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 +1,89 @@
+# spec/strategy/predictive_alpha_dialectic_v2.yaml
+# P1-014: Dialectical Predictive Alpha V2 - Synthesis Decile Calibration
+#
+# 목적: thesis-antithesis-synthesis 점수가 forward return과 연결되는지 검증.
+# 현재 상태: BEARISH_SAFE_PENDING_CALIBRATION
+#   - bearish_buy_violations = 0 (PASS)
+#   - synthesis_decile_monotonicity = INSUFFICIENT_DATA (T+20 < 30)
+
+meta:
+  formula_id: PREDICTIVE_ALPHA_CALIBRATION_V2
+  version: "2026-06-06"
+  python_tools:
+    - tools/build_predictive_alpha_dialectic_engine_v2.py
+    - tools/validate_predictive_alpha_dialectic_v2.py
+  sources:
+    - Temp/predictive_alpha_engine_v2.json
+    - Temp/proposal_evaluation_history.json
+    - Temp/predictive_alpha_calibration_v2.json
+
+# -- 정반합 구조 --
+dialectic_structure:
+  thesis:
+    description: "종목이 상승할 근거 (기술적/펀더멘털/모멘텀 팩터)"
+    max_score: 100
+  antithesis:
+    description: "종목이 하락할 근거 (거시/리스크/센티멘트 팩터)"
+    max_score: 100
+    single_factor_cap: "antithesis_total의 50% 이하"
+  synthesis:
+    formula: "direction_confidence = thesis_score - antithesis_score"
+    verdicts:
+      STRONG_BULLISH:  "dc >= 40"
+      BULLISH:         "dc >= 20"
+      NEUTRAL:         "dc >= -20"
+      HOLD:            "dc < -20 (약한 약세 — EXIT 아님)"
+      BEARISH:         "dc < -40 (신규 BUY 금지)"
+
+# -- synthesis_decile_monotonicity 검증 --
+decile_monotonicity:
+  method: "synthesis_score 5분위별 T+20 평균수익률 단조 증가 확인"
+  required_t20_samples: 30
+  current_t20_live_samples: 0
+  status: INSUFFICIENT_DATA
+  remediation: "T+20 LIVE 표본 30건 축적 후 자동 활성화 (~2026-07-15)"
+  threshold_rule: >
+    높은 decile일수록 기대수익 단조 증가하지 않으면
+    threshold 낮추지 않음 (과최적화 방지)
+
+# -- BEARISH BUY 차단 --
+bearish_buy_guard:
+  rule: "synthesis_verdict in BEARISH/STRONG_BEARISH/AVOID → BUY 금지"
+  current_violations: 0
+  status: PASS
+  enforcement: "allow_execution=False when direction_confidence < -40"
+
+# -- alpha_calibration_gate 판정 로직 --
+calibration_gate:
+  CALIBRATED:
+    requires: "bearish_violations==0 AND synthesis_decile_monotonicity==PASS"
+    status: NOT_YET
+  BEARISH_SAFE_PENDING_CALIBRATION:
+    requires: "bearish_violations==0 AND T+20<30"
+    status: CURRENT
+  BLOCKED_BEARISH_VIOLATION:
+    requires: "bearish BUY 감지됨"
+    status: GUARD_ACTIVE
+
+# -- 수락 기준 --
+acceptance_criteria:
+  alpha_calibration_gate:
+    target: CALIBRATED
+    current: BEARISH_SAFE_PENDING_CALIBRATION
+    status: PENDING_DATA
+    remediation: "T+20 LIVE 표본 축적 (~2026-07-15)"
+  synthesis_decile_monotonicity:
+    target: PASS
+    current: INSUFFICIENT_DATA
+    status: PENDING_DATA
+  bearish_buy_violation_count:
+    target: "==0"
+    current: 0
+    status: PASS
+
+# -- 금지 사항 --
+prohibitions:
+  - "BEARISH 판정 종목에 BUY/STRONG_BUY 제안 금지"
+  - "T+20 표본 없이 synthesis_decile_monotonicity=PASS 선언 금지"
+  - "decile monotonicity 미검증 상태에서 threshold 하향 조정 금지"
+  - "antithesis 단일 팩터가 50% 이상 점수 차지 금지"