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>
2026-06-13 13:20:14 +09:00
commit ee3e799de1
1474 changed files with 176087 additions and 0 deletions
@@ -0,0 +1,13 @@
+case_id: EX_AVOID_001
+type: AVOID
+input_summary:
+  flow_ok: "N"
+  atr20_status: "DATA_MISSING"
+  total_score: 88
+expected_output:
+  investment_action: "AVOID"
+  grade: "D"
+  reason: "Risk/data hard filters override high score."
+  triggered_rules:
+    - "Flow_OK=N이면 신규매수 금지"
+    - "ATR20 미확인 시 정수 매수수량 산출 금지"
@@ -0,0 +1,18 @@
+case_id: EX_BUY_001
+type: BUY
+input_summary:
+  data_status: "all_required_fields_ok"
+  hard_filters: "pass"
+  flow_rows: 20
+  atr20_status: "OK"
+  total_heat_pct: 5.5
+  expected_edge: 2.1
+expected_output:
+  investment_action: "BUY"
+  grade: "A"
+  required_order_fields: ["account", "ticker", "limit_price", "quantity", "stop_price", "stop_quantity", "take_profit_price", "take_profit_quantity"]
+  rule_ids_used:
+    - "risk_policy.master_prohibitions"
+    - "data_contract.data_completeness_gate"
+    - "position_sizing.volatility_targeting"
+    - "output_schema.buy_proposal_template.validation"
@@ -0,0 +1,4 @@
+{"case_id":"EX_BUY_001","type":"BUY","expected_action":"BUY","required_rules":["HF001_DATA_MATRIX_REQUIRED","HF002_ATR20_REQUIRED_FOR_QUANTITY","HF006_BUY_ORDER_SET_REQUIRED"]}
+{"case_id":"EX_SELL_001","type":"SELL","expected_action":"SELL","required_rules":["HF003_HOLDINGS_REQUIRED_FOR_SELL_QTY","spec/exit/stop_loss.yaml:stop_loss.relative_weakness_exit"]}
+{"case_id":"EX_REJECT_001","type":"REJECT","expected_action":"AVOID","required_rules":["HF005_TOTAL_HEAT_HARD_BLOCK"]}
+{"case_id":"EX_INSUFFICIENT_DATA_001","type":"INSUFFICIENT_DATA","expected_action":"INSUFFICIENT_DATA","required_rules":["HF001_DATA_MATRIX_REQUIRED","HF002_ATR20_REQUIRED_FOR_QUANTITY"]}
@@ -0,0 +1,143 @@
+{
+  "schema_version": "2026-05-15-F6-compat-output",
+  "analysis_date": "2026-05-15",
+  "analysis_scope": {
+    "scope_type": "SINGLE_TICKER",
+    "tickers": ["005930"],
+    "accounts": ["일반계좌"]
+  },
+  "data_basis": {
+    "as_of": "2026-05-15 16:30 KST",
+    "timezone": "Asia/Seoul",
+    "sources": [
+      {
+        "name": "sample",
+        "type": "CALCULATED",
+        "status": "OK",
+        "note": "schema validation sample"
+      }
+    ]
+  },
+  "capture_read_ledger": [
+    {
+      "source": "sample",
+      "account": "일반계좌",
+      "screen_type": "unknown",
+      "read_values": {},
+      "confidence": 0,
+      "applied_to_orders": false,
+      "read_status": "NOT_PROVIDED",
+      "next_source_to_check": "HTS 보유종목/현금 화면 캡처"
+    }
+  ],
+  "portfolio_decision": {
+    "final_action": "WATCH",
+    "grade": "C",
+    "confidence_score": 50,
+    "rationale": "검증용 샘플. 실제 투자 판단 아님."
+  },
+  "scores": {
+    "quality_score": null,
+    "valuation_score": null,
+    "momentum_score": null,
+    "risk_score": 50,
+    "strategy_score": null,
+    "portfolio_fit_score": null,
+    "total_score": null,
+    "score_formula": "not_calculated",
+    "score_notes": ["검증 샘플이므로 점수 산출 생략"]
+  },
+  "position_sizing": {
+    "status": "NOT_APPLICABLE",
+    "recommended_position_size_pct": null,
+    "max_allowed_position_size_pct": null,
+    "risk_budget": null,
+    "atr20": null,
+    "calculated_quantity": null,
+    "final_quantity": null,
+    "reason": "WATCH 샘플로 수량 산출 대상 아님"
+  },
+  "risk_gate": {
+    "status": "CAUTION",
+    "cash_floor_status": "UNKNOWN",
+    "total_heat_pct": null,
+    "hard_stop_triggered": false,
+    "triggered_rules": []
+  },
+  "data_completeness_matrix": [
+    {
+      "ticker": "005930",
+      "name": "삼성전자",
+      "price_status": "OK",
+      "flow5d_status": "PARTIAL",
+      "flow20d_status": "DATA_MISSING",
+      "atr20_status": "DATA_MISSING",
+      "dart_status": "NOT_APPLICABLE",
+      "missing_fields": ["ATR20", "Flow20D"],
+      "next_source_to_check": "KRX/Naver/Yahoo 21거래일 OHLC 및 수급",
+      "allowed_action": "WATCH_ONLY"
+    }
+  ],
+  "decision_trace": [
+    {
+      "state": "DATA_COMPLETENESS_CHECK",
+      "check_id": "DCC_SAMPLE_001",
+      "rule_ref": "spec/09_decision_flow.yaml:decision_flow.states.DATA_COMPLETENESS_CHECK",
+      "inputs_used": ["ticker", "ATR20", "Flow20D"],
+      "result": "INSUFFICIENT_DATA",
+      "selected_action": "WATCH",
+      "blocked_actions": ["BUY"],
+      "missing_inputs": ["ATR20", "Flow20D"],
+      "tie_breaker_applied": "5: 보수적 행동"
+    }
+  ],
+  "orders": [],
+  "prohibited_calculations": [
+    {
+      "item": "buy_quantity",
+      "reason": "ATR20 DATA_MISSING",
+      "next_source_to_check": "21거래일 OHLC"
+    }
+  ],
+  "triggered_rules": [
+    {
+      "file": "spec/00_execution_contract.yaml",
+      "path": "master_prohibitions.P2_no_atr_extrapolation",
+      "result": "BLOCK",
+      "explanation": "ATR20 미확인으로 정수 매수수량 산출 금지"
+    }
+  ],
+  "missing_data": [
+    {
+      "field": "ATR20",
+      "status": "DATA_MISSING",
+      "next_source_to_check": "Yahoo/Naver OHLC"
+    }
+  ],
+  "invalidation_conditions": [
+    {
+      "condition": "ATR20 remains DATA_MISSING",
+      "action": "NO_BUY_QUANTITY",
+      "rule_ref": "spec/00_execution_contract.yaml:master_prohibitions.P2_no_atr_extrapolation"
+    }
+  ],
+  "evidence": [
+    {
+      "field": "ticker",
+      "value": "005930",
+      "source": "sample",
+      "as_of": "2026-05-15",
+      "data_tag": "계산값"
+    }
+  ],
+  "rule_ids_used": ["P2_no_atr_extrapolation"],
+  "rules_used": [
+    {
+      "file": "spec/00_execution_contract.yaml",
+      "path": "master_prohibitions.P2_no_atr_extrapolation",
+      "result": "USED",
+      "explanation": "정수 매수수량 산출 금지 규칙 확인"
+    }
+  ],
+  "summary": "검증용 WATCH 샘플. 실제 투자 판단이 아니다."
+}
@@ -0,0 +1,11 @@
+case_id: EX_HOLD_001
+type: HOLD
+input_summary:
+  current_holding_confirmed: true
+  grade: "B"
+  current_weight_within_band: true
+  expected_edge: 1.8
+expected_output:
+  investment_action: "HOLD"
+  report_section: "current_holdings_analysis_report_template"
+  reason: "보유수량·평단·현재가 확인 후 유지 조건 충족."
@@ -0,0 +1,15 @@
+case_id: EX_INSUFFICIENT_DATA_001
+type: INSUFFICIENT_DATA
+input_summary:
+  holdings_screen: "NOT_PROVIDED"
+  cash_available: "DATA_MISSING"
+  atr20_status: "DATA_MISSING"
+expected_output:
+  investment_action: "INSUFFICIENT_DATA"
+  prohibited_outputs:
+    - "매도수량 숫자"
+    - "매수수량 숫자"
+    - "A등급"
+  next_source_to_check:
+    - "계좌 잔고 원장"
+    - "21거래일 OHLC for ATR20"
@@ -0,0 +1,14 @@
+case_id: EX_REJECT_001
+type: REJECT
+input_summary:
+  strategy_score: 91
+  total_heat_pct: 10.4
+  cash_floor_status: "BLOCK"
+  atr20_status: "OK"
+expected_output:
+  investment_action: "AVOID"
+  grade: "D"
+  reason: "Risk hard block overrides high strategy score."
+  triggered_rules:
+    - "HF005_TOTAL_HEAT_HARD_BLOCK"
+    - "spec/risk/aggregate_risk.yaml:risk_control.aggregate_risk_cap.threshold.hard_block"
@@ -0,0 +1,21 @@
+case_id: EX_SELL_001
+type: SELL
+input_summary:
+  confirmed_holding_quantity: 120
+  price_status: "OK"
+  flow20d_status: "OK"
+  trend_status: "20일선 이탈"
+  risk_trigger: "relative_weakness_exit"
+expected_output:
+  investment_action: "SELL"
+  required_fields:
+    - "account"
+    - "ticker"
+    - "limit_price_krw"
+    - "quantity"
+    - "rationale"
+  prohibited_if_missing:
+    - "confirmed_holding_quantity"
+  rule_ids_used:
+    - "HF003_HOLDINGS_REQUIRED_FOR_SELL_QTY"
+    - "spec/exit/stop_loss.yaml:stop_loss.relative_weakness_exit"