feat: 리밸런싱 엔진 V1 + GAS 버그 수정 (2026-06-13)
주요 변경: - tools/build_rebalance_engine_v1.py: REBALANCE_ENGINE_V1 신규 * account_snapshot 직접 합산(_build_snap_position_map) → 소수주 분리 행 병합 * 레짐 소스 macro.REGIME_PRELIM 최우선 (GAS 와 동일) - src/gas_adapter_parts/gdf_06_rebalance.gs: runRebalanceSheet_() 신규 * Logger.log / getSpreadsheet_() 로 run_all 연동 수정 - src/gas_adapter_parts/gdc_01_fetch_fundamentals.gs * _mergePositionRecord_(): 소수주 중복 행 합산 신규 * parseInt → parseFloat (qty, availQty) - src/gas_adapter_parts/gdf_01_price_metrics.gs * 미보유 종목 SELL_READY → WATCH_EXIT_SIGNAL - spec/41_release_dag.yaml: build_rebalance_sheet 노드 추가 (step_count 63) - spec/51_formula_lifecycle_registry.yaml: REBALANCE_ENGINE_V1 등록 Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
@@ -0,0 +1,23 @@
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{
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"formula_id": "ALPHA_LEAD_THRESHOLD_OPTIMIZER_V3",
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"gate": "PASS",
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"prediction_match_rate_pct": 54.76,
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"t5_direction_accuracy_pct": 54.76,
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"late_chase_false_positive_rate": 20.0,
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"buy_after_5d_runup_without_pullback_count": 0,
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"threshold_ledger": [
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{
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"threshold": 75,
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"pullback_quality": 60,
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"distribution_score": 2.0,
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"action": "PILOT_ALLOWED"
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},
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{
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"threshold": 65,
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"pullback_quality": 50,
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"distribution_score": 1.5,
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"action": "CANDIDATE_ONLY"
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}
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],
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"generated_at": "2026-06-03T09:08:54.180836+00:00"
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}
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@@ -0,0 +1,33 @@
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{
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"formula_id": "ANTI_LATE_ENTRY_PULLBACK_GATE_V4",
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"gate": "WATCH",
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"late_chase_buy_violations": 0,
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"late_chase_false_positive_rate": 33.65,
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"buy_after_5d_runup_without_pullback_count": 0,
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"pullback_quality_required_for_buy": 60,
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"distribution_score_for_buy": 1.5,
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"prediction_match_rate_pct": 54.76,
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"t5_direction_accuracy_pct": 54.76,
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"late_chase_operational_samples": 263,
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"late_chase_gate_hit_miss_rate_published": true,
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"threshold_ledger": [
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{
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"threshold": 75,
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"pullback_quality": 60,
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"distribution_score": 2.0,
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"action": "PILOT_ALLOWED"
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},
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{
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"threshold": 65,
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"pullback_quality": 50,
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"distribution_score": 1.5,
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"action": "CANDIDATE_ONLY"
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}
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],
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"supporting_artifacts": [
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"Temp/alpha_lead_threshold_optimizer_v3.json",
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"Temp/buy_anti_late_entry_lock_v1.json",
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"Temp/late_chase_attribution_v1.json"
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],
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"generated_at": "2026-06-03T15:58:27.382232+00:00"
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}
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@@ -0,0 +1,24 @@
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{
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"formula_id": "CANONICAL_METRICS_V4",
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"generated_at": "2026-05-31T23:23:43+09:00",
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"builder_version": "v5.todo.batch",
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"canonical_metrics": [
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{
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"metric_id": "global_execution_gate",
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"canonical_json_path": "Temp/final_execution_decision_v3.json",
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"value": "AUDIT_ONLY"
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},
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{
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"metric_id": "schema_presence_score",
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"canonical_json_path": "Temp/data_integrity_100_lock_v5.json",
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"value": 95.5
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},
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{
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"metric_id": "pass_100_gate",
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"canonical_json_path": "Temp/pass_100_criteria_v1.json",
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"value": "BLOCK_EXECUTION"
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}
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],
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"authority_collision_count": 0,
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"stale_artifact_count": 0
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}
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@@ -0,0 +1,8 @@
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{
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"formula_id": "DISTRIBUTION_RISK_SCORE_V4",
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"generated_at": "2026-05-31T23:23:43+09:00",
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"builder_version": "v5.todo.batch",
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"distribution_risk_coverage_pct": 100.0,
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"false_chase_entry_rate_max_pct": 20.0,
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"high_risk_count": 0
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}
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@@ -0,0 +1,36 @@
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{
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"formula_id": "FINAL_EXECUTION_DECISION_V4",
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"global_execution_gate": "AUDIT_ONLY",
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"buy_allowed": false,
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"sell_allowed": false,
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"hts_order_count": 0,
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"child_engine_internal_allowed": true,
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"child_execution_state": "THEORETICAL_ONLY",
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"precedence_note": "child_engine_internal_allowed=True는 현금회복 계산이 내부적으로 허용됨을 의미한다. HTS 주문 실행은 global_execution_gate==HTS_READY일 때만 허용된다.",
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"reason_codes": [
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"TRUTH_GATE=BLOCK_EXECUTION",
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"TRUTH_SCORE=70.00",
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"READINESS_GATE=WATCH_PENDING_SAMPLE",
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"EXECUTION_READINESS_MATRIX=BLOCK_EXECUTION:0.00"
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],
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"llm_allowed_actions": [
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"AUDIT_ONLY",
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"RENDER_LEDGER_ONLY",
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"SHADOW_LEDGER_ONLY"
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],
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"decision_basis": {
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"truth_gate": "BLOCK_EXECUTION",
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"truth_score_0_100": 70.0,
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"final_judgment_gate": "PASS",
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"final_judgment_coverage_pct": 100.0,
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"smart_cash_recovery_status": "PASS",
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"smart_cash_recovery_child_engine_internal_allowed": true,
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"smart_cash_recovery_value_damage_pct": 0.0,
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"readiness_gate": "WATCH_PENDING_SAMPLE",
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"execution_readiness_matrix_gate": "BLOCK_EXECUTION",
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"execution_readiness_min_axis_score": 0.0,
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"hts_candidate_rows": 0
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},
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"generated_at": "2026-06-06T11:52:58.416423+00:00",
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"input_hash": "8af12b88c7f8b3d3803cf447d309394aa83ddd3576f9427282992cb9e9e757d9"
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}
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@@ -0,0 +1,180 @@
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{
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"formula_id": "PASS_100_CRITERIA_V3",
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"is_active": true,
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"authority_note": "유일한 active PASS_100 기준. v1/v2는 legacy_reference_only.",
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"legacy_files": [
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"pass_100_criteria_v2.json"
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],
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"gate": "BLOCK_EXECUTION",
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"pass_100_allowed": false,
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"score_0_100": 46.15,
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"passed_count": 6,
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"failed_count": 7,
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"failed_criteria": [
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"RELEASE_GATE_TRUTH_V1",
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"OPERATIONAL_TRUTH_SCORE_100",
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"EXECUTION_TRUTH_SCORE_100",
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"PERFORMANCE_READINESS_GE_90",
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"FINAL_EXECUTION_HTS_READY",
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"HTS_ORDER_COUNT_GT_0",
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"EXECUTION_READINESS_MATRIX_PASS_100"
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],
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"criteria": [
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{
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"criterion_id": "RELEASE_GATE_TRUTH_V1",
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"actual": {
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"honest_proof_score": 56.57,
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"honest_gate": "FAIL",
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"cosmetic_gate": "FAIL",
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"effective_release_gate": "FAIL"
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},
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"target": "honest_proof_score >= 70.0 AND honest_gate == PASS",
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"passed": false,
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"source_json": "algorithm_guidance_proof_v1.json",
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"formula_id": "RELEASE_GATE_TRUTH_V1",
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"remediation": "honest_proof_score < 70 → T+20 표본 30건 축적 후 자동 해소 (~2026-07)",
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"remediation_type": "DATA_GATED",
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"data_gated_until": "2026-07-15"
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},
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{
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"criterion_id": "SCHEMA_PRESENCE_100",
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"actual": 100.0,
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"target": "== 100",
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"passed": true,
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"source_json": "data_quality_reconciliation_v1.json",
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"formula_id": "DATA_QUALITY_RECONCILIATION_V1",
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"remediation": "NONE",
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"remediation_type": "NONE"
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},
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{
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"criterion_id": "FORMULA_RUNTIME_COVERAGE_100",
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"actual": 100.0,
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"target": "== 100",
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"passed": true,
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"source_json": "strategy_hardening_harness_v2.json",
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"formula_id": "STRATEGY_HARDENING_HARNESS_V2",
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"remediation": "NONE",
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"remediation_type": "NONE"
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},
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{
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"criterion_id": "CONFIDENCE_CAP_BASIS_GE_90",
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"actual": 100.0,
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"target": ">= 90",
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"passed": true,
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"source_json": "data_quality_reconciliation_v1.json",
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"formula_id": "DATA_QUALITY_RECONCILIATION_V1",
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"remediation": "NONE",
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"remediation_type": "NONE"
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},
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{
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"criterion_id": "SINGLE_TRUTH_NO_CONFLICT",
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"actual": 0,
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"target": "== 0",
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"passed": true,
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"source_json": "single_truth_ledger_v2.json",
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"formula_id": "SINGLE_TRUTH_LEDGER_V2",
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"remediation": "NONE",
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"remediation_type": "NONE"
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},
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{
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"criterion_id": "OPERATIONAL_TRUTH_SCORE_100",
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"actual": 70.0,
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"target": "== 100 and gate PASS_100",
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"passed": false,
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"source_json": "operational_truth_score_v1.json",
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"formula_id": "OPERATIONAL_TRUTH_SCORE_V1",
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"remediation": "export_gate 해소(HTS 캡처) + performance_readiness 해소 필요",
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"remediation_type": "DATA_GATED",
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"data_gated_until": "2026-07-15"
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},
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{
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"criterion_id": "EXECUTION_TRUTH_SCORE_100",
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"actual": 0.0,
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"target": "== 100",
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"passed": false,
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"source_json": "operational_truth_score_v1.json",
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"formula_id": "OPERATIONAL_TRUTH_SCORE_V1",
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"remediation": "HTS 캡처 → export_gate PASS → execution_truth 자동 해소",
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"remediation_type": "OPERATIONAL_ACTION"
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},
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{
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"criterion_id": "PERFORMANCE_READINESS_GE_90",
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"actual": 50.0,
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"target": ">= 90 and readiness_gate PERFORMANCE_READY",
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"passed": false,
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"source_json": "operational_truth_score_v1.json",
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"formula_id": "OPERATIONAL_TRUTH_SCORE_V1",
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"remediation": "T+20 운영 표본 30건 필요 — 매일 자동 축적 (~2026-07-05~07-15)",
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"remediation_type": "DATA_GATED",
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"data_gated_until": "2026-07-15"
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},
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{
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"criterion_id": "SMART_CASH_VALUE_DAMAGE_LE_10",
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"actual": {
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"value_damage_adj": 0.0,
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"value_damage_raw": 0.0,
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"source": "smart_cash_recovery_v7.json"
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},
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"target": "<= 10 (adj and raw)",
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"passed": true,
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"source_json": "smart_cash_recovery_v7.json",
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"formula_id": "SMART_CASH_RECOVERY_V7",
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"remediation": "NONE",
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||||
"remediation_type": "NONE"
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||||
},
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{
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||||
"criterion_id": "SMART_CASH_EXECUTION_ALLOWED",
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"actual": true,
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"target": "is true and status PASS",
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"passed": true,
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"source_json": "smart_cash_recovery_v7.json",
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"formula_id": "SMART_CASH_RECOVERY_V7",
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||||
"remediation": "NONE",
|
||||
"remediation_type": "NONE"
|
||||
},
|
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{
|
||||
"criterion_id": "FINAL_EXECUTION_HTS_READY",
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"actual": "AUDIT_ONLY",
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"target": "HTS_READY",
|
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"passed": false,
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"source_json": "final_execution_decision_v2.json",
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"formula_id": "FINAL_EXECUTION_DECISION_V2",
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"remediation": "PERFORMANCE_READINESS_GE_90 해소 후 자동 연쇄 해소 (~2026-07-15)",
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"remediation_type": "DATA_GATED",
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"data_gated_until": "2026-07-15"
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},
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{
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||||
"criterion_id": "HTS_ORDER_COUNT_GT_0",
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"actual": 0,
|
||||
"target": "> 0",
|
||||
"passed": false,
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||||
"source_json": "final_execution_decision_v2.json",
|
||||
"formula_id": "FINAL_EXECUTION_DECISION_V2",
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"remediation": "FINAL_EXECUTION_HTS_READY 해소 후 자동 연쇄 해소 (~2026-07-15)",
|
||||
"remediation_type": "DATA_GATED",
|
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"data_gated_until": "2026-07-15"
|
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},
|
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{
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"criterion_id": "EXECUTION_READINESS_MATRIX_PASS_100",
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"actual": {
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"gate": "BLOCK_EXECUTION",
|
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"min_axis_score": 0.0
|
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},
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"target": "gate PASS_100 and min_axis_score 100",
|
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"passed": false,
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"source_json": "execution_readiness_matrix_v1.json",
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"formula_id": "EXECUTION_READINESS_MATRIX_V1",
|
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"remediation": "HTS 캡처(OPERATIONAL_ACTION) + T+20 표본 축적(DATA_GATED) 후 자동 해소",
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"remediation_type": "OPERATIONAL_ACTION"
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||||
}
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],
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"effective_release_gate": "FAIL",
|
||||
"release_gate_note": "[RELEASE_BLOCKED_BY_TRUTH_GATE: honest=56.57 < 70]",
|
||||
"hts_order_mode": "THEORETICAL_ONLY",
|
||||
"targets": {
|
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"completion_definition": "PASS_100 only when every criterion passed",
|
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"hts_execution_definition": "HTS execution forbidden unless FINAL_EXECUTION_HTS_READY and HTS_ORDER_COUNT_GT_0 pass",
|
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"llm_role": "copy criteria and render ledgers only; no ad-hoc numeric overrides",
|
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"release_gate_truth_definition": "effective_release_gate = AND(cosmetic_gate, honest_gate); honest_proof_score < 70 → THEORETICAL_ONLY"
|
||||
}
|
||||
}
|
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@@ -0,0 +1,20 @@
|
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{
|
||||
"formula_id": "PREDICTION_ACCURACY_HARNESS_V5",
|
||||
"generated_at": "2026-06-03T00:00:00+09:00",
|
||||
"builder_version": "v5.todo.batch.p0-3",
|
||||
"t20_operational_sample": 0,
|
||||
"t20_operational_accuracy_pct": null,
|
||||
"performance_readiness_score": 50.0,
|
||||
"prediction_match_rate_pct": 47.28,
|
||||
"operational_t5_sample_count": 0,
|
||||
"operational_t20_sample_count": 0,
|
||||
"data_origin_audit": {
|
||||
"operational_sample_count": 0,
|
||||
"replay_sample_count": 804,
|
||||
"untagged_row_count": 0,
|
||||
"unrealized_outcome_row_count": 0,
|
||||
"replay_in_live_stats": 0,
|
||||
"operational_only_accuracy": true,
|
||||
"untagged_label": "INSUFFICIENT_OP_SAMPLES(n=0)"
|
||||
}
|
||||
}
|
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@@ -0,0 +1,37 @@
|
||||
{
|
||||
"formula_id": "VALUE_PRESERVING_CASH_RAISE_V9",
|
||||
"generated_at": "2026-06-03T13:32:06.415328+00:00",
|
||||
"cash_shortfall_min_krw": 36092555.0,
|
||||
"raw_value_damage_pct_avg": 15.7,
|
||||
"adjusted_value_damage_pct_avg": 0.0,
|
||||
"value_damage_gate_input": 15.7,
|
||||
"rebound_capture_probability": 0.0,
|
||||
"selected_sell_combo": [
|
||||
{
|
||||
"ticker": "064350",
|
||||
"source": "BREACH_FULL_LIQUIDATION",
|
||||
"expected_immediate_krw": 57841575
|
||||
}
|
||||
],
|
||||
"liquidation_policy_check": {
|
||||
"breach_full_liquidation_count": 1,
|
||||
"breach_violations": [
|
||||
{
|
||||
"ticker": "064350",
|
||||
"issue": "LP002_BREACH_FULL_LIQUIDATION_BAN",
|
||||
"note": "oversold 또는 brt_verdict!=BROKEN — K2 50/50 적용 필요"
|
||||
}
|
||||
],
|
||||
"k2_split_applied": [],
|
||||
"single_stock_max_concentration_pct": 100.0,
|
||||
"value_damage_cap_pass": false,
|
||||
"rebound_capture_probability": 0.0,
|
||||
"lp004_blocked": true,
|
||||
"lp002_blocked": true
|
||||
},
|
||||
"gate": "FAIL",
|
||||
"gate_failures": [
|
||||
"LP004_VALUE_DAMAGE_CAP_EXCEEDED",
|
||||
"LP002_BREACH_FULL_LIQUIDATION_DETECTED"
|
||||
]
|
||||
}
|
||||
@@ -0,0 +1,8 @@
|
||||
{
|
||||
"formula_id": "SMART_MONEY_LIQUIDITY_EVIDENCE_GATE_V5",
|
||||
"generated_at": "2026-05-31T23:23:43+09:00",
|
||||
"builder_version": "v5.todo.batch",
|
||||
"gate": "OK",
|
||||
"ticker_count": 11,
|
||||
"freshness_sla_breaches": 0
|
||||
}
|
||||
Reference in New Issue
Block a user