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Merge origin/main into codex/roadmap-publish

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김재현
2026-06-22 14:55:43 +09:00
parent 4266039d1c f90fc0afb3
commit 514b54433b
14 changed files with 1001 additions and 375 deletions
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tools/build_distribution_risk_score_v2.py
+100 -12
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@@ -6,6 +6,93 @@ from pathlib import Path
ROOT = Path(__file__).resolve().parents[1]
def calculate_distribution_risk(row: dict, kospi_ret_5d: float) -> dict:
close = float(row.get("Close") or row.get("close") or 0.0)
ma20 = float(row.get("MA20") or row.get("ma20") or 0.0)
high = float(row.get("High") or row.get("high") or close)
low = float(row.get("Low") or row.get("low") or close)
volume = row.get("Volume") or row.get("volume")
avg_vol_5d = row.get("AvgVolume5d") or row.get("avg_volume_5d") or row.get("Avg_Volume_5D")
flow_credit = row.get("FlowCredit") or row.get("flow_credit") or row.get("Flow_Credit")
# Coerce to float if valid
volume = float(volume) if volume not in (None, "") else None
avg_vol_5d = float(avg_vol_5d) if avg_vol_5d not in (None, "") else None
flow_credit = float(flow_credit) if flow_credit not in (None, "") else None
price_above_ma20 = close > 0 and ma20 > 0 and close > ma20
score = 0
reasons = []
frg5d = row.get("Frg5D") or row.get("frg_5d") or row.get("Frg_5D")
inst5d = row.get("Inst5D") or row.get("inst_5d") or row.get("Inst_5D")
frg5d = float(frg5d) if frg5d not in (None, "") else None
inst5d = float(inst5d) if inst5d not in (None, "") else None
if frg5d is not None and inst5d is not None and frg5d < 0 and inst5d < 0:
score += 30
reasons.append("smart_money_outflow")
if volume is not None and avg_vol_5d is not None and avg_vol_5d > 0 and volume < avg_vol_5d * 0.80:
score += 20
reasons.append("volume_fade_after_surge")
if high > low and close > 0:
upper_wick_ratio = (high - close) / max(high - low, 1.0)
if upper_wick_ratio >= 0.45 and price_above_ma20:
score += 15
reasons.append("upper_wick_distribution")
if flow_credit is not None and flow_credit < 0.40:
score += 20
reasons.append("flow_credit_low")
ret5d = row.get("Ret5D") or row.get("ret_5d") or row.get("Ret_5D")
ret5d = float(ret5d) if ret5d not in (None, "") else None
if ret5d is not None and kospi_ret_5d is not None and ret5d < kospi_ret_5d - 3:
score += 15
reasons.append("sector_relative_lag")
ac_gate = row.get("acGate") or row.get("ac_gate")
if ac_gate and "CLIMAX" in str(ac_gate).upper():
score += 15
reasons.append("anti_climax_gate")
ac_total = row.get("acTotal") or row.get("ac_total")
ac_total = float(ac_total) if ac_total not in (None, "") else None
if ac_total is not None and ac_total >= 2:
score += 10
reasons.append("ac_total_gte2")
val_surge_pct = row.get("valSurgePct") or row.get("val_surge_pct")
val_surge_pct = float(val_surge_pct) if val_surge_pct not in (None, "") else None
if val_surge_pct is not None and val_surge_pct >= 40 and price_above_ma20 and (flow_credit is None or flow_credit < 0.50):
score += 10
reasons.append("val_surge_no_flow_support")
high52w = row.get("high52w") or row.get("high_52w") or row.get("High_52W")
high52w = float(high52w) if high52w not in (None, "") and float(high52w) > 0 else None
near_new_high = (high52w is not None and close > 0 and close >= high52w * 0.97) or (ma20 > 0 and close > ma20 * 1.15)
if near_new_high and volume is not None and avg_vol_5d is not None and avg_vol_5d > 0 and volume < avg_vol_5d * 0.80:
score += 12
reasons.append("new_high_volume_contraction")
if ret5d is not None and ret5d >= 5 and flow_credit is not None and flow_credit < 0.45:
score += 10
reasons.append("surge_weak_flow")
final_score = min(100, max(0, score))
state = "BLOCK_BUY" if final_score >= 70 else "TRIM_REVIEW" if final_score >= 55 else "PASS"
pre_dist_warning = "EARLY_WARNING" if ("new_high_volume_contraction" in reasons or "surge_weak_flow" in reasons) else "NONE"
return {
"distribution_risk_score": final_score,
"anti_distribution_state": state,
"pre_distribution_warning": pre_dist_warning,
"reason_codes": reasons
}
def main():
parser = argparse.ArgumentParser()
parser.add_argument("--json", default="GatherTradingData.json")
@@ -18,22 +105,23 @@ def main():
sys.exit(1)
raw = json.loads(json_path.read_text(encoding="utf-8"))
core_satellite = raw.get("data", {}).get("core_satellite", []) or []
data_feed = raw.get("data", {}).get("data_feed", []) or []
# Find KOSPI ret_5d if present in macro to align with kospiRet5d
macro = raw.get("data", {}).get("macro", []) or []
kospi_ret_5d = 0.0
for m in macro:
if str(m.get("Ticker") or m.get("ticker")).strip() == "KOSPI":
kospi_ret_5d = float(m.get("Ret5D") or m.get("ret_5d") or 0.0)
break
scores = {}
for row in core_satellite:
ticker = row.get("Ticker")
for row in data_feed:
ticker = row.get("Ticker") or row.get("ticker")
if not ticker:
continue
close = row.get("Close") or 0.0
ma20 = row.get("MA20") or close
# Calculate distribution risk score: 0 to 100
score = min(100, max(0, int((close - ma20) / ma20 * 200)))
scores[ticker] = {
"distribution_risk_score": score,
"status": "HIGH" if score >= 50 else "NORMAL"
}
res = calculate_distribution_risk(row, kospi_ret_5d)
scores[ticker] = res
out_path = ROOT / args.out
out_path.parent.mkdir(parents=True, exist_ok=True)
tools/deploy_gas.py
+44
View File
@@ -248,14 +248,58 @@ def sync_sector_insights_via_clasp_run() -> bool:
return True
def run_pre_deploy_linter() -> bool:
print("[deploy_gas] Running pre-deploy gas thin-adapter audit...")
# Run auditor v1
audit_res = subprocess.run(
["python", "tools/audit_gas_thin_adapter_v1.py"],
cwd=str(ROOT),
shell=True,
capture_output=True,
text=True,
encoding="utf-8",
errors="replace",
)
if audit_res.returncode != 0:
print("[deploy_gas] Error: tools/audit_gas_thin_adapter_v1.py failed")
print(audit_res.stdout)
print(audit_res.stderr)
return False
# Run validator v2
validate_res = subprocess.run(
["python", "tools/validate_gas_thin_adapter_v2.py"],
cwd=str(ROOT),
shell=True,
capture_output=True,
text=True,
encoding="utf-8",
errors="replace",
)
print(validate_res.stdout)
if validate_res.returncode != 0:
print("[deploy_gas] ABORT: GAS Thin Adapter validation failed!")
if validate_res.stderr:
print("STDERR: " + validate_res.stderr)
return False
print("[deploy_gas] Pre-deploy thin-adapter audit PASS")
return True
def main() -> None:
parser = argparse.ArgumentParser(description="GAS auto-deploy")
parser.add_argument("--dry-run", action="store_true", help="List files without writing")
parser.add_argument("--skip-push", action="store_true", help="Bundle only, skip clasp push")
parser.add_argument("--skip-lint", action="store_true", help="Skip pre-deploy thin-adapter validation")
parser.add_argument("--sync-sector-insights", action="store_true", help="POST sector insight JSON to a deployed GAS web app")
parser.add_argument("--webapp-url", default=os.environ.get("GAS_WEBAPP_URL", DEFAULT_WEBAPP_URL), help="Apps Script web app URL for sync POST")
args = parser.parse_args()
if not args.skip_lint:
if not run_pre_deploy_linter():
raise SystemExit(1)
ok = build_deploy(dry_run=args.dry_run)
if not ok:
print("[deploy_gas] Some source files missing -- check warnings above")
tools/validate_gitea_secrets_contract_v1.py
+11 -10
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@@ -8,24 +8,25 @@ ROOT = Path(__file__).resolve().parents[1]
REQUIRED_PATTERNS = {
".gitea/workflows/kis_data_collection.yml": [
"secrets.KIS_APP_KEY_TEST",
"secrets.KIS_APP_SECRET_TEST",
"secrets.KIS_APP_KEY",
"secrets.KIS_APP_SECRET",
"vars.KIS_APP_KEY_TEST",
"vars.KIS_APP_SECRET_TEST",
"vars.KIS_APP_KEY",
"vars.KIS_APP_SECRET",
],
".gitea/workflows/qualitative_sell_strategy.yml": [
"secrets.KIS_APP_KEY_TEST",
"secrets.KIS_APP_SECRET_TEST",
"secrets.KIS_APP_KEY",
"secrets.KIS_APP_SECRET",
"vars.KIS_APP_KEY_TEST",
"vars.KIS_APP_SECRET_TEST",
"vars.KIS_APP_KEY",
"vars.KIS_APP_SECRET",
],
".gitea/workflows/ci.yml": [
"secrets.KIS_APP_KEY_TEST",
"secrets.KIS_APP_SECRET_TEST",
"vars.KIS_APP_KEY_TEST",
"vars.KIS_APP_SECRET_TEST",
],
}
def main() -> int:
errors: list[str] = []
evidence: dict[str, dict[str, bool]] = {}