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>
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from __future__ import annotations
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import argparse
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import json
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import re
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from pathlib import Path
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from typing import Any
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import yaml
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ROOT = Path(__file__).resolve().parents[2]
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# ── 셀-레벨 커버리지: yaml expected_outputs → operational_report 셀 매핑 ──────
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# 각 formula의 expected_outputs 필드가 operational_report의 표 셀에 채워졌는지 측정.
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# _CELL_COVERAGE_STUBS: 채워진 것처럼 보이지만 실제 데이터 없는 일률 stub 값들
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_CELL_COVERAGE_STUBS = frozenset({
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"", "-", "n/a", "N/A", "데이터 누락", "DATA_MISSING", "중립", "NEUTRAL",
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"LOSING", "정상", "NORMAL", "MISSING", "WATCH_PENDING_SAMPLE",
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})
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def load_yaml(path: Path) -> dict[str, Any]:
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payload = yaml.safe_load(path.read_text(encoding="utf-8"))
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return payload if isinstance(payload, dict) else {}
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def load_json_safe(path: Path) -> dict[str, Any]:
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if not path.exists():
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return {}
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try:
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v = json.loads(path.read_text(encoding="utf-8"))
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return v if isinstance(v, dict) else {}
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except Exception:
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return {}
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def formula_registry() -> dict[str, Any]:
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"""formula_id → formula_dict (expected_outputs 포함)."""
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registry: dict[str, Any] = {}
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for p in (ROOT / "spec" / "13_formula_registry.yaml", ROOT / "spec" / "13b_harness_formulas.yaml"):
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y = load_yaml(p)
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fm = ((y.get("formula_registry") or {}).get("formulas")) or {}
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for k, v in fm.items():
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if isinstance(v, dict):
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registry[str(k)] = v
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return registry
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def formula_ids() -> list[str]:
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return sorted(formula_registry().keys())
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def read_texts(paths: list[Path]) -> str:
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chunks: list[str] = []
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for p in paths:
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if p.exists():
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chunks.append(p.read_text(encoding="utf-8", errors="ignore"))
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return "\n".join(chunks)
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def _extract_table_cells(markdown: str) -> set[str]:
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"""GFM 표에서 셀 값 목록을 추출 (헤더 + 데이터 행)."""
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cells: set[str] = set()
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for line in markdown.split("\n"):
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if "|" not in line:
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continue
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parts = [p.strip() for p in line.split("|")]
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for p in parts:
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if p and p != "---" and not re.match(r"^-+$", p):
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cells.add(p)
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return cells
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def _is_stub(value: str) -> bool:
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return value.strip() in _CELL_COVERAGE_STUBS or value.strip().startswith("-")
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def measure_cell_coverage(
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formula_reg: dict[str, Any],
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report_json: dict[str, Any],
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harness_ctx: dict[str, Any],
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temp_outputs: dict[str, dict[str, Any]],
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) -> dict[str, Any]:
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"""yaml expected_outputs → 4경로 커버리지.
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출력 필드가 채워진 것으로 인정하는 4가지 경로:
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1. GAS harness_context에 output.field 키가 non-null 존재
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2. Phase-1 Temp JSON 파일에 expected_output 필드가 non-stub 존재
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3. operational_report 섹션 텍스트에 expected_output 이름이 column header로 존재
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4. operational_report 표 셀에 non-stub 값으로 필드명=값 패턴 존재
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"""
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# Collect all report text (markdown)
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all_section_text = ""
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for sec in report_json.get("sections") or []:
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all_section_text += " " + (sec.get("markdown") or "")
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# Flatten all Temp output values for quick lookup
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temp_flat: dict[str, Any] = {}
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for _fname, tdata in temp_outputs.items():
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if isinstance(tdata, dict):
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# Flatten top-level scalars and row-level fields
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for k, v in tdata.items():
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if k not in ("rows", "steps", "selected_combo"):
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temp_flat[k] = v
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# Also include fields from first row of any rows list
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for listkey in ("rows", "steps", "selected_combo"):
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lst = tdata.get(listkey)
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if isinstance(lst, list) and lst and isinstance(lst[0], dict):
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for k, v in lst[0].items():
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temp_flat.setdefault(k, v)
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required_outputs: list[dict[str, Any]] = []
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for fid, fdef in formula_reg.items():
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if not isinstance(fdef, dict):
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continue
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# orphan reconcile 공식은 GAS/보고서 셀 검사 제외 (Python harness 전용)
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if str(fdef.get("version", "")).endswith("_ORPHAN_RECONCILE"):
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continue
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exp = fdef.get("expected_outputs")
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if not isinstance(exp, list):
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continue
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out_field = (fdef.get("output") or {}).get("field") if isinstance(fdef.get("output"), dict) else None
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# Path 1: GAS harness_context
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ctx_present = bool(out_field and harness_ctx.get(out_field) is not None)
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for o in exp:
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field_name = str(o).strip() if isinstance(o, str) else str(o).strip()
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# Path 2: Temp JSON outputs (Phase-1 Python tools)
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temp_val = temp_flat.get(field_name)
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temp_filled = temp_val is not None and str(temp_val).strip() not in _CELL_COVERAGE_STUBS
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# Path 3: Column header in report
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in_report_header = bool(field_name and field_name in all_section_text)
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# Path 4: Row-level cell value (non-stub)
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non_stub_value = False
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pat = re.search(
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rf"\b{re.escape(field_name)}\b[^|\n]*\|([^|\n]+)", all_section_text
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)
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if pat:
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val_candidate = pat.group(1).strip()
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non_stub_value = not _is_stub(val_candidate)
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filled = ctx_present or temp_filled or (in_report_header and non_stub_value)
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required_outputs.append({
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"formula_id": fid,
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"output_field": field_name,
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"ctx_present": ctx_present,
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"temp_filled": temp_filled,
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"in_report_header": in_report_header,
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"non_stub_value": non_stub_value,
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"filled": filled,
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})
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total = len(required_outputs)
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filled_count = sum(1 for r in required_outputs if r["filled"])
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cell_coverage_pct = round(filled_count / total * 100, 2) if total > 0 else 0.0
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unfilled = [r for r in required_outputs if not r["filled"]]
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return {
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"total_required_outputs": total,
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"filled_outputs": filled_count,
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"cell_coverage_pct": cell_coverage_pct,
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"unfilled_outputs": unfilled,
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"cell_gate": "PASS" if cell_coverage_pct >= 95.0 else ("CAUTION" if cell_coverage_pct >= 75.0 else "FAIL"),
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}
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def main() -> int:
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parser = argparse.ArgumentParser(description="Measure YAML formula coverage in GS and PS governance layers.")
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parser.add_argument("--strict-100", action="store_true")
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parser.add_argument("--output-json", default=str(ROOT / "Temp" / "yaml_gs_ps_coverage.json"))
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parser.add_argument("--report-json", default=str(ROOT / "Temp" / "operational_report.json"))
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args = parser.parse_args()
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reg = formula_registry()
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ids = sorted(reg.keys())
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_GS_CORE = [ROOT / "gas_data_feed.gs", ROOT / "gas_harness_rows.gs", ROOT / "gas_lib.gs", ROOT / "gas_data_collect.gs", ROOT / "gas_report.gs"]
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_GAS_ADAPTER_DIR = ROOT / "src" / "gas_adapter_parts"
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_gs_adapter_files = sorted(_GAS_ADAPTER_DIR.glob("*.gs")) if _GAS_ADAPTER_DIR.is_dir() else []
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_GS_ALPHA_WATCH = [ROOT / "gas_apex_alpha_watch.gs", ROOT / "gas_apex_runtime_core.gs"]
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gs_text = read_texts(_GS_CORE + _gs_adapter_files + _GS_ALPHA_WATCH)
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ps_text = read_texts([ROOT / "tools" / "run_engine_harness_gate.ps1", ROOT / "tools" / "run_yolo_full_cycle.ps1"])
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gate_py_text = read_texts([ROOT / "tools" / "validate_engine_harness_gate.py"])
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gs_hit = [i for i in ids if i in gs_text]
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gs_miss = [i for i in ids if i not in gs_text]
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# PS는 공식 직접 계산 계층이 아니라 실행 강제 계층.
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ps_required_hooks = [
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("run_engine_harness_gate.ps1", ROOT / "tools" / "run_engine_harness_gate.ps1"),
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("run_yolo_full_cycle.ps1", ROOT / "tools" / "run_yolo_full_cycle.ps1"),
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("validate_engine_harness_gate.py", ROOT / "tools" / "validate_engine_harness_gate.py"),
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]
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ps_hook_hit = [name for name, path in ps_required_hooks if path.exists()]
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ps_hook_miss = [name for name, path in ps_required_hooks if not path.exists()]
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total = len(ids) if ids else 1
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gs_pct = round(len(gs_hit) / total * 100, 2)
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ps_pct = round(len(ps_hook_hit) / len(ps_required_hooks) * 100, 2)
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# ── 셀-레벨 커버리지 측정 ──────────────────────────────────────────────────
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report_json_path = Path(args.report_json)
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if not report_json_path.is_absolute():
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report_json_path = ROOT / report_json_path
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report_json = load_json_safe(report_json_path)
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# harness context from GatherTradingData.json
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gtd = load_json_safe(ROOT / "GatherTradingData.json")
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hctx = (gtd.get("data") or {}).get("_harness_context") or {}
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# Phase-1/2/3 Temp outputs (Python tools)
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_TEMP = ROOT / "Temp"
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temp_outputs = {
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# Phase-1
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"ejce_view_renderer_v1": load_json_safe(_TEMP / "ejce_view_renderer_v1.json"),
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"smart_cash_recovery_v3": load_json_safe(_TEMP / "smart_cash_recovery_v3.json"),
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"ratchet_trailing_v1": load_json_safe(_TEMP / "ratchet_trailing_general_v1.json"),
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"value_preservation_v1": load_json_safe(_TEMP / "value_preservation_scorer_v1.json"),
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"routing_execution_log_v1": load_json_safe(_TEMP / "routing_execution_log_v1.json"),
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"blank_cell_audit_v1": load_json_safe(_TEMP / "blank_cell_audit_v1.json"),
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"formula_registry_sync_v1": load_json_safe(_TEMP / "formula_registry_sync_v1.json"),
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# Phase-2
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"fundamental_raw_v1": load_json_safe(_TEMP / "fundamental_raw_v1.json"),
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"fundamental_multifactor_v3": load_json_safe(_TEMP / "fundamental_multifactor_v3.json"),
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"horizon_classification_v1": load_json_safe(_TEMP / "horizon_classification_v1.json"),
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# Phase-2B
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"earnings_quality_signal_v1": load_json_safe(_TEMP / "earnings_quality_signal_v1.json"),
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"growth_rate_signal_v1": load_json_safe(_TEMP / "growth_rate_signal_v1.json"),
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"cashflow_quality_signal_v1": load_json_safe(_TEMP / "cashflow_quality_signal_v1.json"),
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"market_share_signal_v2": load_json_safe(_TEMP / "market_share_signal_v2.json"),
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# Phase-3
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"smart_money_flow_signal_v2": load_json_safe(_TEMP / "smart_money_flow_signal_v2.json"),
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"liquidity_flow_signal_v1": load_json_safe(_TEMP / "liquidity_flow_signal_v1.json"),
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"capital_style_allocation_v1": load_json_safe(_TEMP / "capital_style_allocation_v1.json"),
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"portfolio_alpha_confidence_per_ticker_v1": load_json_safe(_TEMP / "portfolio_alpha_confidence_per_ticker_v1.json"),
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# [Advanced Harness Architecture]
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"dynamic_value_preservation_sell_v6": load_json_safe(_TEMP / "dynamic_value_preservation_sell_v6.json"),
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"predictive_alpha_engine_v2": load_json_safe(_TEMP / "predictive_alpha_engine_v2.json"),
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"capital_style_time_stop_v1": load_json_safe(_TEMP / "capital_style_time_stop_v1.json"),
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"execution_integrity_gate_v1": load_json_safe(_TEMP / "execution_integrity_gate_v1.json"),
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# Phase-6 Python-tool-only
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"final_judgment_gate_v1": load_json_safe(_TEMP / "final_judgment_gate_v1.json"),
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"verdict_consistency_lock_v1": load_json_safe(_TEMP / "verdict_consistency_lock_v1.json"),
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"data_quality_reconciliation_v1": load_json_safe(_TEMP / "data_quality_reconciliation_v1.json"),
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}
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cell_cov = measure_cell_coverage(reg, report_json, hctx, temp_outputs)
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# ─────────────────────────────────────────────────────────────────────────
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# Python-tool-only formulas: not in GAS (implemented as Python tools)
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_PYTHON_TOOL_FORMULAS = {
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# Phase-1
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"BLANK_CELL_AUDIT_V1", "VALUE_PRESERVATION_SCORER_V1",
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"SMART_CASH_RECOVERY_V3", "RATCHET_TRAILING_GENERAL_V1",
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"EJCE_VIEW_RENDERER_V1", "ROUTING_EXECUTION_LOG_TABLE_V1",
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# Phase-2
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"FUNDAMENTAL_RAW_INGEST_V1", "FUNDAMENTAL_MULTIFACTOR_V3",
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"HORIZON_CLASSIFICATION_V1",
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# Phase-2B
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"EARNINGS_QUALITY_SIGNAL_V1", "GROWTH_RATE_SIGNAL_V1",
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"CASHFLOW_QUALITY_SIGNAL_V1",
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# Phase-3
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"SMART_MONEY_FLOW_SIGNAL_V2", "LIQUIDITY_FLOW_SIGNAL_V1",
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"PORTFOLIO_ALPHA_CONFIDENCE_PER_TICKER_V1",
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# Phase-3 Market Share V2
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"MARKET_SHARE_SIGNAL_V2",
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# [Advanced Harness Architecture]
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"DYNAMIC_VALUE_PRESERVATION_SELL_V6", "PREDICTIVE_ALPHA_DIALECTIC_ENGINE_V2",
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"CAPITAL_STYLE_TIME_STOP_V1", "EXECUTION_INTEGRITY_GATE_V1",
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# Phase-4~5 Python-tool-only 공식 (GAS 구현 없음, Python tools로 구현)
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"TRADE_QUALITY_FROM_T5_V1", "PREDICTION_ACCURACY_HARNESS_V2",
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"MACRO_EVENT_TICKER_IMPACT_V1", "SELL_WATERFALL_ENGINE_V2",
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"LLM_NARRATIVE_TEMPLATE_LOCK_V1", "EJCE_DIVERGENCE_AUDIT_V1",
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"PREDICTIVE_ALPHA_REPORT_LOCK_V2",
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# Phase-6 Python-tool-only 공식 (판단 결정론 계층)
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"FINAL_JUDGMENT_GATE_V1", "VERDICT_CONSISTENCY_LOCK_V1",
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"INVESTMENT_QUALITY_HEADLINE_V1",
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# Phase-7 단일 진실원천 + 교차섹션 정합성 (Python-tool-only, GAS 구현 불필요)
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"CANONICAL_METRICS_V1", "CROSS_SECTION_CONSISTENCY_V1",
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# Work 7 + Work 3 분석 도구
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"ALPHA_FEEDBACK_LOOP_V2", "ALPHA_LEAD_THRESHOLD_OPTIMIZER_V1",
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# Registry sync: formulas implemented outside GAS coverage path
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"VELOCITY_V1", "PROFIT_LOCK_STAGE_V1", "ANTI_LATE_ENTRY_GATE_V2",
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"DYNAMIC_HEAT_GATE_V1", "POSITION_SIZE_REGIME_SCALE_V1",
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"REGIME_CASH_UPLIFT_V1", "DRAWDOWN_GUARD_V1", "POSITION_COUNT_LIMIT_V1",
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"CASH_FLOOR_V1", "SEMICONDUCTOR_CLUSTER_GATE_V1",
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"SINGLE_POSITION_WEIGHT_CAP_V1", "REGIME_TRIM_GUIDANCE_V1",
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"HEAT_CONCENTRATION_ALERT_V1", "SECTOR_CONCENTRATION_LIMIT_V1",
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"PORTFOLIO_DRAWDOWN_GATE_V1", "K2_STAGED_REBOUND_SELL_V1",
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"STOP_BREACH_ALERT_V1", "SECTOR_ROTATION_MOMENTUM_V1",
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"ANTI_WHIPSAW_GATE_V1", "BREAKEVEN_RATCHET_V1",
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"MARKET_WEIGHT_AWARE_CLUSTER_GATE_V1", "LEADER_POSITION_WEIGHT_CAP_V1",
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"CAPITAL_STYLE_ALLOCATION_V1",
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# ENGINE_AUDIT_V1 — Python-tool-only 감사 게이트 (GAS 런타임 비개입)
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"IMPUTED_DATA_EXPOSURE_GATE_V1",
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"SCORES_HARNESS_V1",
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"STRATEGY_ROUTING_AUDIT_V1",
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"SELL_ENGINE_AUDIT_V1",
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"YAML_TO_CODE_COVERAGE_V1",
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"REALIZED_PERFORMANCE_V1",
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"BACKTEST_HARNESS_V1",
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# NF1~NF5: GAS execution_order 제외 Python-harness 전용 보조 공식 (python_harness_supplements 등록)
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"REGIME_CONDITIONAL_MACRO_FACTOR_V1", # NF1 — tools/build_predictive_alpha_dialectic_engine_v2.py
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"REBOUND_CAPTURE_THESIS_FACTOR_V1", # NF2 — tools/build_predictive_alpha_dialectic_engine_v2.py
|
||||
"ENTRY_TIMING_DECILE_FACTOR_V1", # NF3 — tools/build_late_chase_attribution_v1.py
|
||||
"SELL_SLIPPAGE_BUDGET_FACTOR_V1", # NF4 — tools/build_value_preservation_scorer_v1.py
|
||||
"PROFIT_GIVEBACK_RATCHET_FACTOR_V1", # NF5 — tools/build_ratchet_trailing_general_v1.py
|
||||
# Phase-execution Python-tool-only (tools/build_execution_method_ladder_v1.py, runtime=PYTHON)
|
||||
"EXECUTION_METHOD_LADDER_V1",
|
||||
}
|
||||
# V9 orphan reconcile — _ORPHAN_RECONCILE 버전 태그 공식은 GAS 요구사항 면제
|
||||
ids_to_skip = {fid for fid, fdef in reg.items() if isinstance(fdef, dict) and str(fdef.get("version", "")).endswith("_ORPHAN_RECONCILE")}
|
||||
_PYTHON_TOOL_FORMULAS = _PYTHON_TOOL_FORMULAS | ids_to_skip
|
||||
block_gs_miss = [f for f in gs_miss if f not in _PYTHON_TOOL_FORMULAS]
|
||||
summary = {
|
||||
"formula_total": len(ids),
|
||||
"gs_covered": len(gs_hit),
|
||||
"gs_missing": gs_miss,
|
||||
"gs_coverage_pct": gs_pct,
|
||||
"gs_blocking_missing": block_gs_miss,
|
||||
"ps_required_hooks": [name for name, _ in ps_required_hooks],
|
||||
"ps_hook_covered": len(ps_hook_hit),
|
||||
"ps_hook_missing": ps_hook_miss,
|
||||
"ps_coverage_pct": ps_pct,
|
||||
"cell_coverage": cell_cov,
|
||||
"status": "OK" if (gs_pct >= 100.0 and ps_pct == 100.0 and cell_cov["cell_gate"] != "FAIL") else "FAIL",
|
||||
}
|
||||
|
||||
out = Path(args.output_json)
|
||||
if not out.is_absolute():
|
||||
out = ROOT / out
|
||||
out.parent.mkdir(parents=True, exist_ok=True)
|
||||
out.write_text(json.dumps(summary, ensure_ascii=False, indent=2), encoding="utf-8")
|
||||
|
||||
print(
|
||||
f"YAML_GS_PS_COVERAGE: gs={gs_pct:.2f}% "
|
||||
f"ps={ps_pct:.2f}% total={len(ids)} "
|
||||
f"cell_coverage={cell_cov['cell_coverage_pct']:.2f}% [{cell_cov['cell_gate']}]"
|
||||
)
|
||||
if summary["status"] == "OK":
|
||||
print("YAML_GS_PS_COVERAGE_OK")
|
||||
return 0
|
||||
print("YAML_GS_PS_COVERAGE_FAIL")
|
||||
if args.strict_100:
|
||||
return 1
|
||||
return 0
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
raise SystemExit(main())
|
||||
Reference in New Issue
Block a user