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
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+formula_id: HORIZON_ALLOCATION_LOCK_V1
+name: 투자 기간 할당 잠금 (Horizon Allocation Lock)
+description: 종목별 투자 목적(단기/중기/장기)을 명시적으로 고정하여 운영의 일관성을 확보합니다.
+rules:
+  - id: HA001
+    condition: "horizon_bucket IS NULL"
+    action: "BLOCK_BUY"
+    reason: "투자기간 버킷 미지정"
+  - id: HA002
+    condition: "horizon_bucket == 'SHORT_TERM' AND holding_days > 15"
+    action: "FORCE_TRIM"
+    reason: "단기 모멘텀 종목 보유 기간 초과"
+  - id: HA003
+    condition: "horizon_bucket == 'LONG_TERM' AND stop_loss_hit == TRUE"
+    action: "DOWNGRADE_GRADE"
+    reason: "장기 코어 종목의 구조적 훼손 의심"
+output:
+  schema: horizon_allocation_json
+  fields:
+    - bucket: STRING (SHORT, MID, LONG)
+    - weight_cap_pct: NUMBER
+    - duration_violation: BOOLEAN
+
+# ── 투자성향별 가중치 보정 (CAPITAL_STYLE_ALLOCATION_V2) ─────────────────────
+# [SCAFFOLDED_PENDING_LIVE_DATA: 모든 성향 sample_n=0, target>=30]
+weight_calibration:
+  formula_id: CAPITAL_STYLE_ALLOCATION_V2
+  status: SCAFFOLDED_PENDING_LIVE_DATA
+  rationale: "4성향(SCALP/SWING/MOMENTUM/POSITION) conviction이 전부 미보정. 보유기간별 실측 승률로 가중치를 닫아야 한다."
+  styles:
+    SCALP:
+      horizon_days: "1~3일"
+      weight_tech: 0.50
+      weight_smartmoney: 0.30
+      weight_fundamental: 0.20
+      weight_source: EXPERT_PRIOR
+      sample_n: 0
+      label: "[UNVALIDATED_WEIGHT: n=0 < 30]"
+      t5_win_rate: null
+    SWING:
+      horizon_days: "1~4주"
+      weight_tech: 0.30
+      weight_smartmoney: 0.35
+      weight_fundamental: 0.35
+      weight_source: EXPERT_PRIOR
+      sample_n: 0
+      label: "[UNVALIDATED_WEIGHT: n=0 < 30]"
+      t5_win_rate: null
+    MOMENTUM:
+      horizon_days: "1~3개월"
+      weight_tech: 0.20
+      weight_smartmoney: 0.40
+      weight_fundamental: 0.40
+      weight_source: EXPERT_PRIOR
+      sample_n: 0
+      label: "[UNVALIDATED_WEIGHT: n=0 < 30]"
+      t20_win_rate: null
+    POSITION:
+      horizon_days: "3개월+"
+      weight_tech: 0.10
+      weight_smartmoney: 0.35
+      weight_fundamental: 0.55
+      weight_source: EXPERT_PRIOR
+      sample_n: 0
+      label: "[UNVALIDATED_WEIGHT: n=0 < 30]"
+      t20_win_rate: null
+  conviction_gates:
+    lt_35: {recommended_pct: 0, action: BLOCK_ENTRY, note: "진입 금지"}
+    "35_49": {recommended_pct: 1.5}
+    "50_64": {recommended_pct: 3.0}
+    "65_79": {recommended_pct: 5.0}
+    "80_plus": {recommended_pct: 7.0}
+  calibration_trigger: "표본 >= 30 성향부터 weight_source=DYNAMIC으로 자동 전환"
+  output: Temp/capital_style_allocation_v2.json
+  python_tool: "tools/build_capital_style_allocation_v1.py (v2 출력으로 확장 필요)"
+  gs_coverage: "gas_apex_runtime_core.gs:calcCapitalStyleAllocationV2_()"
+  validator: "tools/validate_capital_style_allocation_v1.py"