantamental/health and AAPL analysis	Passed	Health lists DRS; AAPL AI key changes include DRS
AI briefing validation	Deterministic AI report tests and live AAPL payload	Passed	AI interprets DRS without overriding deterministic signal

5. Remaining Risks

• DRS thresholds are deterministic heuristics and should be calibrated with broader cross-sectional validation before being treated as a production ranking signal.
• Existing Macro series search can be slow under cross-tab smoke; retry passed, but the first timeout remains a performance watch item.

6. Next Enhancement Suggestions

1. Add calibration diagnostics comparing DRS buckets against realized forward drawdown/recovery windows.
2. Add a compact DRS explanation tooltip listing inputs and score direction in the Quantamental UI.
3. Improve Macro series search latency so cross-tab smoke does not need retry tolerance.

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.