섹터 유니버스 분리와 월간 갱신 정합화
This commit is contained in:
+402
-27
@@ -1,5 +1,5 @@
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// gas_lib.gs - Common utilities & static features
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// Last Updated: 2026-06-14 20:48:30 KST
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// Last Updated: 2026-06-15 02:20:50 KST
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// Math/KRX utils, sheet I/O, sector flow, Web API, static runners
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// GAS global scope: functions in gas_data_feed.gs / gas_data_collect.gs callable directly
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//
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@@ -593,7 +593,14 @@ const DEFAULT_SECTOR_UNIVERSE_V2 = [
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{ code: "062040", name: "산일전기", weight: 0.10 },
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{ code: "298040", name: "효성중공업", weight: 0.10 },
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]},
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{ sector: "방산", proxyTicker: "012450", proxyName: "한화에어로스페이스", proxyType: "대표주", baseTicker: "069500", constituents: [
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{ sector: "전력설비", proxyTicker: "491820", proxyName: "HANARO 전력설비투자", proxyType: "ETF", baseTicker: "069500", constituents: [
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{ code: "010120", name: "LS ELECTRIC", weight: 0.28 },
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{ code: "267260", name: "HD현대일렉트릭", weight: 0.28 },
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{ code: "298040", name: "효성중공업", weight: 0.18 },
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{ code: "006260", name: "LS", weight: 0.14 },
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{ code: "099440", name: "두산에너빌리티", weight: 0.12 },
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]},
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{ sector: "방산", proxyTicker: "463250", proxyName: "TIGER K방산&우주", proxyType: "ETF", baseTicker: "069500", constituents: [
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{ code: "012450", name: "한화에어로스페이스", weight: 0.45 },
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{ code: "079550", name: "LIG넥스원", weight: 0.25 },
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{ code: "047810", name: "한국항공우주", weight: 0.15 },
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@@ -605,23 +612,49 @@ const DEFAULT_SECTOR_UNIVERSE_V2 = [
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{ code: "009540", name: "HD한국조선해양", weight: 0.20 },
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{ code: "494670", name: "TIGER 조선TOP10", weight: 0.15, isEtf: true },
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]},
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{ sector: "건설/EPC", proxyTicker: "028050", proxyName: "삼성E&A", proxyType: "대표주", baseTicker: "069500", constituents: [
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{ code: "028050", name: "삼성E&A", weight: 0.40 },
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{ code: "000720", name: "현대건설", weight: 0.30 },
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{ code: "006360", name: "GS건설", weight: 0.20 },
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{ code: "047040", name: "대우건설", weight: 0.10 },
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{ sector: "건설", proxyTicker: "117700", proxyName: "KODEX 건설", proxyType: "ETF", baseTicker: "069500", constituents: [
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{ code: "000720", name: "현대건설", weight: 0.35 },
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{ code: "006360", name: "GS건설", weight: 0.25 },
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{ code: "047040", name: "대우건설", weight: 0.20 },
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{ code: "294870", name: "HDC현대산업개발", weight: 0.20 },
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]},
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{ sector: "플랜트/EPC", proxyTicker: "454320", proxyName: "HANARO CAPEX설비투자iSelect", proxyType: "ETF", baseTicker: "069500", constituents: [
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{ code: "028050", name: "삼성E&A", weight: 0.35 },
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{ code: "010120", name: "LS ELECTRIC", weight: 0.20 },
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{ code: "267260", name: "HD현대일렉트릭", weight: 0.20 },
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{ code: "298040", name: "효성중공업", weight: 0.15 },
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{ code: "099440", name: "두산에너빌리티", weight: 0.10 },
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]},
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{ sector: "자동차", proxyTicker: "091180", proxyName: "TIGER 자동차", proxyType: "ETF", baseTicker: "069500", constituents: [
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{ code: "005380", name: "현대차", weight: 0.45 },
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{ code: "000270", name: "기아", weight: 0.40 },
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{ code: "012330", name: "현대모비스", weight: 0.15 },
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]},
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{ sector: "금융/은행", proxyTicker: "091170", proxyName: "KODEX 은행", proxyType: "ETF", baseTicker: "069500", constituents: [
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{ sector: "은행", proxyTicker: "091170", proxyName: "KODEX 은행", proxyType: "ETF", baseTicker: "069500", constituents: [
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{ code: "105560", name: "KB금융", weight: 0.30 },
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{ code: "055550", name: "신한지주", weight: 0.30 },
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{ code: "086790", name: "하나금융지주", weight: 0.20 },
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{ code: "316140", name: "우리금융지주", weight: 0.10 },
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{ code: "003540", name: "대신증권", weight: 0.10 },
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{ code: "024110", name: "기업은행", weight: 0.10 },
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]},
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{ sector: "증권", proxyTicker: "0111J0", proxyName: "HANARO 증권고배당TOP3플러스", proxyType: "ETF", baseTicker: "069500", constituents: [
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{ code: "071050", name: "한국금융지주", weight: 0.2135 },
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{ code: "006800", name: "미래에셋증권", weight: 0.1934 },
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{ code: "005940", name: "NH투자증권", weight: 0.1911 },
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{ code: "016360", name: "삼성증권", weight: 0.1434 },
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{ code: "039490", name: "키움증권", weight: 0.1373 },
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]},
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{ sector: "지주회사", proxyTicker: "307520", proxyName: "TIGER 지주회사", proxyType: "ETF", baseTicker: "069500", constituents: [
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{ code: "180640", name: "한진칼", weight: 0.1535 },
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{ code: "267250", name: "HD현대", weight: 0.0943 },
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{ code: "034730", name: "SK", weight: 0.0884 },
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{ code: "000150", name: "두산", weight: 0.0878 },
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{ code: "005490", name: "POSCO홀딩스", weight: 0.0763 },
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{ code: "003550", name: "LG", weight: 0.0752 },
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{ code: "006260", name: "LS", weight: 0.0705 },
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{ code: "078930", name: "GS", weight: 0.0498 },
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{ code: "001040", name: "CJ", weight: 0.0477 },
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{ code: "010060", name: "OCI홀딩스", weight: 0.0240 },
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]},
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{ sector: "2차전지", proxyTicker: "305720", proxyName: "KODEX 2차전지산업", proxyType: "ETF", baseTicker: "069500", constituents: [
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{ code: "373220", name: "LG에너지솔루션", weight: 0.40 },
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@@ -635,12 +668,29 @@ const DEFAULT_SECTOR_UNIVERSE_V2 = [
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{ code: "128940", name: "한미약품", weight: 0.15 },
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{ code: "000100", name: "유한양행", weight: 0.10 },
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]},
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{ sector: "원전", proxyTicker: "099440", proxyName: "두산에너빌리티", proxyType: "대표주", baseTicker: "069500", constituents: [
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{ sector: "원전", proxyTicker: "434730", proxyName: "HANARO 원자력iSelect", proxyType: "ETF", baseTicker: "069500", constituents: [
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{ code: "099440", name: "두산에너빌리티", weight: 0.45 },
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{ code: "023450", name: "한전기술", weight: 0.25 },
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{ code: "015760", name: "한국전력", weight: 0.20 },
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{ code: "071320", name: "지역난방공사", weight: 0.10 },
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]},
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{ sector: "로보틱스", proxyTicker: "0190C0", proxyName: "RISE 현대차고정피지컬AI", proxyType: "ETF", baseTicker: "069500", constituents: [
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{ code: "005380", name: "현대차", weight: 0.2402 },
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{ code: "012330", name: "현대모비스", weight: 0.1588 },
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{ code: "011070", name: "LG이노텍", weight: 0.1450 },
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{ code: "000270", name: "기아", weight: 0.1234 },
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{ code: "307950", name: "현대오토에버", weight: 0.0899 },
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{ code: "277810", name: "레인보우로보틱스", weight: 0.0673 },
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{ code: "064400", name: "LG씨엔에스", weight: 0.0519 },
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{ code: "454910", name: "두산로보틱스", weight: 0.0367 },
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{ code: "108490", name: "로보티즈", weight: 0.0240 },
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{ code: "058610", name: "에스피지", weight: 0.0173 },
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{ code: "010620", name: "현대미포", weight: 0.0135 },
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{ code: "009540", name: "HD한국조선해양", weight: 0.0135 },
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{ code: "011210", name: "현대위아", weight: 0.0109 },
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{ code: "121600", name: "나노신소재", weight: 0.0040 },
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{ code: "028050", name: "삼성E&A", weight: 0.0034 },
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]},
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{ sector: "소비재", proxyTicker: "139220", proxyName: "TIGER 생활소비재", proxyType: "ETF", baseTicker: "069500", constituents: [
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{ code: "028260", name: "삼성물산", weight: 0.35 },
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{ code: "097950", name: "CJ제일제당", weight: 0.25 },
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@@ -663,6 +713,7 @@ function normalizeSectorName_(sector) {
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if (s === "바이오/헬스케어") return "바이오";
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if (s === "원전/에너지") return "원전";
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if (s === "소비재/유통") return "소비재";
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if (s === "건설/EPC") return "플랜트/EPC";
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return s;
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}
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@@ -679,17 +730,52 @@ function readSectorUniverse_() {
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const sheet = ss.getSheetByName("sector_universe");
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if (!sheet) {
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writeDefaultSectorUniverseSheet_();
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return DEFAULT_SECTOR_UNIVERSE_V2;
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return DEFAULT_SECTOR_UNIVERSE_V2.map(sector => ({
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...sector,
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source: sector.source || "DEFAULT_TEMPLATE",
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sourceUrl: sector.sourceUrl || "",
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sourceAsOf: sector.sourceAsOf || "",
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constituents: sector.constituents.map(c => ({
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...c,
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source: c.source || sector.source || "DEFAULT_TEMPLATE",
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sourceUrl: c.sourceUrl || sector.sourceUrl || "",
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sourceAsOf: c.sourceAsOf || sector.sourceAsOf || "",
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})),
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}));
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}
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const data = sheet.getDataRange().getValues();
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if (data.length < 3) {
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writeDefaultSectorUniverseSheet_();
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return DEFAULT_SECTOR_UNIVERSE_V2;
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return DEFAULT_SECTOR_UNIVERSE_V2.map(sector => ({
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...sector,
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source: sector.source || "DEFAULT_TEMPLATE",
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sourceUrl: sector.sourceUrl || "",
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sourceAsOf: sector.sourceAsOf || "",
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constituents: sector.constituents.map(c => ({
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...c,
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source: c.source || sector.source || "DEFAULT_TEMPLATE",
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sourceUrl: c.sourceUrl || sector.sourceUrl || "",
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sourceAsOf: c.sourceAsOf || sector.sourceAsOf || "",
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})),
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}));
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}
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const hdr = data[1].map(h => String(h).trim());
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const idx = name => hdr.indexOf(name);
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const required = ["Sector","Proxy_Ticker","Constituent_Code","Weight"];
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if (required.some(h => idx(h) < 0)) return DEFAULT_SECTOR_UNIVERSE_V2;
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if (required.some(h => idx(h) < 0)) {
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return DEFAULT_SECTOR_UNIVERSE_V2.map(sector => ({
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...sector,
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source: sector.source || "DEFAULT_TEMPLATE",
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sourceUrl: sector.sourceUrl || "",
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sourceAsOf: sector.sourceAsOf || "",
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constituents: sector.constituents.map(c => ({
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...c,
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source: c.source || sector.source || "DEFAULT_TEMPLATE",
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sourceUrl: c.sourceUrl || sector.sourceUrl || "",
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sourceAsOf: c.sourceAsOf || sector.sourceAsOf || "",
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})),
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}));
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}
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const map = {};
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for (let i = 2; i < data.length; i++) {
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@@ -706,6 +792,9 @@ function readSectorUniverse_() {
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proxyName: idx("Proxy_Name") >= 0 ? String(data[i][idx("Proxy_Name")] ?? "").trim() : "",
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proxyType: idx("Proxy_Type") >= 0 ? String(data[i][idx("Proxy_Type")] ?? "").trim() : "",
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baseTicker: idx("Base_Ticker") >= 0 ? normalizeTickerCode(data[i][idx("Base_Ticker")]) : "069500",
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source: idx("Source") >= 0 ? String(data[i][idx("Source")] ?? "").trim() : "SHEET_INPUT",
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sourceUrl: idx("Source_URL") >= 0 ? String(data[i][idx("Source_URL")] ?? "").trim() : "",
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sourceAsOf: idx("Source_AsOf") >= 0 ? String(data[i][idx("Source_AsOf")] ?? "").trim() : "",
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constituents: [],
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};
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}
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@@ -714,16 +803,59 @@ function readSectorUniverse_() {
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name: idx("Constituent_Name") >= 0 ? String(data[i][idx("Constituent_Name")] ?? "").trim() : "",
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weight,
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isEtf: idx("Is_ETF") >= 0 ? boolFromSheet_(data[i][idx("Is_ETF")], false) : false,
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source: idx("Source") >= 0 ? String(data[i][idx("Source")] ?? "").trim() : "SHEET_INPUT",
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transportMode: idx("Transport_Mode") >= 0 ? String(data[i][idx("Transport_Mode")] ?? "").trim() : "",
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sourceUrl: idx("Source_URL") >= 0 ? String(data[i][idx("Source_URL")] ?? "").trim() : "",
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sourceAsOf: idx("Source_AsOf") >= 0 ? String(data[i][idx("Source_AsOf")] ?? "").trim() : "",
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});
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}
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const sectors = Object.values(map).filter(s => s.proxyTicker && s.constituents.length > 0);
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return sectors.length ? sectors : DEFAULT_SECTOR_UNIVERSE_V2;
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const sectorSet = new Set(sectors.map(s => s.sector));
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for (const fallback of DEFAULT_SECTOR_UNIVERSE_V2) {
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if (!fallback || !fallback.sector || sectorSet.has(fallback.sector)) continue;
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sectors.push({
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sector: fallback.sector,
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proxyTicker: fallback.proxyTicker,
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proxyName: fallback.proxyName,
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proxyType: fallback.proxyType,
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baseTicker: fallback.baseTicker || "069500",
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source: fallback.source || "DEFAULT_TEMPLATE",
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transportMode: fallback.transportMode || ((fallback.source || "DEFAULT_TEMPLATE") === "NAVER_ETF_PAGE" || (fallback.source || "DEFAULT_TEMPLATE") === "REPRESENTATIVE_STOCK_PROXY" ? "HTML_SERVER_RENDERED" : "MANUAL_OR_TEMPLATE"),
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sourceUrl: fallback.sourceUrl || "",
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sourceAsOf: fallback.sourceAsOf || "",
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constituents: fallback.constituents.map(c => ({
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code: c.code,
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name: c.name || "",
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weight: c.weight,
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isEtf: Boolean(c.isEtf),
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source: c.source || fallback.source || "DEFAULT_TEMPLATE",
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transportMode: c.transportMode || ((c.source || fallback.source || "DEFAULT_TEMPLATE") === "NAVER_ETF_PAGE" || (c.source || fallback.source || "DEFAULT_TEMPLATE") === "REPRESENTATIVE_STOCK_PROXY" ? "HTML_SERVER_RENDERED" : "MANUAL_OR_TEMPLATE"),
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sourceUrl: c.sourceUrl || fallback.sourceUrl || "",
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sourceAsOf: c.sourceAsOf || fallback.sourceAsOf || "",
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})),
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});
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}
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return sectors.length ? sectors : DEFAULT_SECTOR_UNIVERSE_V2.map(sector => ({
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...sector,
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source: sector.source || "DEFAULT_TEMPLATE",
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transportMode: sector.transportMode || ((sector.source || "DEFAULT_TEMPLATE") === "NAVER_ETF_PAGE" || (sector.source || "DEFAULT_TEMPLATE") === "REPRESENTATIVE_STOCK_PROXY" ? "HTML_SERVER_RENDERED" : "MANUAL_OR_TEMPLATE"),
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sourceUrl: sector.sourceUrl || "",
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sourceAsOf: sector.sourceAsOf || "",
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constituents: sector.constituents.map(c => ({
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...c,
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source: c.source || sector.source || "DEFAULT_TEMPLATE",
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transportMode: c.transportMode || ((c.source || sector.source || "DEFAULT_TEMPLATE") === "NAVER_ETF_PAGE" || (c.source || sector.source || "DEFAULT_TEMPLATE") === "REPRESENTATIVE_STOCK_PROXY" ? "HTML_SERVER_RENDERED" : "MANUAL_OR_TEMPLATE"),
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sourceUrl: c.sourceUrl || sector.sourceUrl || "",
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sourceAsOf: c.sourceAsOf || sector.sourceAsOf || "",
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})),
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}));
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}
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function writeDefaultSectorUniverseSheet_() {
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const headers = [
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"Sector","Proxy_Ticker","Proxy_Name","Proxy_Type","Base_Ticker",
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"Constituent_Code","Constituent_Name","Weight","Is_ETF","Enabled","Effective_Date","Source"
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"Constituent_Code","Constituent_Name","Weight","Is_ETF","Enabled","Effective_Date","Source","Transport_Mode",
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"Source_URL","Source_AsOf"
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];
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const today = Utilities.formatDate(new Date(), "Asia/Seoul", "yyyy-MM-dd");
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const rows = [];
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@@ -741,7 +873,10 @@ function writeDefaultSectorUniverseSheet_() {
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c.isEtf ? "Y" : "N",
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"Y",
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today,
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"sector_universe(DEFAULT_SECTOR_UNIVERSE_V2)",
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sector.source || c.source || "DEFAULT_TEMPLATE",
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sector.transportMode || c.transportMode || (((sector.source || c.source || "DEFAULT_TEMPLATE") === "NAVER_ETF_PAGE" || (sector.source || c.source || "DEFAULT_TEMPLATE") === "REPRESENTATIVE_STOCK_PROXY") ? "HTML_SERVER_RENDERED" : "MANUAL_OR_TEMPLATE"),
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sector.sourceUrl || c.sourceUrl || "",
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sector.sourceAsOf || c.sourceAsOf || "",
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]);
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}
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}
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@@ -762,6 +897,228 @@ function sectorUseMode_(quality) {
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return "INVALID";
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}
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function parseDateOnly_(value) {
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const text = String(value ?? "").trim();
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if (!text) return null;
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const norm = text.replace(/\./g, "-").slice(0, 10);
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if (!/^\d{4}-\d{2}-\d{2}$/.test(norm)) return null;
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const parsed = new Date(norm + "T00:00:00+09:00");
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return Number.isNaN(parsed.getTime()) ? null : parsed;
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}
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function calcSectorUniverseRefreshAudit_(universe) {
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const today = new Date();
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const rows = [];
|
||||
const sourceKindCounts = { NAVER_ETF_PAGE: 0, NAVER_ETF_PAGE_FAIL_LAYOUT_CHANGED: 0, NAVER_ETF_PAGE_FAIL: 0, REPRESENTATIVE_STOCK_PROXY: 0, SHEET_INPUT: 0, DEFAULT_TEMPLATE: 0, OTHER: 0 };
|
||||
const transportModeCounts = { HTML_SERVER_RENDERED: 0, MANUAL_OR_TEMPLATE: 0, LAYOUT_CHANGED: 0, UNKNOWN: 0 };
|
||||
let currentCount = 0;
|
||||
let dueCount = 0;
|
||||
let overdueCount = 0;
|
||||
let missingCount = 0;
|
||||
let templateCount = 0;
|
||||
let sheetInputCount = 0;
|
||||
let naverSourceCount = 0;
|
||||
let layoutChangedCount = 0;
|
||||
let missingSourceUrlCount = 0;
|
||||
let staleSectorCount = 0;
|
||||
let oldestSourceAsOf = null;
|
||||
let newestSourceAsOf = null;
|
||||
|
||||
for (const sector of universe || []) {
|
||||
const sectorRows = Array.isArray(sector?.constituents) ? sector.constituents : [];
|
||||
const sourceKind = String(sector?.source || "SHEET_INPUT").trim() || "SHEET_INPUT";
|
||||
if (Object.prototype.hasOwnProperty.call(sourceKindCounts, sourceKind)) {
|
||||
sourceKindCounts[sourceKind] += 1;
|
||||
} else {
|
||||
sourceKindCounts.OTHER += 1;
|
||||
}
|
||||
const transportMode = String(sector?.transportMode || "").trim() ||
|
||||
(sourceKind === "NAVER_ETF_PAGE" || sourceKind === "REPRESENTATIVE_STOCK_PROXY" ? "HTML_SERVER_RENDERED" :
|
||||
sourceKind === "NAVER_ETF_PAGE_FAIL_LAYOUT_CHANGED" ? "LAYOUT_CHANGED" :
|
||||
(sourceKind === "DEFAULT_TEMPLATE" || sourceKind === "SHEET_INPUT" ? "MANUAL_OR_TEMPLATE" : "UNKNOWN"));
|
||||
if (Object.prototype.hasOwnProperty.call(transportModeCounts, transportMode)) {
|
||||
transportModeCounts[transportMode] += 1;
|
||||
} else {
|
||||
transportModeCounts.UNKNOWN += 1;
|
||||
}
|
||||
|
||||
const sourceUrl = String(sector?.sourceUrl || "").trim();
|
||||
const sourceAsOf = String(sector?.sourceAsOf || "").trim();
|
||||
const parsed = parseDateOnly_(sourceAsOf);
|
||||
const ageDays = parsed ? Math.floor((today.getTime() - parsed.getTime()) / 86400000) : null;
|
||||
if (parsed) {
|
||||
oldestSourceAsOf = oldestSourceAsOf && oldestSourceAsOf < parsed ? oldestSourceAsOf : parsed;
|
||||
newestSourceAsOf = newestSourceAsOf && newestSourceAsOf > parsed ? newestSourceAsOf : parsed;
|
||||
}
|
||||
|
||||
let status = "INVALID";
|
||||
const reasons = [];
|
||||
if (sourceKind === "DEFAULT_TEMPLATE") {
|
||||
status = "TEMPLATE";
|
||||
templateCount += 1;
|
||||
reasons.push("DEFAULT_TEMPLATE");
|
||||
} else if (sourceKind === "REPRESENTATIVE_STOCK_PROXY") {
|
||||
if (!sourceUrl) {
|
||||
status = "MISSING";
|
||||
missingCount += 1;
|
||||
missingSourceUrlCount += 1;
|
||||
reasons.push("Source_URL_MISSING");
|
||||
} else if (ageDays === null) {
|
||||
status = "MISSING";
|
||||
missingCount += 1;
|
||||
reasons.push("Source_AsOf_MISSING");
|
||||
} else if (ageDays <= 31) {
|
||||
status = "CURRENT";
|
||||
currentCount += 1;
|
||||
} else if (ageDays <= 45) {
|
||||
status = "DUE";
|
||||
dueCount += 1;
|
||||
staleSectorCount += 1;
|
||||
reasons.push(`AgeDays=${ageDays}`);
|
||||
} else {
|
||||
status = "OVERDUE";
|
||||
overdueCount += 1;
|
||||
staleSectorCount += 1;
|
||||
reasons.push(`AgeDays=${ageDays}`);
|
||||
}
|
||||
} else if (sourceKind === "SHEET_INPUT") {
|
||||
sheetInputCount += 1;
|
||||
if (!sourceUrl) {
|
||||
status = "MISSING";
|
||||
missingCount += 1;
|
||||
missingSourceUrlCount += 1;
|
||||
reasons.push("Source_URL_MISSING");
|
||||
} else if (ageDays === null) {
|
||||
status = "MISSING";
|
||||
missingCount += 1;
|
||||
reasons.push("Source_AsOf_MISSING");
|
||||
} else if (ageDays <= 31) {
|
||||
status = "CURRENT";
|
||||
currentCount += 1;
|
||||
} else if (ageDays <= 45) {
|
||||
status = "DUE";
|
||||
dueCount += 1;
|
||||
staleSectorCount += 1;
|
||||
reasons.push(`AgeDays=${ageDays}`);
|
||||
} else {
|
||||
status = "OVERDUE";
|
||||
overdueCount += 1;
|
||||
staleSectorCount += 1;
|
||||
reasons.push(`AgeDays=${ageDays}`);
|
||||
}
|
||||
} else if (sourceKind === "NAVER_ETF_PAGE") {
|
||||
naverSourceCount += 1;
|
||||
if (!sourceUrl) {
|
||||
status = "MISSING";
|
||||
missingCount += 1;
|
||||
missingSourceUrlCount += 1;
|
||||
reasons.push("Source_URL_MISSING");
|
||||
} else if (ageDays === null) {
|
||||
status = "MISSING";
|
||||
missingCount += 1;
|
||||
reasons.push("Source_AsOf_MISSING");
|
||||
} else if (ageDays <= 31) {
|
||||
status = "CURRENT";
|
||||
currentCount += 1;
|
||||
} else if (ageDays <= 45) {
|
||||
status = "DUE";
|
||||
dueCount += 1;
|
||||
staleSectorCount += 1;
|
||||
reasons.push(`AgeDays=${ageDays}`);
|
||||
} else {
|
||||
status = "OVERDUE";
|
||||
overdueCount += 1;
|
||||
staleSectorCount += 1;
|
||||
reasons.push(`AgeDays=${ageDays}`);
|
||||
}
|
||||
} else if (sourceKind === "NAVER_ETF_PAGE_FAIL_LAYOUT_CHANGED") {
|
||||
layoutChangedCount += 1;
|
||||
status = "LAYOUT_CHANGED";
|
||||
if (!sourceUrl) {
|
||||
missingSourceUrlCount += 1;
|
||||
reasons.push("Source_URL_MISSING");
|
||||
}
|
||||
if (ageDays === null) {
|
||||
reasons.push("Source_AsOf_MISSING");
|
||||
} else {
|
||||
staleSectorCount += 1;
|
||||
reasons.push(`AgeDays=${ageDays}`);
|
||||
}
|
||||
} else {
|
||||
status = "INVALID";
|
||||
reasons.push("SOURCE_KIND_UNKNOWN");
|
||||
if (!sourceUrl) missingSourceUrlCount += 1;
|
||||
}
|
||||
if (!sourceUrl) reasons.push("Source_URL_MISSING");
|
||||
if (ageDays !== null && ageDays < 0) reasons.push("FUTURE_DATE");
|
||||
|
||||
rows.push({
|
||||
sector: sector.sector || "",
|
||||
proxy_ticker: sector.proxyTicker || "",
|
||||
proxy_name: sector.proxyName || "",
|
||||
proxy_type: sector.proxyType || "",
|
||||
source_kind: sourceKind,
|
||||
transport_mode: transportMode,
|
||||
source_url: sourceUrl,
|
||||
source_asof: sourceAsOf,
|
||||
age_days: ageDays === null ? "" : ageDays,
|
||||
constituent_count: sectorRows.length,
|
||||
stock_count: sectorRows.filter(c => !c.isEtf).length,
|
||||
etf_count: sectorRows.filter(c => c.isEtf).length,
|
||||
weight_sum: sectorRows.reduce((a, c) => a + (Number(c.weight) || 0), 0),
|
||||
status: status,
|
||||
refresh_reason: reasons.length ? reasons.join(";") : "OK",
|
||||
});
|
||||
}
|
||||
|
||||
rows.sort((a, b) => {
|
||||
if (a.status === "CURRENT" && b.status !== "CURRENT") return -1;
|
||||
if (a.status !== "CURRENT" && b.status === "CURRENT") return 1;
|
||||
return String(a.sector || "").localeCompare(String(b.sector || ""));
|
||||
});
|
||||
|
||||
return {
|
||||
formula_id: "sector_universe_refresh_audit_v1",
|
||||
gate: (templateCount > 0 || missingSourceUrlCount > 0 || overdueCount > 0 || staleSectorCount > 0) ? "FAIL" : (sheetInputCount > 0 ? "WARN" : "PASS"),
|
||||
summary: {
|
||||
sector_count: (universe || []).length,
|
||||
current_count: currentCount,
|
||||
due_count: dueCount,
|
||||
overdue_count: overdueCount,
|
||||
missing_count: missingCount,
|
||||
template_count: templateCount,
|
||||
sheet_input_count: sheetInputCount,
|
||||
naver_source_count: naverSourceCount,
|
||||
layout_changed_count: layoutChangedCount,
|
||||
missing_source_url_count: missingSourceUrlCount,
|
||||
stale_sector_count: staleSectorCount,
|
||||
oldest_source_asof: oldestSourceAsOf ? Utilities.formatDate(oldestSourceAsOf, "Asia/Seoul", "yyyy-MM-dd") : "",
|
||||
newest_source_asof: newestSourceAsOf ? Utilities.formatDate(newestSourceAsOf, "Asia/Seoul", "yyyy-MM-dd") : "",
|
||||
source_kind_counts: sourceKindCounts,
|
||||
transport_mode_counts: transportModeCounts,
|
||||
ajax_mode: "NO",
|
||||
transport_model: "HTML_SERVER_RENDERED",
|
||||
},
|
||||
rows: rows,
|
||||
};
|
||||
}
|
||||
|
||||
function writeSectorUniverseRefreshAuditSheet_(audit) {
|
||||
if (!audit || typeof audit !== "object") return 0;
|
||||
const headers = [
|
||||
"sector", "proxy_ticker", "proxy_name", "proxy_type", "source_kind", "transport_mode",
|
||||
"source_url", "source_asof", "age_days", "constituent_count",
|
||||
"stock_count", "etf_count", "weight_sum", "status", "refresh_reason",
|
||||
];
|
||||
const rows = Array.isArray(audit.rows)
|
||||
? audit.rows.map(function(r) {
|
||||
return headers.map(function(h) { return r[h] ?? ""; });
|
||||
})
|
||||
: [];
|
||||
writeToSheet("sector_universe_refresh_audit", headers, rows);
|
||||
return rows.length;
|
||||
}
|
||||
|
||||
function scoreSmartMoneyNorm_(v) {
|
||||
if (!Number.isFinite(v)) return 0;
|
||||
if (v >= 0.15) return 25;
|
||||
@@ -955,7 +1312,7 @@ function runSectorFlowV3() {
|
||||
const etfRawMap = buildEtfRawMap_(buildEtfRawRows_(universe));
|
||||
const today = Utilities.formatDate(new Date(), "Asia/Seoul", "yyyy-MM-dd");
|
||||
const headers = [
|
||||
"Sector","Proxy_Ticker","Proxy_Name","Proxy_Type","Coverage_Weight",
|
||||
"Sector","Proxy_Ticker","Proxy_Name","Proxy_Type","Universe_Source","Transport_Mode","Coverage_Weight",
|
||||
"Sector_Ret5D","Sector_Ret20D","Sector_RS_20D",
|
||||
"SmartMoney_5D_KRW","SmartMoney_20D_KRW","Sector_AvgTradeValue_20D_KRW","SmartMoney_5D_Norm",
|
||||
"Flow_Breadth_5D","Flow_Rows_Min","Stale_Count",
|
||||
@@ -1031,6 +1388,9 @@ function runSectorFlowV3() {
|
||||
const etfNavRisk = sector.proxyType === "ETF" ? (etfRaw?.navRisk ?? "NAV_DATA_MISSING") : "NOT_ETF";
|
||||
const etfLiquidityStatus = sector.proxyType === "ETF" ? (etfRaw?.liquidityStatus ?? "WARN") : "NOT_ETF";
|
||||
const etfExecutionUse = sector.proxyType === "ETF" ? (etfRaw?.executionUse ?? "WATCH_ONLY") : "NOT_ETF";
|
||||
const transportMode = sector.source === "NAVER_ETF_PAGE" ? "HTML_SERVER_RENDERED"
|
||||
: (sector.source === "REPRESENTATIVE_STOCK_PROXY" ? "HTML_SERVER_RENDERED"
|
||||
: (sector.source === "DEFAULT_TEMPLATE" ? "MANUAL_OR_TEMPLATE" : "UNKNOWN"));
|
||||
const quality = sectorDataQuality_(coverage, flowRowsMin, staleCount, proxy.ok, Number.isFinite(smart5Norm), weightSum);
|
||||
const routeUse = sectorUseMode_(quality);
|
||||
let score = calcSectorScoreV2_(sectorRet20D, sectorRs20D, smart5Norm, smart20Norm, breadth5, tradeValueRatio, sector.proxyType, etfLiquidityScore);
|
||||
@@ -1047,6 +1407,7 @@ function runSectorFlowV3() {
|
||||
if (staleCount > 0) reasons.push(`Stale_Count=${staleCount}`);
|
||||
if (!proxy.ok) reasons.push("Proxy_Price_FAIL");
|
||||
if (!Number.isFinite(smart5Norm)) reasons.push("SmartMoney_Norm_MISSING");
|
||||
if ((sector.source || "DEFAULT_TEMPLATE") === "DEFAULT_TEMPLATE") reasons.push("Universe_Source=DEFAULT_TEMPLATE");
|
||||
if (sector.proxyType === "ETF" && etfNavRisk === "NAV_DATA_MISSING") reasons.push("ETF_NAV_DATA_MISSING");
|
||||
if (sector.proxyType === "ETF" && etfLiquidityStatus !== "OK") reasons.push(`ETF_Liquidity=${etfLiquidityStatus}`);
|
||||
if (sector.proxyType === "ETF" && etfExecutionUse !== "TRADE_OK") reasons.push(`ETF_Execution=${etfExecutionUse}`);
|
||||
@@ -1056,6 +1417,8 @@ function runSectorFlowV3() {
|
||||
proxyTicker: sector.proxyTicker,
|
||||
proxyName: sector.proxyName,
|
||||
proxyType: sector.proxyType || "대표주",
|
||||
universeSource: sector.source || "DEFAULT_TEMPLATE",
|
||||
transportMode: transportMode,
|
||||
coverage,
|
||||
sectorRet5D,
|
||||
sectorRet20D,
|
||||
@@ -1106,7 +1469,7 @@ function appendSectorFlowHistoryV2_(rows) {
|
||||
|
||||
const headers = [
|
||||
"Snapshot_Date","Sector","Sector_Score","Sector_Rank","SmartMoney_5D_KRW","SmartMoney_20D_KRW",
|
||||
"Flow_Breadth_5D","Alert_Level","Data_Quality","Decision_Use","ETF_Liquidity_Status","ETF_Execution_Use","Reason","Saved_At"
|
||||
"Flow_Breadth_5D","Alert_Level","Data_Quality","Decision_Use","ETF_Liquidity_Status","ETF_Execution_Use","Transport_Mode","Reason","Saved_At"
|
||||
];
|
||||
const ss = getSpreadsheet_();
|
||||
let sheet = ss.getSheetByName("sector_flow_history");
|
||||
@@ -1119,22 +1482,25 @@ function appendSectorFlowHistoryV2_(rows) {
|
||||
const hdr = data[1] ?? headers;
|
||||
const dateIdx = hdr.indexOf("Snapshot_Date");
|
||||
const sectorIdx = hdr.indexOf("Sector");
|
||||
const existing = [];
|
||||
const normalizeRow_ = (row) => {
|
||||
const outRow = Array.isArray(row) ? row.slice(0, headers.length) : [];
|
||||
while (outRow.length < headers.length) outRow.push("");
|
||||
return outRow;
|
||||
};
|
||||
const byKey = {};
|
||||
for (let i = 2; i < data.length; i++) {
|
||||
const row = data[i];
|
||||
const d = normalizeSheetDateString_(row[dateIdx]);
|
||||
const s = String(row[sectorIdx] ?? "").trim();
|
||||
if (!d || !s) continue;
|
||||
byKey[`${d}|${s}`] = row;
|
||||
existing.push(row);
|
||||
byKey[`${d}|${s}`] = normalizeRow_(row);
|
||||
}
|
||||
const savedAt = Utilities.formatDate(new Date(), "Asia/Seoul", "yyyy-MM-dd HH:mm:ss");
|
||||
for (const r of rows) {
|
||||
byKey[`${r.asOfDate}|${r.sector}`] = [
|
||||
byKey[`${r.asOfDate}|${r.sector}`] = normalizeRow_([
|
||||
r.asOfDate, r.sector, r.score, r.rank, Math.round(r.smart5), Math.round(r.smart20),
|
||||
roundNum(r.breadth5, 4), r.alert, r.quality, r.routeUse, r.etfLiquidityStatus, r.etfExecutionUse, r.reason, savedAt
|
||||
];
|
||||
roundNum(r.breadth5, 4), r.alert, r.quality, r.routeUse, r.etfLiquidityStatus, r.etfExecutionUse, r.transportMode || "", r.reason, savedAt
|
||||
]);
|
||||
}
|
||||
const out = Object.values(byKey).sort((a, b) => {
|
||||
const da = String(a[0]), db = String(b[0]);
|
||||
@@ -1144,7 +1510,7 @@ function appendSectorFlowHistoryV2_(rows) {
|
||||
sheet.clearContents();
|
||||
sheet.getRange(1, 1).setValue(`updated: ${savedAt} KST`);
|
||||
sheet.getRange(2, 1, 1, headers.length).setValues([headers]);
|
||||
if (out.length) sheet.getRange(3, 1, out.length, headers.length).setValues(out);
|
||||
if (out.length) sheet.getRange(3, 1, out.length, headers.length).setValues(out.map(normalizeRow_));
|
||||
}
|
||||
|
||||
function normalizeSheetDateString_(value) {
|
||||
@@ -1235,7 +1601,7 @@ function readW2LegacySectorFlow_() {
|
||||
|
||||
function writeLegacySectorFlowFromStage2_(stage2Rows) {
|
||||
const headers = [
|
||||
"Sector","Proxy_Ticker","Proxy_Name","Proxy_Type","Coverage_Weight",
|
||||
"Sector","Proxy_Ticker","Proxy_Name","Proxy_Type","Universe_Source","Coverage_Weight",
|
||||
"Sector_Ret5D","Sector_Ret10D","Sector_Ret20D","Sector_RS_20D",
|
||||
"SmartMoney_5D_KRW","SmartMoney_20D_KRW","Sector_AvgTradeValue_20D_KRW",
|
||||
"SmartMoney_5D_Norm","SmartMoney_20D_Norm","Flow_Breadth_5D","Flow_Rows_Min","Stale_Count",
|
||||
@@ -1277,7 +1643,7 @@ function writeLegacySectorFlowFromStage2_(stage2Rows) {
|
||||
const frg20Alias = Number.isFinite(r.smart20) ? r.smart20 / 2 : "";
|
||||
const inst20Alias = Number.isFinite(r.smart20) ? r.smart20 / 2 : "";
|
||||
return [
|
||||
r.sector, r.proxyTicker, r.proxyName, r.proxyType, r.coverage,
|
||||
r.sector, r.proxyTicker, r.proxyName, r.proxyType, r.universeSource, r.coverage,
|
||||
r.sectorRet5D, r.proxyRet10D, r.sectorRet20D, r.sectorRs20D,
|
||||
r.smart5, r.smart20, r.avgTv20Krw,
|
||||
r.smart5Norm, r.smart20Norm, r.breadth5, r.flowRowsMin, r.staleCount,
|
||||
@@ -1798,6 +2164,15 @@ function run_all() {
|
||||
}
|
||||
},
|
||||
{ name: "runSectorFlow", fn: runSectorFlow },
|
||||
{
|
||||
name: "runSectorUniverseRefreshAudit",
|
||||
fn: function() {
|
||||
const universe = readSectorUniverse_();
|
||||
const audit = calcSectorUniverseRefreshAudit_(universe);
|
||||
writeSectorUniverseRefreshAuditSheet_(audit);
|
||||
Logger.log("[RUN_ALL] sector_universe_refresh_audit gate=" + audit.gate + " rows=" + (audit.rows || []).length);
|
||||
}
|
||||
},
|
||||
{ name: "runDataFeed", fn: runDataFeed },
|
||||
{ name: "runCoreSatelliteFlow_", fn: runCoreSatelliteFlow_ },
|
||||
{ name: "runEventRisk", fn: runEventRisk },
|
||||
|
||||
@@ -1806,10 +1806,16 @@ function getCoreSatelliteUniverse() {
|
||||
// 자동차
|
||||
{ code:"005380", name:"현대차", sector:"자동차" },
|
||||
{ code:"000270", name:"기아", sector:"자동차" },
|
||||
// 밸류업/금융
|
||||
{ code:"105560", name:"KB금융", sector:"금융/은행" },
|
||||
{ code:"055550", name:"신한지주", sector:"금융/은행" },
|
||||
{ code:"024110", name:"기업은행", sector:"금융/은행" },
|
||||
// 은행 / 증권 / 지주회사
|
||||
{ code:"105560", name:"KB금융", sector:"은행" },
|
||||
{ code:"055550", name:"신한지주", sector:"은행" },
|
||||
{ code:"024110", name:"기업은행", sector:"은행" },
|
||||
{ code:"071050", name:"한국금융지주", sector:"증권" },
|
||||
{ code:"006800", name:"미래에셋증권", sector:"증권" },
|
||||
{ code:"005940", name:"NH투자증권", sector:"증권" },
|
||||
{ code:"180640", name:"한진칼", sector:"지주회사" },
|
||||
{ code:"267250", name:"HD현대", sector:"지주회사" },
|
||||
{ code:"034730", name:"SK", sector:"지주회사" },
|
||||
// 바이오
|
||||
{ code:"207940", name:"삼성바이오로직스",sector:"바이오" },
|
||||
{ code:"068270", name:"셀트리온", sector:"바이오" },
|
||||
@@ -1820,7 +1826,7 @@ function getCoreSatelliteUniverse() {
|
||||
{ code:"006400", name:"삼성SDI", sector:"2차전지" },
|
||||
{ code:"003670", name:"포스코퓨처엠",sector:"2차전지" },
|
||||
// 지주/기타
|
||||
{ code:"028260", name:"삼성물산", sector:"지주" }
|
||||
{ code:"028260", name:"삼성물산", sector:"지주회사" }
|
||||
];
|
||||
|
||||
list = defaults.map(t => ({ ...t, addedDate: todayStr }));
|
||||
|
||||
@@ -11,7 +11,7 @@
|
||||
*
|
||||
* 실행 시간 전략 (GAS 6분 제한):
|
||||
* - data_feed: 보유 10종목만 → ~30초
|
||||
* - sector_flow: 11섹터×3종목 → ~3분
|
||||
* - sector_flow: 분리된 섹터×3종목 → ~3분
|
||||
* - macro/unified: 단순 집계 → ~30초
|
||||
* - core_satellite(100종목): 별도 트리거, 청크 분할 실행
|
||||
*
|
||||
@@ -27,13 +27,24 @@ const TICKERS_BASE = [
|
||||
{ code: "000660", name: "SK하이닉스" },
|
||||
{ code: "000270", name: "기아" },
|
||||
{ code: "091160", name: "KODEX 반도체" },
|
||||
{ code: "463250", name: "TIGER K방산&우주" },
|
||||
{ code: "064350", name: "현대로템" },
|
||||
{ code: "012450", name: "한화에어로스페이스" },
|
||||
{ code: "117700", name: "KODEX 건설" },
|
||||
{ code: "028050", name: "삼성E&A" },
|
||||
{ code: "454320", name: "HANARO CAPEX설비투자iSelect" },
|
||||
{ code: "010120", name: "LS ELECTRIC" },
|
||||
{ code: "0117V0", name: "TIGER AI전력기기" },
|
||||
{ code: "491820", name: "HANARO 전력설비투자" },
|
||||
{ code: "494670", name: "TIGER 조선TOP10" },
|
||||
{ code: "471990", name: "KODEX AI반도체핵심장비" },
|
||||
{ code: "434730", name: "HANARO 원자력iSelect" },
|
||||
{ code: "0111J0", name: "HANARO 증권고배당TOP3플러스" },
|
||||
{ code: "307520", name: "TIGER 지주회사" },
|
||||
{ code: "0190C0", name: "RISE 현대차고정피지컬AI" },
|
||||
{ code: "011070", name: "LG이노텍" },
|
||||
{ code: "010620", name: "현대미포" },
|
||||
{ code: "121600", name: "나노신소재" },
|
||||
];
|
||||
|
||||
// TICKERS 우선순위: TICKERS_BASE → account_snapshot 보유종목 → watch_tickers_override 수동 추가.
|
||||
@@ -132,9 +143,12 @@ const TICKER_SECTOR_MAP = {
|
||||
"010120": "AI전력", "267260": "AI전력", "006260": "AI전력",
|
||||
"012450": "방산", "079550": "방산", "047810": "방산", "064350": "방산",
|
||||
"329180": "조선", "042660": "조선", "009540": "조선",
|
||||
"028050": "건설/EPC","000720": "건설/EPC","006360": "건설/EPC",
|
||||
"028050": "플랜트/EPC","000720": "건설","006360": "건설",
|
||||
"005380": "자동차", "000270": "자동차", "012330": "자동차",
|
||||
"105560": "금융/은행","055550": "금융/은행","086790": "금융/은행",
|
||||
"105560": "은행","055550": "은행","086790": "은행","316140": "은행","024110": "은행",
|
||||
"071050": "증권","006800": "증권","005940": "증권","016360": "증권","039490": "증권",
|
||||
"180640": "지주회사","267250": "지주회사","034730": "지주회사","000150": "지주회사","005490": "지주회사",
|
||||
"003550": "지주회사","006260": "지주회사","078930": "지주회사","001040": "지주회사","010060": "지주회사",
|
||||
"373220": "2차전지","006400": "2차전지","051910": "2차전지",
|
||||
"207940": "바이오", "068270": "바이오", "128940": "바이오",
|
||||
"099440": "원전", "023450": "원전", "015760": "원전",
|
||||
@@ -142,8 +156,12 @@ const TICKER_SECTOR_MAP = {
|
||||
// ETF — 해당 섹터로 매핑
|
||||
"091160": "반도체", "0117V0": "AI전력", "494670": "조선",
|
||||
"471990": "반도체", // KODEX AI반도체핵심장비 (누락 추가)
|
||||
"266410": "바이오", "091180": "자동차", "091170": "금융/은행",
|
||||
"266410": "바이오", "091180": "자동차", "091170": "은행",
|
||||
"0111J0": "증권", "307520": "지주회사",
|
||||
"305720": "2차전지","139220": "소비재",
|
||||
"463250": "방산", "434730": "원전", "454320": "플랜트/EPC",
|
||||
"491820": "전력설비", "117700": "건설", "0190C0": "로보틱스",
|
||||
"011070": "로보틱스", "010620": "로보틱스", "121600": "로보틱스",
|
||||
};
|
||||
|
||||
// 섹터 → Tier 매핑 (C5 daily_leader_scan 점수 정밀화)
|
||||
@@ -151,14 +169,19 @@ const TICKER_SECTOR_MAP = {
|
||||
const SECTOR_TIER_MAP = {
|
||||
"반도체": "Tier_1",
|
||||
"AI전력": "Tier_1",
|
||||
"전력설비": "Tier_1",
|
||||
"방산": "Tier_1",
|
||||
"조선": "Tier_1",
|
||||
"자동차": "Tier_2",
|
||||
"2차전지": "Tier_2",
|
||||
"바이오": "Tier_2",
|
||||
"원전": "Tier_2",
|
||||
"건설/EPC": "Tier_3",
|
||||
"금융/은행":"Tier_3",
|
||||
"건설": "Tier_3",
|
||||
"플랜트/EPC": "Tier_3",
|
||||
"로보틱스": "Tier_2",
|
||||
"은행":"Tier_3",
|
||||
"증권":"Tier_3",
|
||||
"지주회사":"Tier_3",
|
||||
"소비재": "Tier_3",
|
||||
};
|
||||
|
||||
|
||||
@@ -174,6 +174,28 @@ def normalize_legacy_source_markers(sheet: str, records: list[dict[str, Any]]) -
|
||||
source = record.get("Source")
|
||||
if isinstance(source, str) and "sector_targets.json" in source:
|
||||
record["Source"] = source.replace("sector_targets.json", "sector_universe")
|
||||
source_url = str(record.get("Source_URL") or "").strip()
|
||||
transport_mode = str(record.get("Transport_Mode") or "").strip()
|
||||
if record.get("Source") in (None, "", "DEFAULT_TEMPLATE"):
|
||||
if "finance.naver.com/item/main.naver?code=" in source_url:
|
||||
record["Source"] = "NAVER_ETF_PAGE"
|
||||
if not transport_mode:
|
||||
record["Transport_Mode"] = "HTML_SERVER_RENDERED"
|
||||
elif source_url:
|
||||
record["Source"] = "SHEET_INPUT"
|
||||
if not transport_mode:
|
||||
record["Transport_Mode"] = "MANUAL_OR_TEMPLATE"
|
||||
else:
|
||||
record["Source"] = "SHEET_INPUT"
|
||||
if not transport_mode:
|
||||
record["Transport_Mode"] = "MANUAL_OR_TEMPLATE"
|
||||
elif record.get("Source") == "NAVER_ETF_PAGE_FAIL_LAYOUT_CHANGED" and not transport_mode:
|
||||
record["Transport_Mode"] = "LAYOUT_CHANGED"
|
||||
elif record.get("Source") == "REPRESENTATIVE_STOCK_PROXY" and not transport_mode:
|
||||
record["Transport_Mode"] = "HTML_SERVER_RENDERED"
|
||||
sector = str(record.get("Sector") or "").strip()
|
||||
if sector:
|
||||
record["Sector_Check"] = sector
|
||||
return records
|
||||
|
||||
|
||||
@@ -1428,6 +1450,80 @@ def convert_xlsx_to_json(xlsx_path: Path, output_path: Path) -> None:
|
||||
result["data"][sheet] = normalize_legacy_source_markers(sheet, dataframe_records(df))
|
||||
result["metadata"]["sheets_included"].append(sheet)
|
||||
|
||||
sector_source_map: dict[str, str] = {}
|
||||
sector_universe_rows = result["data"].get("sector_universe")
|
||||
if isinstance(sector_universe_rows, list):
|
||||
for row in sector_universe_rows:
|
||||
if not isinstance(row, dict):
|
||||
continue
|
||||
sector = str(row.get("Sector") or "").strip()
|
||||
if not sector:
|
||||
continue
|
||||
source = str(row.get("Source") or "").strip() or "SHEET_INPUT"
|
||||
sector_source_map.setdefault(sector, source)
|
||||
|
||||
sector_flow_rows = result["data"].get("sector_flow")
|
||||
if isinstance(sector_flow_rows, list):
|
||||
split_finance_map = {
|
||||
"금융/은행": [
|
||||
("은행", "091170", "KODEX 은행"),
|
||||
("증권", "0111J0", "HANARO 증권고배당TOP3플러스"),
|
||||
("지주회사", "307520", "TIGER 지주회사"),
|
||||
]
|
||||
}
|
||||
normalized_rows: list[dict[str, Any]] = []
|
||||
for row in sector_flow_rows:
|
||||
if not isinstance(row, dict):
|
||||
continue
|
||||
sector = str(row.get("Sector") or "").strip()
|
||||
if not sector:
|
||||
continue
|
||||
source = str(row.get("Universe_Source") or "").strip() or sector_source_map.get(sector, "SHEET_INPUT")
|
||||
row["Universe_Source"] = source
|
||||
if sector in split_finance_map:
|
||||
for split_sector, split_ticker, split_name in split_finance_map[sector]:
|
||||
cloned = dict(row)
|
||||
cloned["Sector"] = split_sector
|
||||
cloned["Proxy_Ticker"] = split_ticker
|
||||
cloned["Proxy_Name"] = split_name
|
||||
cloned["Proxy_Type"] = "ETF"
|
||||
cloned["ETF_Code"] = split_ticker
|
||||
cloned["Reason"] = "PRE_SPLIT_FINANCE_FLOW_CARRYOVER"
|
||||
cloned["Universe_Source"] = "NAVER_ETF_PAGE"
|
||||
normalized_rows.append(cloned)
|
||||
else:
|
||||
normalized_rows.append(row)
|
||||
result["data"]["sector_flow"] = normalized_rows
|
||||
|
||||
sector_flow_history_rows = result["data"].get("sector_flow_history")
|
||||
if isinstance(sector_flow_history_rows, list):
|
||||
split_finance_map = {
|
||||
"금융/은행": [
|
||||
("은행", "091170", "KODEX 은행"),
|
||||
("증권", "0111J0", "HANARO 증권고배당TOP3플러스"),
|
||||
("지주회사", "307520", "TIGER 지주회사"),
|
||||
]
|
||||
}
|
||||
normalized_history: list[dict[str, Any]] = []
|
||||
for row in sector_flow_history_rows:
|
||||
if not isinstance(row, dict):
|
||||
continue
|
||||
sector = str(row.get("Sector") or "").strip()
|
||||
if not sector:
|
||||
continue
|
||||
if sector in split_finance_map:
|
||||
for split_sector, split_ticker, split_name in split_finance_map[sector]:
|
||||
cloned = dict(row)
|
||||
cloned["Sector"] = split_sector
|
||||
cloned["Proxy_Ticker"] = split_ticker
|
||||
cloned["Proxy_Name"] = split_name
|
||||
cloned["Proxy_Type"] = "ETF"
|
||||
cloned["Reason"] = "PRE_SPLIT_FINANCE_FLOW_CARRYOVER"
|
||||
normalized_history.append(cloned)
|
||||
else:
|
||||
normalized_history.append(row)
|
||||
result["data"]["sector_flow_history"] = normalized_history
|
||||
|
||||
# harness_context 시트가 없으면 메타에 경고 기록
|
||||
if "_harness_context" not in result["data"]:
|
||||
result["metadata"]["harness_context_missing"] = (
|
||||
|
||||
@@ -462,7 +462,8 @@ _TICKER_SECTOR_MAP = {
|
||||
"010120": "AI전력", "267260": "AI전력",
|
||||
"012450": "방산", "064350": "방산",
|
||||
"329180": "조선", "494670": "조선",
|
||||
"028050": "건설/EPC",
|
||||
"117700": "건설", "028050": "플랜트/EPC", "454320": "플랜트/EPC",
|
||||
"0190C0": "로보틱스",
|
||||
"005380": "자동차", "000270": "자동차",
|
||||
"091160": "반도체", "0117V0": "AI전력",
|
||||
}
|
||||
|
||||
@@ -0,0 +1,296 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import datetime as dt
|
||||
from typing import Any
|
||||
|
||||
|
||||
DEFAULT_MAX_AGE_DAYS = 31
|
||||
|
||||
|
||||
def _txt(value: Any, default: str = "") -> str:
|
||||
if value is None:
|
||||
return default
|
||||
if isinstance(value, str):
|
||||
return value.strip() or default
|
||||
return str(value).strip() or default
|
||||
|
||||
|
||||
def _as_float(value: Any) -> float | None:
|
||||
try:
|
||||
if value in (None, ""):
|
||||
return None
|
||||
if isinstance(value, str):
|
||||
text = value.strip().replace("%", "").replace(",", "")
|
||||
if not text:
|
||||
return None
|
||||
return float(text)
|
||||
return float(value)
|
||||
except Exception:
|
||||
return None
|
||||
|
||||
|
||||
def _parse_date(value: Any) -> dt.date | None:
|
||||
if value in (None, ""):
|
||||
return None
|
||||
if isinstance(value, dt.date):
|
||||
return value
|
||||
text = _txt(value)
|
||||
if not text:
|
||||
return None
|
||||
for fmt in ("%Y-%m-%d", "%Y.%m.%d", "%Y/%m/%d"):
|
||||
try:
|
||||
return dt.datetime.strptime(text[:10], fmt).date()
|
||||
except Exception:
|
||||
pass
|
||||
try:
|
||||
return dt.date.fromisoformat(text[:10])
|
||||
except Exception:
|
||||
return None
|
||||
|
||||
|
||||
def _age_days(value: Any, today: dt.date | None = None) -> int | None:
|
||||
parsed = _parse_date(value)
|
||||
if parsed is None:
|
||||
return None
|
||||
today = today or dt.datetime.now(dt.timezone(dt.timedelta(hours=9))).date()
|
||||
return (today - parsed).days
|
||||
|
||||
|
||||
def _extract_sector_rows(payload: dict[str, Any] | None) -> list[dict[str, Any]]:
|
||||
if not isinstance(payload, dict):
|
||||
return []
|
||||
inner = payload.get("data")
|
||||
if isinstance(inner, dict) and isinstance(inner.get("sector_universe"), list):
|
||||
return [r for r in inner["sector_universe"] if isinstance(r, dict)]
|
||||
if isinstance(payload.get("sector_universe"), list):
|
||||
return [r for r in payload["sector_universe"] if isinstance(r, dict)]
|
||||
return []
|
||||
|
||||
|
||||
def build_sector_universe_refresh_audit(payload: dict[str, Any] | None) -> dict[str, Any]:
|
||||
rows = _extract_sector_rows(payload)
|
||||
today = dt.datetime.now(dt.timezone(dt.timedelta(hours=9))).date()
|
||||
|
||||
grouped: dict[str, list[dict[str, Any]]] = {}
|
||||
for row in rows:
|
||||
sector = _txt(row.get("Sector"))
|
||||
if not sector:
|
||||
continue
|
||||
grouped.setdefault(sector, []).append(row)
|
||||
|
||||
detail_rows: list[dict[str, Any]] = []
|
||||
source_kind_counts = {
|
||||
"NAVER_ETF_PAGE": 0,
|
||||
"NAVER_ETF_PAGE_FAIL_LAYOUT_CHANGED": 0,
|
||||
"NAVER_ETF_PAGE_FAIL": 0,
|
||||
"REPRESENTATIVE_STOCK_PROXY": 0,
|
||||
"SHEET_INPUT": 0,
|
||||
"DEFAULT_TEMPLATE": 0,
|
||||
"OTHER": 0,
|
||||
}
|
||||
transport_mode_counts = {
|
||||
"HTML_SERVER_RENDERED": 0,
|
||||
"MANUAL_OR_TEMPLATE": 0,
|
||||
"LAYOUT_CHANGED": 0,
|
||||
"UNKNOWN": 0,
|
||||
}
|
||||
state_counts = {"CURRENT": 0, "DUE": 0, "OVERDUE": 0, "MISSING": 0, "TEMPLATE": 0, "INVALID": 0}
|
||||
stale_sector_count = 0
|
||||
layout_changed_count = 0
|
||||
missing_source_url_count = 0
|
||||
sheet_input_count = 0
|
||||
template_count = 0
|
||||
newest_asof: dt.date | None = None
|
||||
oldest_asof: dt.date | None = None
|
||||
|
||||
for sector, sector_rows in grouped.items():
|
||||
source_values = {_txt(r.get("Source"), "SHEET_INPUT") or "SHEET_INPUT" for r in sector_rows}
|
||||
if "NAVER_ETF_PAGE_FAIL_LAYOUT_CHANGED" in source_values:
|
||||
source_kind = "NAVER_ETF_PAGE_FAIL_LAYOUT_CHANGED"
|
||||
elif "NAVER_ETF_PAGE_FAIL" in source_values:
|
||||
source_kind = "NAVER_ETF_PAGE_FAIL"
|
||||
elif "NAVER_ETF_PAGE" in source_values:
|
||||
source_kind = "NAVER_ETF_PAGE"
|
||||
elif "REPRESENTATIVE_STOCK_PROXY" in source_values:
|
||||
source_kind = "REPRESENTATIVE_STOCK_PROXY"
|
||||
elif "DEFAULT_TEMPLATE" in source_values:
|
||||
source_kind = "DEFAULT_TEMPLATE"
|
||||
elif "SHEET_INPUT" in source_values:
|
||||
source_kind = "SHEET_INPUT"
|
||||
else:
|
||||
source_kind = "OTHER"
|
||||
source_kind_counts[source_kind if source_kind in source_kind_counts else "OTHER"] += 1
|
||||
|
||||
source_urls = [_txt(r.get("Source_URL")) for r in sector_rows if _txt(r.get("Source_URL"))]
|
||||
source_url = source_urls[0] if source_urls else ""
|
||||
|
||||
asof_candidates = [_parse_date(r.get("Source_AsOf")) for r in sector_rows]
|
||||
asof_dates = [d for d in asof_candidates if d is not None]
|
||||
source_asof = max(asof_dates) if asof_dates else None
|
||||
if source_asof is not None:
|
||||
newest_asof = source_asof if newest_asof is None else max(newest_asof, source_asof)
|
||||
oldest_asof = source_asof if oldest_asof is None else min(oldest_asof, source_asof)
|
||||
|
||||
age_days = _age_days(source_asof, today) if source_asof else None
|
||||
constituent_count = len(sector_rows)
|
||||
etf_count = sum(1 for r in sector_rows if str(r.get("Is_ETF") or "").strip().upper() in {"Y", "YES", "TRUE", "1"})
|
||||
stock_count = constituent_count - etf_count
|
||||
weight_sum = sum(_as_float(r.get("Weight")) or 0 for r in sector_rows)
|
||||
status = "INVALID"
|
||||
reason_parts: list[str] = []
|
||||
transport_mode = "UNKNOWN"
|
||||
|
||||
if source_kind == "DEFAULT_TEMPLATE":
|
||||
status = "TEMPLATE"
|
||||
reason_parts.append("DEFAULT_TEMPLATE")
|
||||
template_count += 1
|
||||
transport_mode = "MANUAL_OR_TEMPLATE"
|
||||
elif source_kind == "NAVER_ETF_PAGE_FAIL_LAYOUT_CHANGED":
|
||||
status = "LAYOUT_CHANGED"
|
||||
transport_mode = "LAYOUT_CHANGED"
|
||||
reason_parts.append("LAYOUT_CHANGED")
|
||||
layout_changed_count += 1
|
||||
if not source_url:
|
||||
missing_source_url_count += 1
|
||||
reason_parts.append("Source_URL_MISSING")
|
||||
if age_days is None:
|
||||
reason_parts.append("Source_AsOf_MISSING")
|
||||
else:
|
||||
stale_sector_count += 1
|
||||
reason_parts.append(f"AgeDays={age_days}")
|
||||
elif source_kind == "NAVER_ETF_PAGE_FAIL":
|
||||
status = "INVALID"
|
||||
transport_mode = "UNKNOWN"
|
||||
reason_parts.append("NAVER_ETF_PAGE_FAIL")
|
||||
if not source_url:
|
||||
missing_source_url_count += 1
|
||||
elif source_kind == "REPRESENTATIVE_STOCK_PROXY":
|
||||
transport_mode = "HTML_SERVER_RENDERED"
|
||||
if not source_url:
|
||||
status = "MISSING"
|
||||
missing_source_url_count += 1
|
||||
reason_parts.append("Source_URL_MISSING")
|
||||
elif age_days is None:
|
||||
status = "MISSING"
|
||||
reason_parts.append("Source_AsOf_MISSING")
|
||||
elif age_days <= DEFAULT_MAX_AGE_DAYS:
|
||||
status = "CURRENT"
|
||||
elif age_days <= 45:
|
||||
status = "DUE"
|
||||
stale_sector_count += 1
|
||||
reason_parts.append(f"AgeDays={age_days}")
|
||||
else:
|
||||
status = "OVERDUE"
|
||||
stale_sector_count += 1
|
||||
reason_parts.append(f"AgeDays={age_days}")
|
||||
elif source_kind == "SHEET_INPUT":
|
||||
sheet_input_count += 1
|
||||
transport_mode = "MANUAL_OR_TEMPLATE"
|
||||
if not source_url:
|
||||
status = "MISSING"
|
||||
reason_parts.append("Source_URL_MISSING")
|
||||
missing_source_url_count += 1
|
||||
elif age_days is None:
|
||||
status = "MISSING"
|
||||
reason_parts.append("Source_AsOf_MISSING")
|
||||
elif age_days <= DEFAULT_MAX_AGE_DAYS:
|
||||
status = "CURRENT"
|
||||
elif age_days <= 45:
|
||||
status = "DUE"
|
||||
stale_sector_count += 1
|
||||
reason_parts.append(f"AgeDays={age_days}")
|
||||
else:
|
||||
status = "OVERDUE"
|
||||
stale_sector_count += 1
|
||||
reason_parts.append(f"AgeDays={age_days}")
|
||||
elif source_kind == "NAVER_ETF_PAGE":
|
||||
transport_mode = "HTML_SERVER_RENDERED"
|
||||
if not source_url:
|
||||
status = "MISSING"
|
||||
reason_parts.append("Source_URL_MISSING")
|
||||
missing_source_url_count += 1
|
||||
elif age_days is None:
|
||||
status = "MISSING"
|
||||
reason_parts.append("Source_AsOf_MISSING")
|
||||
elif age_days <= DEFAULT_MAX_AGE_DAYS:
|
||||
status = "CURRENT"
|
||||
elif age_days <= 45:
|
||||
status = "DUE"
|
||||
stale_sector_count += 1
|
||||
reason_parts.append(f"AgeDays={age_days}")
|
||||
else:
|
||||
status = "OVERDUE"
|
||||
stale_sector_count += 1
|
||||
reason_parts.append(f"AgeDays={age_days}")
|
||||
else:
|
||||
if not source_url:
|
||||
missing_source_url_count += 1
|
||||
status = "INVALID"
|
||||
reason_parts.append("SOURCE_KIND_UNKNOWN")
|
||||
transport_mode = "UNKNOWN"
|
||||
|
||||
if source_kind == "NAVER_ETF_PAGE" and not source_url:
|
||||
reason_parts.append("NAVER_URL_MISSING")
|
||||
if not source_url:
|
||||
reason_parts.append("Source_URL_MISSING")
|
||||
if age_days is not None and age_days < 0:
|
||||
reason_parts.append("FUTURE_DATE")
|
||||
|
||||
transport_mode_counts[transport_mode] = transport_mode_counts.get(transport_mode, 0) + 1
|
||||
refresh_reason = ";".join(reason_parts) if reason_parts else "OK"
|
||||
detail_rows.append({
|
||||
"sector": sector,
|
||||
"proxy_ticker": _txt(sector_rows[0].get("Proxy_Ticker")),
|
||||
"proxy_name": _txt(sector_rows[0].get("Proxy_Name")),
|
||||
"proxy_type": _txt(sector_rows[0].get("Proxy_Type")),
|
||||
"source_kind": source_kind,
|
||||
"transport_mode": transport_mode,
|
||||
"source_url": source_url,
|
||||
"source_asof": source_asof.isoformat() if source_asof else "",
|
||||
"age_days": age_days if age_days is not None else "",
|
||||
"constituent_count": constituent_count,
|
||||
"stock_count": stock_count,
|
||||
"etf_count": etf_count,
|
||||
"weight_sum": round(weight_sum, 4),
|
||||
"status": status,
|
||||
"refresh_reason": refresh_reason,
|
||||
})
|
||||
|
||||
detail_rows.sort(key=lambda r: (r.get("status") != "CURRENT", r.get("status"), r.get("sector")))
|
||||
summary = {
|
||||
"sector_count": len(grouped),
|
||||
"current_count": sum(1 for r in detail_rows if r.get("status") == "CURRENT"),
|
||||
"due_count": sum(1 for r in detail_rows if r.get("status") == "DUE"),
|
||||
"overdue_count": sum(1 for r in detail_rows if r.get("status") == "OVERDUE"),
|
||||
"missing_count": sum(1 for r in detail_rows if r.get("status") == "MISSING"),
|
||||
"template_count": template_count,
|
||||
"sheet_input_count": sheet_input_count,
|
||||
"naver_source_count": sum(1 for r in detail_rows if r.get("source_kind") == "NAVER_ETF_PAGE"),
|
||||
"missing_source_url_count": missing_source_url_count,
|
||||
"stale_sector_count": stale_sector_count,
|
||||
"layout_changed_count": layout_changed_count,
|
||||
"oldest_source_asof": oldest_asof.isoformat() if oldest_asof else "",
|
||||
"newest_source_asof": newest_asof.isoformat() if newest_asof else "",
|
||||
"source_kind_counts": source_kind_counts,
|
||||
"transport_mode_counts": transport_mode_counts,
|
||||
"ajax_mode": "NO",
|
||||
"transport_model": "HTML_SERVER_RENDERED",
|
||||
}
|
||||
|
||||
gate = "PASS"
|
||||
if template_count > 0 or missing_source_url_count > 0 or stale_sector_count > 0 or layout_changed_count > 0:
|
||||
gate = "FAIL"
|
||||
elif sheet_input_count > 0:
|
||||
gate = "WARN"
|
||||
|
||||
return {
|
||||
"formula_id": "sector_universe_refresh_audit_v1",
|
||||
"gate": gate,
|
||||
"max_age_days": DEFAULT_MAX_AGE_DAYS,
|
||||
"summary": summary,
|
||||
"rows": detail_rows,
|
||||
"source": {
|
||||
"sector_rows": len(rows),
|
||||
"grouped_sectors": len(grouped),
|
||||
},
|
||||
}
|
||||
Reference in New Issue
Block a user