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섹터 유니버스 분리와 월간 갱신 정합화

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김재현
2026-06-15 02:29:29 +09:00
parent e2820065d1
commit 82ca4ddbfd
11 changed files with 1658 additions and 43 deletions
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src/gas/core/gas_lib.gs
+402 -27
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@@ -1,5 +1,5 @@
// gas_lib.gs - Common utilities & static features
// Last Updated: 2026-06-14 20:48:30 KST
// Last Updated: 2026-06-15 02:20:50 KST
// Math/KRX utils, sheet I/O, sector flow, Web API, static runners
// GAS global scope: functions in gas_data_feed.gs / gas_data_collect.gs callable directly
//
@@ -593,7 +593,14 @@ const DEFAULT_SECTOR_UNIVERSE_V2 = [
{ code: "062040", name: "산일전기", weight: 0.10 },
{ code: "298040", name: "효성중공업", weight: 0.10 },
]},
{ sector: "방산", proxyTicker: "012450", proxyName: "한화에어로스페이스", proxyType: "대표주", baseTicker: "069500", constituents: [
{ sector: "전력설비", proxyTicker: "491820", proxyName: "HANARO 전력설비투자", proxyType: "ETF", baseTicker: "069500", constituents: [
{ code: "010120", name: "LS ELECTRIC", weight: 0.28 },
{ code: "267260", name: "HD현대일렉트릭", weight: 0.28 },
{ code: "298040", name: "효성중공업", weight: 0.18 },
{ code: "006260", name: "LS", weight: 0.14 },
{ code: "099440", name: "두산에너빌리티", weight: 0.12 },
]},
{ sector: "방산", proxyTicker: "463250", proxyName: "TIGER K방산&우주", proxyType: "ETF", baseTicker: "069500", constituents: [
{ code: "012450", name: "한화에어로스페이스", weight: 0.45 },
{ code: "079550", name: "LIG넥스원", weight: 0.25 },
{ code: "047810", name: "한국항공우주", weight: 0.15 },
@@ -605,23 +612,49 @@ const DEFAULT_SECTOR_UNIVERSE_V2 = [
{ code: "009540", name: "HD한국조선해양", weight: 0.20 },
{ code: "494670", name: "TIGER 조선TOP10", weight: 0.15, isEtf: true },
]},
{ sector: "건설/EPC", proxyTicker: "028050", proxyName: "삼성E&A", proxyType: "대표주", baseTicker: "069500", constituents: [
{ code: "028050", name: "삼성E&A", weight: 0.40 },
{ code: "000720", name: "현대건설", weight: 0.30 },
{ code: "006360", name: "GS건설", weight: 0.20 },
{ code: "047040", name: "대우건설", weight: 0.10 },
{ sector: "건설", proxyTicker: "117700", proxyName: "KODEX 건설", proxyType: "ETF", baseTicker: "069500", constituents: [
{ code: "000720", name: "현대건설", weight: 0.35 },
{ code: "006360", name: "GS건설", weight: 0.25 },
{ code: "047040", name: "대우건설", weight: 0.20 },
{ code: "294870", name: "HDC현대산업개발", weight: 0.20 },
]},
{ sector: "플랜트/EPC", proxyTicker: "454320", proxyName: "HANARO CAPEX설비투자iSelect", proxyType: "ETF", baseTicker: "069500", constituents: [
{ code: "028050", name: "삼성E&A", weight: 0.35 },
{ code: "010120", name: "LS ELECTRIC", weight: 0.20 },
{ code: "267260", name: "HD현대일렉트릭", weight: 0.20 },
{ code: "298040", name: "효성중공업", weight: 0.15 },
{ code: "099440", name: "두산에너빌리티", weight: 0.10 },
]},
{ sector: "자동차", proxyTicker: "091180", proxyName: "TIGER 자동차", proxyType: "ETF", baseTicker: "069500", constituents: [
{ code: "005380", name: "현대차", weight: 0.45 },
{ code: "000270", name: "기아", weight: 0.40 },
{ code: "012330", name: "현대모비스", weight: 0.15 },
]},
{ sector: "금융/은행", proxyTicker: "091170", proxyName: "KODEX 은행", proxyType: "ETF", baseTicker: "069500", constituents: [
{ sector: "은행", proxyTicker: "091170", proxyName: "KODEX 은행", proxyType: "ETF", baseTicker: "069500", constituents: [
{ code: "105560", name: "KB금융", weight: 0.30 },
{ code: "055550", name: "신한지주", weight: 0.30 },
{ code: "086790", name: "하나금융지주", weight: 0.20 },
{ code: "316140", name: "우리금융지주", weight: 0.10 },
{ code: "003540", name: "대신증권", weight: 0.10 },
{ code: "024110", name: "기업은행", weight: 0.10 },
]},
{ sector: "증권", proxyTicker: "0111J0", proxyName: "HANARO 증권고배당TOP3플러스", proxyType: "ETF", baseTicker: "069500", constituents: [
{ code: "071050", name: "한국금융지주", weight: 0.2135 },
{ code: "006800", name: "미래에셋증권", weight: 0.1934 },
{ code: "005940", name: "NH투자증권", weight: 0.1911 },
{ code: "016360", name: "삼성증권", weight: 0.1434 },
{ code: "039490", name: "키움증권", weight: 0.1373 },
]},
{ sector: "지주회사", proxyTicker: "307520", proxyName: "TIGER 지주회사", proxyType: "ETF", baseTicker: "069500", constituents: [
{ code: "180640", name: "한진칼", weight: 0.1535 },
{ code: "267250", name: "HD현대", weight: 0.0943 },
{ code: "034730", name: "SK", weight: 0.0884 },
{ code: "000150", name: "두산", weight: 0.0878 },
{ code: "005490", name: "POSCO홀딩스", weight: 0.0763 },
{ code: "003550", name: "LG", weight: 0.0752 },
{ code: "006260", name: "LS", weight: 0.0705 },
{ code: "078930", name: "GS", weight: 0.0498 },
{ code: "001040", name: "CJ", weight: 0.0477 },
{ code: "010060", name: "OCI홀딩스", weight: 0.0240 },
]},
{ sector: "2차전지", proxyTicker: "305720", proxyName: "KODEX 2차전지산업", proxyType: "ETF", baseTicker: "069500", constituents: [
{ code: "373220", name: "LG에너지솔루션", weight: 0.40 },
@@ -635,12 +668,29 @@ const DEFAULT_SECTOR_UNIVERSE_V2 = [
{ code: "128940", name: "한미약품", weight: 0.15 },
{ code: "000100", name: "유한양행", weight: 0.10 },
]},
{ sector: "원전", proxyTicker: "099440", proxyName: "두산에너빌리티", proxyType: "대표주", baseTicker: "069500", constituents: [
{ sector: "원전", proxyTicker: "434730", proxyName: "HANARO 원자력iSelect", proxyType: "ETF", baseTicker: "069500", constituents: [
{ code: "099440", name: "두산에너빌리티", weight: 0.45 },
{ code: "023450", name: "한전기술", weight: 0.25 },
{ code: "015760", name: "한국전력", weight: 0.20 },
{ code: "071320", name: "지역난방공사", weight: 0.10 },
]},
{ sector: "로보틱스", proxyTicker: "0190C0", proxyName: "RISE 현대차고정피지컬AI", proxyType: "ETF", baseTicker: "069500", constituents: [
{ code: "005380", name: "현대차", weight: 0.2402 },
{ code: "012330", name: "현대모비스", weight: 0.1588 },
{ code: "011070", name: "LG이노텍", weight: 0.1450 },
{ code: "000270", name: "기아", weight: 0.1234 },
{ code: "307950", name: "현대오토에버", weight: 0.0899 },
{ code: "277810", name: "레인보우로보틱스", weight: 0.0673 },
{ code: "064400", name: "LG씨엔에스", weight: 0.0519 },
{ code: "454910", name: "두산로보틱스", weight: 0.0367 },
{ code: "108490", name: "로보티즈", weight: 0.0240 },
{ code: "058610", name: "에스피지", weight: 0.0173 },
{ code: "010620", name: "현대미포", weight: 0.0135 },
{ code: "009540", name: "HD한국조선해양", weight: 0.0135 },
{ code: "011210", name: "현대위아", weight: 0.0109 },
{ code: "121600", name: "나노신소재", weight: 0.0040 },
{ code: "028050", name: "삼성E&A", weight: 0.0034 },
]},
{ sector: "소비재", proxyTicker: "139220", proxyName: "TIGER 생활소비재", proxyType: "ETF", baseTicker: "069500", constituents: [
{ code: "028260", name: "삼성물산", weight: 0.35 },
{ code: "097950", name: "CJ제일제당", weight: 0.25 },
@@ -663,6 +713,7 @@ function normalizeSectorName_(sector) {
if (s === "바이오/헬스케어") return "바이오";
if (s === "원전/에너지") return "원전";
if (s === "소비재/유통") return "소비재";
if (s === "건설/EPC") return "플랜트/EPC";
return s;
}
@@ -679,17 +730,52 @@ function readSectorUniverse_() {
const sheet = ss.getSheetByName("sector_universe");
if (!sheet) {
writeDefaultSectorUniverseSheet_();
return DEFAULT_SECTOR_UNIVERSE_V2;
return DEFAULT_SECTOR_UNIVERSE_V2.map(sector => ({
...sector,
source: sector.source || "DEFAULT_TEMPLATE",
sourceUrl: sector.sourceUrl || "",
sourceAsOf: sector.sourceAsOf || "",
constituents: sector.constituents.map(c => ({
...c,
source: c.source || sector.source || "DEFAULT_TEMPLATE",
sourceUrl: c.sourceUrl || sector.sourceUrl || "",
sourceAsOf: c.sourceAsOf || sector.sourceAsOf || "",
})),
}));
}
const data = sheet.getDataRange().getValues();
if (data.length < 3) {
writeDefaultSectorUniverseSheet_();
return DEFAULT_SECTOR_UNIVERSE_V2;
return DEFAULT_SECTOR_UNIVERSE_V2.map(sector => ({
...sector,
source: sector.source || "DEFAULT_TEMPLATE",
sourceUrl: sector.sourceUrl || "",
sourceAsOf: sector.sourceAsOf || "",
constituents: sector.constituents.map(c => ({
...c,
source: c.source || sector.source || "DEFAULT_TEMPLATE",
sourceUrl: c.sourceUrl || sector.sourceUrl || "",
sourceAsOf: c.sourceAsOf || sector.sourceAsOf || "",
})),
}));
}
const hdr = data[1].map(h => String(h).trim());
const idx = name => hdr.indexOf(name);
const required = ["Sector","Proxy_Ticker","Constituent_Code","Weight"];
if (required.some(h => idx(h) < 0)) return DEFAULT_SECTOR_UNIVERSE_V2;
if (required.some(h => idx(h) < 0)) {
return DEFAULT_SECTOR_UNIVERSE_V2.map(sector => ({
...sector,
source: sector.source || "DEFAULT_TEMPLATE",
sourceUrl: sector.sourceUrl || "",
sourceAsOf: sector.sourceAsOf || "",
constituents: sector.constituents.map(c => ({
...c,
source: c.source || sector.source || "DEFAULT_TEMPLATE",
sourceUrl: c.sourceUrl || sector.sourceUrl || "",
sourceAsOf: c.sourceAsOf || sector.sourceAsOf || "",
})),
}));
}
const map = {};
for (let i = 2; i < data.length; i++) {
@@ -706,6 +792,9 @@ function readSectorUniverse_() {
proxyName: idx("Proxy_Name") >= 0 ? String(data[i][idx("Proxy_Name")] ?? "").trim() : "",
proxyType: idx("Proxy_Type") >= 0 ? String(data[i][idx("Proxy_Type")] ?? "").trim() : "",
baseTicker: idx("Base_Ticker") >= 0 ? normalizeTickerCode(data[i][idx("Base_Ticker")]) : "069500",
source: idx("Source") >= 0 ? String(data[i][idx("Source")] ?? "").trim() : "SHEET_INPUT",
sourceUrl: idx("Source_URL") >= 0 ? String(data[i][idx("Source_URL")] ?? "").trim() : "",
sourceAsOf: idx("Source_AsOf") >= 0 ? String(data[i][idx("Source_AsOf")] ?? "").trim() : "",
constituents: [],
};
}
@@ -714,16 +803,59 @@ function readSectorUniverse_() {
name: idx("Constituent_Name") >= 0 ? String(data[i][idx("Constituent_Name")] ?? "").trim() : "",
weight,
isEtf: idx("Is_ETF") >= 0 ? boolFromSheet_(data[i][idx("Is_ETF")], false) : false,
source: idx("Source") >= 0 ? String(data[i][idx("Source")] ?? "").trim() : "SHEET_INPUT",
transportMode: idx("Transport_Mode") >= 0 ? String(data[i][idx("Transport_Mode")] ?? "").trim() : "",
sourceUrl: idx("Source_URL") >= 0 ? String(data[i][idx("Source_URL")] ?? "").trim() : "",
sourceAsOf: idx("Source_AsOf") >= 0 ? String(data[i][idx("Source_AsOf")] ?? "").trim() : "",
});
}
const sectors = Object.values(map).filter(s => s.proxyTicker && s.constituents.length > 0);
return sectors.length ? sectors : DEFAULT_SECTOR_UNIVERSE_V2;
const sectorSet = new Set(sectors.map(s => s.sector));
for (const fallback of DEFAULT_SECTOR_UNIVERSE_V2) {
if (!fallback || !fallback.sector || sectorSet.has(fallback.sector)) continue;
sectors.push({
sector: fallback.sector,
proxyTicker: fallback.proxyTicker,
proxyName: fallback.proxyName,
proxyType: fallback.proxyType,
baseTicker: fallback.baseTicker || "069500",
source: fallback.source || "DEFAULT_TEMPLATE",
transportMode: fallback.transportMode || ((fallback.source || "DEFAULT_TEMPLATE") === "NAVER_ETF_PAGE" || (fallback.source || "DEFAULT_TEMPLATE") === "REPRESENTATIVE_STOCK_PROXY" ? "HTML_SERVER_RENDERED" : "MANUAL_OR_TEMPLATE"),
sourceUrl: fallback.sourceUrl || "",
sourceAsOf: fallback.sourceAsOf || "",
constituents: fallback.constituents.map(c => ({
code: c.code,
name: c.name || "",
weight: c.weight,
isEtf: Boolean(c.isEtf),
source: c.source || fallback.source || "DEFAULT_TEMPLATE",
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"),
sourceUrl: c.sourceUrl || fallback.sourceUrl || "",
sourceAsOf: c.sourceAsOf || fallback.sourceAsOf || "",
})),
});
}
return sectors.length ? sectors : DEFAULT_SECTOR_UNIVERSE_V2.map(sector => ({
...sector,
source: sector.source || "DEFAULT_TEMPLATE",
transportMode: sector.transportMode || ((sector.source || "DEFAULT_TEMPLATE") === "NAVER_ETF_PAGE" || (sector.source || "DEFAULT_TEMPLATE") === "REPRESENTATIVE_STOCK_PROXY" ? "HTML_SERVER_RENDERED" : "MANUAL_OR_TEMPLATE"),
sourceUrl: sector.sourceUrl || "",
sourceAsOf: sector.sourceAsOf || "",
constituents: sector.constituents.map(c => ({
...c,
source: c.source || sector.source || "DEFAULT_TEMPLATE",
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"),
sourceUrl: c.sourceUrl || sector.sourceUrl || "",
sourceAsOf: c.sourceAsOf || sector.sourceAsOf || "",
})),
}));
}
function writeDefaultSectorUniverseSheet_() {
const headers = [
"Sector","Proxy_Ticker","Proxy_Name","Proxy_Type","Base_Ticker",
"Constituent_Code","Constituent_Name","Weight","Is_ETF","Enabled","Effective_Date","Source"
"Constituent_Code","Constituent_Name","Weight","Is_ETF","Enabled","Effective_Date","Source","Transport_Mode",
"Source_URL","Source_AsOf"
];
const today = Utilities.formatDate(new Date(), "Asia/Seoul", "yyyy-MM-dd");
const rows = [];
@@ -741,7 +873,10 @@ function writeDefaultSectorUniverseSheet_() {
c.isEtf ? "Y" : "N",
"Y",
today,
"sector_universe(DEFAULT_SECTOR_UNIVERSE_V2)",
sector.source || c.source || "DEFAULT_TEMPLATE",
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"),
sector.sourceUrl || c.sourceUrl || "",
sector.sourceAsOf || c.sourceAsOf || "",
]);
}
}
@@ -762,6 +897,228 @@ function sectorUseMode_(quality) {
return "INVALID";
}
function parseDateOnly_(value) {
const text = String(value ?? "").trim();
if (!text) return null;
const norm = text.replace(/\./g, "-").slice(0, 10);
if (!/^\d{4}-\d{2}-\d{2}$/.test(norm)) return null;
const parsed = new Date(norm + "T00:00:00+09:00");
return Number.isNaN(parsed.getTime()) ? null : parsed;
}
function calcSectorUniverseRefreshAudit_(universe) {
const today = new Date();
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 },