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>
This commit is contained in:
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from __future__ import annotations
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import argparse
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import json
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from datetime import datetime
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from pathlib import Path
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from typing import Any
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ROOT = Path(__file__).resolve().parents[1]
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DEFAULT_JSON = ROOT / "GatherTradingData.json"
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DEFAULT_REQUEST = ROOT / "Temp" / "request_result.txt"
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DEFAULT_OUT_TXT = ROOT / "Temp" / "request_result_adoption.txt"
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DEFAULT_OUT_JSON = ROOT / "Temp" / "request_result_adoption_v1.json"
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def _load_json(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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obj = json.loads(path.read_text(encoding="utf-8"))
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except Exception:
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return {}
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return obj if isinstance(obj, dict) else {}
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def _parse_jsonish(value: Any) -> Any:
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if isinstance(value, (dict, list)):
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return value
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if isinstance(value, str) and value.strip():
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try:
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return json.loads(value)
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except Exception:
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return value
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return value
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def _to_json_string_if_needed(original: Any, value: Any) -> Any:
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if isinstance(original, str):
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return json.dumps(value, ensure_ascii=False)
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return value
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def _rows(v: Any) -> list[dict[str, Any]]:
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p = _parse_jsonish(v)
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if isinstance(p, list):
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return [x for x in p if isinstance(x, dict)]
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return []
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def _obj(v: Any) -> dict[str, Any]:
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p = _parse_jsonish(v)
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return p if isinstance(p, dict) else {}
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def _latest_snapshot_captured_at_iso(rows: list[dict[str, Any]]) -> str | None:
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latest_dt: datetime | None = None
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latest_iso: str | None = None
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for row in rows:
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if not isinstance(row, dict):
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continue
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for key in ("captured_at", "last_updated"):
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raw = str(row.get(key) or "").strip()
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if not raw:
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continue
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try:
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dt = datetime.fromisoformat(raw.replace("Z", "+00:00"))
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except Exception:
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continue
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if dt.tzinfo is None:
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dt = dt.astimezone()
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if latest_dt is None or dt > latest_dt:
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latest_dt = dt
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latest_iso = raw
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return latest_iso
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def _build_predictive_dialectic_bridge(h: dict[str, Any]) -> dict[str, Any]:
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src = _rows(h.get("predictive_alpha_json"))
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if not src:
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return {
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"formula_id": "PREDICTIVE_ALPHA_DIALECTIC_ENGINE_V1_BRIDGE",
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"status": "DATA_MISSING",
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"source": "predictive_alpha_json",
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"rows": [],
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}
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out: list[dict[str, Any]] = []
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for row in src:
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thesis = float(row.get("thesis_score") or 0.0)
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anti = float(row.get("antithesis_score") or 0.0)
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verdict = str(row.get("synthesis_verdict") or "")
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allowed = verdict not in {"EXIT_SIGNAL", "TRIM_SIGNAL"}
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out.append(
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{
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"ticker": str(row.get("ticker") or ""),
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"name": str(row.get("name") or ""),
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"thesis_score": thesis,
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"antithesis_score": anti,
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"synthesis_verdict": verdict,
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"action_allowed": allowed,
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"direction_confidence": row.get("direction_confidence"),
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"prediction_confidence_pct": row.get("prediction_confidence_pct"),
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"source_formula_id": str(row.get("formula_id") or ""),
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"bridge_rule": "B1_PREDICTIVE_ALPHA_JSON_TO_DIALECTIC",
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}
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)
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return {
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"formula_id": "PREDICTIVE_ALPHA_DIALECTIC_ENGINE_V1_BRIDGE",
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"status": "BRIDGED",
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"source": "predictive_alpha_json",
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"rows": out,
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}
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def _build_dynamic_value_preservation_bridge(h: dict[str, Any]) -> dict[str, Any]:
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src = _rows(h.get("sell_value_preservation_json"))
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if not src:
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return {
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"formula_id": "DYNAMIC_VALUE_PRESERVATION_SELL_V3_BRIDGE",
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"status": "DATA_MISSING",
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"source": "sell_value_preservation_json",
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"rows": [],
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}
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out: list[dict[str, Any]] = []
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for row in src:
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imm = row.get("immediate_qty")
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reb = row.get("rebound_wait_qty")
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imm_n = float(imm) if isinstance(imm, (int, float)) else 0.0
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reb_n = float(reb) if isinstance(reb, (int, float)) else 0.0
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total = imm_n + reb_n
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if total > 0:
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imm_ratio = round(imm_n / total, 4)
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reb_ratio = round(reb_n / total, 4)
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elif imm_n > 0:
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imm_ratio = 1.0
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reb_ratio = 0.0
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else:
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imm_ratio = 0.0
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reb_ratio = 0.0
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out.append(
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{
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"ticker": str(row.get("ticker") or ""),
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"name": str(row.get("name") or ""),
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"immediate_sell_ratio": imm_ratio,
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"rebound_wait_ratio": reb_ratio,
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"trailing_ratchet_active": bool(row.get("auto_trailing_stop")),
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"auto_trailing_stop": row.get("auto_trailing_stop"),
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"sell_value_preservation_state": str(row.get("sell_value_preservation_state") or ""),
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"reason_codes": row.get("reason_codes") if isinstance(row.get("reason_codes"), list) else [],
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"source_formula_id": str(row.get("formula_id") or ""),
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"bridge_rule": "B2_SELL_VALUE_PRESERVATION_TO_DYNAMIC_VALUE",
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}
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)
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return {
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"formula_id": "DYNAMIC_VALUE_PRESERVATION_SELL_V3_BRIDGE",
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"status": "BRIDGED",
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"source": "sell_value_preservation_json",
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"rows": out,
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}
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def main() -> int:
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ap = argparse.ArgumentParser()
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ap.add_argument("--json", default=str(DEFAULT_JSON))
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ap.add_argument("--request", default=str(DEFAULT_REQUEST))
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ap.add_argument("--out-txt", default=str(DEFAULT_OUT_TXT))
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ap.add_argument("--out-json", default=str(DEFAULT_OUT_JSON))
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args = ap.parse_args()
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json_path = Path(args.json)
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req_path = Path(args.request)
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out_txt = Path(args.out_txt)
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out_json = Path(args.out_json)
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if not json_path.is_absolute():
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json_path = ROOT / json_path
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if not req_path.is_absolute():
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req_path = ROOT / req_path
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if not out_txt.is_absolute():
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out_txt = ROOT / out_txt
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if not out_json.is_absolute():
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out_json = ROOT / out_json
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payload = _load_json(json_path)
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if not payload:
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print("REQUEST_RESULT_ADOPTION_FAIL: invalid json payload")
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return 1
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request_text = req_path.read_text(encoding="utf-8") if req_path.exists() else ""
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data = payload.get("data") if isinstance(payload.get("data"), dict) else {}
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hctx = data.get("_harness_context") if isinstance(data.get("_harness_context"), dict) else {}
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hapex = payload.get("hApex") if isinstance(payload.get("hApex"), dict) else {}
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merged = dict(hctx)
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merged.update(hapex)
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fresh_captured_at = _latest_snapshot_captured_at_iso(data.get("account_snapshot", []) if isinstance(data.get("account_snapshot"), list) else [])
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if fresh_captured_at:
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hctx["captured_at"] = fresh_captured_at
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hapex["captured_at"] = fresh_captured_at
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merged["captured_at"] = fresh_captured_at
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artifacts = {
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"gas_engine_upgrade_v7.gs": (ROOT / "gas_engine_upgrade_v7.gs").exists(),
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"tools/apply_engine_upgrade_v7.py": (ROOT / "tools" / "apply_engine_upgrade_v7.py").exists(),
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"spec/strategy/fundamental_quality_v2.yaml": (ROOT / "spec" / "strategy" / "fundamental_quality_v2.yaml").exists(),
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"spec/strategy/predictive_alpha_dialectic_v1.yaml": (ROOT / "spec" / "strategy" / "predictive_alpha_dialectic_v1.yaml").exists(),
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"spec/strategy/horizon_allocation_v1.yaml": (ROOT / "spec" / "strategy" / "horizon_allocation_v1.yaml").exists(),
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"spec/exit/dynamic_value_preservation_sell_v3.yaml": (ROOT / "spec" / "exit" / "dynamic_value_preservation_sell_v3.yaml").exists(),
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"spec/routing_trace_v2.yaml": (ROOT / "spec" / "routing_trace_v2.yaml").exists(),
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}
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adopted: list[dict[str, Any]] = []
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for key, exists in artifacts.items():
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adopted.append(
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{
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"item": key,
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"decision": "ADOPT" if exists else "REJECT",
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"reason": "artifact_exists" if exists else "artifact_missing",
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}
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)
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bridge_applied: list[str] = []
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if merged.get("predictive_alpha_dialectic_json") in (None, "", [], {}):
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merged["predictive_alpha_dialectic_json"] = _build_predictive_dialectic_bridge(merged)
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bridge_applied.append("predictive_alpha_dialectic_json")
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if merged.get("dynamic_value_preservation_json") in (None, "", [], {}):
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merged["dynamic_value_preservation_json"] = _build_dynamic_value_preservation_bridge(merged)
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bridge_applied.append("dynamic_value_preservation_json")
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# write back preserving json-string contract where needed
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hctx["predictive_alpha_dialectic_json"] = _to_json_string_if_needed(hctx.get("predictive_alpha_dialectic_json"), merged.get("predictive_alpha_dialectic_json"))
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hctx["dynamic_value_preservation_json"] = _to_json_string_if_needed(hctx.get("dynamic_value_preservation_json"), merged.get("dynamic_value_preservation_json"))
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hapex["predictive_alpha_dialectic_json"] = _to_json_string_if_needed(hapex.get("predictive_alpha_dialectic_json"), merged.get("predictive_alpha_dialectic_json"))
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hapex["dynamic_value_preservation_json"] = _to_json_string_if_needed(hapex.get("dynamic_value_preservation_json"), merged.get("dynamic_value_preservation_json"))
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data["_harness_context"] = hctx
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payload["data"] = data
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payload["hApex"] = hapex
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json_path.write_text(json.dumps(payload, ensure_ascii=False, indent=2), encoding="utf-8")
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summary = {
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"formula_id": "REQUEST_RESULT_ADOPTION_V1",
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"request_path": str(req_path),
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"request_loaded": bool(request_text.strip()),
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"artifact_adoption": adopted,
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"bridge_applied": bridge_applied,
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"post_keys": {
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"predictive_alpha_dialectic_json": merged.get("predictive_alpha_dialectic_json") is not None,
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"dynamic_value_preservation_json": merged.get("dynamic_value_preservation_json") is not None,
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},
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}
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out_json.parent.mkdir(parents=True, exist_ok=True)
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out_json.write_text(json.dumps(summary, ensure_ascii=False, indent=2), encoding="utf-8")
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lines = [
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"# REQUEST_RESULT 채택/보완 결과",
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"",
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f"- formula_id: {summary['formula_id']}",
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f"- request_loaded: {summary['request_loaded']}",
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f"- bridge_applied: {', '.join(bridge_applied) if bridge_applied else 'none'}",
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"",
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"## 채택 판정",
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]
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for row in adopted:
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lines.append(f"- {row['item']}: {row['decision']} ({row['reason']})")
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lines.extend(
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[
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"",
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"## 근본 원인/정석 조치",
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"- 원인: 제안 아티팩트는 존재하나 실행 컨텍스트에 일부 키(predictive_alpha_dialectic_json, dynamic_value_preservation_json) 누락.",
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"- 조치: 기존 산출키(predictive_alpha_json, sell_value_preservation_json)에서 결정론적 브리지 적용.",
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"- 통제: 브리지 레코드에 source_formula_id/bridge_rule를 기록해 임의 수치 생성 금지.",
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]
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)
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out_txt.write_text("\n".join(lines) + "\n", encoding="utf-8")
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print(json.dumps(summary, ensure_ascii=False))
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return 0
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if __name__ == "__main__":
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raise SystemExit(main())
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