kjh2064/QuantEngineByItz
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

refactor(gas): GAS 중복 함수 제거 및 루트 레벨 stale .gs 파일 정리

Browse Source 
- gas_apex_alpha_watch.gs: gas_apex_runtime_core.gs의 5개 실 구현을 shadowing하던
  stub/구버전 제거 (applyApexMacroAlphaSuiteImpl_, applyApexMacroEventSuiteImpl_,
  calcConsistencyValidatorV2Impl_, calcMacroEventSynchronizerV1Impl_,
  calcMacroRegimeAdaptiveGateV2Impl_)
- gas_lib.gs: gdf_05_alpha_engines.gs로 이전된 runAlphaFeedbackLoop_,
  getAlphaFeedbackJson_ 스테일 사본 제거
- 루트 레벨 .gs 8개 삭제: src/gas/ 구조 이전 전 구버전, 배포 경로 밖 dead code

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
김재현
2026-06-14 17:23:14 +09:00
parent 63b1264fdf
commit e911f500fa
10 changed files with 0 additions and 7172 deletions
Download Patch File Download Diff File Expand all files Collapse all files
src/gas/core/gas_lib.gs
-162
View File
@@ -474,31 +474,6 @@ function appendAlphaHistory_(ss, aewRows, holdings, dfMap, marketRegime) {
});
}
function getAlphaFeedbackJson_() {
var defaultPayload = {
formula_id: 'ALPHA_FEEDBACK_LOOP_V1',
as_of: '',
analysis_period: '',
status: 'DATA_MISSING',
cases_analyzed: 0,
grade_count: 0,
eligible_t20_fail_rate: null,
eligible_t60_fail_rate: null,
recommended_filter_adjustments: [],
grade_summary: []
};
try {
var settings = readSettingsTab_();
var raw = settings['afl_v1_last_result'];
if (!raw) return defaultPayload;
var payload = typeof raw === 'string' ? JSON.parse(raw) : raw;
return payload && typeof payload === 'object' ? payload : defaultPayload;
} catch (e) {
Logger.log('[AFL] getAlphaFeedbackJson_ error: ' + e.message);
return defaultPayload;
}
}
// ── settings 탭 읽기 → 사용자 입력 파라미터 (total_asset 등) ────────────────
// settings 탭: row2=헤더(key|value|note), row3+=데이터
// 없으면 빈 객체 반환 (각 호출처에서 null 처리)
@@ -2406,143 +2381,6 @@ function getOrbitGapJson() {
};
}
// ── [2026-05-21_AFL_V1] ALPHA_FEEDBACK_LOOP_V1 -- monthly grade analysis ────────
function runAlphaFeedbackLoop_() {
var ss = getSpreadsheet_();
var sheet = ss.getSheetByName("alpha_history");
var today = Utilities.formatDate(new Date(), "Asia/Seoul", "yyyy-MM-dd");
var monthKey = today.substring(0, 7);
var defaultPayload = {
formula_id: 'ALPHA_FEEDBACK_LOOP_V1',
as_of: today,
analysis_period: monthKey,
status: 'DATA_MISSING',
cases_analyzed: 0,
grade_count: 0,
eligible_t20_fail_rate: null,
eligible_t60_fail_rate: null,
recommended_filter_adjustments: [],
grade_summary: []
};
if (!sheet) {
writeSettingValue_(ss, 'afl_v1_last_result', JSON.stringify(defaultPayload));
Logger.log("[AFL] alpha_history sheet not found");
return defaultPayload;
}
var data = sheet.getDataRange().getValues();
if (data.length < 2) {
writeSettingValue_(ss, 'afl_v1_last_result', JSON.stringify(defaultPayload));
Logger.log("[AFL] alpha_history has no data");
return defaultPayload;
}
var hdrRow = data[0];
var hdrMap = {};
hdrRow.forEach(function(h, i) { hdrMap[h] = i; });
var gradeStats = {};
var analyzedCases = 0;
for (var i = 1; i < data.length; i++) {
var row = data[i];
var grade = String(row[hdrMap['SAQG_Grade_At_Entry']] || '').trim();
var t20g = String(row[hdrMap['T20_Alpha_Gate']] || '').trim();
var t60g = String(row[hdrMap['T60_Alpha_Gate']] || '').trim();
if (!grade) continue;
if (!gradeStats[grade]) gradeStats[grade] = { t20_total: 0, t20_pass: 0, t60_total: 0, t60_pass: 0 };
var s = gradeStats[grade];
var skipVals = { 'NOT_YET': 1, 'EXEMPT': 1, 'DATA_MISSING': 1, '': 1 };
var hasT20 = t20g && !skipVals[t20g];
var hasT60 = t60g && !skipVals[t60g];
if (hasT20) { s.t20_total++; if (t20g === 'T20_ALPHA_PASS') s.t20_pass++; }
if (hasT60) { s.t60_total++; if (t60g === 'T60_ALPHA_PASS') s.t60_pass++; }
if (hasT20 || hasT60) analyzedCases++;
}
var gradeSummary = [];
Object.keys(gradeStats).sort().forEach(function(grade) {
var s = gradeStats[grade];
var t20FailRate = s.t20_total > 0 ? parseFloat((((s.t20_total - s.t20_pass) / s.t20_total) * 100).toFixed(2)) : null;
var t60FailRate = s.t60_total > 0 ? parseFloat((((s.t60_total - s.t60_pass) / s.t60_total) * 100).toFixed(2)) : null;
var t20PassRate = s.t20_total > 0 ? parseFloat(((s.t20_pass / s.t20_total) * 100).toFixed(2)) : null;
var t60PassRate = s.t60_total > 0 ? parseFloat(((s.t60_pass / s.t60_total) * 100).toFixed(2)) : null;
gradeSummary.push({
grade: grade,
t20_total: s.t20_total,
t20_pass: s.t20_pass,
t20_pass_rate: t20PassRate,
t20_fail_rate: t20FailRate,
t60_total: s.t60_total,
t60_pass: s.t60_pass,
t60_pass_rate: t60PassRate,
t60_fail_rate: t60FailRate,
status: (s.t20_total >= 10 || s.t60_total >= 10) ? 'ANALYZED' : 'DATA_INSUFFICIENT'
});
});
var eligibleRow = gradeStats['ELIGIBLE'] || { t20_total: 0, t20_pass: 0, t60_total: 0, t60_pass: 0 };
var eligibleT20FailRate = eligibleRow.t20_total > 0
? parseFloat((((eligibleRow.t20_total - eligibleRow.t20_pass) / eligibleRow.t20_total) * 100).toFixed(2))
: null;
var eligibleT60FailRate = eligibleRow.t60_total > 0
? parseFloat((((eligibleRow.t60_total - eligibleRow.t60_pass) / eligibleRow.t60_total) * 100).toFixed(2))
: null;
var eligibleT20PassRate = eligibleRow.t20_total > 0
? parseFloat(((eligibleRow.t20_pass / eligibleRow.t20_total) * 100).toFixed(2))
: null;
var recommendations = [];
if (analyzedCases >= 10) {
if (eligibleT20FailRate !== null && eligibleT20FailRate > 50) {
recommendations.push({
filter_id: 'SAQG_F2_RECOVERY_RATIO',
current: '1.20',
recommended: '1.35',
rationale: 'ELIGIBLE T+20 fail rate > 50%',
action: 'TIGHTEN'
});
recommendations.push({
filter_id: 'SAQG_F3_EXCESS_DRAWDOWN',
current: '5%p',
recommended: '4%p',
rationale: 'ELIGIBLE T+20 fail rate > 50%',
action: 'TIGHTEN'
});
} else if (eligibleT20PassRate !== null && eligibleT20PassRate > 70 && eligibleRow.t20_total >= 12) {
recommendations.push({
filter_id: 'SAQG_F3_EXCESS_DRAWDOWN',
current: '5%p',
recommended: '7%p',
rationale: 'ELIGIBLE T+20 success rate > 70% and cases >= 12',
action: 'RELAX_REVIEW'
});
} else {
recommendations.push({
filter_id: 'SAQG_F1_F2_F3',
current: 'UNCHANGED',
recommended: 'HOLD',
rationale: 'No threshold change supported by current sample',
action: 'HOLD'
});
}
}
var payload = {
formula_id: 'ALPHA_FEEDBACK_LOOP_V1',
as_of: today,
analysis_period: monthKey,
status: analyzedCases >= 10 ? 'ANALYZED' : 'DATA_INSUFFICIENT',
cases_analyzed: analyzedCases,
grade_count: Object.keys(gradeStats).length,
eligible_t20_fail_rate: eligibleT20FailRate,
eligible_t60_fail_rate: eligibleT60FailRate,
recommended_filter_adjustments: analyzedCases >= 10 ? recommendations : [],
grade_summary: gradeSummary
};
writeSettingValue_(ss, 'afl_v1_last_result', JSON.stringify(payload));
Logger.log('[AFL] done - ' + payload.grade_count + ' grades analyzed, cases=' + analyzedCases);
return payload;
}
// ── E2: 월말 자산 스냅샷 → monthly_history 기록 ─────────────────────────────
// 트리거: 매달 마지막 영업일 16:30 독립 실행 OR runDataFeed 완료 후 호출.
function runMonthlySnapshot() {
src/gas/engines/gas_apex_alpha_watch.gs
-124
View File
@@ -91,94 +91,6 @@ function calcAntiLateEntryGateV2Impl_(holdings, dfMap) {
return results;
}
/**
* PA5: CONSISTENCY_VALIDATOR_V2
* [P0 GAP 해소 - 데이터 정합성 검증]
*/
function calcConsistencyValidatorV2Impl_(hApex, asResult, cashFloorInfo, capturedAtIso, now) {
var checks = [];
var passed = [];
var failed = [];
var gapList = [];
// CV_01: sell_priority 방향 일관성
var sellCandidates = hApex.sell_candidates_json || [];
var tierOk = true;
for (var i = 1; i < sellCandidates.length; i++) {
if (sellCandidates[i].tier < sellCandidates[i-1].tier) {
tierOk = false;
break;
}
}
if (tierOk) passed.push('CV_01'); else failed.push({check_id: 'CV_01', reason: 'tier_reversal'});
// CV_02: 가격 순서 검증
var prices = hApex.prices_json || [];
var priceOk = true;
for (var i = 0; i < prices.length; i++) {
var p = prices[i];
if (p.stop_price && p.current_price && p.stop_price >= p.current_price) priceOk = false;
}
if (priceOk) passed.push('CV_02'); else failed.push({check_id: 'CV_02', reason: 'price_hierarchy_violation'});
// CV_06: 수량 정수 검증
var qtyOk = true;
var bqi = hApex.buy_qty_inputs_json || [];
for (var i = 0; i < bqi.length; i++) {
if (bqi[i].final_qty && bqi[i].final_qty % 1 !== 0) qtyOk = false;
}
if (qtyOk) passed.push('CV_06'); else failed.push({check_id: 'CV_06', reason: 'float_quantity'});
// CV_08: 현금 계산 경로
if (hApex.cash_ledger_basis === 'D2_ONLY') passed.push('CV_08');
else failed.push({check_id: 'CV_08', reason: 'invalid_cash_basis'});
// Score 계산
var score = Math.floor((passed.length / 12) * 100);
var status = score >= 90 ? (score === 100 ? 'PASS' : 'WARNING') : 'BLOCK';
return {
formula_id: 'CONSISTENCY_VALIDATOR_V2',
consistency_score: score,
cv_verdict: status === 'BLOCK' ? 'ABORT' : 'PASS',
block_status: status,
passed: passed,
failed: failed,
gap_list: gapList,
consistency_report_json: { score: score, passed: passed, failed: failed }
};
}
/**
* PA4: MACRO_EVENT_SYNCHRONIZER_V1
*/
function calcMacroEventSynchronizerV1Impl_(macroJson, eventRows) {
var usdKrw = Number(macroJson.usd_krw || 0);
var foreignSellDays = Number(macroJson.foreign_sell_consecutive_days || 0);
var score = 0;
if (usdKrw > 1500) score += 20;
else if (usdKrw > 1480) score += 15;
if (foreignSellDays >= 10) score += 20;
else if (foreignSellDays >= 5) score += 15;
var regime = 'MACRO_NEUTRAL';
var heatAdj = 0;
if (score >= 60) { regime = 'MACRO_CRITICAL'; heatAdj = -3; }
else if (score >= 40) { regime = 'MACRO_ELEVATED'; heatAdj = -1; }
else if (score < 20) { regime = 'MACRO_FAVORABLE'; heatAdj = 1; }
return {
formula_id: 'MACRO_EVENT_SYNCHRONIZER_V1',
macro_risk_score: score,
macro_risk_regime: regime,
effective_heat_gate_adjustment: heatAdj,
mega_sell_alert: false,
macro_event_json: { score: score, regime: regime, heat_gate_adj: heatAdj }
};
}
/**
* PA1: PREDICTIVE_ALPHA_ENGINE_V1
*/
@@ -216,29 +128,6 @@ function calcPredictiveAlphaEngineV1Impl_(holdings, dfMap, macroJson, mesResult,
return results;
}
/**
* MACRO_REGIME_ADAPTIVE_GATE_V2
*/
function calcMacroRegimeAdaptiveGateV2Impl_(macroJson, mesResult, hApex) {
var totalScore = mesResult.macro_risk_score || 0;
var regime = 'MODERATE_RISK';
var heatThreshold = 10.0;
var sizeScale = 1.0;
if (totalScore >= 75) { regime = 'EXTREME_RISK'; heatThreshold = 5.0; sizeScale = 0.25; }
else if (totalScore >= 50) { regime = 'HIGH_RISK'; heatThreshold = 7.0; sizeScale = 0.50; }
else if (totalScore < 25) { regime = 'LOW_RISK'; heatThreshold = 12.0; sizeScale = 1.10; }
return {
formula_id: 'MACRO_REGIME_ADAPTIVE_GATE_V2',
total_mrag_score: totalScore,
regime_label: regime,
effective_heat_gate_threshold: heatThreshold,
effective_position_size_scale: sizeScale,
mrag_v2_json: { score: totalScore, regime: regime }
};
}
/**
* applyAlegGate4And5Impl_
*/
@@ -263,19 +152,6 @@ function applyAlegGate4And5Impl_(alegRows, paeRows, hApex) {
return results;
}
/**
* Suite Aggregators
*/
function applyApexMacroAlphaSuiteImpl_(holdings, dfMap, hApex) {
// Placeholder for macro alpha suite
return hApex;
}
function applyApexMacroEventSuiteImpl_(hApex) {
// Placeholder for macro event suite
return hApex;
}
function applyApexPredictiveAlphaSuiteImpl_(holdings, dfMap, hApex) {
var macroJson = hApex.macro_event_json || {};
var mesResult = hApex.macro_event_json || {};