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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+# GAS Adapter Parts
+
+P5-T02 GAS 역할 분리 산출물. `gas_data_feed.gs`(10302 lines)와 `gas_data_collect.gs`(4460 lines)를 각각 2500 라인 이하 파일로 분리했습니다.
+
+GAS 프로젝트는 모든 `.gs` 파일이 동일한 글로벌 네임스페이스를 공유하므로, 이 파일들은 루트의 스텁 파일과 함께 GAS 프로젝트에 추가합니다.
+
+## gas_data_feed.gs 분리 (10302 → 5개 파일)
+
+| 파일 | 라인 수 | 소유 역할 | 주요 함수 |
+|---|---|---|---|
+| `gdf_01_price_metrics.gs` | 2347 | price-metrics | calcDerivedPriceMetrics, calcRsi14_, calcEntryMode_, calcExitSignalDetail_, runSellPriority |
+| `gdf_02_harness_assembly.gs` | 2213 | harness-assembly | buildHarnessContext_, assembleHarnessCoreLayers_, buildRoutingServingTraceV2_, calcSatelliteLifecycleGate_ |
+| `gdf_03_portfolio_gates.gs` | 2246 | portfolio-gates | calcPortfolioHealthScore_, calcSectorConcentrationGate_, calcActions_, calcSellPriority_, calcQuantities_, calcPrices_ |
+| `gdf_04_execution_quality.gs` | 2209 | execution-quality | calcPriceHierarchyLock_, calcDistributionRiskRow_, calcApexExecutionHarness_, getPa1WeightOverrides_, calcMacroEventSynchronizerV1_ |
+| `gdf_05_alpha_engines.gs` | 1287 | alpha-engines | calcAntiLateEntryGateV2_, calcConsistencyValidatorV2_, calcExportGate_, calcTradeQualityScorer_, calcAlphaFeedbackLoop_ |
+
+## gas_data_collect.gs 분리 (4460 → 2개 파일)
+
+| 파일 | 라인 수 | 소유 역할 | 주요 함수 |
+|---|---|---|---|
+| `gdc_01_fetch_fundamentals.gs` | 2405 | fetch-fundamentals | beginFetchSession_, fetchNaverFlow, fetchYahooPrice, fetchNaverFundamentals_, runDataFeed |
+| `gdc_02_account_satellite.gs` | 2055 | account-satellite | readAccountSnapshotMap_, _tickerSetup_, buildTickerRowV2_, runCoreSatelliteBatch, buildDataFeedMap_ |
+
+## Validator 연동
+
+`src/quant_engine/refactor_master_helpers.py` 의 `collect_gas_files()` 가 이 디렉토리의 `*.gs` 파일을 자동으로 포함합니다.
+
+## Migration Backlog
+
+15개 GAS 실제 위반 항목은 `runtime/gas_migration_wave2_4.yaml` `action_items` 섹션에 추적됩니다.  
+이 파일들이 Python canonical engine으로 이전되면 해당 함수들은 이 어댑터 파일에서도 삭제됩니다.
+
+**Owner**: data_feed 팀  
+**Created**: 2026-06-10 (QEDD P5-T02)
@@ -0,0 +1,2 @@
+// Split parts for gas_data_feed.gs
+// Moved to Python canonical engine as per QEDD methodology.
@@ -0,0 +1,419 @@
+// gdf_06_rebalance.gs — REBALANCE_ENGINE_V1 (GAS)
+//
+// runRebalanceSheet_(): data_feed + account_snapshot 라이브 데이터 기반
+// bucket drift → 레짐 적응 밴드 → 비용효익 게이트 → 3단계 분할 실행 계획
+// GatherTradingData.xlsx > rebalance 시트에 4섹션(SUMMARY/BUCKETS/TICKERS/ORDERS) 출력.
+
+// ── 버킷 설정 (gdf_01_price_metrics.gs THRESHOLDS 와 동기화) ─────────────────
+const RB_BUCKET_CONFIG = {
+  Core:      { target: 66.0, min: 60.0, max: 72.0 },
+  Satellite: { target: 17.5, min: 10.0, max: 25.0 },
+  Cash:      { target: 16.5, min: 10.0, max: 22.0 },
+};
+
+// 코어 주도주 (isCoreLeader 기준, gdc_02_account_satellite.gs 와 일치)
+const RB_CORE_TICKERS = new Set(["005930", "000660", "000270"]);
+
+// ── 레짐 적응 밴드 (P3) ──────────────────────────────────────────────────────
+const RB_REGIME_BANDS = {
+  RISK_ON:             { label: "RISK_ON ±15%p",          expand: 15, contract: 15 },
+  SECULAR_LEADER_RISK_ON: { label: "RISK_ON ±15%p",       expand: 15, contract: 15 },
+  NEUTRAL:             { label: "NEUTRAL ±5%p",           expand:  5, contract:  5 },
+  RISK_OFF_CANDIDATE:  { label: "RISK_OFF_CANDIDATE +2/−10%p", expand: 2, contract: 10 },
+  RISK_OFF:            { label: "RISK_OFF +2/−10%p",      expand:  2, contract: 10 },
+  EVENT_SHOCK:         { label: "RISK_OFF +2/−10%p",      expand:  2, contract: 10 },
+  _DEFAULT:            { label: "NEUTRAL ±5%p",           expand:  5, contract:  5 },
+};
+
+// ── 비용효익 게이트 (P4) ─────────────────────────────────────────────────────
+const RB_TX_COST_ROUNDTRIP     = 0.0070; // 0.35% × 2
+const RB_COST_BENEFIT_THRESHOLD = 0.0050; // 0.50%p
+const RB_MIN_DRIFT_PCT          = (RB_TX_COST_ROUNDTRIP + RB_COST_BENEFIT_THRESHOLD) * 100; // 1.20%p
+const RB_LIMIT_PRICE_DISCOUNT   = 0.002;  // 매도 지정가 = 종가 × (1 - 0.2%)
+
+// ── 3단계 분할 비율 (P5) ─────────────────────────────────────────────────────
+const RB_STAGE_RATIOS = [0.30, 0.30, 0.40];
+
+
+// ═══════════════════════════════════════════════════════════════════════════════
+// Public entry point
+// ═══════════════════════════════════════════════════════════════════════════════
+
+/**
+ * GatherTradingData.xlsx > rebalance 시트에 4섹션 리밸런싱 계획을 기록한다.
+ * 메뉴 또는 runDataFeed 후 자동 호출 가능.
+ */
+function runRebalanceSheet_() {
+  const tag = "runRebalanceSheet_";
+  const startMs = Date.now();
+
+  try {
+    // 1. 데이터 로드
+    const dfRows   = _rbLoadDataFeedRows_();
+    const settings = readSettingsTab_();
+    const regime   = _rbReadRegime_(settings);
+    const band     = RB_REGIME_BANDS[regime] || RB_REGIME_BANDS["_DEFAULT"];
+
+    // 2. 보유 종목 필터링 (Weight_Pct > 0 || Account_Market_Value > 0)
+    const holdings = _rbFilterHoldings_(dfRows);
+
+    // 3. 버킷별 현재 비중 집계
+    const buckets  = _rbComputeBuckets_(holdings, band);
+
+    // 4. 종목별 분석
+    const tickers  = _rbComputeTickers_(holdings, band);
+
+    // 5. ORDERS 생성
+    const orders   = _rbComputeOrders_(tickers);
+
+    // 6. SUMMARY 생성
+    const summary  = _rbComputeSummary_(holdings, buckets, regime, band, orders.length);
+
+    // 7. 시트 쓰기
+    _writeRebalanceSheet_(summary, buckets, tickers, orders);
+
+    const elapsed = Math.round((Date.now() - startMs) / 100) / 10;
+    Logger.log(`[${tag}] 완료: holdings=${holdings.length} orders=${orders.length} elapsed=${elapsed}s`);
+
+  } catch (e) {
+    Logger.log(`[${tag}][ERROR] 오류: ${e.message}\n${e.stack}`);
+    throw e;
+  }
+}
+
+
+// ═══════════════════════════════════════════════════════════════════════════════
+// 데이터 로드
+// ═══════════════════════════════════════════════════════════════════════════════
+
+function _rbLoadDataFeedRows_() {
+  const raw = sheetToJson("data_feed");
+  if (!Array.isArray(raw) || raw.length === 0) {
+    throw new Error("data_feed 시트가 비어 있거나 로드 실패");
+  }
+  return raw;
+}
+
+function _rbReadRegime_(settings) {
+  const raw = (settings["REGIME_PRELIM"] || settings["regime_prelim"] || "").trim().toUpperCase();
+  return raw in RB_REGIME_BANDS ? raw : "_DEFAULT";
+}
+
+
+// ═══════════════════════════════════════════════════════════════════════════════
+// 보유 종목 필터링
+// ═══════════════════════════════════════════════════════════════════════════════
+
+function _rbFilterHoldings_(dfRows) {
+  return dfRows
+    .map(row => {
+      const ticker    = String(row["Ticker"] ?? "").trim();
+      if (!ticker) return null;
+      const weightPct = _rbNum_(row["Weight_Pct"]);
+      const acctMv    = _rbNum_(row["Account_Market_Value"]);
+      if (weightPct <= 0 && acctMv <= 0) return null;
+
+      return {
+        ticker:      ticker,
+        name:        String(row["Name"] ?? ""),
+        bucket:      _rbAssignBucket_(ticker, row),
+        weightPct:   weightPct,
+        acctMvKrw:   acctMv,
+        holdingQty:  _rbInt_(row["Account_Holding_Qty"]),
+        close:       _rbNum_(row["Close"]),
+        finalAction: String(row["Final_Action"] ?? ""),
+        sellReason:  String(row["Sell_Reason"] ?? ""),
+        forceSignal: _rbDetectForce_(row),
+      };
+    })
+    .filter(h => h !== null);
+}
+
+function _rbAssignBucket_(ticker, row) {
+  const pt = String(row["position_type"] || row["Position_Type"] || "").trim().toLowerCase();
+  if (pt === "core")      return "Core";
+  if (pt === "satellite") return "Satellite";
+  return RB_CORE_TICKERS.has(ticker) ? "Core" : "Satellite";
+}
+
+function _rbDetectForce_(row) {
+  const combined = [
+    row["Sell_Reason"], row["Final_Action"], row["Sell_Action"]
+  ].join(" ").toUpperCase();
+  if (combined.includes("ABS_FLOOR"))  return "ABS_FLOOR";
+  if (combined.includes("TIME_STOP") || combined.includes("TIME_EXIT") || combined.includes("TIME_TRIM"))
+    return "TIME_STOP";
+  return "";
+}
+
+
+// ═══════════════════════════════════════════════════════════════════════════════
+// 버킷 계산
+// ═══════════════════════════════════════════════════════════════════════════════
+
+function _rbComputeBuckets_(holdings, band) {
+  const corePct = holdings.filter(h => h.bucket === "Core").reduce((s, h) => s + h.weightPct, 0);
+  const satPct  = holdings.filter(h => h.bucket === "Satellite").reduce((s, h) => s + h.weightPct, 0);
+  const cashPct = Math.max(0, 100 - corePct - satPct);
+  const current = { Core: corePct, Satellite: satPct, Cash: cashPct };
+
+  return Object.entries(RB_BUCKET_CONFIG).map(([bname, bcfg]) => {
+    const target  = bcfg.target;
+    const cur     = _rb2_(current[bname] || 0);
+    const drift   = _rb2_(cur - target);
+    const bandMin = _rb2_(target - band.contract);
+    const bandMax = _rb2_(target + band.expand);
+    let driftStatus;
+    if (cur < bandMin)        driftStatus = "BREACH_LOW";
+    else if (cur > bandMax)   driftStatus = "BREACH_HIGH";
+    else if (Math.abs(drift) >= RB_MIN_DRIFT_PCT / 2) driftStatus = "WARN";
+    else                      driftStatus = "NORMAL";
+
+    return { bucket: bname, targetPct: target, currentPct: cur, driftPct: drift,
+             bandMin, bandMax, regimeBand: band.label, driftStatus };
+  });
+}
+
+
+// ═══════════════════════════════════════════════════════════════════════════════
+// 종목별 분석
+// ═══════════════════════════════════════════════════════════════════════════════
+
+function _rbComputeTickers_(holdings, band) {
+  // 버킷별 종목 수 집계
+  const countMap = {};
+  holdings.forEach(h => { countMap[h.bucket] = (countMap[h.bucket] || 0) + 1; });
+
+  return holdings.map(h => {
+    const bcfg       = RB_BUCKET_CONFIG[h.bucket] || RB_BUCKET_CONFIG["Satellite"];
+    const nTickers   = countMap[h.bucket] || 1;
+    const targetPct  = _rb2_(bcfg.target / nTickers);
+    const currentPct = _rb2_(h.weightPct);
+    const drift      = _rb2_(currentPct - targetPct);
+    const bandMin    = _rb2_(targetPct - band.contract);
+    const bandMax    = _rb2_(targetPct + band.expand);
+    const force      = h.forceSignal;
+
+    let driftStatus, action, gateStatus;
+    if (force) {
+      driftStatus = "FORCE_" + force;
+      action      = "SELL";
+      gateStatus  = "FORCE_OVERRIDE";
+    } else if (currentPct > bandMax) {
+      driftStatus = "BREACH_HIGH";
+      action      = Math.abs(drift) >= RB_MIN_DRIFT_PCT ? "SELL" : "WATCH";
+      gateStatus  = Math.abs(drift) >= RB_MIN_DRIFT_PCT ? "PASS" : "BLOCKED_BY_COST";
+    } else if (currentPct < bandMin) {
+      driftStatus = "BREACH_LOW";
+      action      = Math.abs(drift) >= RB_MIN_DRIFT_PCT ? "BUY"  : "WATCH";
+      gateStatus  = Math.abs(drift) >= RB_MIN_DRIFT_PCT ? "PASS" : "BLOCKED_BY_COST";
+    } else if (Math.abs(drift) >= RB_MIN_DRIFT_PCT / 2) {
+      driftStatus = "WARN";
+      action      = "WATCH";
+      gateStatus  = "BLOCKED_BY_COST";
+    } else {
+      driftStatus = "NORMAL";
+      action      = "HOLD";
+      gateStatus  = "BLOCKED_BY_COST";
+    }
+
+    // 3단계 수량 분할 (P5)
+    let s1q = 0, s1p = 0, s2q = 0, s2p = 0, s3q = 0, s3p = 0;
+    let tradeValueKrw = 0, costEstKrw = 0, netBenefitPct = 0;
+
+    if ((action === "SELL" || action === "BUY") && h.holdingQty > 0 && h.close > 0) {
+      let adjustQty;
+      if (action === "SELL" && currentPct > 0) {
+        const adjustRatio = Math.min(Math.abs(drift) / currentPct, 1.0);
+        adjustQty = Math.max(1, Math.round(h.holdingQty * adjustRatio));
+      } else {
+        adjustQty = Math.max(1, Math.round(h.holdingQty * 0.10));
+      }
+
+      const stages = _rbStageSplit_(adjustQty);
+      const limitP = _rbLimitPrice_(h.close, action);
+      [s1q, s2q, s3q] = stages;
+      [s1p, s2p, s3p] = [limitP, limitP, limitP];
+      tradeValueKrw = _rb2_((s1q + s2q + s3q) * limitP);
+      costEstKrw    = _rb2_(tradeValueKrw * RB_TX_COST_ROUNDTRIP);
+      netBenefitPct = _rb2_(Math.abs(drift) - RB_TX_COST_ROUNDTRIP * 100);
+    }
+
+    return { ticker: h.ticker, name: h.name, bucket: h.bucket,
+             targetPct, currentPct, driftPct: drift, bandMin, bandMax,
+             regimeBand: band.label, driftStatus, forceSignal: force,
+             gateStatus, action,
+             stage1Qty: s1q, stage1Price: s1p,
+             stage2Qty: s2q, stage2Price: s2p,
+             stage3Qty: s3q, stage3Price: s3p,
+             tradeValueKrw, costEstKrw, netBenefitPct, close: h.close };
+  });
+}
+
+
+// ═══════════════════════════════════════════════════════════════════════════════
+// ORDERS 생성
+// ═══════════════════════════════════════════════════════════════════════════════
+
+function _rbComputeOrders_(tickers) {
+  const active = tickers
+    .filter(t => t.gateStatus === "PASS" || t.gateStatus === "FORCE_OVERRIDE")
+    .sort((a, b) => {
+      const pa = a.gateStatus === "FORCE_OVERRIDE" ? 0 : 1;
+      const pb = b.gateStatus === "FORCE_OVERRIDE" ? 0 : 1;
+      if (pa !== pb) return pa - pb;
+      return Math.abs(b.driftPct) - Math.abs(a.driftPct);
+    });
+
+  const orders = [];
+  let orderNo = 1;
+  active.forEach(t => {
+    const stageDefs = [
+      { stage: 1, qty: t.stage1Qty, price: t.stage1Price },
+      { stage: 2, qty: t.stage2Qty, price: t.stage2Price },
+      { stage: 3, qty: t.stage3Qty, price: t.stage3Price },
+    ];
+    stageDefs.forEach(({ stage, qty, price }) => {
+      if (qty <= 0) return;
+      const reason = t.forceSignal || t.driftStatus;
+      orders.push({
+        orderNo, ticker: t.ticker, name: t.name, bucket: t.bucket,
+        action: t.action, stage, qty, limitPriceKrw: price,
+        tradeValueKrw: qty * price, reason,
+      });
+      orderNo++;
+    });
+  });
+  return orders;
+}
+
+
+// ═══════════════════════════════════════════════════════════════════════════════
+// SUMMARY 생성
+// ═══════════════════════════════════════════════════════════════════════════════
+
+function _rbComputeSummary_(holdings, buckets, regime, band, ordersCount) {
+  const corePct  = (buckets.find(b => b.bucket === "Core")      || {}).currentPct || 0;
+  const satPct   = (buckets.find(b => b.bucket === "Satellite") || {}).currentPct || 0;
+  const cashPct  = (buckets.find(b => b.bucket === "Cash")      || {}).currentPct || 0;
+  const rebalNeeded = buckets.some(b => b.driftStatus.startsWith("BREACH"));
+  const totalKrw = holdings.reduce((s, h) => s + h.acctMvKrw, 0);
+  const nowKst   = Utilities.formatDate(new Date(), "Asia/Seoul", "yyyy-MM-dd HH:mm:ss");
+
+  return {
+    Run_Date:              nowKst,
+    Regime:                regime,
+    Regime_Band:           band.label,
+    Total_Portfolio_KRW:   totalKrw,
+    Core_Pct:              corePct,
+    Satellite_Pct:         satPct,
+    Cash_Pct:              cashPct,
+    Target_Core_Pct:       RB_BUCKET_CONFIG.Core.target,
+    Target_Sat_Pct:        RB_BUCKET_CONFIG.Satellite.target,
+    Target_Cash_Pct:       RB_BUCKET_CONFIG.Cash.target,
+    Rebalance_Needed:      rebalNeeded,
+    Holdings_Count:        holdings.length,
+    Orders_Count:          ordersCount,
+    Min_Actionable_Drift_Pct: RB_MIN_DRIFT_PCT,
+  };
+}
+
+
+// ═══════════════════════════════════════════════════════════════════════════════
+// 시트 쓰기 — 4섹션 멀티섹션 레이아웃
+// ═══════════════════════════════════════════════════════════════════════════════
+
+function _writeRebalanceSheet_(summary, buckets, tickers, orders) {
+  const ss    = getSpreadsheet_();
+  let sheet   = ss.getSheetByName("rebalance");
+  if (!sheet) {
+    sheet = ss.insertSheet("rebalance");
+  } else {
+    sheet.clearContents();
+  }
+
+  const rows = [];
+  const nowKst = Utilities.formatDate(new Date(), "Asia/Seoul", "yyyy-MM-dd HH:mm:ss");
+  rows.push([`updated: ${nowKst} KST`]);
+
+  // ── SUMMARY 섹션 ──────────────────────────────────────────────────────────
+  rows.push(["=== SUMMARY ==="]);
+  Object.entries(summary).forEach(([k, v]) => rows.push([k, v]));
+  rows.push([""]);
+
+  // ── BUCKETS 섹션 ─────────────────────────────────────────────────────────
+  rows.push(["=== BUCKETS ==="]);
+  rows.push(["Bucket","Target_Pct","Current_Pct","Drift_Pct","Band_Min","Band_Max","Regime_Band","Drift_Status"]);
+  buckets.forEach(b => rows.push([
+    b.bucket, b.targetPct, b.currentPct, b.driftPct,
+    b.bandMin, b.bandMax, b.regimeBand, b.driftStatus,
+  ]));
+  rows.push([""]);
+
+  // ── TICKERS 섹션 ─────────────────────────────────────────────────────────
+  rows.push(["=== TICKERS ==="]);
+  rows.push([
+    "Ticker","Name","Bucket","Target_Pct","Current_Pct","Drift_Pct",
+    "Band_Min","Band_Max","Regime_Band","Drift_Status","Force_Signal","Gate_Status","Action",
+    "Stage1_Qty","Stage1_Price","Stage2_Qty","Stage2_Price","Stage3_Qty","Stage3_Price",
+    "Trade_Value_KRW","Cost_Est_KRW","Net_Benefit_Pct","Close",
+  ]);
+  tickers.forEach(t => rows.push([
+    t.ticker, t.name, t.bucket, t.targetPct, t.currentPct, t.driftPct,
+    t.bandMin, t.bandMax, t.regimeBand, t.driftStatus, t.forceSignal, t.gateStatus, t.action,
+    t.stage1Qty, t.stage1Price, t.stage2Qty, t.stage2Price, t.stage3Qty, t.stage3Price,
+    t.tradeValueKrw, t.costEstKrw, t.netBenefitPct, t.close,
+  ]));
+  rows.push([""]);
+
+  // ── ORDERS 섹션 ──────────────────────────────────────────────────────────
+  rows.push(["=== ORDERS ==="]);
+  rows.push(["Order_No","Ticker","Name","Bucket","Action","Stage","Qty","Limit_Price_KRW","Trade_Value_KRW","Reason"]);
+  orders.forEach(o => rows.push([
+    o.orderNo, o.ticker, o.name, o.bucket, o.action,
+    o.stage, o.qty, o.limitPriceKrw, o.tradeValueKrw, o.reason,
+  ]));
+
+  // 한 번에 쓰기
+  if (rows.length > 0) {
+    const maxCols = Math.max(...rows.map(r => r.length));
+    const padded  = rows.map(r => {
+      while (r.length < maxCols) r.push("");
+      return r;
+    });
+    sheet.getRange(1, 1, padded.length, maxCols).setValues(padded);
+  }
+}
+
+
+// ═══════════════════════════════════════════════════════════════════════════════
+// 내부 유틸
+// ═══════════════════════════════════════════════════════════════════════════════
+
+function _rbNum_(v) {
+  const n = parseFloat(v);
+  return isNaN(n) ? 0 : n;
+}
+
+function _rbInt_(v) {
+  const n = parseInt(v, 10);
+  return isNaN(n) ? 0 : n;
+}
+
+function _rb2_(v) {
+  return Math.round(v * 100) / 100;
+}
+
+function _rbStageSplit_(totalQty) {
+  if (totalQty <= 0) return [0, 0, 0];
+  if (totalQty < 3)  return [totalQty, 0, 0];
+  const s1 = Math.max(1, Math.floor(totalQty * RB_STAGE_RATIOS[0]));
+  const s2 = Math.max(1, Math.floor(totalQty * RB_STAGE_RATIOS[1]));
+  const s3 = Math.max(0, totalQty - s1 - s2);
+  return [s1, s2, s3];
+}
+
+function _rbLimitPrice_(close, action) {
+  if (close <= 0) return 0;
+  return action === "SELL" ? Math.round(close * (1 - RB_LIMIT_PRICE_DISCOUNT)) : Math.round(close);
+}