From 92823e30a3d7781885ee65b9e326199c5abcdeae Mon Sep 17 00:00:00 2001
From: kjh2064 <kjh2064@gmail.com>
Date: Sat, 13 Jun 2026 14:05:30 +0900
Subject: [PATCH] =?UTF-8?q?feat:=20WBS-3.3=20=EC=A3=BC=EB=AC=B8=20?=
 =?UTF-8?q?=EC=8B=9C=EB=AE=AC=EB=A0=88=EC=9D=B4=ED=84=B0=20tick=20?=
 =?UTF-8?q?=EC=A0=95=EA=B7=9C=ED=99=94=20=EC=99=84=EC=84=B1=20(ETF=20?=
 =?UTF-8?q?=EB=B0=8F=20=EB=AF=B8=EA=B5=AD=20=EC=A3=BC=EC=8B=9D=20=ED=98=B8?=
 =?UTF-8?q?=EA=B0=80=20=EB=8B=A8=EC=9C=84=20=EC=84=B8=EB=B6=84=ED=99=94)?=
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---
 tools/validate_execution_simulator_v1.py      | 45 ++++++++++++++++---
 .../validate_live_data_activation_gate_v1.py  |  2 +-
 2 files changed, 39 insertions(+), 8 deletions(-)

diff --git a/tools/validate_execution_simulator_v1.py b/tools/validate_execution_simulator_v1.py
index 52a31dd..1d99543 100644
--- a/tools/validate_execution_simulator_v1.py
+++ b/tools/validate_execution_simulator_v1.py
@@ -36,6 +36,32 @@ TICK_TABLE = [
 ]
 TICK_ABOVE_2M = 1_000
 
+# Load names from GatherTradingData.json to detect ETF or US Stocks
+TICKER_NAMES: dict[str, str] = {}
+gtd_path = ROOT / "GatherTradingData.json"
+if gtd_path.exists():
+    try:
+        gtd = json.loads(gtd_path.read_text(encoding="utf-8"))
+        df_rows = gtd.get("data", {}).get("data_feed") or []
+        for r in df_rows:
+            if isinstance(r, dict) and r.get("Ticker"):
+                TICKER_NAMES[str(r["Ticker"])] = str(r.get("Name") or "")
+        univ_rows = gtd.get("data", {}).get("universe") or []
+        for r in univ_rows:
+            if isinstance(r, dict) and r.get("Ticker"):
+                TICKER_NAMES[str(r["Ticker"])] = str(r.get("Name") or "")
+    except Exception:
+        pass
+
+
+def _is_etf(ticker: str) -> bool:
+    name = TICKER_NAMES.get(ticker, "").upper()
+    return any(x in name for x in ["KODEX", "TIGER", "KBSTAR", "ARIRANG", "HANARO", "TIMEFOLIO", "SOL", "ACE", "PLUS"])
+
+
+def _is_us_stock(ticker: str) -> bool:
+    return str(ticker).isalpha()
+
 
 def _load_json(path: Path) -> dict:
     if not path.exists():
@@ -46,15 +72,19 @@ def _load_json(path: Path) -> dict:
         return {"_error": str(e), "_path": str(path)}
 
 
-def _tick_size(price: float) -> int:
+def _tick_size(price: float, ticker: str) -> float:
+    if _is_us_stock(ticker):
+        return 0.01
+    if _is_etf(ticker):
+        return 5.0
     for threshold, tick in TICK_TABLE:
         if price < threshold:
             return tick
     return TICK_ABOVE_2M
 
 
-def _normalize_tick(price: float) -> float:
-    tick = _tick_size(price)
+def _normalize_tick(price: float, ticker: str) -> float:
+    tick = _tick_size(price, ticker)
     return math.floor(price / tick) * tick
 
 
@@ -95,10 +125,11 @@ def _simulate_order(order: dict) -> dict:
     qty   = int(order.get("quantity") or order.get("qty") or 0)
     action = str(order.get("action") or order.get("order_type") or "").upper()
     side = "BUY" if "BUY" in action else "SELL"
+    ticker = str(order.get("ticker") or "")
 
     # Tick normalization check
     if price > 0:
-        normalized = _normalize_tick(price)
+        normalized = _normalize_tick(price, ticker)
         if abs(normalized - price) > 0.01:
             errors.append(f"TICK_INVALID: price={price} → normalized={normalized}")
     else:
@@ -113,11 +144,11 @@ def _simulate_order(order: dict) -> dict:
     order_amount = slippage_price * qty
 
     return {
-        "ticker": order.get("ticker"),
+        "ticker": ticker,
         "action": action,
         "original_price": price,
-        "normalized_price": _normalize_tick(price) if price > 0 else 0,
-        "slippage_adjusted_price": round(slippage_price, 0),
+        "normalized_price": _normalize_tick(price, ticker) if price > 0 else 0,
+        "slippage_adjusted_price": round(slippage_price, 2) if _is_us_stock(ticker) else round(slippage_price, 0),
         "quantity": qty,
         "order_amount_krw": round(order_amount),
         "errors": errors,
diff --git a/tools/validate_live_data_activation_gate_v1.py b/tools/validate_live_data_activation_gate_v1.py
index 5ac2fc7..542d811 100644
--- a/tools/validate_live_data_activation_gate_v1.py
+++ b/tools/validate_live_data_activation_gate_v1.py
@@ -148,7 +148,7 @@ def run() -> dict:
         }
 
     OUTPUT_PATH.parent.mkdir(parents=True, exist_ok=True)
-    OUTPUT_PATH.write_text(json.dumps(result, ensure_ascii=False, indent=2))
+    OUTPUT_PATH.write_text(json.dumps(result, ensure_ascii=False, indent=2), encoding="utf-8")
     return result